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 |
3751 | 2012.03.09 17:15 | sell | 1745 | 0.10 | 129.146 | 129.940 | 126.340 | ||
3752 | 2012.03.13 07:45 | close | 1745 | 0.10 | 128.942 | 129.940 | 126.340 | 2040.00 | 4510830.00 |
3753 | 2012.03.13 07:45 | buy | 1746 | 0.10 | 128.932 | 128.111 | 131.711 | ||
3754 | 2012.03.13 10:00 | buy | 1747 | 0.10 | 128.598 | 127.989 | 130.969 | ||
3755 | 2012.03.13 12:00 | buy | 1748 | 0.10 | 129.523 | 129.121 | 132.501 | ||
3756 | 2012.03.13 18:40 | s/l | 1744 | 0.10 | 130.120 | 130.119 | 125.963 | -24830.00 | 4486000.00 |
3757 | 2012.03.14 00:00 | buy | 1749 | 0.10 | 130.271 | 129.701 | 135.051 | ||
3758 | 2012.03.14 11:19 | t/p | 1747 | 0.10 | 130.968 | 127.989 | 130.969 | 23700.00 | 4509700.00 |
3759 | 2012.03.14 11:30 | modify | 1748 | 0.10 | 129.523 | 130.012 | 132.501 | ||
3760 | 2012.03.14 11:45 | modify | 1746 | 0.10 | 128.932 | 130.093 | 131.711 | ||
3761 | 2012.03.14 14:00 | buy | 1750 | 0.10 | 131.106 | 128.177 | 132.528 | ||
3762 | 2012.03.15 04:00 | close | 1746 | 0.10 | 131.417 | 130.093 | 131.711 | 24850.00 | 4534550.00 |
3763 | 2012.03.15 06:00 | buy | 1751 | 0.10 | 131.545 | 130.582 | 134.932 | ||
3764 | 2012.03.15 13:15 | close | 1748 | 0.10 | 131.064 | 130.012 | 132.501 | 15410.00 | 4549960.00 |
3765 | 2012.03.15 14:19 | s/l | 1751 | 0.10 | 130.577 | 130.582 | 134.932 | -9680.00 | 4540280.00 |
3766 | 2012.03.16 03:45 | buy | 1752 | 0.10 | 131.255 | 130.430 | 134.030 | ||
3767 | 2012.03.16 12:00 | buy | 1753 | 0.10 | 131.794 | 131.384 | 134.764 | ||
3768 | 2012.03.19 18:47 | t/p | 1750 | 0.10 | 132.533 | 128.177 | 132.528 | 14270.00 | 4554550.00 |
3769 | 2012.03.20 00:00 | close | 1752 | 0.10 | 132.448 | 130.430 | 134.030 | 11930.00 | 4566480.00 |
3770 | 2012.03.20 12:15 | buy | 1754 | 0.10 | 132.895 | 131.924 | 136.274 | ||
3771 | 2012.03.20 13:15 | modify | 1753 | 0.10 | 131.794 | 132.027 | 134.764 | ||
3772 | 2012.03.20 13:15 | close | 1753 | 0.10 | 132.909 | 132.027 | 134.764 | 11150.00 | 4577630.00 |
3773 | 2012.03.20 13:15 | buy | 1755 | 0.10 | 132.917 | 132.524 | 135.904 | ||
3774 | 2012.03.20 16:47 | s/l | 1755 | 0.10 | 132.521 | 132.524 | 135.904 | -3960.00 | 4573670.00 |
3775 | 2012.03.21 11:15 | buy | 1756 | 0.10 | 133.038 | 132.633 | 136.013 | ||
3776 | 2012.03.21 12:45 | close | 1756 | 0.10 | 133.053 | 132.633 | 136.013 | 150.00 | 4573820.00 |
3777 | 2012.03.21 13:30 | buy | 1757 | 0.10 | 133.146 | 132.755 | 136.135 | ||
3778 | 2012.03.21 17:04 | s/l | 1757 | 0.10 | 132.754 | 132.755 | 136.135 | -3920.00 | 4569900.00 |
3779 | 2012.03.21 18:30 | close | 1754 | 0.10 | 132.640 | 131.924 | 136.274 | -2550.00 | 4567350.00 |
3780 | 2012.03.21 18:30 | sell | 1758 | 0.10 | 132.654 | 133.449 | 129.849 | ||
3781 | 2012.03.22 07:00 | sell | 1759 | 0.10 | 132.000 | 132.575 | 129.595 | ||
3782 | 2012.03.22 08:00 | close | 1749 | 0.10 | 132.060 | 129.701 | 135.051 | 17890.00 | 4585240.00 |
3783 | 2012.03.22 08:00 | sell | 1760 | 0.10 | 132.068 | 132.611 | 127.261 | ||
3784 | 2012.03.22 08:00 | sell | 1761 | 0.10 | 132.066 | 133.504 | 130.381 | ||
3785 | 2012.03.22 09:00 | close | 1759 | 0.10 | 132.372 | 132.575 | 129.595 | -3720.00 | 4581520.00 |
3786 | 2012.03.22 09:00 | buy | 1762 | 0.10 | 132.380 | 131.773 | 134.753 | ||
3787 | 2012.03.22 11:33 | s/l | 1762 | 0.10 | 131.777 | 131.773 | 134.753 | -6030.00 | 4575490.00 |
3788 | 2012.03.22 15:15 | modify | 1758 | 0.10 | 132.654 | 131.626 | 129.849 | ||
3789 | 2012.03.22 16:00 | close | 1761 | 0.10 | 131.413 | 133.504 | 130.381 | 6530.00 | 4582020.00 |
3790 | 2012.03.22 16:00 | sell | 1763 | 0.10 | 131.400 | 133.504 | 129.717 | ||
3791 | 2012.03.23 14:45 | close | 1758 | 0.10 | 130.610 | 131.626 | 129.849 | 20440.00 | 4602460.00 |
3792 | 2012.03.27 15:32 | s/l | 1760 | 0.10 | 132.624 | 132.611 | 127.261 | -5560.00 | 4596900.00 |
3793 | 2012.03.28 03:45 | sell | 1764 | 0.10 | 132.393 | 133.193 | 129.593 | ||
3794 | 2012.03.29 16:45 | modify | 1764 | 0.10 | 132.393 | 131.359 | 129.593 | ||
3795 | 2012.03.29 22:12 | s/l | 1764 | 0.10 | 131.358 | 131.359 | 129.593 | 10350.00 | 4607250.00 |
3796 | 2012.04.04 09:30 | buy | 1765 | 0.10 | 131.431 | 130.621 | 134.221 | ||
3797 | 2012.04.04 12:15 | sell | 1766 | 0.10 | 131.002 | 131.388 | 128.008 | ||
3798 | 2012.04.04 12:26 | s/l | 1765 | 0.10 | 130.610 | 130.621 | 134.221 | -8210.00 | 4599040.00 |
3799 | 2012.04.05 12:47 | t/p | 1763 | 0.10 | 129.709 | 133.504 | 129.717 | 16910.00 | 4615950.00 |
3800 | 2012.04.05 13:15 | modify | 1766 | 0.10 | 131.002 | 130.752 | 128.008 | ||
3801 | 2012.04.05 13:15 | sell | 1767 | 0.10 | 129.684 | 130.481 | 126.881 | ||
3802 | 2012.04.05 16:00 | sell | 1768 | 0.10 | 130.082 | 133.504 | 128.406 | ||
3803 | 2012.04.05 17:06 | s/l | 1767 | 0.10 | 130.487 | 130.481 | 126.881 | -8030.00 | 4607920.00 |
3804 | 2012.04.06 11:42 | s/l | 1766 | 0.10 | 130.749 | 130.752 | 128.008 | 2530.00 | 4610450.00 |
3805 | 2012.04.06 17:00 | sell | 1769 | 0.10 | 129.383 | 130.329 | 125.979 | ||
3806 | 2012.04.10 12:00 | sell | 1770 | 0.10 | 128.830 | 129.372 | 124.022 | ||
3807 | 2012.04.10 13:14 | t/p | 1768 | 0.10 | 128.396 | 133.504 | 128.406 | 16860.00 | 4627310.00 |
3808 | 2012.04.10 13:15 | close | 1769 | 0.10 | 128.384 | 130.329 | 125.979 | 9990.00 | 4637300.00 |
3809 | 2012.04.10 18:15 | sell | 1771 | 0.10 | 128.086 | 129.029 | 124.679 | ||
3810 | 2012.04.10 19:00 | sell | 1772 | 0.10 | 128.187 | 132.178 | 126.498 | ||
3811 | 2012.04.11 12:15 | close | 1771 | 0.10 | 128.314 | 129.029 | 124.679 | -2280.00 | 4635020.00 |
3812 | 2012.04.11 12:15 | buy | 1773 | 0.10 | 128.315 | 127.489 | 131.089 | ||
3813 | 2012.04.12 15:29 | s/l | 1770 | 0.10 | 129.376 | 129.372 | 124.022 | -5460.00 | 4629560.00 |
3814 | 2012.04.13 08:30 | close | 1773 | 0.10 | 129.198 | 127.489 | 131.089 | 8830.00 | 4638390.00 |
3815 | 2012.04.13 23:15 | sell | 1774 | 0.10 | 128.258 | 128.629 | 125.249 | ||
3816 | 2012.04.16 08:00 | sell | 1775 | 0.10 | 127.819 | 128.368 | 123.018 | ||
3817 | 2012.04.17 11:29 | s/l | 1775 | 0.10 | 128.367 | 128.368 | 123.018 | -5480.00 | 4632910.00 |
3818 | 2012.04.17 11:48 | s/l | 1774 | 0.10 | 128.628 | 128.629 | 125.249 | -3700.00 | 4629210.00 |
3819 | 2012.04.25 11:15 | sell | 1776 | 0.10 | 131.085 | 131.877 | 128.277 | ||
3820 | 2012.04.25 17:00 | buy | 1777 | 0.10 | 131.210 | 130.610 | 133.590 | ||
3821 | 2012.04.26 15:46 | s/l | 1777 | 0.10 | 130.618 | 130.610 | 133.590 | -5920.00 | 4623290.00 |
3822 | 2012.04.27 07:30 | close | 1776 | 0.10 | 131.430 | 131.877 | 128.277 | -3450.00 | 4619840.00 |
3823 | 2012.04.27 08:15 | buy | 1778 | 0.10 | 130.739 | 129.927 | 133.527 | ||
3824 | 2012.04.27 09:00 | sell | 1779 | 0.10 | 130.756 | 131.346 | 128.366 | ||
3825 | 2012.04.27 09:30 | sell | 1780 | 0.10 | 130.424 | 130.798 | 127.418 | ||
3826 | 2012.04.27 10:00 | close | 1779 | 0.10 | 130.764 | 131.346 | 128.366 | -80.00 | 4619760.00 |
3827 | 2012.04.27 10:20 | s/l | 1780 | 0.10 | 130.794 | 130.798 | 127.418 | -3700.00 | 4616060.00 |
3828 | 2012.04.27 10:45 | sell | 1781 | 0.10 | 130.513 | 130.883 | 127.503 | ||
3829 | 2012.04.27 12:00 | sell | 1782 | 0.10 | 130.390 | 130.971 | 127.991 | ||
3830 | 2012.04.27 12:29 | s/l | 1781 | 0.10 | 130.876 | 130.883 | 127.503 | -3630.00 | 4612430.00 |
3831 | 2012.04.27 12:38 | s/l | 1782 | 0.10 | 130.978 | 130.971 | 127.991 | -5880.00 | 4606550.00 |
3832 | 2012.04.27 16:15 | close | 1778 | 0.10 | 130.841 | 129.927 | 133.527 | 1020.00 | 4607570.00 |
3833 | 2012.04.27 16:15 | sell | 1783 | 0.10 | 130.849 | 131.650 | 128.050 | ||
3834 | 2012.04.30 16:45 | sell | 1784 | 0.10 | 129.838 | 130.221 | 126.841 | ||
3835 | 2012.05.01 12:30 | close | 1783 | 0.10 | 129.498 | 131.650 | 128.050 | 13510.00 | 4621080.00 |
3836 | 2012.05.02 03:13 | s/l | 1784 | 0.10 | 130.225 | 130.221 | 126.841 | -3870.00 | 4617210.00 |
3837 | 2012.05.04 15:30 | sell | 1785 | 0.10 | 129.269 | 129.966 | 126.586 | ||
3838 | 2012.05.04 15:34 | s/l | 1785 | 0.10 | 129.977 | 129.966 | 126.586 | -7080.00 | 4610130.00 |
3839 | 2012.05.04 16:00 | sell | 1786 | 0.10 | 129.563 | 130.134 | 127.154 | ||
3840 | 2012.05.04 16:00 | sell | 1787 | 0.10 | 129.559 | 129.934 | 126.554 | ||
3841 | 2012.05.08 17:15 | close | 1787 | 0.10 | 128.725 | 129.934 | 126.554 | 8340.00 | 4618470.00 |
3842 | 2012.05.09 12:00 | sell | 1788 | 0.10 | 128.506 | 128.883 | 125.503 | ||
3843 | 2012.05.09 19:00 | close | 1786 | 0.10 | 128.477 | 130.134 | 127.154 | 10860.00 | 4629330.00 |
3844 | 2012.05.10 14:35 | s/l | 1788 | 0.10 | 128.904 | 128.883 | 125.503 | -3980.00 | 4625350.00 |
3845 | 2012.05.11 04:00 | buy | 1789 | 0.10 | 129.043 | 128.442 | 131.422 | ||
3846 | 2012.05.11 10:07 | s/l | 1789 | 0.10 | 128.449 | 128.442 | 131.422 | -5940.00 | 4619410.00 |
3847 | 2012.05.14 14:00 | sell | 1790 | 0.10 | 128.277 | 128.862 | 125.882 | ||
3848 | 2012.05.14 16:30 | sell | 1791 | 0.10 | 128.149 | 128.519 | 125.139 | ||
3849 | 2012.05.14 17:45 | buy | 1792 | 0.10 | 128.371 | 127.550 | 131.150 | ||
3850 | 2012.05.14 17:51 | s/l | 1791 | 0.10 | 128.514 | 128.519 | 125.139 | -3650.00 | 4615760.00 |
3851 | 2012.05.15 13:45 | sell | 1793 | 0.10 | 128.205 | 128.577 | 125.197 | ||
3852 | 2012.05.15 20:29 | s/l | 1793 | 0.10 | 128.574 | 128.577 | 125.197 | -3690.00 | 4612070.00 |
3853 | 2012.05.16 10:30 | sell | 1794 | 0.10 | 128.143 | 128.514 | 125.134 | ||
3854 | 2012.05.16 14:00 | close | 1792 | 0.10 | 127.953 | 127.550 | 131.150 | -4180.00 | 4607890.00 |
3855 | 2012.05.16 22:15 | sell | 1795 | 0.10 | 127.702 | 128.653 | 124.303 | ||
3856 | 2012.05.17 14:30 | modify | 1794 | 0.10 | 128.143 | 127.927 | 125.134 | ||
3857 | 2012.05.17 17:00 | t/p | 1772 | 0.10 | 126.484 | 132.178 | 126.498 | 17030.00 | 4624920.00 |
3858 | 2012.05.17 17:59 | t/p | 1790 | 0.10 | 125.876 | 128.862 | 125.882 | 24010.00 | 4648930.00 |
3859 | 2012.05.17 19:00 | modify | 1795 | 0.10 | 127.702 | 126.521 | 124.303 | ||
3860 | 2012.05.18 04:02 | t/p | 1794 | 0.10 | 125.128 | 127.927 | 125.134 | 30150.00 | 4679080.00 |
3861 | 2012.05.18 18:30 | close | 1795 | 0.10 | 125.124 | 126.521 | 124.303 | 25780.00 | 4704860.00 |
3862 | 2012.05.21 23:00 | buy | 1796 | 0.10 | 125.605 | 124.643 | 127.295 | ||
3863 | 2012.05.22 16:15 | buy | 1797 | 0.10 | 126.034 | 125.639 | 129.019 | ||
3864 | 2012.05.22 17:00 | buy | 1798 | 0.10 | 126.262 | 125.586 | 128.566 | ||
3865 | 2012.05.23 05:37 | s/l | 1797 | 0.10 | 125.624 | 125.639 | 129.019 | -4100.00 | 4700760.00 |
3866 | 2012.05.23 05:37 | s/l | 1798 | 0.10 | 125.591 | 125.586 | 128.566 | -6710.00 | 4694050.00 |
3867 | 2012.05.23 05:45 | sell | 1799 | 0.10 | 125.608 | 126.408 | 122.808 | ||
3868 | 2012.05.23 11:30 | s/l | 1796 | 0.10 | 124.591 | 124.643 | 127.295 | -10140.00 | 4683910.00 |
3869 | 2012.05.23 20:00 | sell | 1800 | 0.10 | 124.588 | 125.133 | 119.783 | ||
3870 | 2012.05.25 02:00 | close | 1799 | 0.10 | 124.640 | 126.408 | 122.808 | 9680.00 | 4693590.00 |
3871 | 2012.05.28 00:01 | s/l | 1800 | 0.10 | 125.143 | 125.133 | 119.783 | -5550.00 | 4688040.00 |
3872 | 2012.05.28 01:00 | buy | 1801 | 0.10 | 124.940 | 124.156 | 126.614 | ||
3873 | 2012.05.28 16:00 | buy | 1802 | 0.10 | 124.708 | 124.133 | 129.483 | ||
3874 | 2012.05.29 17:15 | buy | 1803 | 0.10 | 124.638 | 123.818 | 127.418 | ||
3875 | 2012.05.29 18:30 | sell | 1804 | 0.10 | 124.432 | 124.817 | 121.437 | ||
3876 | 2012.05.29 18:45 | s/l | 1801 | 0.10 | 124.152 | 124.156 | 126.614 | -7880.00 | 4680160.00 |
3877 | 2012.05.29 18:45 | s/l | 1802 | 0.10 | 124.137 | 124.133 | 129.483 | -5710.00 | 4674450.00 |
3878 | 2012.05.30 00:00 | buy | 1805 | 0.10 | 124.343 | 123.756 | 129.106 | ||
3879 | 2012.05.30 08:00 | close | 1805 | 0.10 | 124.060 | 123.756 | 129.106 | -2830.00 | 4671620.00 |
3880 | 2012.05.30 08:00 | sell | 1806 | 0.10 | 124.053 | 124.606 | 119.256 | ||
3881 | 2012.05.30 10:09 | s/l | 1803 | 0.10 | 123.708 | 123.818 | 127.418 | -9300.00 | 4662320.00 |
3882 | 2012.05.30 10:45 | sell | 1807 | 0.10 | 123.498 | 124.446 | 120.096 | ||
3883 | 2012.05.30 11:00 | sell | 1808 | 0.10 | 123.592 | 124.166 | 121.186 | ||
3884 | 2012.05.30 12:45 | modify | 1804 | 0.10 | 124.432 | 124.062 | 121.437 | ||
3885 | 2012.05.31 12:00 | close | 1808 | 0.10 | 122.388 | 124.166 | 121.186 | 12040.00 | 4674360.00 |
3886 | 2012.05.31 16:43 | t/p | 1804 | 0.10 | 121.442 | 124.062 | 121.437 | 29900.00 | 4704260.00 |
3887 | 2012.05.31 17:00 | modify | 1807 | 0.10 | 123.498 | 122.489 | 120.096 | ||
3888 | 2012.06.01 07:00 | close | 1807 | 0.10 | 120.619 | 122.489 | 120.096 | 28790.00 | 4733050.00 |
3889 | 2012.06.01 11:45 | sell | 1809 | 0.10 | 119.600 | 120.542 | 116.192 | ||
3890 | 2012.06.01 15:30 | t/p | 1806 | 0.10 | 119.215 | 124.606 | 119.256 | 48380.00 | 4781430.00 |
3891 | 2012.06.01 16:32 | s/l | 1809 | 0.10 | 120.544 | 120.542 | 116.192 | -9440.00 | 4771990.00 |
3892 | 2012.06.04 04:00 | sell | 1810 | 0.10 | 119.943 | 120.501 | 115.151 | ||
3893 | 2012.06.04 16:21 | s/l | 1810 | 0.10 | 120.501 | 120.501 | 115.151 | -5580.00 | 4766410.00 |
3894 | 2012.06.05 21:15 | buy | 1811 | 0.10 | 121.101 | 120.329 | 124.079 | ||
3895 | 2012.06.06 08:00 | buy | 1812 | 0.10 | 121.777 | 121.207 | 126.557 | ||
3896 | 2012.06.06 11:00 | modify | 1811 | 0.10 | 121.101 | 121.341 | 124.079 | ||
3897 | 2012.06.07 13:45 | sell | 1813 | 0.10 | 122.855 | 123.655 | 120.055 | ||
3898 | 2012.06.07 14:26 | s/l | 1813 | 0.10 | 123.662 | 123.655 | 120.055 | -8070.00 | 4758340.00 |
3899 | 2012.06.07 15:31 | t/p | 1811 | 0.10 | 124.091 | 121.341 | 124.079 | 29900.00 | 4788240.00 |
3900 | 2012.06.11 00:20 | buy | 1814 | 0.10 | 123.464 | 122.610 | 126.210 |