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 |
4651 | 2013.06.28 12:00 | buy | 2168 | 0.10 | 150.979 | 150.202 | 153.952 | ||
4652 | 2013.07.01 17:15 | buy | 2169 | 0.10 | 151.985 | 151.173 | 154.773 | ||
4653 | 2013.07.02 10:15 | modify | 2168 | 0.10 | 150.979 | 151.202 | 153.952 | ||
4654 | 2013.07.02 13:15 | close | 2168 | 0.10 | 151.626 | 151.202 | 153.952 | 6470.00 | 5639570.00 |
4655 | 2013.07.02 17:45 | buy | 2170 | 0.10 | 152.275 | 151.509 | 155.259 | ||
4656 | 2013.07.02 19:14 | t/p | 2167 | 0.10 | 152.629 | 146.943 | 152.623 | 16940.00 | 5656510.00 |
4657 | 2013.07.03 10:30 | close | 2169 | 0.10 | 152.055 | 151.173 | 154.773 | 700.00 | 5657210.00 |
4658 | 2013.07.03 10:30 | sell | 2171 | 0.10 | 152.068 | 152.862 | 149.262 | ||
4659 | 2013.07.03 11:02 | s/l | 2170 | 0.10 | 151.506 | 151.509 | 155.259 | -7690.00 | 5649520.00 |
4660 | 2013.07.03 19:30 | s/l | 2171 | 0.10 | 152.868 | 152.862 | 149.262 | -8000.00 | 5641520.00 |
4661 | 2013.07.03 20:30 | sell | 2172 | 0.10 | 152.725 | 153.518 | 149.918 | ||
4662 | 2013.07.04 14:30 | modify | 2172 | 0.10 | 152.725 | 151.596 | 149.918 | ||
4663 | 2013.07.04 18:00 | sell | 2173 | 0.10 | 150.648 | 151.403 | 147.653 | ||
4664 | 2013.07.05 11:40 | t/p | 2172 | 0.10 | 149.911 | 151.596 | 149.918 | 28140.00 | 5669660.00 |
4665 | 2013.07.08 19:15 | close | 2173 | 0.10 | 150.915 | 151.403 | 147.653 | -2670.00 | 5666990.00 |
4666 | 2013.07.09 06:00 | sell | 2174 | 0.10 | 150.961 | 151.533 | 148.553 | ||
4667 | 2013.07.09 08:45 | buy | 2175 | 0.10 | 151.389 | 150.620 | 154.370 | ||
4668 | 2013.07.09 09:00 | close | 2174 | 0.10 | 151.464 | 151.533 | 148.553 | -5030.00 | 5661960.00 |
4669 | 2013.07.09 09:00 | buy | 2176 | 0.10 | 151.469 | 150.871 | 153.851 | ||
4670 | 2013.07.09 10:00 | buy | 2177 | 0.10 | 151.535 | 147.543 | 153.223 | ||
4671 | 2013.07.09 11:37 | s/l | 2176 | 0.10 | 150.872 | 150.871 | 153.851 | -5970.00 | 5655990.00 |
4672 | 2013.07.09 11:45 | close | 2175 | 0.10 | 150.837 | 150.620 | 154.370 | -5520.00 | 5650470.00 |
4673 | 2013.07.09 17:15 | sell | 2178 | 0.10 | 150.254 | 151.009 | 147.259 | ||
4674 | 2013.07.10 11:30 | modify | 2178 | 0.10 | 150.254 | 149.975 | 147.259 | ||
4675 | 2013.07.10 21:00 | s/l | 2178 | 0.10 | 150.000 | 149.975 | 147.259 | 2540.00 | 5653010.00 |
4676 | 2013.07.11 17:30 | buy | 2179 | 0.10 | 149.330 | 148.520 | 152.120 | ||
4677 | 2013.07.15 11:00 | close | 2179 | 0.10 | 150.083 | 148.520 | 152.120 | 7530.00 | 5660540.00 |
4678 | 2013.07.15 11:00 | sell | 2180 | 0.10 | 150.083 | 150.882 | 147.282 | ||
4679 | 2013.07.15 14:00 | buy | 2181 | 0.10 | 150.674 | 150.084 | 153.064 | ||
4680 | 2013.07.15 14:00 | buy | 2182 | 0.10 | 150.686 | 149.914 | 153.664 | ||
4681 | 2013.07.15 14:56 | s/l | 2180 | 0.10 | 150.893 | 150.882 | 147.282 | -8100.00 | 5652440.00 |
4682 | 2013.07.16 11:00 | close | 2181 | 0.10 | 150.274 | 150.084 | 153.064 | -4000.00 | 5648440.00 |
4683 | 2013.07.16 11:36 | s/l | 2182 | 0.10 | 149.919 | 149.914 | 153.664 | -7670.00 | 5640770.00 |
4684 | 2013.07.16 12:00 | buy | 2183 | 0.10 | 150.029 | 149.204 | 152.804 | ||
4685 | 2013.07.17 11:45 | buy | 2184 | 0.10 | 151.616 | 150.838 | 154.588 | ||
4686 | 2013.07.17 11:45 | close | 2183 | 0.10 | 151.580 | 149.204 | 152.804 | 15510.00 | 5656280.00 |
4687 | 2013.07.17 11:45 | sell | 2185 | 0.10 | 151.580 | 152.388 | 148.788 | ||
4688 | 2013.07.18 11:35 | s/l | 2185 | 0.10 | 152.380 | 152.388 | 148.788 | -8000.00 | 5648280.00 |
4689 | 2013.07.18 17:45 | modify | 2184 | 0.10 | 151.616 | 151.818 | 154.588 | ||
4690 | 2013.07.19 03:13 | t/p | 2177 | 0.10 | 153.227 | 147.543 | 153.223 | 16920.00 | 5665200.00 |
4691 | 2013.07.19 04:00 | buy | 2186 | 0.10 | 153.273 | 152.692 | 158.042 | ||
4692 | 2013.07.19 04:28 | s/l | 2186 | 0.10 | 152.689 | 152.692 | 158.042 | -5840.00 | 5659360.00 |
4693 | 2013.07.19 04:30 | close | 2184 | 0.10 | 152.693 | 151.818 | 154.588 | 10770.00 | 5670130.00 |
4694 | 2013.07.19 23:30 | buy | 2187 | 0.10 | 153.384 | 152.391 | 156.741 | ||
4695 | 2013.07.22 00:00 | buy | 2188 | 0.10 | 153.394 | 152.826 | 158.176 | ||
4696 | 2013.07.22 03:04 | s/l | 2188 | 0.10 | 152.832 | 152.826 | 158.176 | -5620.00 | 5664510.00 |
4697 | 2013.07.22 03:10 | s/l | 2187 | 0.10 | 152.387 | 152.391 | 156.741 | -9970.00 | 5654540.00 |
4698 | 2013.07.23 03:15 | buy | 2189 | 0.10 | 152.785 | 151.961 | 155.561 | ||
4699 | 2013.07.23 13:00 | buy | 2190 | 0.10 | 153.396 | 152.627 | 156.377 | ||
4700 | 2013.07.24 09:00 | buy | 2191 | 0.10 | 153.296 | 152.701 | 155.681 | ||
4701 | 2013.07.24 12:00 | buy | 2192 | 0.10 | 153.874 | 153.310 | 158.660 | ||
4702 | 2013.07.24 23:30 | close | 2189 | 0.10 | 153.550 | 151.961 | 155.561 | 7650.00 | 5662190.00 |
4703 | 2013.07.25 04:38 | s/l | 2192 | 0.10 | 153.311 | 153.310 | 158.660 | -5630.00 | 5656560.00 |
4704 | 2013.07.25 12:00 | close | 2191 | 0.10 | 153.106 | 152.701 | 155.681 | -1900.00 | 5654660.00 |
4705 | 2013.07.25 13:00 | s/l | 2190 | 0.10 | 152.626 | 152.627 | 156.377 | -7700.00 | 5646960.00 |
4706 | 2013.07.25 15:00 | sell | 2193 | 0.10 | 152.570 | 156.565 | 150.885 | ||
4707 | 2013.07.26 00:48 | sell | 2194 | 0.10 | 152.639 | 153.449 | 149.849 | ||
4708 | 2013.07.26 05:45 | sell | 2195 | 0.10 | 152.205 | 152.962 | 149.212 | ||
4709 | 2013.07.26 17:15 | modify | 2195 | 0.10 | 152.205 | 151.968 | 149.212 | ||
4710 | 2013.07.26 17:29 | t/p | 2193 | 0.10 | 150.882 | 156.565 | 150.885 | 16880.00 | 5663840.00 |
4711 | 2013.07.29 05:00 | modify | 2194 | 0.10 | 152.639 | 151.605 | 149.849 | ||
4712 | 2013.07.29 21:00 | close | 2194 | 0.10 | 150.079 | 151.605 | 149.849 | 25600.00 | 5689440.00 |
4713 | 2013.07.30 07:00 | close | 2195 | 0.10 | 150.676 | 151.968 | 149.212 | 15290.00 | 5704730.00 |
4714 | 2013.07.30 14:30 | sell | 2196 | 0.10 | 149.795 | 150.546 | 146.796 | ||
4715 | 2013.07.31 12:00 | sell | 2197 | 0.10 | 148.632 | 149.178 | 143.828 | ||
4716 | 2013.07.31 12:00 | modify | 2196 | 0.10 | 149.795 | 149.537 | 146.796 | ||
4717 | 2013.07.31 12:15 | sell | 2198 | 0.10 | 148.577 | 149.531 | 145.181 | ||
4718 | 2013.07.31 15:30 | s/l | 2197 | 0.10 | 149.202 | 149.178 | 143.828 | -5700.00 | 5699030.00 |
4719 | 2013.08.01 04:00 | sell | 2199 | 0.10 | 148.537 | 149.084 | 143.734 | ||
4720 | 2013.08.01 06:46 | s/l | 2199 | 0.10 | 149.088 | 149.084 | 143.734 | -5510.00 | 5693520.00 |
4721 | 2013.08.01 09:47 | s/l | 2198 | 0.10 | 149.537 | 149.531 | 145.181 | -9600.00 | 5683920.00 |
4722 | 2013.08.01 09:47 | s/l | 2196 | 0.10 | 149.553 | 149.537 | 146.796 | 2420.00 | 5686340.00 |
4723 | 2013.08.01 10:45 | buy | 2200 | 0.10 | 149.620 | 148.794 | 152.394 | ||
4724 | 2013.08.01 16:00 | buy | 2201 | 0.10 | 150.243 | 147.095 | 151.920 | ||
4725 | 2013.08.05 07:00 | close | 2200 | 0.10 | 150.832 | 148.794 | 152.394 | 12120.00 | 5698460.00 |
4726 | 2013.08.05 11:45 | sell | 2202 | 0.10 | 151.172 | 151.970 | 148.370 | ||
4727 | 2013.08.06 18:45 | sell | 2203 | 0.10 | 150.218 | 150.966 | 147.216 | ||
4728 | 2013.08.07 04:15 | modify | 2202 | 0.10 | 151.172 | 150.166 | 148.370 | ||
4729 | 2013.08.07 04:30 | modify | 2203 | 0.10 | 150.218 | 149.871 | 147.216 | ||
4730 | 2013.08.07 08:00 | close | 2202 | 0.10 | 149.108 | 150.166 | 148.370 | 20640.00 | 5719100.00 |
4731 | 2013.08.07 13:00 | close | 2203 | 0.10 | 148.811 | 149.871 | 147.216 | 14070.00 | 5733170.00 |
4732 | 2013.08.07 14:00 | sell | 2204 | 0.10 | 150.282 | 151.074 | 147.474 | ||
4733 | 2013.08.07 19:00 | close | 2204 | 0.10 | 150.062 | 151.074 | 147.474 | 2200.00 | 5735370.00 |
4734 | 2013.08.07 19:00 | buy | 2205 | 0.10 | 150.058 | 149.246 | 152.846 | ||
4735 | 2013.08.07 23:22 | s/l | 2205 | 0.10 | 149.237 | 149.246 | 152.846 | -8210.00 | 5727160.00 |
4736 | 2013.08.13 06:45 | buy | 2206 | 0.10 | 150.534 | 149.765 | 153.515 | ||
4737 | 2013.08.13 17:05 | t/p | 2201 | 0.10 | 151.930 | 147.095 | 151.920 | 16870.00 | 5744030.00 |
4738 | 2013.08.13 17:05 | buy | 2207 | 0.10 | 152.096 | 147.498 | 153.178 | ||
4739 | 2013.08.13 18:00 | modify | 2206 | 0.10 | 150.534 | 150.809 | 153.515 | ||
4740 | 2013.08.15 08:00 | close | 2206 | 0.10 | 151.623 | 150.809 | 153.515 | 10890.00 | 5754920.00 |
4741 | 2013.08.15 11:45 | buy | 2208 | 0.10 | 152.524 | 151.761 | 155.511 | ||
4742 | 2013.08.15 15:30 | t/p | 2207 | 0.10 | 153.171 | 147.498 | 153.178 | 10750.00 | 5765670.00 |
4743 | 2013.08.15 23:00 | sell | 2209 | 0.10 | 152.100 | 152.898 | 149.298 | ||
4744 | 2013.08.16 17:15 | close | 2209 | 0.10 | 152.423 | 152.898 | 149.298 | -3230.00 | 5762440.00 |
4745 | 2013.08.16 17:15 | buy | 2210 | 0.10 | 152.425 | 151.600 | 155.200 | ||
4746 | 2013.08.19 10:00 | buy | 2211 | 0.10 | 152.717 | 152.123 | 155.103 | ||
4747 | 2013.08.19 13:00 | close | 2208 | 0.10 | 153.067 | 151.761 | 155.511 | 5430.00 | 5767870.00 |
4748 | 2013.08.19 13:15 | buy | 2212 | 0.10 | 153.364 | 152.603 | 156.353 | ||
4749 | 2013.08.19 21:00 | close | 2211 | 0.10 | 152.914 | 152.123 | 155.103 | 1970.00 | 5769840.00 |
4750 | 2013.08.19 22:56 | s/l | 2212 | 0.10 | 152.598 | 152.603 | 156.353 | -7660.00 | 5762180.00 |
4751 | 2013.08.20 13:30 | close | 2210 | 0.10 | 152.398 | 151.600 | 155.200 | -270.00 | 5761910.00 |
4752 | 2013.08.20 19:30 | buy | 2213 | 0.10 | 152.489 | 151.665 | 155.265 | ||
4753 | 2013.08.21 16:45 | buy | 2214 | 0.10 | 153.204 | 152.434 | 156.184 | ||
4754 | 2013.08.22 15:45 | close | 2213 | 0.10 | 153.608 | 151.665 | 155.265 | 11190.00 | 5773100.00 |
4755 | 2013.08.23 00:00 | buy | 2215 | 0.10 | 153.882 | 153.294 | 158.644 | ||
4756 | 2013.08.23 03:00 | buy | 2216 | 0.10 | 154.209 | 153.239 | 157.589 | ||
4757 | 2013.08.23 05:00 | modify | 2214 | 0.10 | 153.204 | 153.500 | 156.184 | ||
4758 | 2013.08.23 17:41 | s/l | 2214 | 0.10 | 153.499 | 153.500 | 156.184 | 2950.00 | 5776050.00 |
4759 | 2013.08.26 09:36 | s/l | 2215 | 0.10 | 153.300 | 153.294 | 158.644 | -5820.00 | 5770230.00 |
4760 | 2013.08.26 23:09 | s/l | 2216 | 0.10 | 153.230 | 153.239 | 157.589 | -9790.00 | 5760440.00 |
4761 | 2013.08.27 03:00 | sell | 2217 | 0.10 | 153.129 | 153.716 | 150.736 | ||
4762 | 2013.08.27 03:15 | sell | 2218 | 0.10 | 153.000 | 153.750 | 150.000 | ||
4763 | 2013.08.27 05:00 | sell | 2219 | 0.10 | 152.846 | 154.682 | 151.159 | ||
4764 | 2013.08.27 11:30 | modify | 2218 | 0.10 | 153.000 | 152.761 | 150.000 | ||
4765 | 2013.08.27 15:13 | t/p | 2219 | 0.10 | 151.155 | 154.682 | 151.159 | 16910.00 | 5777350.00 |
4766 | 2013.08.27 20:30 | sell | 2220 | 0.10 | 150.772 | 151.571 | 147.971 | ||
4767 | 2013.08.27 21:14 | t/p | 2217 | 0.10 | 150.730 | 153.716 | 150.736 | 23990.00 | 5801340.00 |
4768 | 2013.08.28 03:30 | close | 2218 | 0.10 | 151.090 | 152.761 | 150.000 | 19100.00 | 5820440.00 |
4769 | 2013.08.28 16:00 | s/l | 2220 | 0.10 | 151.576 | 151.571 | 147.971 | -8040.00 | 5812400.00 |
4770 | 2013.08.28 16:15 | sell | 2221 | 0.10 | 151.329 | 152.125 | 148.525 | ||
4771 | 2013.08.29 09:51 | s/l | 2221 | 0.10 | 152.141 | 152.125 | 148.525 | -8120.00 | 5804280.00 |
4772 | 2013.08.30 11:00 | buy | 2222 | 0.10 | 152.189 | 151.361 | 154.961 | ||
4773 | 2013.09.02 03:30 | buy | 2223 | 0.10 | 152.887 | 152.108 | 155.858 | ||
4774 | 2013.09.02 10:30 | modify | 2223 | 0.10 | 152.887 | 153.161 | 155.858 | ||
4775 | 2013.09.02 11:00 | modify | 2222 | 0.10 | 152.189 | 153.396 | 154.961 | ||
4776 | 2013.09.03 03:58 | t/p | 2222 | 0.10 | 154.961 | 153.396 | 154.961 | 27720.00 | 5832000.00 |
4777 | 2013.09.03 04:00 | buy | 2224 | 0.10 | 154.905 | 154.326 | 159.676 | ||
4778 | 2013.09.03 11:30 | buy | 2225 | 0.10 | 155.377 | 154.259 | 158.609 | ||
4779 | 2013.09.03 12:00 | close | 2223 | 0.10 | 154.506 | 153.161 | 155.858 | 16190.00 | 5848190.00 |
4780 | 2013.09.04 09:45 | buy | 2226 | 0.10 | 155.264 | 154.502 | 158.252 | ||
4781 | 2013.09.05 07:45 | close | 2225 | 0.10 | 155.770 | 154.259 | 158.609 | 3930.00 | 5852120.00 |
4782 | 2013.09.05 14:45 | modify | 2226 | 0.10 | 155.264 | 155.496 | 158.252 | ||
4783 | 2013.09.06 09:58 | s/l | 2226 | 0.10 | 155.484 | 155.496 | 158.252 | 2200.00 | 5854320.00 |
4784 | 2013.09.06 12:00 | sell | 2227 | 0.10 | 155.223 | 156.445 | 153.544 | ||
4785 | 2013.09.06 17:00 | s/l | 2224 | 0.10 | 154.318 | 154.326 | 159.676 | -5870.00 | 5848450.00 |
4786 | 2013.09.06 20:00 | sell | 2228 | 0.10 | 154.778 | 155.323 | 149.973 | ||
4787 | 2013.09.09 00:00 | s/l | 2228 | 0.10 | 155.798 | 155.323 | 149.973 | -10200.00 | 5838250.00 |
4788 | 2013.09.09 00:03 | sell | 2229 | 0.10 | 155.729 | 156.239 | 150.889 | ||
4789 | 2013.09.09 02:25 | s/l | 2229 | 0.10 | 156.238 | 156.239 | 150.889 | -5090.00 | 5833160.00 |
4790 | 2013.09.09 02:45 | buy | 2230 | 0.10 | 156.425 | 155.465 | 159.815 | ||
4791 | 2013.09.09 02:45 | s/l | 2227 | 0.10 | 156.454 | 156.445 | 153.544 | -12310.00 | 5820850.00 |
4792 | 2013.09.10 08:00 | buy | 2231 | 0.10 | 156.469 | 155.894 | 161.244 | ||
4793 | 2013.09.10 10:45 | buy | 2232 | 0.10 | 157.154 | 156.394 | 160.144 | ||
4794 | 2013.09.10 23:00 | close | 2230 | 0.10 | 157.823 | 155.465 | 159.815 | 13980.00 | 5834830.00 |
4795 | 2013.09.11 06:00 | buy | 2233 | 0.10 | 158.006 | 157.043 | 161.393 | ||
4796 | 2013.09.11 12:15 | modify | 2232 | 0.10 | 157.154 | 157.409 | 160.144 | ||
4797 | 2013.09.12 04:44 | s/l | 2232 | 0.10 | 157.399 | 157.409 | 160.144 | 2450.00 | 5837280.00 |
4798 | 2013.09.12 09:12 | s/l | 2233 | 0.10 | 157.021 | 157.043 | 161.393 | -9850.00 | 5827430.00 |
4799 | 2013.09.16 00:15 | sell | 2234 | 0.10 | 157.398 | 158.165 | 154.565 | ||
4800 | 2013.09.17 06:00 | buy | 2235 | 0.10 | 157.861 | 156.694 | 159.271 |