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 |
4201 | 2012.12.06 05:14 | s/l | 1960 | 0.10 | 132.879 | 132.883 | 127.533 | -5410.00 | 4861020.00 |
4202 | 2012.12.06 12:00 | buy | 1962 | 0.10 | 132.845 | 132.276 | 137.626 | ||
4203 | 2012.12.06 18:12 | s/l | 1962 | 0.10 | 132.269 | 132.276 | 137.626 | -5760.00 | 4855260.00 |
4204 | 2012.12.06 18:12 | s/l | 1961 | 0.10 | 132.273 | 132.270 | 135.650 | -3970.00 | 4851290.00 |
4205 | 2012.12.07 13:00 | sell | 1963 | 0.10 | 132.033 | 132.924 | 130.356 | ||
4206 | 2012.12.07 14:42 | s/l | 1958 | 0.10 | 131.732 | 131.738 | 134.718 | -6080.00 | 4845210.00 |
4207 | 2012.12.07 18:00 | sell | 1964 | 0.10 | 131.964 | 132.540 | 129.560 | ||
4208 | 2012.12.10 12:15 | sell | 1965 | 0.10 | 131.790 | 132.172 | 128.792 | ||
4209 | 2012.12.10 15:39 | s/l | 1965 | 0.10 | 132.181 | 132.172 | 128.792 | -3910.00 | 4841300.00 |
4210 | 2012.12.11 10:47 | s/l | 1964 | 0.10 | 132.533 | 132.540 | 129.560 | -5690.00 | 4835610.00 |
4211 | 2012.12.11 20:15 | buy | 1966 | 0.10 | 132.902 | 131.925 | 136.275 | ||
4212 | 2012.12.11 20:35 | s/l | 1963 | 0.10 | 132.930 | 132.924 | 130.356 | -8970.00 | 4826640.00 |
4213 | 2012.12.12 00:00 | buy | 1967 | 0.10 | 133.003 | 132.417 | 137.767 | ||
4214 | 2012.12.12 12:04 | t/p | 1951 | 0.10 | 133.722 | 130.456 | 133.729 | 14180.00 | 4840820.00 |
4215 | 2012.12.12 15:00 | buy | 1968 | 0.10 | 133.833 | 131.667 | 135.244 | ||
4216 | 2012.12.13 07:45 | modify | 1966 | 0.10 | 132.902 | 133.926 | 136.275 | ||
4217 | 2012.12.13 16:30 | close | 1966 | 0.10 | 134.702 | 133.926 | 136.275 | 18000.00 | 4858820.00 |
4218 | 2012.12.13 19:30 | sell | 1969 | 0.10 | 134.432 | 135.239 | 131.639 | ||
4219 | 2012.12.14 05:02 | s/l | 1969 | 0.10 | 135.254 | 135.239 | 131.639 | -8220.00 | 4850600.00 |
4220 | 2012.12.14 05:15 | t/p | 1968 | 0.10 | 135.244 | 131.667 | 135.244 | 14110.00 | 4864710.00 |
4221 | 2012.12.14 05:45 | buy | 1970 | 0.10 | 135.266 | 134.285 | 138.635 | ||
4222 | 2012.12.17 00:30 | buy | 1971 | 0.10 | 136.267 | 135.835 | 139.215 | ||
4223 | 2012.12.17 02:05 | s/l | 1971 | 0.10 | 135.833 | 135.835 | 139.215 | -4340.00 | 4860370.00 |
4224 | 2012.12.17 03:00 | buy | 1972 | 0.10 | 135.623 | 132.846 | 137.042 | ||
4225 | 2012.12.18 02:00 | close | 1970 | 0.10 | 135.975 | 134.285 | 138.635 | 7090.00 | 4867460.00 |
4226 | 2012.12.18 18:15 | buy | 1973 | 0.10 | 136.547 | 135.776 | 139.526 | ||
4227 | 2012.12.18 18:15 | buy | 1974 | 0.10 | 136.543 | 135.576 | 139.926 | ||
4228 | 2012.12.19 01:26 | t/p | 1972 | 0.10 | 137.054 | 132.846 | 137.042 | 14310.00 | 4881770.00 |
4229 | 2012.12.19 05:00 | buy | 1975 | 0.10 | 137.018 | 134.304 | 138.443 | ||
4230 | 2012.12.19 13:41 | t/p | 1967 | 0.10 | 137.776 | 132.417 | 137.767 | 47730.00 | 4929500.00 |
4231 | 2012.12.19 14:00 | modify | 1973 | 0.10 | 136.547 | 136.907 | 139.526 | ||
4232 | 2012.12.20 00:10 | s/l | 1973 | 0.10 | 136.906 | 136.907 | 139.526 | 3590.00 | 4933090.00 |
4233 | 2012.12.20 04:00 | buy | 1976 | 0.10 | 136.898 | 136.331 | 141.681 | ||
4234 | 2012.12.20 07:32 | s/l | 1976 | 0.10 | 136.324 | 136.331 | 141.681 | -5740.00 | 4927350.00 |
4235 | 2012.12.20 14:30 | close | 1974 | 0.10 | 136.762 | 135.576 | 139.926 | 2190.00 | 4929540.00 |
4236 | 2012.12.20 16:00 | buy | 1977 | 0.10 | 137.288 | 136.716 | 142.066 | ||
4237 | 2012.12.21 03:20 | s/l | 1977 | 0.10 | 136.716 | 136.716 | 142.066 | -5720.00 | 4923820.00 |
4238 | 2012.12.21 16:00 | sell | 1978 | 0.10 | 136.320 | 136.861 | 131.511 | ||
4239 | 2012.12.21 18:00 | sell | 1979 | 0.10 | 136.101 | 137.876 | 134.414 | ||
4240 | 2012.12.24 13:10 | s/l | 1978 | 0.10 | 136.864 | 136.861 | 131.511 | -5440.00 | 4918380.00 |
4241 | 2012.12.25 10:15 | sell | 1980 | 0.10 | 136.799 | 137.596 | 133.996 | ||
4242 | 2012.12.25 20:01 | close | 1980 | 0.10 | 136.698 | 137.596 | 133.996 | 1010.00 | 4919390.00 |
4243 | 2012.12.25 20:01 | buy | 1981 | 0.10 | 136.699 | 135.820 | 139.420 | ||
4244 | 2012.12.26 01:04 | buy | 1982 | 0.10 | 136.998 | 136.354 | 139.334 | ||
4245 | 2012.12.26 01:45 | buy | 1983 | 0.10 | 137.128 | 136.346 | 140.096 | ||
4246 | 2012.12.26 10:38 | s/l | 1979 | 0.10 | 137.880 | 137.876 | 134.414 | -17790.00 | 4901600.00 |
4247 | 2012.12.27 03:30 | modify | 1983 | 0.10 | 137.128 | 137.435 | 140.096 | ||
4248 | 2012.12.27 04:28 | t/p | 1975 | 0.10 | 138.450 | 134.304 | 138.443 | 14320.00 | 4915920.00 |
4249 | 2012.12.27 05:00 | buy | 1984 | 0.10 | 138.456 | 136.177 | 139.884 | ||
4250 | 2012.12.27 10:00 | close | 1983 | 0.10 | 138.239 | 137.435 | 140.096 | 11110.00 | 4927030.00 |
4251 | 2012.12.27 12:45 | modify | 1981 | 0.10 | 136.699 | 137.756 | 139.420 | ||
4252 | 2012.12.27 16:15 | close | 1981 | 0.10 | 138.930 | 137.756 | 139.420 | 22310.00 | 4949340.00 |
4253 | 2012.12.27 18:00 | close | 1982 | 0.10 | 138.541 | 136.354 | 139.334 | 15430.00 | 4964770.00 |
4254 | 2012.12.28 01:30 | buy | 1985 | 0.10 | 139.335 | 138.539 | 142.289 | ||
4255 | 2012.12.28 03:00 | buy | 1986 | 0.10 | 139.448 | 138.470 | 142.820 | ||
4256 | 2012.12.28 11:21 | s/l | 1985 | 0.10 | 138.538 | 138.539 | 142.289 | -7970.00 | 4956800.00 |
4257 | 2012.12.28 11:21 | s/l | 1986 | 0.10 | 138.467 | 138.470 | 142.820 | -9810.00 | 4946990.00 |
4258 | 2012.12.28 16:00 | buy | 1987 | 0.10 | 138.841 | 138.256 | 143.606 | ||
4259 | 2012.12.31 00:15 | buy | 1988 | 0.10 | 138.836 | 137.946 | 141.546 | ||
4260 | 2012.12.31 15:45 | buy | 1989 | 0.10 | 139.649 | 138.882 | 142.632 | ||
4261 | 2012.12.31 15:53 | t/p | 1984 | 0.10 | 139.877 | 136.177 | 139.884 | 14210.00 | 4961200.00 |
4262 | 2012.12.31 18:00 | buy | 1990 | 0.10 | 140.535 | 136.611 | 141.957 | ||
4263 | 2012.12.31 19:15 | modify | 1989 | 0.10 | 139.649 | 139.999 | 142.632 | ||
4264 | 2012.12.31 19:15 | modify | 1988 | 0.10 | 138.836 | 139.899 | 141.546 | ||
4265 | 2013.01.02 03:32 | t/p | 1988 | 0.10 | 141.544 | 139.899 | 141.546 | 27080.00 | 4988280.00 |
4266 | 2013.01.02 04:00 | close | 1990 | 0.10 | 141.620 | 136.611 | 141.957 | 10850.00 | 4999130.00 |
4267 | 2013.01.02 04:42 | t/p | 1989 | 0.10 | 142.623 | 139.999 | 142.632 | 29740.00 | 5028870.00 |
4268 | 2013.01.08 09:15 | sell | 1991 | 0.10 | 140.577 | 141.317 | 137.567 | ||
4269 | 2013.01.08 14:00 | buy | 1992 | 0.10 | 140.901 | 140.299 | 143.279 | ||
4270 | 2013.01.08 16:07 | s/l | 1992 | 0.10 | 140.289 | 140.299 | 143.279 | -6120.00 | 5022750.00 |
4271 | 2013.01.09 01:00 | modify | 1991 | 0.10 | 140.577 | 140.349 | 137.567 | ||
4272 | 2013.01.09 03:56 | s/l | 1991 | 0.10 | 140.341 | 140.349 | 137.567 | 2360.00 | 5025110.00 |
4273 | 2013.01.10 15:00 | buy | 1993 | 0.10 | 141.695 | 140.912 | 144.662 | ||
4274 | 2013.01.10 23:30 | modify | 1993 | 0.10 | 141.695 | 142.187 | 144.662 | ||
4275 | 2013.01.11 00:00 | buy | 1994 | 0.10 | 143.550 | 142.573 | 146.923 | ||
4276 | 2013.01.11 00:20 | t/p | 1987 | 0.10 | 143.604 | 138.256 | 143.606 | 47630.00 | 5072740.00 |
4277 | 2013.01.11 00:28 | buy | 1995 | 0.10 | 143.688 | 142.973 | 148.323 | ||
4278 | 2013.01.11 15:15 | close | 1993 | 0.10 | 143.540 | 142.187 | 144.662 | 18450.00 | 5091190.00 |
4279 | 2013.01.14 17:14 | s/l | 1995 | 0.10 | 142.965 | 142.973 | 148.323 | -7230.00 | 5083960.00 |
4280 | 2013.01.14 20:15 | close | 1994 | 0.10 | 143.566 | 142.573 | 146.923 | 160.00 | 5084120.00 |
4281 | 2013.01.15 10:00 | sell | 1996 | 0.10 | 142.756 | 144.818 | 141.080 | ||
4282 | 2013.01.15 16:00 | sell | 1997 | 0.10 | 142.484 | 143.044 | 137.694 | ||
4283 | 2013.01.16 10:24 | t/p | 1996 | 0.10 | 141.065 | 144.818 | 141.080 | 16910.00 | 5101030.00 |
4284 | 2013.01.16 12:00 | sell | 1998 | 0.10 | 141.069 | 144.818 | 139.398 | ||
4285 | 2013.01.17 12:37 | s/l | 1997 | 0.10 | 143.046 | 143.044 | 137.694 | -5620.00 | 5095410.00 |
4286 | 2013.01.18 11:15 | sell | 1999 | 0.10 | 143.258 | 144.064 | 140.464 | ||
4287 | 2013.01.22 02:15 | close | 1999 | 0.10 | 141.899 | 144.064 | 140.464 | 13590.00 | 5109000.00 |
4288 | 2013.01.22 02:15 | buy | 2000 | 0.10 | 141.898 | 141.074 | 144.674 | ||
4289 | 2013.01.22 06:00 | close | 2000 | 0.10 | 142.368 | 141.074 | 144.674 | 4700.00 | 5113700.00 |
4290 | 2013.01.22 06:00 | sell | 2001 | 0.10 | 142.364 | 143.164 | 139.564 | ||
4291 | 2013.01.22 06:30 | sell | 2002 | 0.10 | 141.305 | 142.062 | 138.312 | ||
4292 | 2013.01.22 11:30 | modify | 2001 | 0.10 | 142.364 | 141.316 | 139.564 | ||
4293 | 2013.01.22 11:45 | modify | 2002 | 0.10 | 141.305 | 141.013 | 138.312 | ||
4294 | 2013.01.22 16:04 | s/l | 2002 | 0.10 | 141.016 | 141.013 | 138.312 | 2890.00 | 5116590.00 |
4295 | 2013.01.22 18:00 | sell | 2003 | 0.10 | 140.469 | 141.228 | 137.478 | ||
4296 | 2013.01.23 08:45 | t/p | 2001 | 0.10 | 139.568 | 141.316 | 139.564 | 27960.00 | 5144550.00 |
4297 | 2013.01.23 09:01 | t/p | 1998 | 0.10 | 139.403 | 144.818 | 139.398 | 16660.00 | 5161210.00 |
4298 | 2013.01.23 10:00 | sell | 2004 | 0.10 | 139.662 | 143.659 | 137.979 | ||
4299 | 2013.01.23 15:45 | buy | 2005 | 0.10 | 140.499 | 139.680 | 143.280 | ||
4300 | 2013.01.23 18:15 | close | 2003 | 0.10 | 140.284 | 141.228 | 137.478 | 1850.00 | 5163060.00 |
4301 | 2013.01.24 23:30 | modify | 2005 | 0.10 | 140.499 | 141.670 | 143.280 | ||
4302 | 2013.01.25 10:42 | t/p | 2005 | 0.10 | 143.272 | 141.670 | 143.280 | 27730.00 | 5190790.00 |
4303 | 2013.01.25 11:14 | s/l | 2004 | 0.10 | 143.654 | 143.659 | 137.979 | -39920.00 | 5150870.00 |
4304 | 2013.01.28 17:00 | sell | 2006 | 0.10 | 142.545 | 143.347 | 139.747 | ||
4305 | 2013.01.29 03:00 | sell | 2007 | 0.10 | 142.025 | 144.818 | 140.347 | ||
4306 | 2013.01.29 08:15 | close | 2006 | 0.10 | 142.594 | 143.347 | 139.747 | -490.00 | 5150380.00 |
4307 | 2013.01.29 08:15 | buy | 2008 | 0.10 | 142.600 | 141.778 | 145.378 | ||
4308 | 2013.01.30 09:30 | buy | 2009 | 0.10 | 143.414 | 142.639 | 146.389 | ||
4309 | 2013.01.31 04:30 | close | 2008 | 0.10 | 143.635 | 141.778 | 145.378 | 10350.00 | 5160730.00 |
4310 | 2013.01.31 09:45 | close | 2009 | 0.10 | 143.771 | 142.639 | 146.389 | 3570.00 | 5164300.00 |
4311 | 2013.01.31 18:00 | buy | 2010 | 0.10 | 144.697 | 143.922 | 147.672 | ||
4312 | 2013.01.31 18:48 | s/l | 2007 | 0.10 | 144.820 | 144.818 | 140.347 | -27950.00 | 5136350.00 |
4313 | 2013.01.31 20:00 | buy | 2011 | 0.10 | 144.993 | 144.413 | 149.763 | ||
4314 | 2013.01.31 20:00 | buy | 2012 | 0.10 | 144.975 | 144.013 | 148.363 | ||
4315 | 2013.02.01 06:30 | modify | 2010 | 0.10 | 144.697 | 144.906 | 147.672 | ||
4316 | 2013.02.01 16:35 | s/l | 2010 | 0.10 | 144.910 | 144.906 | 147.672 | 2130.00 | 5138480.00 |
4317 | 2013.02.04 16:45 | close | 2012 | 0.10 | 145.857 | 144.013 | 148.363 | 8820.00 | 5147300.00 |
4318 | 2013.02.05 10:00 | sell | 2013 | 0.10 | 145.033 | 146.629 | 143.350 | ||
4319 | 2013.02.05 10:30 | buy | 2014 | 0.10 | 145.527 | 144.714 | 148.314 | ||
4320 | 2013.02.05 11:15 | buy | 2015 | 0.10 | 146.346 | 145.584 | 149.334 | ||
4321 | 2013.02.05 11:28 | s/l | 2013 | 0.10 | 146.636 | 146.629 | 143.350 | -16030.00 | 5131270.00 |
4322 | 2013.02.05 12:00 | close | 2014 | 0.10 | 146.509 | 144.714 | 148.314 | 9820.00 | 5141090.00 |
4323 | 2013.02.05 12:00 | sell | 2016 | 0.10 | 146.528 | 147.319 | 143.719 | ||
4324 | 2013.02.06 11:30 | close | 2015 | 0.10 | 146.784 | 145.584 | 149.334 | 4380.00 | 5145470.00 |
4325 | 2013.02.07 08:15 | close | 2016 | 0.10 | 146.691 | 147.319 | 143.719 | -1630.00 | 5143840.00 |
4326 | 2013.02.07 10:45 | sell | 2017 | 0.10 | 146.944 | 147.742 | 144.142 | ||
4327 | 2013.02.07 12:08 | s/l | 2017 | 0.10 | 147.740 | 147.742 | 144.142 | -7960.00 | 5135880.00 |
4328 | 2013.02.07 12:15 | buy | 2018 | 0.10 | 147.873 | 147.100 | 150.850 | ||
4329 | 2013.02.07 14:40 | s/l | 2018 | 0.10 | 147.099 | 147.100 | 150.850 | -7740.00 | 5128140.00 |
4330 | 2013.02.07 14:40 | buy | 2019 | 0.10 | 147.091 | 146.661 | 150.411 | ||
4331 | 2013.02.07 16:04 | s/l | 2019 | 0.10 | 146.658 | 146.661 | 150.411 | -4330.00 | 5123810.00 |
4332 | 2013.02.07 18:00 | buy | 2020 | 0.10 | 146.372 | 145.552 | 149.152 | ||
4333 | 2013.02.08 10:17 | s/l | 2020 | 0.10 | 145.545 | 145.552 | 149.152 | -8270.00 | 5115540.00 |
4334 | 2013.02.08 13:00 | sell | 2021 | 0.10 | 145.816 | 147.988 | 144.143 | ||
4335 | 2013.02.08 20:00 | close | 2011 | 0.10 | 146.483 | 144.413 | 149.763 | 14900.00 | 5130440.00 |
4336 | 2013.02.08 20:00 | sell | 2022 | 0.10 | 146.488 | 147.036 | 141.686 | ||
4337 | 2013.02.11 12:15 | sell | 2023 | 0.10 | 146.422 | 147.228 | 143.628 | ||
4338 | 2013.02.11 17:30 | close | 2023 | 0.10 | 146.314 | 147.228 | 143.628 | 1080.00 | 5131520.00 |
4339 | 2013.02.11 17:30 | buy | 2024 | 0.10 | 146.306 | 145.491 | 149.091 | ||
4340 | 2013.02.11 22:38 | s/l | 2022 | 0.10 | 147.042 | 147.036 | 141.686 | -5540.00 | 5125980.00 |
4341 | 2013.02.12 02:15 | buy | 2025 | 0.10 | 147.486 | 146.717 | 150.467 | ||
4342 | 2013.02.12 11:15 | close | 2024 | 0.10 | 146.761 | 145.491 | 149.091 | 4550.00 | 5130530.00 |
4343 | 2013.02.12 11:15 | sell | 2026 | 0.10 | 146.758 | 147.551 | 143.951 | ||
4344 | 2013.02.12 11:17 | s/l | 2025 | 0.10 | 146.718 | 146.717 | 150.467 | -7680.00 | 5122850.00 |
4345 | 2013.02.14 07:30 | close | 2026 | 0.10 | 145.312 | 147.551 | 143.951 | 14460.00 | 5137310.00 |
4346 | 2013.02.14 13:30 | sell | 2027 | 0.10 | 144.466 | 145.223 | 141.473 | ||
4347 | 2013.02.14 17:06 | t/p | 2021 | 0.10 | 144.134 | 147.988 | 144.143 | 16820.00 | 5154130.00 |
4348 | 2013.02.14 18:00 | sell | 2028 | 0.10 | 144.473 | 147.988 | 142.791 | ||
4349 | 2013.02.14 19:30 | sell | 2029 | 0.10 | 144.112 | 144.916 | 141.316 | ||
4350 | 2013.02.15 07:00 | modify | 2027 | 0.10 | 144.466 | 144.171 | 141.473 |