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 |
3901 | 2012.06.12 01:12 | s/l | 1814 | 0.10 | 122.608 | 122.610 | 126.210 | -8560.00 | 4779680.00 |
3902 | 2012.06.15 05:00 | sell | 1815 | 0.10 | 123.132 | 123.713 | 120.733 | ||
3903 | 2012.06.15 08:00 | sell | 1816 | 0.10 | 122.574 | 122.947 | 119.567 | ||
3904 | 2012.06.15 16:00 | close | 1815 | 0.10 | 122.560 | 123.713 | 120.733 | 5720.00 | 4785400.00 |
3905 | 2012.06.15 16:44 | s/l | 1816 | 0.10 | 122.941 | 122.947 | 119.567 | -3670.00 | 4781730.00 |
3906 | 2012.06.18 00:05 | buy | 1817 | 0.10 | 123.942 | 119.801 | 125.481 | ||
3907 | 2012.06.18 01:30 | buy | 1818 | 0.10 | 124.429 | 123.592 | 127.192 | ||
3908 | 2012.06.18 14:10 | s/l | 1818 | 0.10 | 123.593 | 123.592 | 127.192 | -8360.00 | 4773370.00 |
3909 | 2012.06.19 18:00 | buy | 1819 | 0.10 | 124.178 | 123.355 | 126.955 | ||
3910 | 2012.06.20 15:00 | buy | 1820 | 0.10 | 124.610 | 124.007 | 126.987 | ||
3911 | 2012.06.21 12:16 | t/p | 1817 | 0.10 | 125.491 | 119.801 | 125.481 | 15490.00 | 4788860.00 |
3912 | 2012.06.21 14:00 | buy | 1821 | 0.10 | 125.519 | 121.514 | 127.194 | ||
3913 | 2012.06.21 14:15 | close | 1819 | 0.10 | 125.525 | 123.355 | 126.955 | 13470.00 | 4802330.00 |
3914 | 2012.06.21 20:00 | close | 1820 | 0.10 | 125.092 | 124.007 | 126.987 | 4820.00 | 4807150.00 |
3915 | 2012.06.22 15:30 | buy | 1822 | 0.10 | 125.344 | 124.523 | 128.123 | ||
3916 | 2012.06.25 03:15 | close | 1822 | 0.10 | 125.325 | 124.523 | 128.123 | -190.00 | 4806960.00 |
3917 | 2012.06.25 03:15 | sell | 1823 | 0.10 | 125.326 | 126.135 | 122.535 | ||
3918 | 2012.06.25 11:00 | sell | 1824 | 0.10 | 124.491 | 125.076 | 122.096 | ||
3919 | 2012.06.26 11:15 | close | 1823 | 0.10 | 124.237 | 126.135 | 122.535 | 10890.00 | 4817850.00 |
3920 | 2012.06.26 11:15 | buy | 1825 | 0.10 | 124.234 | 123.423 | 127.023 | ||
3921 | 2012.06.26 17:15 | close | 1825 | 0.10 | 123.937 | 123.423 | 127.023 | -2970.00 | 4814880.00 |
3922 | 2012.06.26 17:15 | sell | 1826 | 0.10 | 123.941 | 124.738 | 121.138 | ||
3923 | 2012.06.27 12:00 | close | 1812 | 0.10 | 124.287 | 121.207 | 126.557 | 25100.00 | 4839980.00 |
3924 | 2012.06.28 11:00 | sell | 1827 | 0.10 | 123.599 | 123.973 | 120.593 | ||
3925 | 2012.06.28 13:30 | close | 1826 | 0.10 | 123.282 | 124.738 | 121.138 | 6590.00 | 4846570.00 |
3926 | 2012.06.28 20:00 | close | 1824 | 0.10 | 123.034 | 125.076 | 122.096 | 14570.00 | 4861140.00 |
3927 | 2012.06.29 06:02 | s/l | 1827 | 0.10 | 123.981 | 123.973 | 120.593 | -3820.00 | 4857320.00 |
3928 | 2012.07.02 08:30 | sell | 1828 | 0.10 | 124.729 | 125.524 | 121.924 | ||
3929 | 2012.07.04 04:45 | close | 1828 | 0.10 | 124.858 | 125.524 | 121.924 | -1290.00 | 4856030.00 |
3930 | 2012.07.04 18:00 | sell | 1829 | 0.10 | 124.338 | 124.912 | 121.932 | ||
3931 | 2012.07.05 15:45 | sell | 1830 | 0.10 | 124.170 | 124.969 | 121.369 | ||
3932 | 2012.07.05 16:00 | close | 1829 | 0.10 | 124.334 | 124.912 | 121.932 | 40.00 | 4856070.00 |
3933 | 2012.07.06 15:45 | sell | 1831 | 0.10 | 123.698 | 124.084 | 120.704 | ||
3934 | 2012.07.09 12:00 | close | 1830 | 0.10 | 123.260 | 124.969 | 121.369 | 9100.00 | 4865170.00 |
3935 | 2012.07.10 11:45 | close | 1831 | 0.10 | 123.281 | 124.084 | 120.704 | 4170.00 | 4869340.00 |
3936 | 2012.07.10 18:15 | sell | 1832 | 0.10 | 123.006 | 123.386 | 120.006 | ||
3937 | 2012.07.11 10:17 | s/l | 1832 | 0.10 | 123.376 | 123.386 | 120.006 | -3700.00 | 4865640.00 |
3938 | 2012.07.11 18:00 | buy | 1833 | 0.10 | 123.968 | 123.366 | 126.346 | ||
3939 | 2012.07.11 21:40 | s/l | 1833 | 0.10 | 123.358 | 123.366 | 126.346 | -6100.00 | 4859540.00 |
3940 | 2012.07.11 23:00 | buy | 1834 | 0.10 | 123.514 | 122.923 | 125.903 | ||
3941 | 2012.07.12 08:00 | close | 1834 | 0.10 | 123.228 | 122.923 | 125.903 | -2860.00 | 4856680.00 |
3942 | 2012.07.12 10:00 | sell | 1835 | 0.10 | 122.774 | 123.358 | 120.378 | ||
3943 | 2012.07.12 10:00 | sell | 1836 | 0.10 | 122.788 | 123.158 | 119.778 | ||
3944 | 2012.07.12 12:00 | sell | 1837 | 0.10 | 122.622 | 123.577 | 119.227 | ||
3945 | 2012.07.13 08:00 | sell | 1838 | 0.10 | 122.352 | 122.910 | 117.560 | ||
3946 | 2012.07.13 14:49 | s/l | 1838 | 0.10 | 122.917 | 122.910 | 117.560 | -5650.00 | 4851030.00 |
3947 | 2012.07.13 16:00 | sell | 1839 | 0.10 | 122.593 | 123.138 | 117.788 | ||
3948 | 2012.07.13 17:08 | s/l | 1839 | 0.10 | 123.146 | 123.138 | 117.788 | -5530.00 | 4845500.00 |
3949 | 2012.07.13 17:11 | s/l | 1836 | 0.10 | 123.160 | 123.158 | 119.778 | -3720.00 | 4841780.00 |
3950 | 2012.07.13 21:18 | s/l | 1835 | 0.10 | 123.349 | 123.358 | 120.378 | -5750.00 | 4836030.00 |
3951 | 2012.07.16 00:22 | s/l | 1837 | 0.10 | 123.591 | 123.577 | 119.227 | -9690.00 | 4826340.00 |
3952 | 2012.07.17 17:45 | sell | 1840 | 0.10 | 123.082 | 123.892 | 120.292 | ||
3953 | 2012.07.17 19:00 | close | 1840 | 0.10 | 123.411 | 123.892 | 120.292 | -3290.00 | 4823050.00 |
3954 | 2012.07.17 19:00 | buy | 1841 | 0.10 | 123.417 | 122.593 | 126.193 | ||
3955 | 2012.07.19 15:15 | close | 1841 | 0.10 | 123.240 | 122.593 | 126.193 | -1770.00 | 4821280.00 |
3956 | 2012.07.20 17:00 | sell | 1842 | 0.10 | 122.858 | 123.441 | 120.461 | ||
3957 | 2012.07.20 17:00 | sell | 1843 | 0.10 | 122.852 | 123.241 | 119.861 | ||
3958 | 2012.07.23 05:30 | sell | 1844 | 0.10 | 121.874 | 122.828 | 118.478 | ||
3959 | 2012.07.23 06:00 | modify | 1843 | 0.10 | 122.852 | 122.598 | 119.861 | ||
3960 | 2012.07.23 08:00 | sell | 1845 | 0.10 | 121.781 | 122.336 | 116.986 | ||
3961 | 2012.07.23 09:01 | s/l | 1821 | 0.10 | 121.518 | 121.514 | 127.194 | -40010.00 | 4781270.00 |
3962 | 2012.07.23 14:00 | close | 1842 | 0.10 | 121.532 | 123.441 | 120.461 | 13260.00 | 4794530.00 |
3963 | 2012.07.24 18:15 | close | 1843 | 0.10 | 121.409 | 122.598 | 119.861 | 14430.00 | 4808960.00 |
3964 | 2012.07.25 01:45 | close | 1844 | 0.10 | 121.234 | 122.828 | 118.478 | 6400.00 | 4815360.00 |
3965 | 2012.07.26 07:30 | sell | 1846 | 0.10 | 120.836 | 121.796 | 117.446 | ||
3966 | 2012.07.26 13:33 | s/l | 1846 | 0.10 | 121.798 | 121.796 | 117.446 | -9620.00 | 4805740.00 |
3967 | 2012.07.26 14:08 | s/l | 1845 | 0.10 | 122.346 | 122.336 | 116.986 | -5650.00 | 4800090.00 |
3968 | 2012.07.26 15:00 | buy | 1847 | 0.10 | 122.269 | 121.661 | 124.641 | ||
3969 | 2012.07.26 17:00 | buy | 1848 | 0.10 | 122.722 | 118.783 | 124.395 | ||
3970 | 2012.07.26 17:15 | buy | 1849 | 0.10 | 122.910 | 122.098 | 125.698 | ||
3971 | 2012.07.30 13:30 | close | 1849 | 0.10 | 122.752 | 122.098 | 125.698 | -1580.00 | 4798510.00 |
3972 | 2012.08.01 00:00 | close | 1847 | 0.10 | 122.451 | 121.661 | 124.641 | 1820.00 | 4800330.00 |
3973 | 2012.08.01 12:30 | sell | 1850 | 0.10 | 122.118 | 122.870 | 119.120 | ||
3974 | 2012.08.03 13:45 | close | 1850 | 0.10 | 121.921 | 122.870 | 119.120 | 1970.00 | 4802300.00 |
3975 | 2012.08.09 15:00 | buy | 1851 | 0.10 | 122.621 | 121.805 | 125.405 | ||
3976 | 2012.08.10 10:00 | sell | 1852 | 0.10 | 122.467 | 123.039 | 120.059 | ||
3977 | 2012.08.10 12:00 | close | 1852 | 0.10 | 122.476 | 123.039 | 120.059 | -90.00 | 4802210.00 |
3978 | 2012.08.10 12:00 | buy | 1853 | 0.10 | 122.479 | 121.872 | 124.852 | ||
3979 | 2012.08.10 15:45 | sell | 1854 | 0.10 | 122.014 | 122.772 | 119.022 | ||
3980 | 2012.08.10 16:00 | close | 1853 | 0.10 | 122.039 | 121.872 | 124.852 | -4400.00 | 4797810.00 |
3981 | 2012.08.10 16:00 | sell | 1855 | 0.10 | 122.050 | 122.628 | 119.648 | ||
3982 | 2012.08.10 16:24 | s/l | 1851 | 0.10 | 121.812 | 121.805 | 125.405 | -8090.00 | 4789720.00 |
3983 | 2012.08.10 17:29 | s/l | 1855 | 0.10 | 122.624 | 122.628 | 119.648 | -5740.00 | 4783980.00 |
3984 | 2012.08.10 17:43 | s/l | 1854 | 0.10 | 122.783 | 122.772 | 119.022 | -7690.00 | 4776290.00 |
3985 | 2012.08.13 10:45 | sell | 1856 | 0.10 | 122.579 | 123.370 | 119.770 | ||
3986 | 2012.08.13 14:00 | buy | 1857 | 0.10 | 122.925 | 122.334 | 125.314 | ||
3987 | 2012.08.14 09:21 | s/l | 1856 | 0.10 | 123.373 | 123.370 | 119.770 | -7940.00 | 4768350.00 |
3988 | 2012.08.14 10:15 | buy | 1858 | 0.10 | 123.346 | 122.945 | 126.325 | ||
3989 | 2012.08.15 11:45 | buy | 1859 | 0.10 | 123.873 | 122.912 | 127.262 | ||
3990 | 2012.08.15 16:00 | close | 1857 | 0.10 | 123.404 | 122.334 | 125.314 | 4790.00 | 4773140.00 |
3991 | 2012.08.15 20:00 | buy | 1860 | 0.10 | 123.837 | 123.261 | 128.611 | ||
3992 | 2012.08.16 11:30 | close | 1858 | 0.10 | 124.098 | 122.945 | 126.325 | 7520.00 | 4780660.00 |
3993 | 2012.08.16 11:45 | buy | 1861 | 0.10 | 124.212 | 123.822 | 127.202 | ||
3994 | 2012.08.16 14:12 | t/p | 1848 | 0.10 | 124.399 | 118.783 | 124.395 | 16770.00 | 4797430.00 |
3995 | 2012.08.17 08:00 | close | 1859 | 0.10 | 124.540 | 122.912 | 127.262 | 6670.00 | 4804100.00 |
3996 | 2012.08.17 14:00 | sell | 1862 | 0.10 | 124.604 | 125.401 | 121.801 | ||
3997 | 2012.08.20 01:45 | close | 1862 | 0.10 | 124.773 | 125.401 | 121.801 | -1690.00 | 4802410.00 |
3998 | 2012.08.20 01:45 | buy | 1863 | 0.10 | 124.780 | 123.945 | 127.545 | ||
3999 | 2012.08.20 13:00 | close | 1861 | 0.10 | 124.841 | 123.822 | 127.202 | 6290.00 | 4808700.00 |
4000 | 2012.08.21 11:00 | buy | 1864 | 0.10 | 125.045 | 124.441 | 127.421 | ||
4001 | 2012.08.21 11:15 | buy | 1865 | 0.10 | 125.289 | 124.881 | 128.261 | ||
4002 | 2012.08.21 22:00 | close | 1863 | 0.10 | 125.061 | 123.945 | 127.545 | 2810.00 | 4811510.00 |
4003 | 2012.08.22 03:09 | s/l | 1865 | 0.10 | 124.888 | 124.881 | 128.261 | -4010.00 | 4807500.00 |
4004 | 2012.08.22 11:30 | buy | 1866 | 0.10 | 125.446 | 125.053 | 128.433 | ||
4005 | 2012.08.22 14:29 | s/l | 1866 | 0.10 | 125.054 | 125.053 | 128.433 | -3920.00 | 4803580.00 |
4006 | 2012.08.22 21:32 | s/l | 1864 | 0.10 | 124.426 | 124.441 | 127.421 | -6190.00 | 4797390.00 |
4007 | 2012.08.22 23:00 | sell | 1867 | 0.10 | 124.601 | 125.848 | 122.927 | ||
4008 | 2012.08.22 23:00 | buy | 1868 | 0.10 | 124.617 | 124.027 | 127.007 | ||
4009 | 2012.08.23 17:00 | close | 1868 | 0.10 | 124.608 | 124.027 | 127.007 | -90.00 | 4797300.00 |
4010 | 2012.08.23 17:00 | sell | 1869 | 0.10 | 124.620 | 125.196 | 122.216 | ||
4011 | 2012.08.23 17:15 | sell | 1870 | 0.10 | 124.462 | 124.843 | 121.463 | ||
4012 | 2012.08.27 18:30 | close | 1870 | 0.10 | 124.321 | 124.843 | 121.463 | 1410.00 | 4798710.00 |
4013 | 2012.08.28 05:30 | sell | 1871 | 0.10 | 123.738 | 124.125 | 120.745 | ||
4014 | 2012.08.28 13:07 | s/l | 1871 | 0.10 | 124.125 | 124.125 | 120.745 | -3870.00 | 4794840.00 |
4015 | 2012.08.29 02:00 | close | 1869 | 0.10 | 124.357 | 125.196 | 122.216 | 2630.00 | 4797470.00 |
4016 | 2012.08.31 14:00 | buy | 1872 | 0.10 | 124.478 | 123.888 | 126.868 | ||
4017 | 2012.09.03 04:00 | close | 1872 | 0.10 | 123.968 | 123.888 | 126.868 | -5100.00 | 4792370.00 |
4018 | 2012.09.03 04:00 | sell | 1873 | 0.10 | 123.967 | 124.547 | 121.567 | ||
4019 | 2012.09.03 11:29 | s/l | 1873 | 0.10 | 124.555 | 124.547 | 121.567 | -5880.00 | 4786490.00 |
4020 | 2012.09.04 05:00 | buy | 1874 | 0.10 | 124.657 | 124.046 | 127.026 | ||
4021 | 2012.09.05 11:10 | s/l | 1874 | 0.10 | 124.048 | 124.046 | 127.026 | -6090.00 | 4780400.00 |
4022 | 2012.09.05 11:15 | sell | 1875 | 0.10 | 124.064 | 124.434 | 121.054 | ||
4023 | 2012.09.05 12:34 | s/l | 1875 | 0.10 | 124.444 | 124.434 | 121.054 | -3800.00 | 4776600.00 |
4024 | 2012.09.05 13:00 | buy | 1876 | 0.10 | 124.622 | 124.019 | 126.999 | ||
4025 | 2012.09.05 15:15 | buy | 1877 | 0.10 | 124.853 | 124.449 | 127.829 | ||
4026 | 2012.09.06 00:00 | close | 1860 | 0.10 | 124.640 | 123.261 | 128.611 | 8030.00 | 4784630.00 |
4027 | 2012.09.06 17:45 | buy | 1878 | 0.10 | 125.811 | 124.834 | 129.184 | ||
4028 | 2012.09.06 18:00 | s/l | 1867 | 0.10 | 125.845 | 125.848 | 122.927 | -12440.00 | 4772190.00 |
4029 | 2012.09.07 11:00 | modify | 1877 | 0.10 | 124.853 | 125.212 | 127.829 | ||
4030 | 2012.09.07 15:36 | s/l | 1877 | 0.10 | 125.219 | 125.212 | 127.829 | 3660.00 | 4775850.00 |
4031 | 2012.09.10 14:00 | close | 1878 | 0.10 | 125.241 | 124.834 | 129.184 | -5700.00 | 4770150.00 |
4032 | 2012.09.10 22:00 | close | 1876 | 0.10 | 125.196 | 124.019 | 126.999 | 5740.00 | 4775890.00 |
4033 | 2012.09.11 12:15 | sell | 1879 | 0.10 | 124.890 | 125.277 | 121.897 | ||
4034 | 2012.09.11 16:00 | sell | 1880 | 0.10 | 124.882 | 126.213 | 123.195 | ||
4035 | 2012.09.12 04:36 | s/l | 1879 | 0.10 | 125.274 | 125.277 | 121.897 | -3840.00 | 4772050.00 |
4036 | 2012.09.12 11:30 | buy | 1881 | 0.10 | 125.476 | 125.033 | 128.413 | ||
4037 | 2012.09.12 12:00 | buy | 1882 | 0.10 | 125.488 | 124.881 | 127.861 | ||
4038 | 2012.09.13 11:12 | s/l | 1881 | 0.10 | 125.029 | 125.033 | 128.413 | -4470.00 | 4767580.00 |
4039 | 2012.09.13 15:30 | s/l | 1882 | 0.10 | 124.851 | 124.881 | 127.861 | -6370.00 | 4761210.00 |
4040 | 2012.09.13 16:00 | sell | 1883 | 0.10 | 124.814 | 125.400 | 122.420 | ||
4041 | 2012.09.13 16:15 | sell | 1884 | 0.10 | 124.761 | 125.135 | 121.755 | ||
4042 | 2012.09.13 19:37 | s/l | 1884 | 0.10 | 125.150 | 125.135 | 121.755 | -3890.00 | 4757320.00 |
4043 | 2012.09.13 20:00 | close | 1883 | 0.10 | 125.061 | 125.400 | 122.420 | -2470.00 | 4754850.00 |
4044 | 2012.09.14 02:00 | buy | 1885 | 0.10 | 125.381 | 124.782 | 127.762 | ||
4045 | 2012.09.14 11:15 | buy | 1886 | 0.10 | 125.920 | 125.530 | 128.910 | ||
4046 | 2012.09.14 12:18 | s/l | 1880 | 0.10 | 126.221 | 126.213 | 123.195 | -13390.00 | 4741460.00 |
4047 | 2012.09.14 12:45 | buy | 1887 | 0.10 | 126.749 | 125.772 | 130.122 | ||
4048 | 2012.09.14 14:00 | buy | 1888 | 0.10 | 126.623 | 124.440 | 128.043 | ||
4049 | 2012.09.14 18:15 | modify | 1886 | 0.10 | 125.920 | 126.342 | 128.910 | ||
4050 | 2012.09.17 16:04 | t/p | 1885 | 0.10 | 127.778 | 124.782 | 127.762 | 23970.00 | 4765430.00 |