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 |
3601 | 2011.12.14 19:00 | close | 1670 | 0.10 | 120.595 | 121.827 | 118.847 | 6540.00 | 4204020.00 |
3602 | 2011.12.15 10:15 | buy | 1675 | 0.10 | 120.837 | 120.010 | 123.610 | ||
3603 | 2011.12.15 19:00 | close | 1674 | 0.10 | 120.602 | 121.705 | 117.955 | 3500.00 | 4207520.00 |
3604 | 2011.12.16 12:45 | buy | 1676 | 0.10 | 121.093 | 120.314 | 124.064 | ||
3605 | 2011.12.16 18:30 | close | 1676 | 0.10 | 120.478 | 120.314 | 124.064 | -6150.00 | 4201370.00 |
3606 | 2011.12.16 18:30 | sell | 1677 | 0.10 | 120.479 | 121.230 | 117.480 | ||
3607 | 2011.12.16 19:00 | sell | 1678 | 0.10 | 120.468 | 121.041 | 118.061 | ||
3608 | 2011.12.16 23:57 | s/l | 1678 | 0.10 | 121.033 | 121.041 | 118.061 | -5650.00 | 4195720.00 |
3609 | 2011.12.19 06:30 | close | 1675 | 0.10 | 120.755 | 120.010 | 123.610 | -820.00 | 4194900.00 |
3610 | 2011.12.20 09:52 | s/l | 1677 | 0.10 | 121.240 | 121.230 | 117.480 | -7610.00 | 4187290.00 |
3611 | 2011.12.20 10:00 | buy | 1679 | 0.10 | 121.187 | 120.587 | 123.567 | ||
3612 | 2011.12.20 10:15 | buy | 1680 | 0.10 | 121.340 | 120.572 | 124.322 | ||
3613 | 2011.12.21 12:45 | modify | 1680 | 0.10 | 121.340 | 121.629 | 124.322 | ||
3614 | 2011.12.21 14:00 | close | 1679 | 0.10 | 122.014 | 120.587 | 123.567 | 8270.00 | 4195560.00 |
3615 | 2011.12.22 11:30 | close | 1680 | 0.10 | 122.584 | 121.629 | 124.322 | 12440.00 | 4208000.00 |
3616 | 2011.12.22 11:30 | buy | 1681 | 0.10 | 122.643 | 121.831 | 125.581 | ||
3617 | 2011.12.22 12:00 | buy | 1682 | 0.10 | 122.705 | 122.139 | 127.489 | ||
3618 | 2011.12.23 17:59 | s/l | 1682 | 0.10 | 122.124 | 122.139 | 127.489 | -5810.00 | 4202190.00 |
3619 | 2011.12.23 18:00 | sell | 1683 | 0.10 | 122.134 | 126.137 | 120.457 | ||
3620 | 2011.12.23 20:37 | s/l | 1681 | 0.10 | 121.823 | 121.831 | 125.581 | -8200.00 | 4193990.00 |
3621 | 2011.12.23 21:00 | sell | 1684 | 0.10 | 121.683 | 122.271 | 119.291 | ||
3622 | 2011.12.26 01:46 | sell | 1685 | 0.10 | 121.665 | 122.443 | 118.693 | ||
3623 | 2011.12.27 09:17 | s/l | 1684 | 0.10 | 122.360 | 122.271 | 119.291 | -6770.00 | 4187220.00 |
3624 | 2011.12.28 03:00 | close | 1685 | 0.10 | 121.948 | 122.443 | 118.693 | -2830.00 | 4184390.00 |
3625 | 2011.12.28 15:00 | close | 1646 | 0.10 | 121.672 | 117.736 | 123.416 | -590.00 | 4183800.00 |
3626 | 2011.12.28 16:30 | sell | 1686 | 0.10 | 120.725 | 121.467 | 117.717 | ||
3627 | 2011.12.28 17:31 | t/p | 1683 | 0.10 | 120.463 | 126.137 | 120.457 | 16710.00 | 4200510.00 |
3628 | 2011.12.29 04:00 | sell | 1687 | 0.10 | 120.227 | 120.774 | 115.424 | ||
3629 | 2011.12.29 11:45 | sell | 1688 | 0.10 | 119.973 | 120.914 | 116.564 | ||
3630 | 2011.12.29 14:15 | modify | 1686 | 0.10 | 120.725 | 120.456 | 117.717 | ||
3631 | 2011.12.30 17:45 | close | 1686 | 0.10 | 119.794 | 120.456 | 117.717 | 9310.00 | 4209820.00 |
3632 | 2012.01.02 08:00 | close | 1688 | 0.10 | 119.443 | 120.914 | 116.564 | 5300.00 | 4215120.00 |
3633 | 2012.01.03 18:00 | buy | 1689 | 0.10 | 120.010 | 119.407 | 122.387 | ||
3634 | 2012.01.03 19:00 | buy | 1690 | 0.10 | 120.041 | 118.969 | 121.714 | ||
3635 | 2012.01.04 03:00 | close | 1689 | 0.10 | 119.868 | 119.407 | 122.387 | -1420.00 | 4213700.00 |
3636 | 2012.01.04 03:00 | sell | 1691 | 0.10 | 119.855 | 120.442 | 117.462 | ||
3637 | 2012.01.04 17:00 | close | 1691 | 0.10 | 119.980 | 120.442 | 117.462 | -1250.00 | 4212450.00 |
3638 | 2012.01.04 17:00 | buy | 1692 | 0.10 | 119.970 | 119.366 | 122.346 | ||
3639 | 2012.01.05 13:31 | s/l | 1692 | 0.10 | 119.354 | 119.366 | 122.346 | -6160.00 | 4206290.00 |
3640 | 2012.01.05 13:45 | sell | 1693 | 0.10 | 119.329 | 120.073 | 116.323 | ||
3641 | 2012.01.05 14:00 | sell | 1694 | 0.10 | 119.250 | 119.832 | 116.852 | ||
3642 | 2012.01.06 14:00 | sell | 1695 | 0.10 | 119.499 | 120.296 | 116.696 | ||
3643 | 2012.01.06 16:40 | s/l | 1690 | 0.10 | 118.958 | 118.969 | 121.714 | -10830.00 | 4195460.00 |
3644 | 2012.01.09 15:00 | close | 1693 | 0.10 | 118.788 | 120.073 | 116.323 | 5410.00 | 4200870.00 |
3645 | 2012.01.10 10:15 | close | 1695 | 0.10 | 118.748 | 120.296 | 116.696 | 7510.00 | 4208380.00 |
3646 | 2012.01.10 10:30 | sell | 1696 | 0.10 | 118.829 | 119.776 | 115.426 | ||
3647 | 2012.01.10 19:00 | buy | 1697 | 0.10 | 119.022 | 118.255 | 120.702 | ||
3648 | 2012.01.10 23:00 | close | 1694 | 0.10 | 118.961 | 119.832 | 116.852 | 2890.00 | 4211270.00 |
3649 | 2012.01.11 13:30 | sell | 1698 | 0.10 | 118.626 | 119.376 | 115.626 | ||
3650 | 2012.01.11 14:00 | sell | 1699 | 0.10 | 118.468 | 119.041 | 116.061 | ||
3651 | 2012.01.11 16:34 | s/l | 1697 | 0.10 | 118.251 | 118.255 | 120.702 | -7710.00 | 4203560.00 |
3652 | 2012.01.12 06:45 | close | 1696 | 0.10 | 117.744 | 119.776 | 115.426 | 10850.00 | 4214410.00 |
3653 | 2012.01.13 14:45 | close | 1698 | 0.10 | 117.765 | 119.376 | 115.626 | 8610.00 | 4223020.00 |
3654 | 2012.01.13 17:30 | sell | 1700 | 0.10 | 117.402 | 118.152 | 114.402 | ||
3655 | 2012.01.16 23:00 | close | 1699 | 0.10 | 117.654 | 119.041 | 116.061 | 8140.00 | 4231160.00 |
3656 | 2012.01.17 05:00 | buy | 1701 | 0.10 | 117.959 | 117.277 | 119.645 | ||
3657 | 2012.01.17 12:30 | close | 1700 | 0.10 | 117.956 | 118.152 | 114.402 | -5540.00 | 4225620.00 |
3658 | 2012.01.17 12:30 | buy | 1702 | 0.10 | 117.953 | 117.193 | 120.943 | ||
3659 | 2012.01.17 13:00 | buy | 1703 | 0.10 | 118.129 | 117.538 | 120.518 | ||
3660 | 2012.01.17 16:00 | close | 1687 | 0.10 | 118.033 | 120.774 | 115.424 | 21940.00 | 4247560.00 |
3661 | 2012.01.17 16:00 | buy | 1704 | 0.10 | 118.027 | 117.454 | 122.804 | ||
3662 | 2012.01.19 13:45 | close | 1702 | 0.10 | 118.571 | 117.193 | 120.943 | 6180.00 | 4253740.00 |
3663 | 2012.01.19 17:00 | buy | 1705 | 0.10 | 118.932 | 118.143 | 121.893 | ||
3664 | 2012.01.19 18:51 | t/p | 1701 | 0.10 | 119.641 | 117.277 | 119.645 | 16820.00 | 4270560.00 |
3665 | 2012.01.19 20:00 | buy | 1706 | 0.10 | 119.465 | 117.277 | 121.139 | ||
3666 | 2012.01.20 12:00 | close | 1703 | 0.10 | 119.298 | 117.538 | 120.518 | 11690.00 | 4282250.00 |
3667 | 2012.01.23 17:15 | modify | 1705 | 0.10 | 118.932 | 119.241 | 121.893 | ||
3668 | 2012.01.23 18:15 | close | 1705 | 0.10 | 120.037 | 119.241 | 121.893 | 11050.00 | 4293300.00 |
3669 | 2012.01.24 10:45 | buy | 1707 | 0.10 | 120.079 | 119.302 | 123.052 | ||
3670 | 2012.01.24 11:00 | buy | 1708 | 0.10 | 120.152 | 119.556 | 122.536 | ||
3671 | 2012.01.24 15:54 | t/p | 1706 | 0.10 | 121.135 | 117.277 | 121.139 | 16700.00 | 4310000.00 |
3672 | 2012.01.24 16:00 | buy | 1709 | 0.10 | 121.168 | 117.277 | 122.853 | ||
3673 | 2012.01.24 17:30 | modify | 1707 | 0.10 | 120.079 | 120.333 | 123.052 | ||
3674 | 2012.01.26 12:00 | close | 1707 | 0.10 | 121.583 | 120.333 | 123.052 | 15040.00 | 4325040.00 |
3675 | 2012.01.27 14:15 | sell | 1710 | 0.10 | 120.735 | 121.492 | 117.742 | ||
3676 | 2012.01.27 20:00 | close | 1708 | 0.10 | 120.542 | 119.556 | 122.536 | 3900.00 | 4328940.00 |
3677 | 2012.01.30 20:00 | modify | 1710 | 0.10 | 120.735 | 120.534 | 117.742 | ||
3678 | 2012.01.31 12:48 | s/l | 1710 | 0.10 | 120.543 | 120.534 | 117.742 | 1920.00 | 4330860.00 |
3679 | 2012.02.01 17:30 | buy | 1711 | 0.10 | 120.744 | 119.971 | 123.721 | ||
3680 | 2012.02.01 18:00 | buy | 1712 | 0.10 | 120.740 | 120.141 | 123.121 | ||
3681 | 2012.02.03 18:45 | close | 1711 | 0.10 | 120.752 | 119.971 | 123.721 | 80.00 | 4330940.00 |
3682 | 2012.02.03 19:15 | buy | 1713 | 0.10 | 120.956 | 120.177 | 123.927 | ||
3683 | 2012.02.07 03:00 | close | 1712 | 0.10 | 121.090 | 120.141 | 123.121 | 3500.00 | 4334440.00 |
3684 | 2012.02.07 04:00 | buy | 1714 | 0.10 | 121.311 | 120.703 | 123.683 | ||
3685 | 2012.02.07 18:30 | modify | 1713 | 0.10 | 120.956 | 121.231 | 123.927 | ||
3686 | 2012.02.07 20:00 | close | 1704 | 0.10 | 122.193 | 117.454 | 122.804 | 41660.00 | 4376100.00 |
3687 | 2012.02.07 20:00 | buy | 1715 | 0.10 | 122.221 | 121.649 | 126.999 | ||
3688 | 2012.02.07 20:30 | close | 1713 | 0.10 | 122.215 | 121.231 | 123.927 | 12590.00 | 4388690.00 |
3689 | 2012.02.08 04:45 | buy | 1716 | 0.10 | 122.359 | 121.386 | 125.736 | ||
3690 | 2012.02.08 11:57 | t/p | 1709 | 0.10 | 122.860 | 117.277 | 122.853 | 16920.00 | 4405610.00 |
3691 | 2012.02.08 14:00 | close | 1714 | 0.10 | 122.151 | 120.703 | 123.683 | 8400.00 | 4414010.00 |
3692 | 2012.02.08 17:34 | s/l | 1715 | 0.10 | 121.657 | 121.649 | 126.999 | -5640.00 | 4408370.00 |
3693 | 2012.02.08 17:34 | buy | 1717 | 0.10 | 121.704 | 121.535 | 126.885 | ||
3694 | 2012.02.08 18:12 | s/l | 1717 | 0.10 | 121.542 | 121.535 | 126.885 | -1620.00 | 4406750.00 |
3695 | 2012.02.10 01:00 | close | 1716 | 0.10 | 122.812 | 121.386 | 125.736 | 4530.00 | 4411280.00 |
3696 | 2012.02.10 12:00 | buy | 1718 | 0.10 | 123.075 | 122.512 | 127.862 | ||
3697 | 2012.02.10 13:00 | buy | 1719 | 0.10 | 123.078 | 122.106 | 126.456 | ||
3698 | 2012.02.10 14:57 | s/l | 1718 | 0.10 | 122.502 | 122.512 | 127.862 | -5730.00 | 4405550.00 |
3699 | 2012.02.10 15:00 | close | 1719 | 0.10 | 122.545 | 122.106 | 126.456 | -5330.00 | 4400220.00 |
3700 | 2012.02.10 15:00 | sell | 1720 | 0.10 | 122.531 | 123.335 | 119.735 | ||
3701 | 2012.02.10 16:00 | close | 1720 | 0.10 | 122.600 | 123.335 | 119.735 | -690.00 | 4399530.00 |
3702 | 2012.02.10 16:00 | buy | 1721 | 0.10 | 122.601 | 121.771 | 125.371 | ||
3703 | 2012.02.13 16:00 | sell | 1722 | 0.10 | 122.621 | 123.170 | 117.820 | ||
3704 | 2012.02.14 01:11 | s/l | 1721 | 0.10 | 121.776 | 121.771 | 125.371 | -8250.00 | 4391280.00 |
3705 | 2012.02.14 01:45 | sell | 1723 | 0.10 | 121.891 | 122.638 | 118.888 | ||
3706 | 2012.02.14 02:00 | sell | 1724 | 0.10 | 121.872 | 122.447 | 119.467 | ||
3707 | 2012.02.14 03:00 | sell | 1725 | 0.10 | 121.967 | 123.187 | 120.289 | ||
3708 | 2012.02.14 06:03 | s/l | 1724 | 0.10 | 122.458 | 122.447 | 119.467 | -5860.00 | 4385420.00 |
3709 | 2012.02.14 09:37 | s/l | 1723 | 0.10 | 122.636 | 122.638 | 118.888 | -7450.00 | 4377970.00 |
3710 | 2012.02.14 12:00 | buy | 1726 | 0.10 | 122.925 | 122.329 | 125.309 | ||
3711 | 2012.02.14 12:30 | buy | 1727 | 0.10 | 123.014 | 122.254 | 126.004 | ||
3712 | 2012.02.14 23:09 | s/l | 1722 | 0.10 | 123.181 | 123.170 | 117.820 | -5600.00 | 4372370.00 |
3713 | 2012.02.15 00:01 | s/l | 1725 | 0.10 | 123.180 | 123.187 | 120.289 | -12130.00 | 4360240.00 |
3714 | 2012.02.15 04:00 | buy | 1728 | 0.10 | 123.192 | 122.627 | 127.977 | ||
3715 | 2012.02.15 05:00 | buy | 1729 | 0.10 | 123.362 | 122.383 | 126.733 | ||
3716 | 2012.02.15 11:00 | close | 1726 | 0.10 | 123.010 | 122.329 | 125.309 | 850.00 | 4361090.00 |
3717 | 2012.02.15 17:16 | s/l | 1728 | 0.10 | 122.626 | 122.627 | 127.977 | -5660.00 | 4355430.00 |
3718 | 2012.02.16 12:00 | buy | 1730 | 0.10 | 123.526 | 122.958 | 128.308 | ||
3719 | 2012.02.16 13:45 | close | 1727 | 0.10 | 123.503 | 122.254 | 126.004 | 4890.00 | 4360320.00 |
3720 | 2012.02.16 15:45 | buy | 1731 | 0.10 | 123.791 | 123.388 | 126.768 | ||
3721 | 2012.02.17 01:15 | close | 1729 | 0.10 | 124.617 | 122.383 | 126.733 | 12550.00 | 4372870.00 |
3722 | 2012.02.17 03:15 | buy | 1732 | 0.10 | 125.013 | 124.042 | 128.392 | ||
3723 | 2012.02.17 03:30 | modify | 1731 | 0.10 | 123.791 | 124.092 | 126.768 | ||
3724 | 2012.02.20 01:16 | t/p | 1731 | 0.10 | 126.762 | 124.092 | 126.768 | 29710.00 | 4402580.00 |
3725 | 2012.02.20 23:30 | close | 1732 | 0.10 | 126.185 | 124.042 | 128.392 | 11720.00 | 4414300.00 |
3726 | 2012.02.21 05:00 | buy | 1733 | 0.10 | 126.314 | 125.490 | 129.090 | ||
3727 | 2012.02.23 01:15 | close | 1733 | 0.10 | 125.807 | 125.490 | 129.090 | -5070.00 | 4409230.00 |
3728 | 2012.02.24 06:00 | buy | 1734 | 0.10 | 126.330 | 125.732 | 128.712 | ||
3729 | 2012.02.24 07:00 | buy | 1735 | 0.10 | 126.489 | 125.466 | 127.901 | ||
3730 | 2012.02.24 07:00 | buy | 1736 | 0.10 | 126.471 | 126.078 | 129.458 | ||
3731 | 2012.02.24 16:15 | modify | 1736 | 0.10 | 126.471 | 126.704 | 129.458 | ||
3732 | 2012.02.24 16:46 | t/p | 1735 | 0.10 | 127.909 | 125.466 | 127.901 | 14200.00 | 4423430.00 |
3733 | 2012.02.24 18:51 | t/p | 1730 | 0.10 | 128.316 | 122.958 | 128.308 | 47900.00 | 4471330.00 |
3734 | 2012.02.24 22:00 | buy | 1737 | 0.10 | 128.655 | 127.683 | 132.033 | ||
3735 | 2012.02.24 22:56 | t/p | 1734 | 0.10 | 128.707 | 125.732 | 128.712 | 23770.00 | 4495100.00 |
3736 | 2012.02.27 00:09 | t/p | 1736 | 0.10 | 129.460 | 126.704 | 129.458 | 29890.00 | 4524990.00 |
3737 | 2012.02.27 11:34 | s/l | 1737 | 0.10 | 127.676 | 127.683 | 132.033 | -9790.00 | 4515200.00 |
3738 | 2012.02.27 13:30 | sell | 1738 | 0.10 | 127.962 | 128.760 | 125.160 | ||
3739 | 2012.02.29 09:45 | close | 1738 | 0.10 | 128.174 | 128.760 | 125.160 | -2120.00 | 4513080.00 |
3740 | 2012.02.29 12:00 | buy | 1739 | 0.10 | 128.459 | 125.800 | 129.879 | ||
3741 | 2012.03.02 05:53 | t/p | 1739 | 0.10 | 129.878 | 125.800 | 129.879 | 14190.00 | 4527270.00 |
3742 | 2012.03.02 06:30 | buy | 1740 | 0.10 | 129.980 | 128.999 | 133.349 | ||
3743 | 2012.03.02 08:00 | buy | 1741 | 0.10 | 129.885 | 129.307 | 134.657 | ||
3744 | 2012.03.02 14:04 | s/l | 1741 | 0.10 | 129.295 | 129.307 | 134.657 | -5900.00 | 4521370.00 |
3745 | 2012.03.02 14:15 | close | 1740 | 0.10 | 129.331 | 128.999 | 133.349 | -6490.00 | 4514880.00 |
3746 | 2012.03.02 15:17 | buy | 1742 | 0.10 | 129.402 | 129.382 | 134.732 | ||
3747 | 2012.03.02 15:18 | s/l | 1742 | 0.10 | 129.379 | 129.382 | 134.732 | -230.00 | 4514650.00 |
3748 | 2012.03.05 08:00 | sell | 1743 | 0.10 | 128.609 | 129.189 | 126.209 | ||
3749 | 2012.03.05 15:46 | s/l | 1743 | 0.10 | 129.195 | 129.189 | 126.209 | -5860.00 | 4508790.00 |
3750 | 2012.03.06 13:00 | sell | 1744 | 0.10 | 127.637 | 130.119 | 125.963 |