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 |
3451 | 2011.09.21 16:45 | sell | 1603 | 0.10 | 119.160 | 119.900 | 116.150 | ||
3452 | 2011.09.21 23:30 | sell | 1604 | 0.10 | 118.857 | 119.811 | 115.461 | ||
3453 | 2011.09.22 10:53 | t/p | 1599 | 0.10 | 118.310 | 121.290 | 118.310 | 24070.00 | 4136610.00 |
3454 | 2011.09.22 11:30 | modify | 1603 | 0.10 | 119.160 | 118.737 | 116.150 | ||
3455 | 2011.09.23 18:00 | close | 1603 | 0.10 | 117.714 | 118.737 | 116.150 | 14460.00 | 4151070.00 |
3456 | 2011.09.23 19:45 | close | 1604 | 0.10 | 118.138 | 119.811 | 115.461 | 7190.00 | 4158260.00 |
3457 | 2011.09.26 09:45 | sell | 1605 | 0.10 | 117.798 | 118.608 | 115.008 | ||
3458 | 2011.09.26 12:05 | s/l | 1605 | 0.10 | 118.614 | 118.608 | 115.008 | -8160.00 | 4150100.00 |
3459 | 2011.09.27 14:30 | buy | 1606 | 0.10 | 119.241 | 118.471 | 122.221 | ||
3460 | 2011.09.27 17:00 | s/l | 1602 | 0.10 | 120.000 | 120.005 | 114.655 | -5550.00 | 4144550.00 |
3461 | 2011.09.27 21:30 | modify | 1606 | 0.10 | 119.241 | 119.494 | 122.221 | ||
3462 | 2011.09.28 00:00 | buy | 1607 | 0.10 | 120.125 | 116.861 | 121.798 | ||
3463 | 2011.09.28 03:51 | s/l | 1606 | 0.10 | 119.484 | 119.494 | 122.221 | 2430.00 | 4146980.00 |
3464 | 2011.09.28 12:30 | sell | 1608 | 0.10 | 119.400 | 120.192 | 116.592 | ||
3465 | 2011.09.29 13:12 | s/l | 1608 | 0.10 | 120.193 | 120.192 | 116.592 | -7930.00 | 4139050.00 |
3466 | 2011.09.29 15:45 | buy | 1609 | 0.10 | 120.314 | 119.536 | 123.286 | ||
3467 | 2011.09.30 04:45 | s/l | 1609 | 0.10 | 119.524 | 119.536 | 123.286 | -7900.00 | 4131150.00 |
3468 | 2011.09.30 18:15 | buy | 1610 | 0.10 | 120.459 | 119.693 | 123.443 | ||
3469 | 2011.10.03 05:56 | s/l | 1610 | 0.10 | 119.696 | 119.693 | 123.443 | -7630.00 | 4123520.00 |
3470 | 2011.10.03 15:30 | sell | 1611 | 0.10 | 118.978 | 119.726 | 115.976 | ||
3471 | 2011.10.04 12:45 | modify | 1611 | 0.10 | 118.978 | 118.768 | 115.976 | ||
3472 | 2011.10.04 15:45 | close | 1611 | 0.10 | 118.024 | 118.768 | 115.976 | 9540.00 | 4133060.00 |
3473 | 2011.10.06 15:00 | sell | 1612 | 0.10 | 117.306 | 118.049 | 114.299 | ||
3474 | 2011.10.06 17:33 | s/l | 1612 | 0.10 | 118.048 | 118.049 | 114.299 | -7420.00 | 4125640.00 |
3475 | 2011.10.07 15:30 | buy | 1613 | 0.10 | 119.305 | 118.529 | 122.279 | ||
3476 | 2011.10.07 19:45 | close | 1613 | 0.10 | 119.515 | 118.529 | 122.279 | 2100.00 | 4127740.00 |
3477 | 2011.10.12 04:00 | sell | 1614 | 0.10 | 119.302 | 119.885 | 116.905 | ||
3478 | 2011.10.12 11:12 | s/l | 1614 | 0.10 | 119.885 | 119.885 | 116.905 | -5830.00 | 4121910.00 |
3479 | 2011.10.12 12:30 | buy | 1615 | 0.10 | 120.621 | 119.832 | 123.582 | ||
3480 | 2011.10.12 12:45 | buy | 1616 | 0.10 | 120.744 | 119.922 | 123.522 | ||
3481 | 2011.10.12 17:02 | t/p | 1607 | 0.10 | 121.798 | 116.861 | 121.798 | 16730.00 | 4138640.00 |
3482 | 2011.10.12 17:15 | modify | 1615 | 0.10 | 120.621 | 120.840 | 123.582 | ||
3483 | 2011.10.12 19:00 | buy | 1617 | 0.10 | 121.813 | 117.818 | 123.498 | ||
3484 | 2011.10.13 11:39 | s/l | 1615 | 0.10 | 120.833 | 120.840 | 123.582 | 2120.00 | 4140760.00 |
3485 | 2011.10.13 11:45 | close | 1616 | 0.10 | 120.873 | 119.922 | 123.522 | 1290.00 | 4142050.00 |
3486 | 2011.10.13 11:45 | sell | 1618 | 0.10 | 120.865 | 121.667 | 118.067 | ||
3487 | 2011.10.14 14:36 | s/l | 1618 | 0.10 | 121.658 | 121.667 | 118.067 | -7930.00 | 4134120.00 |
3488 | 2011.10.14 17:30 | buy | 1619 | 0.10 | 121.978 | 121.198 | 124.948 | ||
3489 | 2011.10.17 16:30 | buy | 1620 | 0.10 | 121.752 | 120.938 | 124.538 | ||
3490 | 2011.10.17 17:01 | s/l | 1619 | 0.10 | 121.179 | 121.198 | 124.948 | -7990.00 | 4126130.00 |
3491 | 2011.10.17 17:17 | s/l | 1620 | 0.10 | 120.889 | 120.938 | 124.538 | -8630.00 | 4117500.00 |
3492 | 2011.10.18 12:15 | sell | 1621 | 0.10 | 120.473 | 121.226 | 117.476 | ||
3493 | 2011.10.18 22:13 | s/l | 1621 | 0.10 | 121.233 | 121.226 | 117.476 | -7600.00 | 4109900.00 |
3494 | 2011.10.20 16:30 | buy | 1622 | 0.10 | 121.248 | 120.417 | 124.017 | ||
3495 | 2011.10.21 14:15 | buy | 1623 | 0.10 | 121.798 | 121.016 | 124.766 | ||
3496 | 2011.10.21 16:03 | s/l | 1623 | 0.10 | 121.007 | 121.016 | 124.766 | -7910.00 | 4101990.00 |
3497 | 2011.10.21 23:00 | buy | 1624 | 0.10 | 121.542 | 120.934 | 123.914 | ||
3498 | 2011.10.24 10:00 | buy | 1625 | 0.10 | 121.966 | 121.196 | 124.946 | ||
3499 | 2011.10.24 10:15 | close | 1625 | 0.10 | 121.803 | 121.196 | 124.946 | -1630.00 | 4100360.00 |
3500 | 2011.10.24 12:45 | close | 1622 | 0.10 | 121.510 | 120.417 | 124.017 | 2620.00 | 4102980.00 |
3501 | 2011.10.25 12:00 | close | 1624 | 0.10 | 121.634 | 120.934 | 123.914 | 920.00 | 4103900.00 |
3502 | 2011.10.25 12:30 | sell | 1626 | 0.10 | 121.688 | 122.488 | 118.888 | ||
3503 | 2011.10.25 13:00 | buy | 1627 | 0.10 | 121.858 | 121.267 | 124.247 | ||
3504 | 2011.10.25 17:00 | close | 1627 | 0.10 | 121.506 | 121.267 | 124.247 | -3520.00 | 4100380.00 |
3505 | 2011.10.26 15:15 | sell | 1628 | 0.10 | 121.192 | 121.937 | 118.187 | ||
3506 | 2011.10.26 21:00 | buy | 1629 | 0.10 | 121.175 | 120.576 | 123.556 | ||
3507 | 2011.10.27 05:04 | s/l | 1628 | 0.10 | 121.938 | 121.937 | 118.187 | -7460.00 | 4092920.00 |
3508 | 2011.10.27 08:00 | close | 1629 | 0.10 | 121.754 | 120.576 | 123.556 | 5790.00 | 4098710.00 |
3509 | 2011.10.27 08:45 | close | 1626 | 0.10 | 121.617 | 122.488 | 118.888 | 710.00 | 4099420.00 |
3510 | 2011.10.27 18:00 | buy | 1630 | 0.10 | 121.799 | 121.205 | 124.185 | ||
3511 | 2011.10.27 20:15 | buy | 1631 | 0.10 | 122.214 | 121.451 | 125.201 | ||
3512 | 2011.10.28 21:15 | buy | 1632 | 0.10 | 122.203 | 121.365 | 124.965 | ||
3513 | 2011.10.31 04:25 | t/p | 1617 | 0.10 | 123.505 | 117.818 | 123.498 | 16920.00 | 4116340.00 |
3514 | 2011.10.31 04:25 | t/p | 1630 | 0.10 | 124.196 | 121.205 | 124.185 | 23970.00 | 4140310.00 |
3515 | 2011.10.31 04:26 | t/p | 1632 | 0.10 | 124.966 | 121.365 | 124.965 | 27630.00 | 4167940.00 |
3516 | 2011.10.31 04:28 | t/p | 1631 | 0.10 | 125.210 | 121.451 | 125.201 | 29960.00 | 4197900.00 |
3517 | 2011.10.31 08:00 | buy | 1633 | 0.10 | 126.505 | 125.927 | 131.277 | ||
3518 | 2011.10.31 11:29 | s/l | 1633 | 0.10 | 125.911 | 125.927 | 131.277 | -5940.00 | 4191960.00 |
3519 | 2011.11.02 12:45 | sell | 1634 | 0.10 | 125.051 | 125.842 | 122.242 | ||
3520 | 2011.11.02 19:45 | close | 1634 | 0.10 | 124.744 | 125.842 | 122.242 | 3070.00 | 4195030.00 |
3521 | 2011.11.02 19:45 | buy | 1635 | 0.10 | 124.746 | 123.926 | 127.526 | ||
3522 | 2011.11.03 03:15 | sell | 1636 | 0.10 | 124.224 | 124.969 | 121.219 | ||
3523 | 2011.11.03 05:31 | s/l | 1635 | 0.10 | 123.931 | 123.926 | 127.526 | -8150.00 | 4186880.00 |
3524 | 2011.11.03 14:52 | s/l | 1636 | 0.10 | 124.968 | 124.969 | 121.219 | -7440.00 | 4179440.00 |
3525 | 2011.11.04 16:15 | sell | 1637 | 0.10 | 124.855 | 125.662 | 122.062 | ||
3526 | 2011.11.07 00:00 | s/l | 1637 | 0.10 | 125.676 | 125.662 | 122.062 | -8210.00 | 4171230.00 |
3527 | 2011.11.07 10:00 | sell | 1638 | 0.10 | 124.992 | 125.794 | 122.194 | ||
3528 | 2011.11.08 12:30 | buy | 1639 | 0.10 | 125.570 | 124.796 | 128.546 | ||
3529 | 2011.11.09 05:00 | sell | 1640 | 0.10 | 124.918 | 127.324 | 123.243 | ||
3530 | 2011.11.09 06:15 | close | 1638 | 0.10 | 124.952 | 125.794 | 122.194 | 400.00 | 4171630.00 |
3531 | 2011.11.09 06:47 | s/l | 1639 | 0.10 | 124.797 | 124.796 | 128.546 | -7730.00 | 4163900.00 |
3532 | 2011.11.09 11:30 | sell | 1641 | 0.10 | 124.629 | 125.379 | 121.629 | ||
3533 | 2011.11.09 14:00 | sell | 1642 | 0.10 | 124.012 | 124.590 | 121.610 | ||
3534 | 2011.11.10 09:45 | modify | 1641 | 0.10 | 124.629 | 124.402 | 121.629 | ||
3535 | 2011.11.10 17:48 | t/p | 1640 | 0.10 | 123.232 | 127.324 | 123.243 | 16860.00 | 4180760.00 |
3536 | 2011.11.11 12:00 | sell | 1643 | 0.10 | 123.069 | 127.073 | 121.393 | ||
3537 | 2011.11.11 12:45 | close | 1641 | 0.10 | 123.106 | 124.402 | 121.629 | 15230.00 | 4195990.00 |
3538 | 2011.11.11 17:45 | sell | 1644 | 0.10 | 123.939 | 124.748 | 121.148 | ||
3539 | 2011.11.14 11:15 | sell | 1645 | 0.10 | 122.795 | 123.547 | 119.797 | ||
3540 | 2011.11.14 23:00 | close | 1642 | 0.10 | 122.613 | 124.590 | 121.610 | 13990.00 | 4209980.00 |
3541 | 2011.11.15 14:00 | close | 1644 | 0.10 | 122.105 | 124.748 | 121.148 | 18340.00 | 4228320.00 |
3542 | 2011.11.16 04:15 | modify | 1645 | 0.10 | 122.795 | 122.589 | 119.797 | ||
3543 | 2011.11.16 07:24 | t/p | 1643 | 0.10 | 121.390 | 127.073 | 121.393 | 16790.00 | 4245110.00 |
3544 | 2011.11.16 12:30 | close | 1645 | 0.10 | 121.303 | 122.589 | 119.797 | 14920.00 | 4260030.00 |
3545 | 2011.11.18 14:00 | buy | 1646 | 0.10 | 121.731 | 117.736 | 123.416 | ||
3546 | 2011.11.21 03:00 | sell | 1647 | 0.10 | 121.002 | 121.756 | 118.006 | ||
3547 | 2011.11.21 10:15 | sell | 1648 | 0.10 | 120.811 | 121.754 | 117.404 | ||
3548 | 2011.11.21 11:00 | sell | 1649 | 0.10 | 120.577 | 121.160 | 118.180 | ||
3549 | 2011.11.21 12:00 | sell | 1650 | 0.10 | 120.622 | 121.167 | 115.817 | ||
3550 | 2011.11.21 19:00 | close | 1649 | 0.10 | 120.554 | 121.160 | 118.180 | 230.00 | 4260260.00 |
3551 | 2011.11.23 04:15 | close | 1647 | 0.10 | 120.211 | 121.756 | 118.006 | 7910.00 | 4268170.00 |
3552 | 2011.11.23 06:30 | close | 1648 | 0.10 | 120.306 | 121.754 | 117.404 | 5050.00 | 4273220.00 |
3553 | 2011.11.23 10:30 | sell | 1651 | 0.10 | 119.851 | 120.604 | 116.854 | ||
3554 | 2011.11.24 03:30 | sell | 1652 | 0.10 | 119.707 | 120.659 | 116.309 | ||
3555 | 2011.11.24 13:00 | sell | 1653 | 0.10 | 119.616 | 120.192 | 117.212 | ||
3556 | 2011.11.25 11:45 | close | 1651 | 0.10 | 119.674 | 120.604 | 116.854 | 1770.00 | 4274990.00 |
3557 | 2011.11.25 15:43 | s/l | 1653 | 0.10 | 120.187 | 120.192 | 117.212 | -5710.00 | 4269280.00 |
3558 | 2011.11.25 23:45 | close | 1652 | 0.10 | 120.072 | 120.659 | 116.309 | -3650.00 | 4265630.00 |
3559 | 2011.11.28 10:00 | sell | 1654 | 0.10 | 120.147 | 120.729 | 117.749 | ||
3560 | 2011.11.28 11:00 | buy | 1655 | 0.10 | 120.625 | 119.863 | 123.613 | ||
3561 | 2011.11.28 11:21 | s/l | 1654 | 0.10 | 120.725 | 120.729 | 117.749 | -5780.00 | 4259850.00 |
3562 | 2011.11.28 12:00 | buy | 1656 | 0.10 | 120.877 | 120.287 | 123.267 | ||
3563 | 2011.11.28 13:02 | s/l | 1650 | 0.10 | 121.180 | 121.167 | 115.817 | -5580.00 | 4254270.00 |
3564 | 2011.11.29 13:15 | sell | 1657 | 0.10 | 121.468 | 122.266 | 118.666 | ||
3565 | 2011.11.29 17:15 | modify | 1655 | 0.10 | 120.625 | 120.862 | 123.613 | ||
3566 | 2011.11.30 12:15 | close | 1655 | 0.10 | 121.278 | 120.862 | 123.613 | 6530.00 | 4260800.00 |
3567 | 2011.11.30 13:45 | buy | 1658 | 0.10 | 121.945 | 121.167 | 124.917 | ||
3568 | 2011.11.30 14:15 | close | 1658 | 0.10 | 121.604 | 121.167 | 124.917 | -3410.00 | 4257390.00 |
3569 | 2011.11.30 15:30 | buy | 1659 | 0.10 | 121.966 | 121.193 | 124.943 | ||
3570 | 2011.11.30 17:18 | s/l | 1657 | 0.10 | 122.305 | 122.266 | 118.666 | -8370.00 | 4249020.00 |
3571 | 2011.11.30 21:00 | close | 1656 | 0.10 | 121.541 | 120.287 | 123.267 | 6640.00 | 4255660.00 |
3572 | 2011.12.01 12:00 | buy | 1660 | 0.10 | 122.159 | 121.563 | 124.543 | ||
3573 | 2011.12.01 18:00 | close | 1660 | 0.10 | 121.879 | 121.563 | 124.543 | -2800.00 | 4252860.00 |
3574 | 2011.12.02 14:00 | buy | 1661 | 0.10 | 122.402 | 121.800 | 124.780 | ||
3575 | 2011.12.02 16:45 | close | 1659 | 0.10 | 121.981 | 121.193 | 124.943 | 150.00 | 4253010.00 |
3576 | 2011.12.02 17:49 | s/l | 1661 | 0.10 | 121.788 | 121.800 | 124.780 | -6140.00 | 4246870.00 |
3577 | 2011.12.06 10:00 | sell | 1662 | 0.10 | 121.370 | 121.958 | 118.978 | ||
3578 | 2011.12.06 11:00 | close | 1662 | 0.10 | 121.587 | 121.958 | 118.978 | -2170.00 | 4244700.00 |
3579 | 2011.12.06 11:00 | buy | 1663 | 0.10 | 121.582 | 120.987 | 123.967 | ||
3580 | 2011.12.06 14:00 | close | 1663 | 0.10 | 121.497 | 120.987 | 123.967 | -850.00 | 4243850.00 |
3581 | 2011.12.06 14:00 | sell | 1664 | 0.10 | 121.511 | 122.083 | 119.103 | ||
3582 | 2011.12.06 18:30 | sell | 1665 | 0.10 | 121.164 | 121.908 | 118.158 | ||
3583 | 2011.12.07 16:49 | s/l | 1665 | 0.10 | 121.918 | 121.908 | 118.158 | -7540.00 | 4236310.00 |
3584 | 2011.12.07 16:59 | s/l | 1664 | 0.10 | 122.088 | 122.083 | 119.103 | -5770.00 | 4230540.00 |
3585 | 2011.12.07 18:00 | sell | 1666 | 0.10 | 121.813 | 122.387 | 119.407 | ||
3586 | 2011.12.08 12:45 | sell | 1667 | 0.10 | 121.485 | 122.290 | 118.690 | ||
3587 | 2011.12.09 13:00 | close | 1667 | 0.10 | 121.706 | 122.290 | 118.690 | -2210.00 | 4228330.00 |
3588 | 2011.12.09 13:00 | buy | 1668 | 0.10 | 121.700 | 120.883 | 124.483 | ||
3589 | 2011.12.09 14:00 | close | 1666 | 0.10 | 122.061 | 122.387 | 119.407 | -2480.00 | 4225850.00 |
3590 | 2011.12.09 14:00 | buy | 1669 | 0.10 | 122.055 | 121.455 | 124.435 | ||
3591 | 2011.12.09 15:50 | s/l | 1669 | 0.10 | 121.456 | 121.455 | 124.435 | -5990.00 | 4219860.00 |
3592 | 2011.12.09 18:00 | sell | 1670 | 0.10 | 121.249 | 121.827 | 118.847 | ||
3593 | 2011.12.12 09:40 | s/l | 1668 | 0.10 | 120.887 | 120.883 | 124.483 | -8130.00 | 4211730.00 |
3594 | 2011.12.12 11:30 | sell | 1671 | 0.10 | 120.883 | 121.628 | 117.878 | ||
3595 | 2011.12.12 13:23 | s/l | 1671 | 0.10 | 121.619 | 121.628 | 117.878 | -7360.00 | 4204370.00 |
3596 | 2011.12.12 18:00 | sell | 1672 | 0.10 | 121.502 | 122.308 | 118.708 | ||
3597 | 2011.12.13 16:00 | close | 1672 | 0.10 | 121.369 | 122.308 | 118.708 | 1330.00 | 4205700.00 |
3598 | 2011.12.13 16:00 | buy | 1673 | 0.10 | 121.352 | 120.539 | 124.139 | ||
3599 | 2011.12.13 17:45 | sell | 1674 | 0.10 | 120.952 | 121.705 | 117.955 | ||
3600 | 2011.12.13 22:34 | s/l | 1673 | 0.10 | 120.530 | 120.539 | 124.139 | -8220.00 | 4197480.00 |