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 |
4351 | 2013.02.15 11:49 | t/p | 2028 | 0.10 | 142.782 | 147.988 | 142.791 | 16910.00 | 5171040.00 |
4352 | 2013.02.15 13:45 | close | 2027 | 0.10 | 143.610 | 144.171 | 141.473 | 8560.00 | 5179600.00 |
4353 | 2013.02.15 15:43 | s/l | 2029 | 0.10 | 144.928 | 144.916 | 141.316 | -8160.00 | 5171440.00 |
4354 | 2013.02.19 19:00 | sell | 2030 | 0.10 | 144.354 | 147.988 | 142.665 | ||
4355 | 2013.02.20 07:30 | sell | 2031 | 0.10 | 143.899 | 144.651 | 140.901 | ||
4356 | 2013.02.20 22:53 | t/p | 2030 | 0.10 | 142.666 | 147.988 | 142.665 | 16880.00 | 5188320.00 |
4357 | 2013.02.20 23:15 | modify | 2031 | 0.10 | 143.899 | 143.473 | 140.901 | ||
4358 | 2013.02.21 00:00 | sell | 2032 | 0.10 | 142.517 | 146.517 | 140.837 | ||
4359 | 2013.02.21 07:45 | close | 2031 | 0.10 | 141.501 | 143.473 | 140.901 | 23980.00 | 5212300.00 |
4360 | 2013.02.21 08:00 | close | 2032 | 0.10 | 141.553 | 146.517 | 140.837 | 9640.00 | 5221940.00 |
4361 | 2013.02.21 09:45 | sell | 2033 | 0.10 | 141.881 | 142.832 | 138.482 | ||
4362 | 2013.02.21 20:00 | sell | 2034 | 0.10 | 141.726 | 142.281 | 136.931 | ||
4363 | 2013.02.22 01:15 | close | 2033 | 0.10 | 142.012 | 142.832 | 138.482 | -1310.00 | 5220630.00 |
4364 | 2013.02.22 01:15 | buy | 2035 | 0.10 | 142.024 | 141.180 | 144.780 | ||
4365 | 2013.02.22 02:05 | s/l | 2034 | 0.10 | 142.282 | 142.281 | 136.931 | -5560.00 | 5215070.00 |
4366 | 2013.02.25 18:00 | sell | 2036 | 0.10 | 141.709 | 142.289 | 139.309 | ||
4367 | 2013.02.25 18:00 | sell | 2037 | 0.10 | 141.715 | 142.459 | 138.709 | ||
4368 | 2013.02.25 18:45 | s/l | 2035 | 0.10 | 141.183 | 141.180 | 144.780 | -8410.00 | 5206660.00 |
4369 | 2013.02.25 19:00 | sell | 2038 | 0.10 | 141.070 | 142.018 | 137.668 | ||
4370 | 2013.02.25 20:00 | sell | 2039 | 0.10 | 141.499 | 145.504 | 139.824 | ||
4371 | 2013.02.25 21:01 | t/p | 2039 | 0.10 | 139.814 | 145.504 | 139.824 | 16850.00 | 5223510.00 |
4372 | 2013.02.25 21:30 | modify | 2037 | 0.10 | 141.715 | 141.382 | 138.709 | ||
4373 | 2013.02.25 21:30 | close | 2037 | 0.10 | 140.869 | 141.382 | 138.709 | 8460.00 | 5231970.00 |
4374 | 2013.02.25 21:30 | sell | 2040 | 0.10 | 140.858 | 141.606 | 137.856 | ||
4375 | 2013.02.25 22:00 | sell | 2041 | 0.10 | 140.657 | 144.664 | 138.984 | ||
4376 | 2013.02.25 22:29 | t/p | 2036 | 0.10 | 139.261 | 142.289 | 139.309 | 24480.00 | 5256450.00 |
4377 | 2013.02.25 22:30 | t/p | 2041 | 0.10 | 138.974 | 144.664 | 138.984 | 16830.00 | 5273280.00 |
4378 | 2013.02.25 22:45 | modify | 2040 | 0.10 | 140.858 | 140.022 | 137.856 | ||
4379 | 2013.02.25 23:00 | modify | 2038 | 0.10 | 141.070 | 139.662 | 137.668 | ||
4380 | 2013.02.25 23:00 | close | 2038 | 0.10 | 138.506 | 139.662 | 137.668 | 25640.00 | 5298920.00 |
4381 | 2013.02.26 00:00 | sell | 2042 | 0.10 | 139.203 | 139.741 | 134.391 | ||
4382 | 2013.02.26 00:13 | s/l | 2042 | 0.10 | 139.754 | 139.741 | 134.391 | -5510.00 | 5293410.00 |
4383 | 2013.02.26 00:15 | close | 2040 | 0.10 | 139.763 | 140.022 | 137.856 | 10950.00 | 5304360.00 |
4384 | 2013.03.01 20:00 | buy | 2043 | 0.10 | 140.901 | 140.136 | 143.886 | ||
4385 | 2013.03.04 20:15 | close | 2043 | 0.10 | 140.883 | 140.136 | 143.886 | -180.00 | 5304180.00 |
4386 | 2013.03.05 00:00 | buy | 2044 | 0.10 | 141.326 | 139.127 | 142.740 | ||
4387 | 2013.03.07 06:00 | sell | 2045 | 0.10 | 140.733 | 141.510 | 139.303 | ||
4388 | 2013.03.07 14:00 | s/l | 2045 | 0.10 | 141.597 | 141.510 | 139.303 | -8640.00 | 5295540.00 |
4389 | 2013.03.07 14:15 | buy | 2046 | 0.10 | 141.782 | 141.013 | 144.763 | ||
4390 | 2013.03.07 16:00 | buy | 2047 | 0.10 | 142.331 | 141.736 | 144.716 | ||
4391 | 2013.03.07 18:31 | t/p | 2044 | 0.10 | 142.746 | 139.127 | 142.740 | 14200.00 | 5309740.00 |
4392 | 2013.03.08 05:00 | modify | 2046 | 0.10 | 141.782 | 142.013 | 144.763 | ||
4393 | 2013.03.08 14:30 | close | 2046 | 0.10 | 143.965 | 142.013 | 144.763 | 21830.00 | 5331570.00 |
4394 | 2013.03.08 15:30 | t/p | 2047 | 0.10 | 144.728 | 141.736 | 144.716 | 23970.00 | 5355540.00 |
4395 | 2013.03.12 01:45 | buy | 2048 | 0.10 | 144.112 | 143.334 | 147.084 | ||
4396 | 2013.03.12 11:20 | s/l | 2048 | 0.10 | 143.341 | 143.334 | 147.084 | -7710.00 | 5347830.00 |
4397 | 2013.03.12 14:00 | sell | 2049 | 0.10 | 142.498 | 144.777 | 141.079 | ||
4398 | 2013.03.13 10:45 | buy | 2050 | 0.10 | 142.888 | 142.059 | 145.659 | ||
4399 | 2013.03.14 10:30 | buy | 2051 | 0.10 | 143.696 | 142.931 | 146.681 | ||
4400 | 2013.03.14 19:16 | s/l | 2049 | 0.10 | 144.784 | 144.777 | 141.079 | -22860.00 | 5324970.00 |
4401 | 2013.03.14 21:00 | modify | 2051 | 0.10 | 143.696 | 143.902 | 146.681 | ||
4402 | 2013.03.14 22:45 | modify | 2050 | 0.10 | 142.888 | 143.933 | 145.659 | ||
4403 | 2013.03.15 07:00 | close | 2050 | 0.10 | 145.008 | 143.933 | 145.659 | 21200.00 | 5346170.00 |
4404 | 2013.03.15 10:45 | close | 2051 | 0.10 | 145.265 | 143.902 | 146.681 | 15690.00 | 5361860.00 |
4405 | 2013.03.15 11:00 | buy | 2052 | 0.10 | 145.459 | 144.487 | 148.837 | ||
4406 | 2013.03.15 17:46 | s/l | 2052 | 0.10 | 144.436 | 144.487 | 148.837 | -10230.00 | 5351630.00 |
4407 | 2013.03.18 10:00 | sell | 2053 | 0.10 | 142.699 | 146.709 | 141.029 | ||
4408 | 2013.03.18 19:45 | buy | 2054 | 0.10 | 143.898 | 143.081 | 146.681 | ||
4409 | 2013.03.20 13:30 | buy | 2055 | 0.10 | 144.568 | 143.791 | 147.541 | ||
4410 | 2013.03.20 15:45 | close | 2055 | 0.10 | 144.201 | 143.791 | 147.541 | -3670.00 | 5347960.00 |
4411 | 2013.03.20 16:00 | buy | 2056 | 0.10 | 144.664 | 143.894 | 147.644 | ||
4412 | 2013.03.20 16:00 | close | 2054 | 0.10 | 144.654 | 143.081 | 146.681 | 7560.00 | 5355520.00 |
4413 | 2013.03.21 12:30 | sell | 2057 | 0.10 | 144.697 | 145.440 | 141.840 | ||
4414 | 2013.03.21 16:15 | close | 2056 | 0.10 | 144.362 | 143.894 | 147.644 | -3020.00 | 5352500.00 |
4415 | 2013.03.22 13:15 | sell | 2058 | 0.10 | 143.444 | 144.194 | 140.444 | ||
4416 | 2013.03.22 14:49 | s/l | 2058 | 0.10 | 144.197 | 144.194 | 140.444 | -7530.00 | 5344970.00 |
4417 | 2013.03.25 08:45 | close | 2057 | 0.10 | 144.593 | 145.440 | 141.840 | 1040.00 | 5346010.00 |
4418 | 2013.03.25 17:45 | sell | 2059 | 0.10 | 143.260 | 144.006 | 140.256 | ||
4419 | 2013.03.25 21:00 | close | 2059 | 0.10 | 142.784 | 144.006 | 140.256 | 4760.00 | 5350770.00 |
4420 | 2013.03.25 21:00 | sell | 2060 | 0.10 | 142.762 | 143.504 | 139.754 | ||
4421 | 2013.03.26 10:32 | s/l | 2060 | 0.10 | 143.505 | 143.504 | 139.754 | -7430.00 | 5343340.00 |
4422 | 2013.03.27 14:30 | sell | 2061 | 0.10 | 142.433 | 143.187 | 139.437 | ||
4423 | 2013.03.28 14:45 | close | 2061 | 0.10 | 142.708 | 143.187 | 139.437 | -2750.00 | 5340590.00 |
4424 | 2013.03.29 10:15 | sell | 2062 | 0.10 | 142.746 | 143.555 | 139.955 | ||
4425 | 2013.04.01 10:15 | sell | 2063 | 0.10 | 142.202 | 142.962 | 139.212 | ||
4426 | 2013.04.01 17:00 | sell | 2064 | 0.10 | 142.304 | 142.894 | 139.914 | ||
4427 | 2013.04.02 06:30 | close | 2062 | 0.10 | 141.435 | 143.555 | 139.955 | 13110.00 | 5353700.00 |
4428 | 2013.04.02 10:30 | close | 2063 | 0.10 | 141.480 | 142.962 | 139.212 | 7220.00 | 5360920.00 |
4429 | 2013.04.02 15:29 | t/p | 2053 | 0.10 | 141.021 | 146.709 | 141.029 | 16780.00 | 5377700.00 |
4430 | 2013.04.02 15:30 | sell | 2065 | 0.10 | 141.013 | 141.769 | 138.019 | ||
4431 | 2013.04.03 10:15 | sell | 2066 | 0.10 | 140.954 | 141.912 | 137.562 | ||
4432 | 2013.04.03 11:30 | close | 2066 | 0.10 | 141.395 | 141.912 | 137.562 | -4410.00 | 5373290.00 |
4433 | 2013.04.03 11:30 | buy | 2067 | 0.10 | 141.390 | 140.565 | 144.165 | ||
4434 | 2013.04.03 15:45 | close | 2065 | 0.10 | 141.250 | 141.769 | 138.019 | -2370.00 | 5370920.00 |
4435 | 2013.04.03 17:15 | close | 2067 | 0.10 | 140.725 | 140.565 | 144.165 | -6650.00 | 5364270.00 |
4436 | 2013.04.03 17:15 | sell | 2068 | 0.10 | 140.727 | 141.680 | 137.330 | ||
4437 | 2013.04.03 18:00 | sell | 2069 | 0.10 | 140.540 | 141.296 | 137.546 | ||
4438 | 2013.04.03 18:15 | close | 2068 | 0.10 | 140.670 | 141.680 | 137.330 | 570.00 | 5364840.00 |
4439 | 2013.04.03 18:15 | buy | 2070 | 0.10 | 140.673 | 139.855 | 143.455 | ||
4440 | 2013.04.04 07:41 | s/l | 2069 | 0.10 | 141.290 | 141.296 | 137.546 | -7500.00 | 5357340.00 |
4441 | 2013.04.04 08:00 | close | 2064 | 0.10 | 142.223 | 142.894 | 139.914 | 810.00 | 5358150.00 |
4442 | 2013.04.04 09:00 | modify | 2070 | 0.10 | 140.673 | 141.687 | 143.455 | ||
4443 | 2013.04.04 09:23 | t/p | 2070 | 0.10 | 143.464 | 141.687 | 143.455 | 27910.00 | 5386060.00 |
4444 | 2013.04.04 18:00 | buy | 2071 | 0.10 | 146.312 | 145.333 | 149.683 | ||
4445 | 2013.04.04 20:00 | buy | 2072 | 0.10 | 146.172 | 145.594 | 150.944 | ||
4446 | 2013.04.05 17:30 | modify | 2071 | 0.10 | 146.312 | 147.580 | 149.683 | ||
4447 | 2013.04.05 21:28 | t/p | 2071 | 0.10 | 149.683 | 147.580 | 149.683 | 33710.00 | 5419770.00 |
4448 | 2013.04.05 21:30 | buy | 2073 | 0.10 | 149.732 | 148.766 | 153.116 | ||
4449 | 2013.04.08 00:00 | close | 2072 | 0.10 | 150.332 | 145.594 | 150.944 | 41600.00 | 5461370.00 |
4450 | 2013.04.09 01:00 | modify | 2073 | 0.10 | 149.732 | 150.769 | 153.116 | ||
4451 | 2013.04.09 10:17 | s/l | 2073 | 0.10 | 150.771 | 150.769 | 153.116 | 10390.00 | 5471760.00 |
4452 | 2013.04.09 20:00 | buy | 2074 | 0.10 | 151.918 | 151.352 | 156.702 | ||
4453 | 2013.04.09 20:30 | buy | 2075 | 0.10 | 152.132 | 151.356 | 155.106 | ||
4454 | 2013.04.09 21:15 | buy | 2076 | 0.10 | 152.283 | 151.308 | 155.658 | ||
4455 | 2013.04.10 15:15 | close | 2076 | 0.10 | 151.701 | 151.308 | 155.658 | -5820.00 | 5465940.00 |
4456 | 2013.04.10 20:45 | close | 2075 | 0.10 | 152.722 | 151.356 | 155.106 | 5900.00 | 5471840.00 |
4457 | 2013.04.10 21:00 | buy | 2077 | 0.10 | 152.840 | 152.064 | 155.814 | ||
4458 | 2013.04.10 21:00 | buy | 2078 | 0.10 | 152.838 | 151.864 | 156.214 | ||
4459 | 2013.04.11 21:15 | close | 2077 | 0.10 | 153.711 | 152.064 | 155.814 | 8710.00 | 5480550.00 |
4460 | 2013.04.11 21:30 | buy | 2079 | 0.10 | 153.769 | 152.998 | 156.748 | ||
4461 | 2013.04.12 06:44 | s/l | 2079 | 0.10 | 152.994 | 152.998 | 156.748 | -7750.00 | 5472800.00 |
4462 | 2013.04.12 12:18 | s/l | 2078 | 0.10 | 151.861 | 151.864 | 156.214 | -9770.00 | 5463030.00 |
4463 | 2013.04.12 20:00 | close | 2074 | 0.10 | 151.989 | 151.352 | 156.702 | 710.00 | 5463740.00 |
4464 | 2013.04.12 20:00 | sell | 2080 | 0.10 | 152.003 | 152.549 | 147.199 | ||
4465 | 2013.04.12 20:00 | sell | 2081 | 0.10 | 151.996 | 153.879 | 150.579 | ||
4466 | 2013.04.15 00:00 | close | 2081 | 0.10 | 150.740 | 153.879 | 150.579 | 12560.00 | 5476300.00 |
4467 | 2013.04.15 01:00 | sell | 2082 | 0.10 | 150.863 | 153.879 | 149.394 | ||
4468 | 2013.04.15 01:15 | sell | 2083 | 0.10 | 151.073 | 151.831 | 148.081 | ||
4469 | 2013.04.15 06:00 | close | 2082 | 0.10 | 150.439 | 153.879 | 149.394 | 4240.00 | 5480540.00 |
4470 | 2013.04.15 07:15 | modify | 2083 | 0.10 | 151.073 | 150.521 | 148.081 | ||
4471 | 2013.04.15 10:30 | s/l | 2083 | 0.10 | 150.520 | 150.521 | 148.081 | 5530.00 | 5486070.00 |
4472 | 2013.04.15 11:00 | sell | 2084 | 0.10 | 150.520 | 151.317 | 147.717 | ||
4473 | 2013.04.15 23:00 | modify | 2084 | 0.10 | 150.520 | 149.501 | 147.717 | ||
4474 | 2013.04.15 23:23 | t/p | 2084 | 0.10 | 147.721 | 149.501 | 147.717 | 27990.00 | 5514060.00 |
4475 | 2013.04.16 00:18 | t/p | 2080 | 0.10 | 147.183 | 152.549 | 147.199 | 48200.00 | 5562260.00 |
4476 | 2013.04.19 06:00 | sell | 2085 | 0.10 | 150.658 | 151.456 | 147.856 | ||
4477 | 2013.04.19 09:15 | buy | 2086 | 0.10 | 150.862 | 150.095 | 153.845 | ||
4478 | 2013.04.19 09:40 | s/l | 2085 | 0.10 | 151.453 | 151.456 | 147.856 | -7950.00 | 5554310.00 |
4479 | 2013.04.19 11:00 | modify | 2086 | 0.10 | 150.862 | 151.311 | 153.845 | ||
4480 | 2013.04.19 19:02 | s/l | 2086 | 0.10 | 151.314 | 151.311 | 153.845 | 4520.00 | 5558830.00 |
4481 | 2013.04.23 08:00 | sell | 2087 | 0.10 | 150.816 | 152.535 | 149.389 | ||
4482 | 2013.04.23 17:30 | sell | 2088 | 0.10 | 151.817 | 152.617 | 149.017 | ||
4483 | 2013.04.23 20:15 | close | 2088 | 0.10 | 151.603 | 152.617 | 149.017 | 2140.00 | 5560970.00 |
4484 | 2013.04.23 20:15 | buy | 2089 | 0.10 | 151.609 | 150.784 | 154.384 | ||
4485 | 2013.04.25 11:30 | s/l | 2087 | 0.10 | 152.548 | 152.535 | 149.389 | -17320.00 | 5543650.00 |
4486 | 2013.04.25 11:45 | buy | 2090 | 0.10 | 152.797 | 152.033 | 155.783 | ||
4487 | 2013.04.25 13:00 | buy | 2091 | 0.10 | 153.065 | 149.966 | 154.488 | ||
4488 | 2013.04.25 16:30 | close | 2089 | 0.10 | 153.509 | 150.784 | 154.384 | 19000.00 | 5562650.00 |
4489 | 2013.04.26 08:25 | s/l | 2090 | 0.10 | 152.025 | 152.033 | 155.783 | -7720.00 | 5554930.00 |
4490 | 2013.04.29 11:15 | buy | 2092 | 0.10 | 152.079 | 151.267 | 154.867 | ||
4491 | 2013.04.30 09:39 | s/l | 2092 | 0.10 | 151.269 | 151.267 | 154.867 | -8100.00 | 5546830.00 |
4492 | 2013.04.30 12:45 | sell | 2093 | 0.10 | 151.182 | 151.934 | 148.184 | ||
4493 | 2013.05.01 04:00 | sell | 2094 | 0.10 | 150.924 | 151.502 | 148.522 | ||
4494 | 2013.05.01 10:11 | s/l | 2094 | 0.10 | 151.508 | 151.502 | 148.522 | -5840.00 | 5540990.00 |
4495 | 2013.05.01 11:28 | s/l | 2093 | 0.10 | 151.943 | 151.934 | 148.184 | -7610.00 | 5533380.00 |
4496 | 2013.05.01 22:00 | buy | 2095 | 0.10 | 151.843 | 151.245 | 154.225 | ||
4497 | 2013.05.02 02:53 | s/l | 2095 | 0.10 | 151.248 | 151.245 | 154.225 | -5950.00 | 5527430.00 |
4498 | 2013.05.02 15:30 | buy | 2096 | 0.10 | 152.715 | 151.716 | 155.466 | ||
4499 | 2013.05.02 16:30 | s/l | 2096 | 0.10 | 151.716 | 151.716 | 155.466 | -9990.00 | 5517440.00 |
4500 | 2013.05.02 17:15 | buy | 2097 | 0.10 | 152.128 | 151.361 | 155.111 |