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 |
4501 | 2013.05.02 20:00 | buy | 2098 | 0.10 | 152.227 | 151.632 | 154.612 | ||
4502 | 2013.05.03 16:00 | close | 2098 | 0.10 | 153.678 | 151.632 | 154.612 | 14510.00 | 5531950.00 |
4503 | 2013.05.03 16:00 | modify | 2097 | 0.10 | 152.128 | 152.598 | 155.111 | ||
4504 | 2013.05.03 16:45 | buy | 2099 | 0.10 | 154.356 | 153.376 | 157.726 | ||
4505 | 2013.05.03 16:45 | t/p | 2091 | 0.10 | 154.490 | 149.966 | 154.488 | 14250.00 | 5546200.00 |
4506 | 2013.05.03 17:30 | close | 2097 | 0.10 | 154.365 | 152.598 | 155.111 | 22370.00 | 5568570.00 |
4507 | 2013.05.03 20:00 | buy | 2100 | 0.10 | 154.250 | 153.682 | 159.032 | ||
4508 | 2013.05.07 04:24 | s/l | 2100 | 0.10 | 153.686 | 153.682 | 159.032 | -5640.00 | 5562930.00 |
4509 | 2013.05.07 04:30 | close | 2099 | 0.10 | 153.800 | 153.376 | 157.726 | -5560.00 | 5557370.00 |
4510 | 2013.05.07 04:30 | sell | 2101 | 0.10 | 153.809 | 154.602 | 151.002 | ||
4511 | 2013.05.07 19:00 | sell | 2102 | 0.10 | 153.102 | 154.806 | 151.431 | ||
4512 | 2013.05.07 20:00 | sell | 2103 | 0.10 | 153.327 | 153.867 | 148.517 | ||
4513 | 2013.05.08 16:15 | close | 2101 | 0.10 | 153.210 | 154.602 | 151.002 | 5990.00 | 5563360.00 |
4514 | 2013.05.08 16:15 | buy | 2104 | 0.10 | 153.222 | 152.393 | 155.993 | ||
4515 | 2013.05.08 18:09 | s/l | 2103 | 0.10 | 153.871 | 153.867 | 148.517 | -5440.00 | 5557920.00 |
4516 | 2013.05.08 20:00 | sell | 2105 | 0.10 | 153.838 | 154.393 | 149.043 | ||
4517 | 2013.05.09 20:15 | buy | 2106 | 0.10 | 154.351 | 153.581 | 157.331 | ||
4518 | 2013.05.09 20:15 | s/l | 2105 | 0.10 | 154.402 | 154.393 | 149.043 | -5640.00 | 5552280.00 |
4519 | 2013.05.09 20:56 | s/l | 2102 | 0.10 | 154.840 | 154.806 | 151.431 | -17380.00 | 5534900.00 |
4520 | 2013.05.09 21:15 | modify | 2106 | 0.10 | 154.351 | 154.555 | 157.331 | ||
4521 | 2013.05.09 21:15 | modify | 2104 | 0.10 | 153.222 | 154.455 | 155.993 | ||
4522 | 2013.05.10 00:02 | buy | 2107 | 0.10 | 155.465 | 154.838 | 160.188 | ||
4523 | 2013.05.10 00:02 | buy | 2108 | 0.10 | 155.452 | 152.744 | 156.840 | ||
4524 | 2013.05.10 04:40 | t/p | 2104 | 0.10 | 155.986 | 154.455 | 155.993 | 27640.00 | 5562540.00 |
4525 | 2013.05.10 05:45 | buy | 2109 | 0.10 | 156.033 | 155.049 | 159.399 | ||
4526 | 2013.05.10 11:00 | close | 2108 | 0.10 | 156.425 | 152.744 | 156.840 | 9730.00 | 5572270.00 |
4527 | 2013.05.10 20:30 | close | 2106 | 0.10 | 155.917 | 154.555 | 157.331 | 15660.00 | 5587930.00 |
4528 | 2013.05.13 15:45 | close | 2109 | 0.10 | 156.348 | 155.049 | 159.399 | 3150.00 | 5591080.00 |
4529 | 2013.05.13 15:45 | sell | 2110 | 0.10 | 156.349 | 157.151 | 153.551 | ||
4530 | 2013.05.15 12:00 | close | 2110 | 0.10 | 156.124 | 157.151 | 153.551 | 2250.00 | 5593330.00 |
4531 | 2013.05.15 22:00 | buy | 2111 | 0.10 | 155.736 | 154.901 | 158.501 | ||
4532 | 2013.05.16 12:45 | buy | 2112 | 0.10 | 156.308 | 155.528 | 159.278 | ||
4533 | 2013.05.16 13:00 | buy | 2113 | 0.10 | 156.241 | 155.641 | 158.621 | ||
4534 | 2013.05.17 13:00 | close | 2113 | 0.10 | 156.036 | 155.641 | 158.621 | -2050.00 | 5591280.00 |
4535 | 2013.05.17 13:00 | close | 2112 | 0.10 | 156.038 | 155.528 | 159.278 | -2700.00 | 5588580.00 |
4536 | 2013.05.17 17:30 | buy | 2114 | 0.10 | 156.517 | 155.738 | 159.488 | ||
4537 | 2013.05.17 18:00 | buy | 2115 | 0.10 | 156.441 | 155.845 | 158.825 | ||
4538 | 2013.05.17 18:15 | close | 2111 | 0.10 | 156.330 | 154.901 | 158.501 | 5940.00 | 5594520.00 |
4539 | 2013.05.20 00:36 | s/l | 2115 | 0.10 | 155.827 | 155.845 | 158.825 | -6140.00 | 5588380.00 |
4540 | 2013.05.20 00:37 | s/l | 2114 | 0.10 | 155.743 | 155.738 | 159.488 | -7740.00 | 5580640.00 |
4541 | 2013.05.20 12:00 | buy | 2116 | 0.10 | 155.952 | 155.125 | 158.725 | ||
4542 | 2013.05.20 16:00 | sell | 2117 | 0.10 | 155.718 | 156.775 | 154.028 | ||
4543 | 2013.05.21 05:00 | buy | 2118 | 0.10 | 156.403 | 155.800 | 158.780 | ||
4544 | 2013.05.21 12:00 | close | 2118 | 0.10 | 156.022 | 155.800 | 158.780 | -3810.00 | 5576830.00 |
4545 | 2013.05.21 14:00 | sell | 2119 | 0.10 | 155.649 | 156.395 | 152.645 | ||
4546 | 2013.05.21 18:00 | sell | 2120 | 0.10 | 155.254 | 155.836 | 152.856 | ||
4547 | 2013.05.22 08:15 | close | 2116 | 0.10 | 155.311 | 155.125 | 158.725 | -6410.00 | 5570420.00 |
4548 | 2013.05.22 11:25 | s/l | 2120 | 0.10 | 155.838 | 155.836 | 152.856 | -5840.00 | 5564580.00 |
4549 | 2013.05.22 13:30 | close | 2119 | 0.10 | 155.444 | 156.395 | 152.645 | 2050.00 | 5566630.00 |
4550 | 2013.05.22 21:37 | s/l | 2107 | 0.10 | 154.825 | 154.838 | 160.188 | -6400.00 | 5560230.00 |
4551 | 2013.05.22 22:30 | sell | 2121 | 0.10 | 154.666 | 155.426 | 151.676 | ||
4552 | 2013.05.23 00:02 | buy | 2122 | 0.10 | 155.262 | 154.423 | 158.023 | ||
4553 | 2013.05.23 03:14 | s/l | 2121 | 0.10 | 155.436 | 155.426 | 151.676 | -7700.00 | 5552530.00 |
4554 | 2013.05.23 03:30 | close | 2122 | 0.10 | 155.370 | 154.423 | 158.023 | 1080.00 | 5553610.00 |
4555 | 2013.05.23 03:30 | sell | 2123 | 0.10 | 155.379 | 156.176 | 152.576 | ||
4556 | 2013.05.23 06:45 | sell | 2124 | 0.10 | 154.777 | 155.520 | 151.770 | ||
4557 | 2013.05.23 08:26 | t/p | 2117 | 0.10 | 154.018 | 156.775 | 154.028 | 17000.00 | 5570610.00 |
4558 | 2013.05.23 09:15 | modify | 2124 | 0.10 | 154.777 | 154.386 | 151.770 | ||
4559 | 2013.05.23 09:17 | t/p | 2123 | 0.10 | 152.570 | 156.176 | 152.576 | 28090.00 | 5598700.00 |
4560 | 2013.05.23 12:15 | close | 2124 | 0.10 | 153.123 | 154.386 | 151.770 | 16540.00 | 5615240.00 |
4561 | 2013.05.23 13:00 | sell | 2125 | 0.10 | 152.550 | 156.556 | 150.876 | ||
4562 | 2013.05.24 08:15 | sell | 2126 | 0.10 | 153.138 | 153.941 | 150.341 | ||
4563 | 2013.05.24 11:29 | s/l | 2126 | 0.10 | 153.974 | 153.941 | 150.341 | -8360.00 | 5606880.00 |
4564 | 2013.05.24 12:15 | sell | 2127 | 0.10 | 153.681 | 154.490 | 150.890 | ||
4565 | 2013.05.28 08:30 | close | 2127 | 0.10 | 154.046 | 154.490 | 150.890 | -3650.00 | 5603230.00 |
4566 | 2013.05.28 17:00 | buy | 2128 | 0.10 | 154.616 | 153.753 | 157.503 | ||
4567 | 2013.05.28 17:30 | close | 2128 | 0.10 | 154.163 | 153.753 | 157.503 | -4530.00 | 5598700.00 |
4568 | 2013.05.31 11:30 | buy | 2129 | 0.10 | 152.610 | 151.769 | 155.369 | ||
4569 | 2013.06.03 17:45 | sell | 2130 | 0.10 | 152.293 | 153.047 | 149.297 | ||
4570 | 2013.06.04 07:45 | close | 2129 | 0.10 | 152.836 | 151.769 | 155.369 | 2260.00 | 5600960.00 |
4571 | 2013.06.04 08:39 | s/l | 2130 | 0.10 | 153.056 | 153.047 | 149.297 | -7630.00 | 5593330.00 |
4572 | 2013.06.05 06:45 | sell | 2131 | 0.10 | 153.463 | 154.258 | 150.658 | ||
4573 | 2013.06.06 02:45 | sell | 2132 | 0.10 | 152.374 | 153.121 | 149.371 | ||
4574 | 2013.06.06 08:05 | s/l | 2132 | 0.10 | 153.119 | 153.121 | 149.371 | -7450.00 | 5585880.00 |
4575 | 2013.06.06 10:15 | close | 2131 | 0.10 | 153.307 | 154.258 | 150.658 | 1560.00 | 5587440.00 |
4576 | 2013.06.06 10:15 | buy | 2133 | 0.10 | 153.298 | 152.485 | 156.085 | ||
4577 | 2013.06.06 16:00 | buy | 2134 | 0.10 | 153.490 | 152.722 | 156.472 | ||
4578 | 2013.06.06 17:52 | s/l | 2134 | 0.10 | 152.723 | 152.722 | 156.472 | -7670.00 | 5579770.00 |
4579 | 2013.06.06 18:54 | s/l | 2133 | 0.10 | 152.430 | 152.485 | 156.085 | -8680.00 | 5571090.00 |
4580 | 2013.06.06 19:00 | sell | 2135 | 0.10 | 152.418 | 153.000 | 150.020 | ||
4581 | 2013.06.06 19:00 | sell | 2136 | 0.10 | 152.424 | 153.170 | 149.420 | ||
4582 | 2013.06.06 19:24 | t/p | 2125 | 0.10 | 150.875 | 156.556 | 150.876 | 16750.00 | 5587840.00 |
4583 | 2013.06.06 19:45 | modify | 2136 | 0.10 | 152.424 | 151.537 | 149.420 | ||
4584 | 2013.06.06 20:00 | sell | 2137 | 0.10 | 150.903 | 151.457 | 146.107 | ||
4585 | 2013.06.06 20:00 | close | 2135 | 0.10 | 150.942 | 153.000 | 150.020 | 14760.00 | 5602600.00 |
4586 | 2013.06.06 20:06 | s/l | 2137 | 0.10 | 151.453 | 151.457 | 146.107 | -5500.00 | 5597100.00 |
4587 | 2013.06.06 20:07 | s/l | 2136 | 0.10 | 151.545 | 151.537 | 149.420 | 8790.00 | 5605890.00 |
4588 | 2013.06.06 20:08 | sell | 2138 | 0.10 | 151.516 | 151.657 | 147.907 | ||
4589 | 2013.06.06 20:08 | s/l | 2138 | 0.10 | 151.656 | 151.657 | 147.907 | -1400.00 | 5604490.00 |
4590 | 2013.06.06 20:30 | sell | 2139 | 0.10 | 151.630 | 152.384 | 148.634 | ||
4591 | 2013.06.06 21:00 | sell | 2140 | 0.10 | 151.444 | 155.446 | 149.766 | ||
4592 | 2013.06.07 00:00 | sell | 2141 | 0.10 | 151.279 | 151.797 | 146.447 | ||
4593 | 2013.06.07 00:00 | sell | 2142 | 0.10 | 151.265 | 152.197 | 147.847 | ||
4594 | 2013.06.07 00:44 | s/l | 2141 | 0.10 | 151.795 | 151.797 | 146.447 | -5160.00 | 5599330.00 |
4595 | 2013.06.07 04:00 | sell | 2143 | 0.10 | 151.774 | 152.315 | 146.965 | ||
4596 | 2013.06.07 05:45 | modify | 2139 | 0.10 | 151.630 | 151.322 | 148.634 | ||
4597 | 2013.06.07 07:17 | t/p | 2140 | 0.10 | 149.761 | 155.446 | 149.766 | 16830.00 | 5616160.00 |
4598 | 2013.06.07 07:30 | close | 2139 | 0.10 | 150.291 | 151.322 | 148.634 | 13390.00 | 5629550.00 |
4599 | 2013.06.07 08:00 | close | 2143 | 0.10 | 150.290 | 152.315 | 146.965 | 14840.00 | 5644390.00 |
4600 | 2013.06.07 08:00 | sell | 2144 | 0.10 | 150.264 | 150.819 | 145.469 | ||
4601 | 2013.06.07 08:00 | sell | 2145 | 0.10 | 150.262 | 154.269 | 148.589 | ||
4602 | 2013.06.07 08:20 | s/l | 2144 | 0.10 | 150.818 | 150.819 | 145.469 | -5540.00 | 5638850.00 |
4603 | 2013.06.07 12:00 | close | 2145 | 0.10 | 150.218 | 154.269 | 148.589 | 440.00 | 5639290.00 |
4604 | 2013.06.07 13:15 | modify | 2142 | 0.10 | 151.265 | 150.194 | 147.847 | ||
4605 | 2013.06.07 16:15 | s/l | 2142 | 0.10 | 150.202 | 150.194 | 147.847 | 10630.00 | 5649920.00 |
4606 | 2013.06.10 00:14 | sell | 2146 | 0.10 | 152.061 | 152.381 | 147.031 | ||
4607 | 2013.06.10 01:22 | s/l | 2146 | 0.10 | 152.398 | 152.381 | 147.031 | -3370.00 | 5646550.00 |
4608 | 2013.06.13 09:15 | sell | 2147 | 0.10 | 147.545 | 148.503 | 144.153 | ||
4609 | 2013.06.13 12:00 | sell | 2148 | 0.10 | 147.746 | 148.290 | 142.940 | ||
4610 | 2013.06.13 16:02 | s/l | 2148 | 0.10 | 148.281 | 148.290 | 142.940 | -5350.00 | 5641200.00 |
4611 | 2013.06.13 20:04 | s/l | 2147 | 0.10 | 148.501 | 148.503 | 144.153 | -9560.00 | 5631640.00 |
4612 | 2013.06.18 11:45 | sell | 2149 | 0.10 | 149.255 | 150.054 | 146.454 | ||
4613 | 2013.06.18 14:30 | close | 2149 | 0.10 | 148.860 | 150.054 | 146.454 | 3950.00 | 5635590.00 |
4614 | 2013.06.18 14:30 | buy | 2150 | 0.10 | 148.854 | 148.035 | 151.635 | ||
4615 | 2013.06.19 01:45 | buy | 2151 | 0.10 | 149.422 | 148.629 | 152.379 | ||
4616 | 2013.06.19 03:00 | buy | 2152 | 0.10 | 149.439 | 145.434 | 151.114 | ||
4617 | 2013.06.19 10:29 | s/l | 2151 | 0.10 | 148.629 | 148.629 | 152.379 | -7930.00 | 5627660.00 |
4618 | 2013.06.19 10:30 | sell | 2153 | 0.10 | 148.586 | 149.340 | 145.590 | ||
4619 | 2013.06.19 20:59 | s/l | 2153 | 0.10 | 149.349 | 149.340 | 145.590 | -7630.00 | 5620030.00 |
4620 | 2013.06.19 21:00 | close | 2150 | 0.10 | 149.236 | 148.035 | 151.635 | 3820.00 | 5623850.00 |
4621 | 2013.06.19 21:00 | sell | 2154 | 0.10 | 149.249 | 150.045 | 146.445 | ||
4622 | 2013.06.19 21:15 | buy | 2155 | 0.10 | 149.623 | 148.828 | 152.578 | ||
4623 | 2013.06.19 21:40 | s/l | 2154 | 0.10 | 150.053 | 150.045 | 146.445 | -8040.00 | 5615810.00 |
4624 | 2013.06.19 22:00 | close | 2155 | 0.10 | 149.280 | 148.828 | 152.578 | -3430.00 | 5612380.00 |
4625 | 2013.06.19 22:15 | buy | 2156 | 0.10 | 149.721 | 148.930 | 152.680 | ||
4626 | 2013.06.19 23:00 | buy | 2157 | 0.10 | 149.580 | 148.964 | 151.944 | ||
4627 | 2013.06.19 23:15 | close | 2156 | 0.10 | 149.120 | 148.930 | 152.680 | -6010.00 | 5606370.00 |
4628 | 2013.06.19 23:17 | s/l | 2157 | 0.10 | 148.957 | 148.964 | 151.944 | -6230.00 | 5600140.00 |
4629 | 2013.06.19 23:30 | buy | 2158 | 0.10 | 149.182 | 148.335 | 151.935 | ||
4630 | 2013.06.20 00:43 | sell | 2159 | 0.10 | 149.301 | 149.854 | 146.874 | ||
4631 | 2013.06.20 01:45 | buy | 2160 | 0.10 | 149.669 | 148.879 | 152.629 | ||
4632 | 2013.06.20 02:00 | close | 2159 | 0.10 | 149.593 | 149.854 | 146.874 | -2920.00 | 5597220.00 |
4633 | 2013.06.20 02:00 | buy | 2161 | 0.10 | 149.594 | 148.979 | 151.959 | ||
4634 | 2013.06.20 03:24 | s/l | 2161 | 0.10 | 148.982 | 148.979 | 151.959 | -6120.00 | 5591100.00 |
4635 | 2013.06.20 04:48 | s/l | 2160 | 0.10 | 148.882 | 148.879 | 152.629 | -7870.00 | 5583230.00 |
4636 | 2013.06.20 06:00 | buy | 2162 | 0.10 | 149.507 | 148.896 | 151.876 | ||
4637 | 2013.06.20 07:00 | buy | 2163 | 0.10 | 150.006 | 149.206 | 152.956 | ||
4638 | 2013.06.20 10:21 | t/p | 2152 | 0.10 | 151.114 | 145.434 | 151.114 | 16750.00 | 5599980.00 |
4639 | 2013.06.20 10:45 | modify | 2163 | 0.10 | 150.006 | 150.346 | 152.956 | ||
4640 | 2013.06.20 10:45 | modify | 2158 | 0.10 | 149.182 | 150.246 | 151.935 | ||
4641 | 2013.06.20 11:00 | close | 2162 | 0.10 | 151.511 | 148.896 | 151.876 | 20040.00 | 5620020.00 |
4642 | 2013.06.20 19:45 | close | 2163 | 0.10 | 151.565 | 150.346 | 152.956 | 15590.00 | 5635610.00 |
4643 | 2013.06.21 17:36 | s/l | 2158 | 0.10 | 150.245 | 150.246 | 151.935 | 10630.00 | 5646240.00 |
4644 | 2013.06.24 01:30 | sell | 2164 | 0.10 | 150.976 | 151.779 | 148.179 | ||
4645 | 2013.06.25 12:00 | sell | 2165 | 0.10 | 149.826 | 150.566 | 146.816 | ||
4646 | 2013.06.25 13:29 | s/l | 2165 | 0.10 | 150.565 | 150.566 | 146.816 | -7390.00 | 5638850.00 |
4647 | 2013.06.25 21:45 | close | 2164 | 0.10 | 150.785 | 151.779 | 148.179 | 1910.00 | 5640760.00 |
4648 | 2013.06.26 11:15 | sell | 2166 | 0.10 | 150.076 | 150.827 | 147.077 | ||
4649 | 2013.06.28 05:19 | s/l | 2166 | 0.10 | 150.842 | 150.827 | 147.077 | -7660.00 | 5633100.00 |
4650 | 2013.06.28 07:00 | buy | 2167 | 0.10 | 150.935 | 146.943 | 152.623 |