通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
パラメーター | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
不整合チャートエラー | 0 | ||||
初期証拠金 | 500000.00 | スプレッド | 変動 | ||
純益 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
総取引数 | 5018 | 売りポジション(勝率%) | 2553 (45.20%) | 買いポジション(勝率%) | 2465 (46.90%) |
勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
平均 | 連勝 | 2 | 連敗 | 3 |
# | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
3151 | 2011.04.18 17:57 | t/p | 1458 | 0.10 | 133.401 | 137.010 | 133.410 | 28170.00 | 4085120.00 |
3152 | 2011.04.20 07:00 | buy | 1459 | 0.10 | 135.693 | 132.992 | 137.113 | ||
3153 | 2011.04.21 10:00 | buy | 1460 | 0.10 | 135.201 | 134.370 | 137.970 | ||
3154 | 2011.04.22 17:00 | sell | 1461 | 0.10 | 135.167 | 135.737 | 132.757 | ||
3155 | 2011.04.25 02:43 | s/l | 1461 | 0.10 | 135.734 | 135.737 | 132.757 | -5670.00 | 4079450.00 |
3156 | 2011.04.25 02:45 | buy | 1462 | 0.10 | 135.757 | 135.331 | 138.711 | ||
3157 | 2011.04.25 03:00 | buy | 1463 | 0.10 | 135.777 | 135.156 | 138.136 | ||
3158 | 2011.04.25 06:15 | close | 1460 | 0.10 | 135.797 | 134.370 | 137.970 | 5960.00 | 4085410.00 |
3159 | 2011.04.25 07:00 | close | 1463 | 0.10 | 135.631 | 135.156 | 138.136 | -1460.00 | 4083950.00 |
3160 | 2011.04.25 07:00 | sell | 1464 | 0.10 | 135.631 | 136.206 | 133.226 | ||
3161 | 2011.04.25 16:00 | s/l | 1462 | 0.10 | 135.336 | 135.331 | 138.711 | -4210.00 | 4079740.00 |
3162 | 2011.04.25 16:45 | sell | 1465 | 0.10 | 135.166 | 135.971 | 132.371 | ||
3163 | 2011.04.26 02:30 | sell | 1466 | 0.10 | 134.747 | 135.137 | 131.757 | ||
3164 | 2011.04.26 05:00 | close | 1464 | 0.10 | 134.883 | 136.206 | 133.226 | 7480.00 | 4087220.00 |
3165 | 2011.04.26 06:00 | sell | 1467 | 0.10 | 134.648 | 135.223 | 132.243 | ||
3166 | 2011.04.26 10:00 | close | 1467 | 0.10 | 134.727 | 135.223 | 132.243 | -790.00 | 4086430.00 |
3167 | 2011.04.26 11:51 | s/l | 1466 | 0.10 | 135.138 | 135.137 | 131.757 | -3910.00 | 4082520.00 |
3168 | 2011.04.27 01:45 | close | 1465 | 0.10 | 134.613 | 135.971 | 132.371 | 5530.00 | 4088050.00 |
3169 | 2011.04.27 01:45 | buy | 1468 | 0.10 | 134.610 | 133.777 | 137.377 | ||
3170 | 2011.04.27 18:15 | modify | 1468 | 0.10 | 134.610 | 135.641 | 137.377 | ||
3171 | 2011.04.28 11:00 | close | 1468 | 0.10 | 136.040 | 135.641 | 137.377 | 14300.00 | 4102350.00 |
3172 | 2011.04.28 11:00 | sell | 1469 | 0.10 | 136.026 | 136.834 | 133.234 | ||
3173 | 2011.05.02 00:18 | close | 1469 | 0.10 | 135.693 | 136.834 | 133.234 | 3330.00 | 4105680.00 |
3174 | 2011.05.02 00:18 | buy | 1470 | 0.10 | 135.678 | 134.922 | 138.522 | ||
3175 | 2011.05.02 06:30 | close | 1470 | 0.10 | 135.843 | 134.922 | 138.522 | 1650.00 | 4107330.00 |
3176 | 2011.05.02 06:30 | sell | 1471 | 0.10 | 135.832 | 136.634 | 133.034 | ||
3177 | 2011.05.02 23:00 | sell | 1472 | 0.10 | 135.297 | 135.877 | 132.897 | ||
3178 | 2011.05.03 00:15 | sell | 1473 | 0.10 | 135.206 | 135.596 | 132.216 | ||
3179 | 2011.05.03 01:00 | sell | 1474 | 0.10 | 135.278 | 139.271 | 133.591 | ||
3180 | 2011.05.03 11:30 | modify | 1473 | 0.10 | 135.206 | 134.989 | 132.216 | ||
3181 | 2011.05.03 11:45 | modify | 1471 | 0.10 | 135.832 | 134.674 | 133.034 | ||
3182 | 2011.05.03 11:46 | t/p | 1474 | 0.10 | 133.586 | 139.271 | 133.591 | 16920.00 | 4124250.00 |
3183 | 2011.05.03 14:41 | t/p | 1471 | 0.10 | 133.036 | 134.674 | 133.034 | 27960.00 | 4152210.00 |
3184 | 2011.05.03 14:52 | s/l | 1459 | 0.10 | 132.985 | 132.992 | 137.113 | -27080.00 | 4125130.00 |
3185 | 2011.05.03 15:00 | close | 1472 | 0.10 | 133.066 | 135.877 | 132.897 | 22310.00 | 4147440.00 |
3186 | 2011.05.05 00:11 | sell | 1475 | 0.10 | 132.870 | 133.449 | 128.099 | ||
3187 | 2011.05.05 01:30 | close | 1473 | 0.10 | 133.082 | 134.989 | 132.216 | 21240.00 | 4168680.00 |
3188 | 2011.05.05 11:30 | sell | 1476 | 0.10 | 132.295 | 133.240 | 128.890 | ||
3189 | 2011.05.09 07:45 | close | 1476 | 0.10 | 132.019 | 133.240 | 128.890 | 2760.00 | 4171440.00 |
3190 | 2011.05.09 11:45 | sell | 1477 | 0.10 | 132.022 | 132.827 | 129.227 | ||
3191 | 2011.05.09 16:00 | close | 1477 | 0.10 | 131.730 | 132.827 | 129.227 | 2920.00 | 4174360.00 |
3192 | 2011.05.09 16:00 | buy | 1478 | 0.10 | 131.726 | 130.897 | 134.497 | ||
3193 | 2011.05.10 01:00 | sell | 1479 | 0.10 | 131.598 | 132.182 | 129.202 | ||
3194 | 2011.05.10 10:05 | s/l | 1479 | 0.10 | 132.179 | 132.182 | 129.202 | -5810.00 | 4168550.00 |
3195 | 2011.05.11 01:00 | buy | 1480 | 0.10 | 132.429 | 128.423 | 134.103 | ||
3196 | 2011.05.11 01:45 | buy | 1481 | 0.10 | 132.658 | 132.255 | 135.635 | ||
3197 | 2011.05.11 02:00 | buy | 1482 | 0.10 | 132.628 | 132.016 | 134.996 | ||
3198 | 2011.05.11 03:49 | s/l | 1481 | 0.10 | 132.262 | 132.255 | 135.635 | -3960.00 | 4164590.00 |
3199 | 2011.05.11 04:30 | buy | 1483 | 0.10 | 132.619 | 132.203 | 135.583 | ||
3200 | 2011.05.11 08:38 | s/l | 1483 | 0.10 | 132.193 | 132.203 | 135.583 | -4260.00 | 4160330.00 |
3201 | 2011.05.11 12:15 | close | 1478 | 0.10 | 132.334 | 130.897 | 134.497 | 6080.00 | 4166410.00 |
3202 | 2011.05.11 13:00 | close | 1482 | 0.10 | 133.262 | 132.016 | 134.996 | 6340.00 | 4172750.00 |
3203 | 2011.05.11 13:08 | s/l | 1475 | 0.10 | 133.449 | 133.449 | 128.099 | -5790.00 | 4166960.00 |
3204 | 2011.05.11 19:00 | close | 1480 | 0.10 | 132.575 | 128.423 | 134.103 | 1460.00 | 4168420.00 |
3205 | 2011.05.13 20:00 | sell | 1484 | 0.10 | 130.627 | 131.167 | 125.817 | ||
3206 | 2011.05.16 00:00 | s/l | 1484 | 0.10 | 131.175 | 131.167 | 125.817 | -5480.00 | 4162940.00 |
3207 | 2011.05.16 00:53 | sell | 1485 | 0.10 | 130.713 | 131.614 | 126.264 | ||
3208 | 2011.05.16 04:45 | buy | 1486 | 0.10 | 130.954 | 130.127 | 133.727 | ||
3209 | 2011.05.17 07:00 | buy | 1487 | 0.10 | 131.429 | 127.426 | 133.106 | ||
3210 | 2011.05.17 07:51 | s/l | 1485 | 0.10 | 131.636 | 131.614 | 126.264 | -9230.00 | 4153710.00 |
3211 | 2011.05.17 11:40 | t/p | 1487 | 0.10 | 133.113 | 127.426 | 133.106 | 16840.00 | 4170550.00 |
3212 | 2011.05.17 12:00 | modify | 1486 | 0.10 | 130.954 | 132.094 | 133.727 | ||
3213 | 2011.05.17 13:00 | buy | 1488 | 0.10 | 132.787 | 128.794 | 134.474 | ||
3214 | 2011.05.17 15:52 | s/l | 1486 | 0.10 | 132.084 | 132.094 | 133.727 | 11300.00 | 4181850.00 |
3215 | 2011.05.19 10:30 | sell | 1489 | 0.10 | 131.980 | 132.787 | 129.187 | ||
3216 | 2011.05.19 16:20 | s/l | 1489 | 0.10 | 132.800 | 132.787 | 129.187 | -8200.00 | 4173650.00 |
3217 | 2011.05.24 12:00 | sell | 1490 | 0.10 | 131.990 | 132.785 | 129.185 | ||
3218 | 2011.05.24 16:06 | s/l | 1490 | 0.10 | 132.794 | 132.785 | 129.185 | -8040.00 | 4165610.00 |
3219 | 2011.05.27 09:00 | buy | 1491 | 0.10 | 133.216 | 132.368 | 135.968 | ||
3220 | 2011.05.27 15:30 | close | 1491 | 0.10 | 133.456 | 132.368 | 135.968 | 2400.00 | 4168010.00 |
3221 | 2011.05.27 15:30 | sell | 1492 | 0.10 | 133.442 | 134.226 | 130.626 | ||
3222 | 2011.05.30 02:00 | buy | 1493 | 0.10 | 133.472 | 132.856 | 135.836 | ||
3223 | 2011.05.31 03:30 | buy | 1494 | 0.10 | 133.522 | 133.108 | 136.488 | ||
3224 | 2011.05.31 05:41 | s/l | 1492 | 0.10 | 134.220 | 134.226 | 130.626 | -7780.00 | 4160230.00 |
3225 | 2011.05.31 05:45 | t/p | 1488 | 0.10 | 134.473 | 128.794 | 134.474 | 16860.00 | 4177090.00 |
3226 | 2011.05.31 08:00 | buy | 1495 | 0.10 | 134.397 | 133.814 | 139.164 | ||
3227 | 2011.05.31 08:30 | buy | 1496 | 0.10 | 134.539 | 133.557 | 137.907 | ||
3228 | 2011.05.31 09:45 | modify | 1494 | 0.10 | 133.522 | 133.726 | 136.488 | ||
3229 | 2011.05.31 17:32 | s/l | 1495 | 0.10 | 133.806 | 133.814 | 139.164 | -5910.00 | 4171180.00 |
3230 | 2011.05.31 17:53 | s/l | 1494 | 0.10 | 133.730 | 133.726 | 136.488 | 2080.00 | 4173260.00 |
3231 | 2011.05.31 18:19 | s/l | 1496 | 0.10 | 133.550 | 133.557 | 137.907 | -9890.00 | 4163370.00 |
3232 | 2011.06.01 12:00 | close | 1493 | 0.10 | 133.385 | 132.856 | 135.836 | -870.00 | 4162500.00 |
3233 | 2011.06.02 17:15 | buy | 1497 | 0.10 | 132.215 | 131.399 | 134.999 | ||
3234 | 2011.06.03 11:30 | sell | 1498 | 0.10 | 131.635 | 132.007 | 128.627 | ||
3235 | 2011.06.03 12:21 | s/l | 1497 | 0.10 | 131.406 | 131.399 | 134.999 | -8090.00 | 4154410.00 |
3236 | 2011.06.06 01:53 | s/l | 1498 | 0.10 | 132.020 | 132.007 | 128.627 | -3850.00 | 4150560.00 |
3237 | 2011.06.08 05:15 | buy | 1499 | 0.10 | 131.123 | 130.302 | 133.902 | ||
3238 | 2011.06.10 01:30 | close | 1499 | 0.10 | 131.541 | 130.302 | 133.902 | 4180.00 | 4154740.00 |
3239 | 2011.06.10 09:15 | sell | 1500 | 0.10 | 130.487 | 131.438 | 127.088 | ||
3240 | 2011.06.10 12:00 | sell | 1501 | 0.10 | 130.284 | 130.844 | 125.494 | ||
3241 | 2011.06.13 04:23 | s/l | 1501 | 0.10 | 130.839 | 130.844 | 125.494 | -5550.00 | 4149190.00 |
3242 | 2011.06.13 21:47 | s/l | 1500 | 0.10 | 131.455 | 131.438 | 127.088 | -9680.00 | 4139510.00 |
3243 | 2011.06.14 06:00 | buy | 1502 | 0.10 | 131.576 | 129.758 | 133.260 | ||
3244 | 2011.06.16 12:19 | s/l | 1502 | 0.10 | 129.753 | 129.758 | 133.260 | -18230.00 | 4121280.00 |
3245 | 2011.06.17 11:00 | sell | 1503 | 0.10 | 129.527 | 130.478 | 126.128 | ||
3246 | 2011.06.17 12:00 | sell | 1504 | 0.10 | 129.705 | 130.247 | 124.897 | ||
3247 | 2011.06.20 17:47 | s/l | 1504 | 0.10 | 130.246 | 130.247 | 124.897 | -5410.00 | 4115870.00 |
3248 | 2011.06.21 07:15 | close | 1503 | 0.10 | 129.987 | 130.478 | 126.128 | -4600.00 | 4111270.00 |
3249 | 2011.06.22 02:00 | sell | 1505 | 0.10 | 130.092 | 130.664 | 127.684 | ||
3250 | 2011.06.22 10:15 | sell | 1506 | 0.10 | 130.120 | 130.926 | 127.326 | ||
3251 | 2011.06.22 15:00 | sell | 1507 | 0.10 | 129.270 | 129.647 | 126.267 | ||
3252 | 2011.06.23 12:00 | sell | 1508 | 0.10 | 128.861 | 129.407 | 124.057 | ||
3253 | 2011.06.24 06:30 | close | 1506 | 0.10 | 128.930 | 130.926 | 127.326 | 11900.00 | 4123170.00 |
3254 | 2011.06.24 16:15 | close | 1507 | 0.10 | 128.631 | 129.647 | 126.267 | 6390.00 | 4129560.00 |
3255 | 2011.06.24 16:45 | sell | 1509 | 0.10 | 128.444 | 128.817 | 125.437 | ||
3256 | 2011.06.27 00:06 | sell | 1510 | 0.10 | 128.206 | 129.104 | 124.754 | ||
3257 | 2011.06.27 03:28 | s/l | 1509 | 0.10 | 128.829 | 128.817 | 125.437 | -3850.00 | 4125710.00 |
3258 | 2011.06.27 10:05 | s/l | 1510 | 0.10 | 129.096 | 129.104 | 124.754 | -8900.00 | 4116810.00 |
3259 | 2011.06.27 11:00 | close | 1505 | 0.10 | 128.723 | 130.664 | 127.684 | 13690.00 | 4130500.00 |
3260 | 2011.06.27 14:00 | buy | 1511 | 0.10 | 129.098 | 128.157 | 130.780 | ||
3261 | 2011.06.27 17:00 | buy | 1512 | 0.10 | 129.276 | 128.671 | 131.651 | ||
3262 | 2011.06.27 17:30 | s/l | 1508 | 0.10 | 129.422 | 129.407 | 124.057 | -5610.00 | 4124890.00 |
3263 | 2011.06.27 20:00 | buy | 1513 | 0.10 | 129.189 | 128.613 | 133.963 | ||
3264 | 2011.06.28 12:10 | s/l | 1512 | 0.10 | 128.672 | 128.671 | 131.651 | -6040.00 | 4118850.00 |
3265 | 2011.06.28 17:45 | sell | 1514 | 0.10 | 129.395 | 130.187 | 126.587 | ||
3266 | 2011.06.30 12:11 | s/l | 1513 | 0.10 | 128.605 | 128.613 | 133.963 | -5840.00 | 4113010.00 |
3267 | 2011.06.30 14:00 | close | 1514 | 0.10 | 128.785 | 130.187 | 126.587 | 6100.00 | 4119110.00 |
3268 | 2011.07.01 18:00 | buy | 1515 | 0.10 | 129.801 | 129.196 | 132.176 | ||
3269 | 2011.07.05 05:00 | close | 1515 | 0.10 | 129.990 | 129.196 | 132.176 | 1890.00 | 4121000.00 |
3270 | 2011.07.05 11:45 | buy | 1516 | 0.10 | 130.458 | 130.061 | 133.441 | ||
3271 | 2011.07.05 12:00 | buy | 1517 | 0.10 | 130.344 | 129.747 | 132.727 | ||
3272 | 2011.07.05 12:43 | t/p | 1511 | 0.10 | 130.770 | 128.157 | 130.780 | 16720.00 | 4137720.00 |
3273 | 2011.07.05 14:00 | buy | 1518 | 0.10 | 130.678 | 128.151 | 132.362 | ||
3274 | 2011.07.05 21:56 | s/l | 1516 | 0.10 | 130.051 | 130.061 | 133.441 | -4070.00 | 4133650.00 |
3275 | 2011.07.06 09:36 | s/l | 1517 | 0.10 | 129.753 | 129.747 | 132.727 | -5910.00 | 4127740.00 |
3276 | 2011.07.06 10:00 | sell | 1519 | 0.10 | 129.600 | 130.174 | 127.194 | ||
3277 | 2011.07.08 15:45 | sell | 1520 | 0.10 | 129.196 | 129.577 | 126.197 | ||
3278 | 2011.07.08 16:00 | close | 1519 | 0.10 | 129.280 | 130.174 | 127.194 | 3200.00 | 4130940.00 |
3279 | 2011.07.08 16:43 | s/l | 1520 | 0.10 | 129.583 | 129.577 | 126.197 | -3870.00 | 4127070.00 |
3280 | 2011.07.08 16:45 | buy | 1521 | 0.10 | 129.552 | 128.732 | 132.332 | ||
3281 | 2011.07.11 10:00 | sell | 1522 | 0.10 | 129.069 | 129.651 | 126.671 | ||
3282 | 2011.07.11 10:15 | sell | 1523 | 0.10 | 129.023 | 129.400 | 126.020 | ||
3283 | 2011.07.11 13:54 | s/l | 1521 | 0.10 | 128.723 | 128.732 | 132.332 | -8290.00 | 4118780.00 |
3284 | 2011.07.11 15:28 | s/l | 1518 | 0.10 | 128.142 | 128.151 | 132.362 | -25360.00 | 4093420.00 |
3285 | 2011.07.11 17:45 | modify | 1523 | 0.10 | 129.023 | 128.698 | 126.020 | ||
3286 | 2011.07.11 18:00 | sell | 1524 | 0.10 | 127.670 | 128.627 | 124.277 | ||
3287 | 2011.07.11 19:00 | close | 1522 | 0.10 | 128.066 | 129.651 | 126.671 | 10030.00 | 4103450.00 |
3288 | 2011.07.11 20:00 | sell | 1525 | 0.10 | 127.872 | 128.424 | 123.074 | ||
3289 | 2011.07.12 11:01 | t/p | 1523 | 0.10 | 126.010 | 128.698 | 126.020 | 30130.00 | 4133580.00 |
3290 | 2011.07.12 12:00 | close | 1525 | 0.10 | 126.007 | 128.424 | 123.074 | 18650.00 | 4152230.00 |
3291 | 2011.07.13 00:30 | modify | 1524 | 0.10 | 127.670 | 125.971 | 124.277 | ||
3292 | 2011.07.13 00:41 | s/l | 1524 | 0.10 | 125.974 | 125.971 | 124.277 | 16960.00 | 4169190.00 |
3293 | 2011.07.14 10:00 | buy | 1526 | 0.10 | 127.613 | 124.864 | 129.297 | ||
3294 | 2011.07.15 20:00 | buy | 1527 | 0.10 | 127.593 | 127.024 | 132.374 | ||
3295 | 2011.07.18 03:40 | s/l | 1527 | 0.10 | 127.025 | 127.024 | 132.374 | -5680.00 | 4163510.00 |
3296 | 2011.07.18 10:00 | sell | 1528 | 0.10 | 127.147 | 127.724 | 124.744 | ||
3297 | 2011.07.18 17:15 | sell | 1529 | 0.10 | 126.903 | 127.290 | 123.910 | ||
3298 | 2011.07.19 10:15 | buy | 1530 | 0.10 | 127.223 | 126.390 | 129.990 | ||
3299 | 2011.07.19 10:16 | s/l | 1529 | 0.10 | 127.291 | 127.290 | 123.910 | -3880.00 | 4159630.00 |
3300 | 2011.07.19 22:17 | s/l | 1528 | 0.10 | 127.722 | 127.724 | 124.744 | -5750.00 | 4153880.00 |