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 |
3301 | 2011.07.20 11:00 | sell | 1531 | 0.10 | 126.861 | 127.451 | 124.471 | ||
3302 | 2011.07.21 01:00 | s/l | 1531 | 0.10 | 127.478 | 127.451 | 124.471 | -6170.00 | 4147710.00 |
3303 | 2011.07.21 06:30 | close | 1530 | 0.10 | 127.130 | 126.390 | 129.990 | -930.00 | 4146780.00 |
3304 | 2011.07.21 08:30 | sell | 1532 | 0.10 | 127.506 | 128.304 | 124.704 | ||
3305 | 2011.07.21 16:00 | buy | 1533 | 0.10 | 127.898 | 127.301 | 130.281 | ||
3306 | 2011.07.21 16:00 | buy | 1534 | 0.10 | 127.895 | 127.501 | 130.881 | ||
3307 | 2011.07.22 03:55 | s/l | 1532 | 0.10 | 128.309 | 128.304 | 124.704 | -8030.00 | 4138750.00 |
3308 | 2011.07.22 12:00 | close | 1533 | 0.10 | 127.918 | 127.301 | 130.281 | 200.00 | 4138950.00 |
3309 | 2011.07.22 15:25 | s/l | 1534 | 0.10 | 127.499 | 127.501 | 130.881 | -3960.00 | 4134990.00 |
3310 | 2011.07.25 01:15 | buy | 1535 | 0.10 | 127.842 | 126.988 | 130.588 | ||
3311 | 2011.07.25 16:45 | sell | 1536 | 0.10 | 127.182 | 127.569 | 124.189 | ||
3312 | 2011.07.25 17:59 | s/l | 1536 | 0.10 | 127.566 | 127.569 | 124.189 | -3840.00 | 4131150.00 |
3313 | 2011.07.26 00:05 | sell | 1537 | 0.10 | 127.378 | 127.962 | 124.982 | ||
3314 | 2011.07.26 05:07 | s/l | 1537 | 0.10 | 127.962 | 127.962 | 124.982 | -5840.00 | 4125310.00 |
3315 | 2011.07.26 05:15 | close | 1535 | 0.10 | 127.611 | 126.988 | 130.588 | -2310.00 | 4123000.00 |
3316 | 2011.07.26 05:15 | sell | 1538 | 0.10 | 127.619 | 128.416 | 124.816 | ||
3317 | 2011.07.26 12:00 | buy | 1539 | 0.10 | 127.975 | 127.367 | 130.347 | ||
3318 | 2011.07.27 10:10 | s/l | 1539 | 0.10 | 127.359 | 127.367 | 130.347 | -6160.00 | 4116840.00 |
3319 | 2011.07.27 11:00 | sell | 1540 | 0.10 | 127.428 | 128.018 | 125.038 | ||
3320 | 2011.07.28 01:30 | close | 1538 | 0.10 | 127.299 | 128.416 | 124.816 | 3200.00 | 4120040.00 |
3321 | 2011.07.28 06:30 | sell | 1541 | 0.10 | 127.064 | 127.447 | 124.067 | ||
3322 | 2011.07.28 07:00 | close | 1540 | 0.10 | 127.190 | 128.018 | 125.038 | 2380.00 | 4122420.00 |
3323 | 2011.08.01 03:19 | s/l | 1541 | 0.10 | 127.455 | 127.447 | 124.067 | -3910.00 | 4118510.00 |
3324 | 2011.08.01 15:15 | sell | 1542 | 0.10 | 126.021 | 126.768 | 123.018 | ||
3325 | 2011.08.01 17:00 | s/l | 1526 | 0.10 | 124.858 | 124.864 | 129.297 | -27550.00 | 4090960.00 |
3326 | 2011.08.01 17:30 | modify | 1542 | 0.10 | 126.021 | 125.385 | 123.018 | ||
3327 | 2011.08.01 18:00 | sell | 1543 | 0.10 | 124.576 | 125.527 | 121.177 | ||
3328 | 2011.08.01 18:30 | close | 1542 | 0.10 | 125.123 | 125.385 | 123.018 | 8980.00 | 4099940.00 |
3329 | 2011.08.01 18:30 | sell | 1544 | 0.10 | 125.101 | 125.853 | 122.103 | ||
3330 | 2011.08.01 20:00 | buy | 1545 | 0.10 | 125.296 | 124.714 | 130.064 | ||
3331 | 2011.08.01 20:03 | s/l | 1543 | 0.10 | 125.541 | 125.527 | 121.177 | -9650.00 | 4090290.00 |
3332 | 2011.08.01 21:43 | s/l | 1544 | 0.10 | 125.866 | 125.853 | 122.103 | -7650.00 | 4082640.00 |
3333 | 2011.08.03 02:00 | buy | 1546 | 0.10 | 125.923 | 125.095 | 128.695 | ||
3334 | 2011.08.04 02:00 | buy | 1547 | 0.10 | 126.749 | 124.190 | 128.433 | ||
3335 | 2011.08.04 04:10 | t/p | 1547 | 0.10 | 128.430 | 124.190 | 128.433 | 16810.00 | 4099450.00 |
3336 | 2011.08.04 04:12 | t/p | 1546 | 0.10 | 128.711 | 125.095 | 128.695 | 27880.00 | 4127330.00 |
3337 | 2011.08.04 05:30 | buy | 1548 | 0.10 | 129.050 | 128.058 | 132.408 | ||
3338 | 2011.08.04 07:00 | buy | 1549 | 0.10 | 129.449 | 125.448 | 131.128 | ||
3339 | 2011.08.04 07:45 | close | 1548 | 0.10 | 129.782 | 128.058 | 132.408 | 7320.00 | 4134650.00 |
3340 | 2011.08.04 08:00 | close | 1549 | 0.10 | 129.723 | 125.448 | 131.128 | 2740.00 | 4137390.00 |
3341 | 2011.08.04 09:47 | t/p | 1545 | 0.10 | 130.064 | 124.714 | 130.064 | 47680.00 | 4185070.00 |
3342 | 2011.08.04 12:00 | buy | 1550 | 0.10 | 130.208 | 129.622 | 134.972 | ||
3343 | 2011.08.04 16:25 | s/l | 1550 | 0.10 | 129.622 | 129.622 | 134.972 | -5860.00 | 4179210.00 |
3344 | 2011.08.05 17:00 | buy | 1551 | 0.10 | 128.126 | 127.296 | 130.896 | ||
3345 | 2011.08.08 10:15 | close | 1551 | 0.10 | 127.939 | 127.296 | 130.896 | -1870.00 | 4177340.00 |
3346 | 2011.08.08 10:15 | sell | 1552 | 0.10 | 127.937 | 128.746 | 125.146 | ||
3347 | 2011.08.09 03:15 | sell | 1553 | 0.10 | 126.488 | 127.233 | 123.483 | ||
3348 | 2011.08.09 04:45 | modify | 1552 | 0.10 | 127.937 | 126.915 | 125.146 | ||
3349 | 2011.08.09 10:10 | s/l | 1552 | 0.10 | 126.923 | 126.915 | 125.146 | 10140.00 | 4187480.00 |
3350 | 2011.08.09 18:15 | modify | 1553 | 0.10 | 126.488 | 126.261 | 123.483 | ||
3351 | 2011.08.10 16:00 | sell | 1554 | 0.10 | 124.051 | 124.595 | 119.245 | ||
3352 | 2011.08.10 16:15 | sell | 1555 | 0.10 | 123.696 | 124.648 | 120.298 | ||
3353 | 2011.08.10 18:01 | t/p | 1553 | 0.10 | 123.470 | 126.261 | 123.483 | 30180.00 | 4217660.00 |
3354 | 2011.08.11 10:24 | s/l | 1554 | 0.10 | 124.622 | 124.595 | 119.245 | -5710.00 | 4211950.00 |
3355 | 2011.08.11 10:24 | s/l | 1555 | 0.10 | 124.690 | 124.648 | 120.298 | -9940.00 | 4202010.00 |
3356 | 2011.08.11 10:24 | sell | 1556 | 0.10 | 123.936 | 124.474 | 119.124 | ||
3357 | 2011.08.11 16:15 | s/l | 1556 | 0.10 | 124.479 | 124.474 | 119.124 | -5430.00 | 4196580.00 |
3358 | 2011.08.11 16:15 | sell | 1557 | 0.10 | 124.450 | 124.547 | 119.197 | ||
3359 | 2011.08.11 16:30 | s/l | 1557 | 0.10 | 124.553 | 124.547 | 119.197 | -1030.00 | 4195550.00 |
3360 | 2011.08.12 12:00 | buy | 1558 | 0.10 | 124.805 | 124.219 | 129.569 | ||
3361 | 2011.08.15 03:30 | buy | 1559 | 0.10 | 125.549 | 124.767 | 128.517 | ||
3362 | 2011.08.15 19:00 | buy | 1560 | 0.10 | 125.743 | 123.296 | 127.425 | ||
3363 | 2011.08.16 19:30 | sell | 1561 | 0.10 | 125.897 | 126.694 | 123.094 | ||
3364 | 2011.08.17 04:45 | close | 1559 | 0.10 | 125.963 | 124.767 | 128.517 | 4140.00 | 4199690.00 |
3365 | 2011.08.17 15:00 | buy | 1562 | 0.10 | 126.422 | 125.653 | 129.403 | ||
3366 | 2011.08.17 17:15 | s/l | 1561 | 0.10 | 126.692 | 126.694 | 123.094 | -7950.00 | 4191740.00 |
3367 | 2011.08.17 17:30 | buy | 1563 | 0.10 | 126.880 | 126.058 | 129.658 | ||
3368 | 2011.08.18 17:02 | s/l | 1563 | 0.10 | 126.063 | 126.058 | 129.658 | -8170.00 | 4183570.00 |
3369 | 2011.08.18 17:12 | s/l | 1562 | 0.10 | 125.655 | 125.653 | 129.403 | -7670.00 | 4175900.00 |
3370 | 2011.08.19 03:15 | buy | 1564 | 0.10 | 126.485 | 125.661 | 129.261 | ||
3371 | 2011.08.19 11:00 | sell | 1565 | 0.10 | 126.083 | 126.661 | 123.681 | ||
3372 | 2011.08.19 15:18 | s/l | 1565 | 0.10 | 126.665 | 126.661 | 123.681 | -5820.00 | 4170080.00 |
3373 | 2011.08.19 16:30 | close | 1564 | 0.10 | 126.433 | 125.661 | 129.261 | -520.00 | 4169560.00 |
3374 | 2011.08.19 16:30 | sell | 1566 | 0.10 | 126.439 | 127.234 | 123.634 | ||
3375 | 2011.08.22 05:04 | s/l | 1566 | 0.10 | 127.234 | 127.234 | 123.634 | -7950.00 | 4161610.00 |
3376 | 2011.08.22 14:45 | buy | 1567 | 0.10 | 126.825 | 126.052 | 129.802 | ||
3377 | 2011.08.23 11:00 | buy | 1568 | 0.10 | 126.827 | 126.219 | 129.199 | ||
3378 | 2011.08.23 14:00 | close | 1568 | 0.10 | 126.523 | 126.219 | 129.199 | -3040.00 | 4158570.00 |
3379 | 2011.08.24 04:00 | buy | 1569 | 0.10 | 126.774 | 126.163 | 129.143 | ||
3380 | 2011.08.24 06:04 | s/l | 1569 | 0.10 | 126.150 | 126.163 | 129.143 | -6240.00 | 4152330.00 |
3381 | 2011.08.24 11:15 | buy | 1570 | 0.10 | 126.426 | 125.606 | 129.206 | ||
3382 | 2011.08.24 14:30 | close | 1567 | 0.10 | 126.207 | 126.052 | 129.802 | -6180.00 | 4146150.00 |
3383 | 2011.08.24 14:30 | sell | 1571 | 0.10 | 126.197 | 126.949 | 123.199 | ||
3384 | 2011.08.24 15:00 | sell | 1572 | 0.10 | 126.086 | 126.671 | 123.691 | ||
3385 | 2011.08.24 16:15 | s/l | 1570 | 0.10 | 125.598 | 125.606 | 129.206 | -8280.00 | 4137870.00 |
3386 | 2011.08.24 21:00 | close | 1572 | 0.10 | 126.107 | 126.671 | 123.691 | -210.00 | 4137660.00 |
3387 | 2011.08.25 03:15 | buy | 1573 | 0.10 | 126.250 | 125.437 | 129.037 | ||
3388 | 2011.08.25 11:00 | sell | 1574 | 0.10 | 126.104 | 126.674 | 123.694 | ||
3389 | 2011.08.26 14:13 | s/l | 1573 | 0.10 | 125.443 | 125.437 | 129.037 | -8070.00 | 4129590.00 |
3390 | 2011.08.26 15:15 | modify | 1571 | 0.10 | 126.197 | 125.616 | 123.199 | ||
3391 | 2011.08.26 15:45 | close | 1571 | 0.10 | 124.666 | 125.616 | 123.199 | 15310.00 | 4144900.00 |
3392 | 2011.08.26 15:45 | sell | 1575 | 0.10 | 124.637 | 125.393 | 121.643 | ||
3393 | 2011.08.26 19:36 | s/l | 1575 | 0.10 | 125.402 | 125.393 | 121.643 | -7650.00 | 4137250.00 |
3394 | 2011.08.30 17:00 | sell | 1576 | 0.10 | 124.769 | 125.527 | 121.777 | ||
3395 | 2011.08.30 20:00 | close | 1574 | 0.10 | 124.871 | 126.674 | 123.694 | 12330.00 | 4149580.00 |
3396 | 2011.09.01 13:30 | sell | 1577 | 0.10 | 124.995 | 125.788 | 122.188 | ||
3397 | 2011.09.01 18:15 | close | 1576 | 0.10 | 124.306 | 125.527 | 121.777 | 4630.00 | 4154210.00 |
3398 | 2011.09.01 18:15 | sell | 1578 | 0.10 | 124.270 | 125.026 | 121.276 | ||
3399 | 2011.09.01 19:00 | s/l | 1558 | 0.10 | 124.213 | 124.219 | 129.569 | -5920.00 | 4148290.00 |
3400 | 2011.09.02 15:45 | close | 1577 | 0.10 | 124.538 | 125.788 | 122.188 | 4570.00 | 4152860.00 |
3401 | 2011.09.02 15:45 | buy | 1579 | 0.10 | 124.540 | 123.706 | 127.306 | ||
3402 | 2011.09.05 11:28 | s/l | 1579 | 0.10 | 123.609 | 123.706 | 127.306 | -9310.00 | 4143550.00 |
3403 | 2011.09.05 17:00 | sell | 1580 | 0.10 | 123.668 | 124.255 | 121.275 | ||
3404 | 2011.09.05 18:00 | close | 1580 | 0.10 | 123.961 | 124.255 | 121.275 | -2930.00 | 4140620.00 |
3405 | 2011.09.05 19:30 | close | 1578 | 0.10 | 123.841 | 125.026 | 121.276 | 4290.00 | 4144910.00 |
3406 | 2011.09.06 18:00 | sell | 1581 | 0.10 | 123.433 | 124.379 | 120.029 | ||
3407 | 2011.09.06 18:07 | s/l | 1560 | 0.10 | 123.292 | 123.296 | 127.425 | -24510.00 | 4120400.00 |
3408 | 2011.09.06 18:15 | sell | 1582 | 0.10 | 123.325 | 124.068 | 120.318 | ||
3409 | 2011.09.06 20:00 | buy | 1583 | 0.10 | 123.686 | 123.109 | 128.459 | ||
3410 | 2011.09.07 07:00 | sell | 1584 | 0.10 | 123.392 | 123.970 | 120.990 | ||
3411 | 2011.09.07 19:30 | close | 1581 | 0.10 | 123.506 | 124.379 | 120.029 | -730.00 | 4119670.00 |
3412 | 2011.09.07 19:30 | buy | 1585 | 0.10 | 123.493 | 122.675 | 126.275 | ||
3413 | 2011.09.08 16:32 | s/l | 1584 | 0.10 | 123.977 | 123.970 | 120.990 | -5850.00 | 4113820.00 |
3414 | 2011.09.08 17:00 | buy | 1586 | 0.10 | 123.943 | 123.064 | 125.616 | ||
3415 | 2011.09.08 17:21 | s/l | 1582 | 0.10 | 124.069 | 124.068 | 120.318 | -7440.00 | 4106380.00 |
3416 | 2011.09.08 18:00 | buy | 1587 | 0.10 | 124.329 | 123.721 | 126.701 | ||
3417 | 2011.09.08 19:00 | close | 1587 | 0.10 | 124.045 | 123.721 | 126.701 | -2840.00 | 4103540.00 |
3418 | 2011.09.08 19:00 | sell | 1588 | 0.10 | 124.034 | 124.623 | 121.643 | ||
3419 | 2011.09.09 14:00 | close | 1588 | 0.10 | 124.009 | 124.623 | 121.643 | 250.00 | 4103790.00 |
3420 | 2011.09.09 14:00 | buy | 1589 | 0.10 | 124.008 | 123.400 | 126.380 | ||
3421 | 2011.09.09 15:45 | close | 1585 | 0.10 | 124.053 | 122.675 | 126.275 | 5600.00 | 4109390.00 |
3422 | 2011.09.09 17:00 | close | 1589 | 0.10 | 123.652 | 123.400 | 126.380 | -3560.00 | 4105830.00 |
3423 | 2011.09.09 18:23 | s/l | 1583 | 0.10 | 123.108 | 123.109 | 128.459 | -5780.00 | 4100050.00 |
3424 | 2011.09.09 18:23 | s/l | 1586 | 0.10 | 123.066 | 123.064 | 125.616 | -8770.00 | 4091280.00 |
3425 | 2011.09.09 18:30 | sell | 1590 | 0.10 | 123.117 | 123.870 | 120.120 | ||
3426 | 2011.09.12 00:10 | sell | 1591 | 0.10 | 122.819 | 123.610 | 119.260 | ||
3427 | 2011.09.12 08:30 | modify | 1590 | 0.10 | 123.117 | 122.856 | 120.120 | ||
3428 | 2011.09.12 23:00 | close | 1591 | 0.10 | 122.621 | 123.610 | 119.260 | 1980.00 | 4093260.00 |
3429 | 2011.09.12 23:00 | buy | 1592 | 0.10 | 122.613 | 121.797 | 125.397 | ||
3430 | 2011.09.13 04:00 | sell | 1593 | 0.10 | 122.232 | 122.781 | 117.431 | ||
3431 | 2011.09.13 10:22 | s/l | 1592 | 0.10 | 121.794 | 121.797 | 125.397 | -8190.00 | 4085070.00 |
3432 | 2011.09.13 19:45 | close | 1590 | 0.10 | 121.571 | 122.856 | 120.120 | 15460.00 | 4100530.00 |
3433 | 2011.09.14 08:00 | sell | 1594 | 0.10 | 121.168 | 122.110 | 117.760 | ||
3434 | 2011.09.14 09:15 | sell | 1595 | 0.10 | 121.033 | 121.777 | 118.027 | ||
3435 | 2011.09.15 16:00 | s/l | 1595 | 0.10 | 121.797 | 121.777 | 118.027 | -7640.00 | 4092890.00 |
3436 | 2011.09.15 16:00 | s/l | 1594 | 0.10 | 122.124 | 122.110 | 117.760 | -9560.00 | 4083330.00 |
3437 | 2011.09.16 17:15 | buy | 1596 | 0.10 | 121.620 | 120.847 | 124.597 | ||
3438 | 2011.09.16 20:00 | close | 1593 | 0.10 | 121.462 | 122.781 | 117.431 | 7700.00 | 4091030.00 |
3439 | 2011.09.16 20:00 | buy | 1597 | 0.10 | 121.463 | 120.884 | 126.234 | ||
3440 | 2011.09.19 01:00 | s/l | 1597 | 0.10 | 120.883 | 120.884 | 126.234 | -5800.00 | 4085230.00 |
3441 | 2011.09.19 02:17 | s/l | 1596 | 0.10 | 120.842 | 120.847 | 124.597 | -7780.00 | 4077450.00 |
3442 | 2011.09.19 05:00 | sell | 1598 | 0.10 | 120.717 | 122.294 | 119.290 | ||
3443 | 2011.09.19 05:00 | sell | 1599 | 0.10 | 120.717 | 121.290 | 118.310 | ||
3444 | 2011.09.19 14:30 | sell | 1600 | 0.10 | 120.549 | 121.507 | 117.157 | ||
3445 | 2011.09.19 15:30 | sell | 1601 | 0.10 | 120.489 | 121.248 | 117.498 | ||
3446 | 2011.09.21 10:45 | close | 1600 | 0.10 | 119.772 | 121.507 | 117.157 | 7770.00 | 4085220.00 |
3447 | 2011.09.21 11:39 | t/p | 1598 | 0.10 | 119.295 | 122.294 | 119.290 | 14220.00 | 4099440.00 |
3448 | 2011.09.21 12:00 | sell | 1602 | 0.10 | 119.445 | 120.005 | 114.655 | ||
3449 | 2011.09.21 12:00 | modify | 1601 | 0.10 | 120.489 | 120.244 | 117.498 | ||
3450 | 2011.09.21 16:45 | close | 1601 | 0.10 | 119.179 | 120.244 | 117.498 | 13100.00 | 4112540.00 |