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 |
4051 | 2012.09.17 16:34 | t/p | 1888 | 0.10 | 128.052 | 124.440 | 128.043 | 14290.00 | 4779720.00 |
4052 | 2012.09.18 09:00 | close | 1887 | 0.10 | 127.707 | 125.772 | 130.122 | 9580.00 | 4789300.00 |
4053 | 2012.09.18 12:30 | close | 1886 | 0.10 | 127.699 | 126.342 | 128.910 | 17790.00 | 4807090.00 |
4054 | 2012.09.19 07:15 | buy | 1889 | 0.10 | 128.526 | 128.133 | 131.513 | ||
4055 | 2012.09.19 07:45 | buy | 1890 | 0.10 | 128.641 | 127.671 | 132.021 | ||
4056 | 2012.09.19 08:00 | buy | 1891 | 0.10 | 128.672 | 128.110 | 133.460 | ||
4057 | 2012.09.19 11:58 | s/l | 1889 | 0.10 | 128.139 | 128.133 | 131.513 | -3870.00 | 4803220.00 |
4058 | 2012.09.19 11:58 | buy | 1892 | 0.10 | 128.152 | 128.122 | 131.502 | ||
4059 | 2012.09.19 11:58 | s/l | 1892 | 0.10 | 128.125 | 128.122 | 131.502 | -270.00 | 4802950.00 |
4060 | 2012.09.19 12:49 | s/l | 1891 | 0.10 | 128.114 | 128.110 | 133.460 | -5580.00 | 4797370.00 |
4061 | 2012.09.19 15:00 | s/l | 1890 | 0.10 | 127.669 | 127.671 | 132.021 | -9720.00 | 4787650.00 |
4062 | 2012.09.19 20:00 | sell | 1893 | 0.10 | 127.137 | 128.852 | 125.465 | ||
4063 | 2012.09.20 08:00 | sell | 1894 | 0.10 | 126.716 | 127.265 | 121.915 | ||
4064 | 2012.09.21 11:40 | s/l | 1894 | 0.10 | 127.265 | 127.265 | 121.915 | -5490.00 | 4782160.00 |
4065 | 2012.09.24 05:00 | sell | 1895 | 0.10 | 126.441 | 127.021 | 124.041 | ||
4066 | 2012.09.24 06:00 | close | 1895 | 0.10 | 126.624 | 127.021 | 124.041 | -1830.00 | 4780330.00 |
4067 | 2012.09.24 06:00 | buy | 1896 | 0.10 | 126.618 | 126.028 | 129.008 | ||
4068 | 2012.09.24 12:00 | close | 1896 | 0.10 | 126.369 | 126.028 | 129.008 | -2490.00 | 4777840.00 |
4069 | 2012.09.24 12:00 | sell | 1897 | 0.10 | 126.371 | 126.957 | 123.977 | ||
4070 | 2012.09.24 12:00 | sell | 1898 | 0.10 | 126.386 | 126.757 | 123.377 | ||
4071 | 2012.09.26 11:10 | t/p | 1893 | 0.10 | 125.470 | 128.852 | 125.465 | 16670.00 | 4794510.00 |
4072 | 2012.09.26 12:00 | sell | 1899 | 0.10 | 125.588 | 128.852 | 123.900 | ||
4073 | 2012.09.26 12:00 | close | 1897 | 0.10 | 125.607 | 126.957 | 123.977 | 7640.00 | 4802150.00 |
4074 | 2012.09.26 13:15 | close | 1898 | 0.10 | 125.791 | 126.757 | 123.377 | 5950.00 | 4808100.00 |
4075 | 2012.09.26 15:00 | sell | 1900 | 0.10 | 125.565 | 126.149 | 123.169 | ||
4076 | 2012.09.26 15:15 | sell | 1901 | 0.10 | 125.552 | 125.932 | 122.552 | ||
4077 | 2012.09.27 09:04 | s/l | 1901 | 0.10 | 125.944 | 125.932 | 122.552 | -3920.00 | 4804180.00 |
4078 | 2012.09.28 17:30 | sell | 1902 | 0.10 | 125.502 | 125.891 | 122.511 | ||
4079 | 2012.09.28 19:57 | s/l | 1902 | 0.10 | 125.897 | 125.891 | 122.511 | -3950.00 | 4800230.00 |
4080 | 2012.09.28 20:39 | s/l | 1900 | 0.10 | 126.155 | 126.149 | 123.169 | -5900.00 | 4794330.00 |
4081 | 2012.10.01 00:00 | buy | 1903 | 0.10 | 125.932 | 125.087 | 128.687 | ||
4082 | 2012.10.01 17:15 | buy | 1904 | 0.10 | 126.248 | 125.840 | 129.220 | ||
4083 | 2012.10.01 18:00 | buy | 1905 | 0.10 | 126.096 | 125.491 | 128.471 | ||
4084 | 2012.10.01 19:49 | s/l | 1904 | 0.10 | 125.842 | 125.840 | 129.220 | -4060.00 | 4790270.00 |
4085 | 2012.10.02 12:30 | buy | 1906 | 0.10 | 126.382 | 125.982 | 129.362 | ||
4086 | 2012.10.02 17:02 | s/l | 1906 | 0.10 | 125.976 | 125.982 | 129.362 | -4060.00 | 4786210.00 |
4087 | 2012.10.02 20:15 | close | 1903 | 0.10 | 126.195 | 125.087 | 128.687 | 2630.00 | 4788840.00 |
4088 | 2012.10.03 11:15 | buy | 1907 | 0.10 | 126.129 | 125.302 | 128.902 | ||
4089 | 2012.10.03 16:30 | buy | 1908 | 0.10 | 126.362 | 125.960 | 129.340 | ||
4090 | 2012.10.05 03:00 | close | 1905 | 0.10 | 127.064 | 125.491 | 128.471 | 9680.00 | 4798520.00 |
4091 | 2012.10.05 07:30 | close | 1907 | 0.10 | 126.812 | 125.302 | 128.902 | 6830.00 | 4805350.00 |
4092 | 2012.10.05 16:00 | modify | 1908 | 0.10 | 126.362 | 126.726 | 129.340 | ||
4093 | 2012.10.05 17:45 | close | 1908 | 0.10 | 127.375 | 126.726 | 129.340 | 10130.00 | 4815480.00 |
4094 | 2012.10.09 18:45 | sell | 1909 | 0.10 | 124.963 | 125.908 | 121.558 | ||
4095 | 2012.10.11 13:30 | close | 1909 | 0.10 | 125.376 | 125.908 | 121.558 | -4130.00 | 4811350.00 |
4096 | 2012.10.11 13:30 | buy | 1910 | 0.10 | 125.374 | 124.546 | 128.146 | ||
4097 | 2012.10.11 16:00 | buy | 1911 | 0.10 | 125.909 | 125.307 | 128.287 | ||
4098 | 2012.10.12 06:00 | close | 1911 | 0.10 | 125.709 | 125.307 | 128.287 | -2000.00 | 4809350.00 |
4099 | 2012.10.12 06:00 | sell | 1912 | 0.10 | 125.704 | 126.287 | 123.307 | ||
4100 | 2012.10.12 10:00 | close | 1912 | 0.10 | 125.812 | 126.287 | 123.307 | -1080.00 | 4808270.00 |
4101 | 2012.10.12 10:00 | buy | 1913 | 0.10 | 125.803 | 125.209 | 128.189 | ||
4102 | 2012.10.15 09:45 | close | 1910 | 0.10 | 125.896 | 124.546 | 128.146 | 5220.00 | 4813490.00 |
4103 | 2012.10.15 11:30 | buy | 1914 | 0.10 | 126.295 | 125.904 | 129.284 | ||
4104 | 2012.10.17 12:45 | close | 1914 | 0.10 | 127.255 | 125.904 | 129.284 | 9600.00 | 4823090.00 |
4105 | 2012.10.17 16:00 | close | 1913 | 0.10 | 127.131 | 125.209 | 128.189 | 13280.00 | 4836370.00 |
4106 | 2012.10.18 12:00 | buy | 1915 | 0.10 | 127.824 | 127.433 | 130.813 | ||
4107 | 2012.10.18 12:30 | buy | 1916 | 0.10 | 128.109 | 127.128 | 131.478 | ||
4108 | 2012.10.18 16:00 | buy | 1917 | 0.10 | 127.957 | 127.396 | 132.746 | ||
4109 | 2012.10.18 21:28 | s/l | 1915 | 0.10 | 127.443 | 127.433 | 130.813 | -3810.00 | 4832560.00 |
4110 | 2012.10.18 21:28 | s/l | 1917 | 0.10 | 127.386 | 127.396 | 132.746 | -5710.00 | 4826850.00 |
4111 | 2012.10.18 21:43 | s/l | 1916 | 0.10 | 127.125 | 127.128 | 131.478 | -9840.00 | 4817010.00 |
4112 | 2012.10.19 19:00 | sell | 1918 | 0.10 | 126.827 | 127.415 | 124.435 | ||
4113 | 2012.10.22 04:00 | close | 1918 | 0.10 | 127.004 | 127.415 | 124.435 | -1770.00 | 4815240.00 |
4114 | 2012.10.22 04:00 | buy | 1919 | 0.10 | 127.004 | 126.406 | 129.386 | ||
4115 | 2012.10.25 08:00 | buy | 1920 | 0.10 | 128.275 | 127.707 | 133.057 | ||
4116 | 2012.10.25 08:30 | buy | 1921 | 0.10 | 128.533 | 127.562 | 131.912 | ||
4117 | 2012.10.25 09:30 | s/l | 1899 | 0.10 | 128.847 | 128.852 | 123.900 | -32590.00 | 4782650.00 |
4118 | 2012.10.25 13:00 | close | 1919 | 0.10 | 129.258 | 126.406 | 129.386 | 22540.00 | 4805190.00 |
4119 | 2012.10.29 04:45 | close | 1921 | 0.10 | 128.154 | 127.562 | 131.912 | -3790.00 | 4801400.00 |
4120 | 2012.10.29 14:22 | s/l | 1920 | 0.10 | 127.700 | 127.707 | 133.057 | -5750.00 | 4795650.00 |
4121 | 2012.10.30 09:00 | sell | 1922 | 0.10 | 127.355 | 127.741 | 124.361 | ||
4122 | 2012.10.30 10:00 | sell | 1923 | 0.10 | 127.436 | 129.666 | 125.759 | ||
4123 | 2012.10.30 11:05 | s/l | 1922 | 0.10 | 127.751 | 127.741 | 124.361 | -3960.00 | 4791690.00 |
4124 | 2012.10.30 11:15 | buy | 1924 | 0.10 | 127.758 | 126.940 | 130.540 | ||
4125 | 2012.10.30 12:15 | sell | 1925 | 0.10 | 127.522 | 127.893 | 124.513 | ||
4126 | 2012.10.30 16:23 | s/l | 1925 | 0.10 | 127.901 | 127.893 | 124.513 | -3790.00 | 4787900.00 |
4127 | 2012.10.31 11:00 | buy | 1926 | 0.10 | 128.300 | 127.690 | 130.670 | ||
4128 | 2012.10.31 13:45 | buy | 1927 | 0.10 | 128.736 | 128.337 | 131.717 | ||
4129 | 2012.11.01 07:30 | close | 1924 | 0.10 | 129.170 | 126.940 | 130.540 | 14120.00 | 4802020.00 |
4130 | 2012.11.02 15:00 | close | 1927 | 0.10 | 129.080 | 128.337 | 131.717 | 3440.00 | 4805460.00 |
4131 | 2012.11.02 16:15 | sell | 1928 | 0.10 | 129.156 | 129.952 | 126.352 | ||
4132 | 2012.11.05 10:00 | close | 1926 | 0.10 | 128.660 | 127.690 | 130.670 | 3600.00 | 4809060.00 |
4133 | 2012.11.05 10:00 | sell | 1929 | 0.10 | 128.646 | 129.235 | 126.255 | ||
4134 | 2012.11.05 11:00 | sell | 1930 | 0.10 | 128.460 | 128.831 | 125.451 | ||
4135 | 2012.11.06 12:30 | close | 1928 | 0.10 | 128.257 | 129.952 | 126.352 | 8990.00 | 4818050.00 |
4136 | 2012.11.07 09:35 | s/l | 1930 | 0.10 | 128.827 | 128.831 | 125.451 | -3670.00 | 4814380.00 |
4137 | 2012.11.07 15:45 | sell | 1931 | 0.10 | 127.686 | 128.056 | 124.676 | ||
4138 | 2012.11.07 20:00 | close | 1929 | 0.10 | 127.689 | 129.235 | 126.255 | 9570.00 | 4823950.00 |
4139 | 2012.11.09 12:45 | sell | 1932 | 0.10 | 126.390 | 127.343 | 122.993 | ||
4140 | 2012.11.09 13:00 | modify | 1931 | 0.10 | 127.686 | 127.293 | 124.676 | ||
4141 | 2012.11.09 17:00 | close | 1931 | 0.10 | 126.293 | 127.293 | 124.676 | 13930.00 | 4837880.00 |
4142 | 2012.11.12 10:30 | close | 1932 | 0.10 | 126.410 | 127.343 | 122.993 | -200.00 | 4837680.00 |
4143 | 2012.11.12 10:30 | buy | 1933 | 0.10 | 126.413 | 125.593 | 129.193 | ||
4144 | 2012.11.12 12:00 | sell | 1934 | 0.10 | 126.205 | 126.762 | 121.412 | ||
4145 | 2012.11.13 06:00 | close | 1933 | 0.10 | 125.804 | 125.593 | 129.193 | -6090.00 | 4831590.00 |
4146 | 2012.11.13 06:00 | sell | 1935 | 0.10 | 125.814 | 126.764 | 122.414 | ||
4147 | 2012.11.13 06:23 | t/p | 1923 | 0.10 | 125.767 | 129.666 | 125.759 | 16690.00 | 4848280.00 |
4148 | 2012.11.13 10:45 | sell | 1936 | 0.10 | 125.705 | 126.078 | 122.698 | ||
4149 | 2012.11.13 12:25 | s/l | 1936 | 0.10 | 126.075 | 126.078 | 122.698 | -3700.00 | 4844580.00 |
4150 | 2012.11.13 17:15 | close | 1935 | 0.10 | 126.381 | 126.764 | 122.414 | -5670.00 | 4838910.00 |
4151 | 2012.11.13 17:15 | buy | 1937 | 0.10 | 126.399 | 125.570 | 129.170 | ||
4152 | 2012.11.14 08:33 | s/l | 1934 | 0.10 | 126.755 | 126.762 | 121.412 | -5500.00 | 4833410.00 |
4153 | 2012.11.14 10:00 | buy | 1938 | 0.10 | 126.981 | 126.381 | 129.361 | ||
4154 | 2012.11.14 12:45 | buy | 1939 | 0.10 | 126.870 | 126.475 | 129.855 | ||
4155 | 2012.11.14 17:45 | close | 1939 | 0.10 | 127.074 | 126.475 | 129.855 | 2040.00 | 4835450.00 |
4156 | 2012.11.15 09:00 | close | 1938 | 0.10 | 127.961 | 126.381 | 129.361 | 9800.00 | 4845250.00 |
4157 | 2012.11.15 12:45 | modify | 1937 | 0.10 | 126.399 | 127.563 | 129.170 | ||
4158 | 2012.11.15 13:30 | close | 1937 | 0.10 | 128.562 | 127.563 | 129.170 | 21630.00 | 4866880.00 |
4159 | 2012.11.20 13:45 | buy | 1940 | 0.10 | 129.665 | 129.262 | 132.642 | ||
4160 | 2012.11.20 14:00 | buy | 1941 | 0.10 | 129.691 | 129.085 | 132.065 | ||
4161 | 2012.11.20 14:00 | buy | 1942 | 0.10 | 129.676 | 128.715 | 133.065 | ||
4162 | 2012.11.20 16:00 | buy | 1943 | 0.10 | 129.965 | 129.402 | 134.752 | ||
4163 | 2012.11.21 11:30 | modify | 1940 | 0.10 | 129.665 | 129.899 | 132.642 | ||
4164 | 2012.11.22 01:30 | modify | 1942 | 0.10 | 129.676 | 130.732 | 133.065 | ||
4165 | 2012.11.22 10:15 | close | 1942 | 0.10 | 131.757 | 130.732 | 133.065 | 20810.00 | 4887690.00 |
4166 | 2012.11.22 10:31 | t/p | 1941 | 0.10 | 132.078 | 129.085 | 132.065 | 23870.00 | 4911560.00 |
4167 | 2012.11.22 10:45 | buy | 1944 | 0.10 | 132.157 | 131.195 | 135.545 | ||
4168 | 2012.11.22 15:00 | close | 1940 | 0.10 | 131.760 | 129.899 | 132.642 | 20950.00 | 4932510.00 |
4169 | 2012.11.22 16:20 | s/l | 1944 | 0.10 | 131.186 | 131.195 | 135.545 | -9710.00 | 4922800.00 |
4170 | 2012.11.22 16:30 | buy | 1945 | 0.10 | 131.308 | 130.496 | 134.096 | ||
4171 | 2012.11.23 18:30 | buy | 1946 | 0.10 | 132.042 | 131.640 | 135.020 | ||
4172 | 2012.11.26 08:18 | s/l | 1946 | 0.10 | 131.633 | 131.640 | 135.020 | -4090.00 | 4918710.00 |
4173 | 2012.11.26 12:45 | close | 1945 | 0.10 | 131.448 | 130.496 | 134.096 | 1400.00 | 4920110.00 |
4174 | 2012.11.27 20:00 | close | 1943 | 0.10 | 131.689 | 129.402 | 134.752 | 17240.00 | 4937350.00 |
4175 | 2012.11.27 20:00 | sell | 1947 | 0.10 | 131.688 | 132.231 | 126.881 | ||
4176 | 2012.11.28 03:45 | sell | 1948 | 0.10 | 131.166 | 131.551 | 128.171 | ||
4177 | 2012.11.28 04:00 | sell | 1949 | 0.10 | 131.102 | 131.692 | 128.712 | ||
4178 | 2012.11.28 05:00 | sell | 1950 | 0.10 | 131.084 | 132.460 | 129.414 | ||
4179 | 2012.11.28 17:45 | close | 1948 | 0.10 | 130.973 | 131.551 | 128.171 | 1930.00 | 4939280.00 |
4180 | 2012.11.29 07:17 | s/l | 1949 | 0.10 | 131.700 | 131.692 | 128.712 | -5980.00 | 4933300.00 |
4181 | 2012.11.30 03:52 | s/l | 1947 | 0.10 | 132.236 | 132.231 | 126.881 | -5480.00 | 4927820.00 |
4182 | 2012.11.30 04:09 | s/l | 1950 | 0.10 | 132.465 | 132.460 | 129.414 | -13810.00 | 4914010.00 |
4183 | 2012.11.30 05:00 | buy | 1951 | 0.10 | 132.304 | 130.456 | 133.729 | ||
4184 | 2012.11.30 10:00 | buy | 1952 | 0.10 | 132.700 | 131.733 | 136.083 | ||
4185 | 2012.11.30 12:00 | buy | 1953 | 0.10 | 132.515 | 131.940 | 137.290 | ||
4186 | 2012.12.03 00:04 | s/l | 1953 | 0.10 | 131.940 | 131.940 | 137.290 | -5750.00 | 4908260.00 |
4187 | 2012.12.03 12:04 | s/l | 1952 | 0.10 | 131.723 | 131.733 | 136.083 | -9770.00 | 4898490.00 |
4188 | 2012.12.04 10:00 | sell | 1954 | 0.10 | 131.946 | 132.738 | 129.138 | ||
4189 | 2012.12.04 18:00 | sell | 1955 | 0.10 | 131.770 | 132.817 | 130.094 | ||
4190 | 2012.12.04 18:00 | sell | 1956 | 0.10 | 131.769 | 132.354 | 129.374 | ||
4191 | 2012.12.04 18:00 | sell | 1957 | 0.10 | 131.780 | 132.154 | 128.774 | ||
4192 | 2012.12.05 04:40 | s/l | 1957 | 0.10 | 132.145 | 132.154 | 128.774 | -3650.00 | 4894840.00 |
4193 | 2012.12.05 04:46 | s/l | 1956 | 0.10 | 132.351 | 132.354 | 129.374 | -5820.00 | 4889020.00 |
4194 | 2012.12.05 05:00 | buy | 1958 | 0.10 | 132.340 | 131.738 | 134.718 | ||
4195 | 2012.12.05 05:30 | buy | 1959 | 0.10 | 132.589 | 132.181 | 135.561 | ||
4196 | 2012.12.05 12:00 | sell | 1960 | 0.10 | 132.338 | 132.883 | 127.533 | ||
4197 | 2012.12.05 13:54 | s/l | 1959 | 0.10 | 132.172 | 132.181 | 135.561 | -4170.00 | 4884850.00 |
4198 | 2012.12.05 18:45 | buy | 1961 | 0.10 | 132.670 | 132.270 | 135.650 | ||
4199 | 2012.12.05 19:01 | s/l | 1954 | 0.10 | 132.744 | 132.738 | 129.138 | -7980.00 | 4876870.00 |
4200 | 2012.12.06 04:51 | s/l | 1955 | 0.10 | 132.814 | 132.817 | 130.094 | -10440.00 | 4866430.00 |