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 |
4801 | 2013.09.17 10:15 | buy | 2236 | 0.10 | 157.946 | 157.177 | 160.927 | ||
4802 | 2013.09.17 10:42 | s/l | 2234 | 0.10 | 158.160 | 158.165 | 154.565 | -7620.00 | 5819810.00 |
4803 | 2013.09.17 11:00 | buy | 2237 | 0.10 | 158.067 | 157.469 | 160.449 | ||
4804 | 2013.09.18 21:00 | s/l | 2237 | 0.10 | 157.429 | 157.469 | 160.449 | -6380.00 | 5813430.00 |
4805 | 2013.09.18 21:15 | buy | 2238 | 0.10 | 157.842 | 157.021 | 160.621 | ||
4806 | 2013.09.19 10:24 | t/p | 2235 | 0.10 | 159.276 | 156.694 | 159.271 | 14150.00 | 5827580.00 |
4807 | 2013.09.19 10:30 | modify | 2236 | 0.10 | 157.946 | 158.230 | 160.927 | ||
4808 | 2013.09.19 11:30 | close | 2236 | 0.10 | 159.334 | 158.230 | 160.927 | 13880.00 | 5841460.00 |
4809 | 2013.09.19 12:00 | buy | 2239 | 0.10 | 158.916 | 156.956 | 160.334 | ||
4810 | 2013.09.19 12:30 | buy | 2240 | 0.10 | 158.897 | 158.129 | 161.879 | ||
4811 | 2013.09.19 17:45 | modify | 2238 | 0.10 | 157.842 | 158.932 | 160.621 | ||
4812 | 2013.09.20 17:30 | close | 2238 | 0.10 | 159.324 | 158.932 | 160.621 | 14820.00 | 5856280.00 |
4813 | 2013.09.23 13:45 | close | 2240 | 0.10 | 158.771 | 158.129 | 161.879 | -1260.00 | 5855020.00 |
4814 | 2013.09.23 17:15 | sell | 2241 | 0.10 | 158.346 | 159.101 | 155.351 | ||
4815 | 2013.09.24 04:00 | close | 2231 | 0.10 | 158.307 | 155.894 | 161.244 | 18380.00 | 5873400.00 |
4816 | 2013.09.24 04:00 | sell | 2242 | 0.10 | 158.293 | 158.850 | 153.500 | ||
4817 | 2013.09.24 10:06 | s/l | 2242 | 0.10 | 158.846 | 158.850 | 153.500 | -5530.00 | 5867870.00 |
4818 | 2013.09.24 12:00 | sell | 2243 | 0.10 | 158.396 | 158.939 | 153.589 | ||
4819 | 2013.09.25 18:30 | close | 2241 | 0.10 | 158.630 | 159.101 | 155.351 | -2840.00 | 5865030.00 |
4820 | 2013.09.26 05:26 | s/l | 2243 | 0.10 | 158.949 | 158.939 | 153.589 | -5530.00 | 5859500.00 |
4821 | 2013.09.26 09:00 | buy | 2244 | 0.10 | 159.116 | 158.351 | 162.101 | ||
4822 | 2013.09.26 11:54 | s/l | 2244 | 0.10 | 158.353 | 158.351 | 162.101 | -7630.00 | 5851870.00 |
4823 | 2013.09.26 20:30 | sell | 2245 | 0.10 | 158.442 | 159.245 | 155.645 | ||
4824 | 2013.09.30 01:00 | sell | 2246 | 0.10 | 157.821 | 160.001 | 156.126 | ||
4825 | 2013.09.30 01:30 | sell | 2247 | 0.10 | 158.007 | 158.760 | 155.010 | ||
4826 | 2013.09.30 06:00 | buy | 2248 | 0.10 | 158.174 | 157.575 | 160.555 | ||
4827 | 2013.09.30 10:00 | close | 2248 | 0.10 | 157.925 | 157.575 | 160.555 | -2490.00 | 5849380.00 |
4828 | 2013.09.30 10:00 | sell | 2249 | 0.10 | 157.921 | 158.506 | 155.526 | ||
4829 | 2013.09.30 12:00 | close | 2249 | 0.10 | 158.166 | 158.506 | 155.526 | -2450.00 | 5846930.00 |
4830 | 2013.09.30 12:00 | buy | 2250 | 0.10 | 158.167 | 157.562 | 160.542 | ||
4831 | 2013.09.30 14:28 | s/l | 2250 | 0.10 | 157.560 | 157.562 | 160.542 | -6070.00 | 5840860.00 |
4832 | 2013.09.30 16:45 | close | 2245 | 0.10 | 157.898 | 159.245 | 155.645 | 5440.00 | 5846300.00 |
4833 | 2013.09.30 17:59 | s/l | 2247 | 0.10 | 158.758 | 158.760 | 155.010 | -7510.00 | 5838790.00 |
4834 | 2013.09.30 23:15 | buy | 2251 | 0.10 | 159.264 | 158.484 | 162.234 | ||
4835 | 2013.10.01 16:45 | sell | 2252 | 0.10 | 158.915 | 159.714 | 156.114 | ||
4836 | 2013.10.01 21:48 | s/l | 2251 | 0.10 | 158.486 | 158.484 | 162.234 | -7780.00 | 5831010.00 |
4837 | 2013.10.02 14:00 | sell | 2253 | 0.10 | 157.762 | 158.510 | 154.760 | ||
4838 | 2013.10.03 05:10 | s/l | 2253 | 0.10 | 158.513 | 158.510 | 154.760 | -7510.00 | 5823500.00 |
4839 | 2013.10.03 13:00 | close | 2252 | 0.10 | 158.677 | 159.714 | 156.114 | 2380.00 | 5825880.00 |
4840 | 2013.10.03 17:15 | sell | 2254 | 0.10 | 157.535 | 158.276 | 154.526 | ||
4841 | 2013.10.03 18:53 | s/l | 2239 | 0.10 | 156.949 | 156.956 | 160.334 | -19670.00 | 5806210.00 |
4842 | 2013.10.04 10:15 | sell | 2255 | 0.10 | 156.535 | 157.340 | 153.740 | ||
4843 | 2013.10.04 11:45 | modify | 2254 | 0.10 | 157.535 | 157.306 | 154.526 | ||
4844 | 2013.10.04 12:59 | t/p | 2246 | 0.10 | 156.124 | 160.001 | 156.126 | 16970.00 | 5823180.00 |
4845 | 2013.10.04 14:00 | sell | 2256 | 0.10 | 155.996 | 160.001 | 154.307 | ||
4846 | 2013.10.04 15:00 | close | 2256 | 0.10 | 155.933 | 160.001 | 154.307 | 630.00 | 5823810.00 |
4847 | 2013.10.04 15:00 | sell | 2257 | 0.10 | 155.919 | 159.920 | 154.240 | ||
4848 | 2013.10.07 08:00 | sell | 2258 | 0.10 | 155.643 | 156.203 | 150.853 | ||
4849 | 2013.10.07 18:30 | close | 2254 | 0.10 | 156.014 | 157.306 | 154.526 | 15210.00 | 5839020.00 |
4850 | 2013.10.08 06:30 | close | 2255 | 0.10 | 155.837 | 157.340 | 153.740 | 6980.00 | 5846000.00 |
4851 | 2013.10.08 06:30 | sell | 2259 | 0.10 | 155.799 | 156.759 | 152.409 | ||
4852 | 2013.10.08 08:46 | s/l | 2258 | 0.10 | 156.212 | 156.203 | 150.853 | -5690.00 | 5840310.00 |
4853 | 2013.10.08 12:45 | close | 2259 | 0.10 | 155.764 | 156.759 | 152.409 | 350.00 | 5840660.00 |
4854 | 2013.10.08 12:45 | buy | 2260 | 0.10 | 155.752 | 154.937 | 158.537 | ||
4855 | 2013.10.09 10:00 | sell | 2261 | 0.10 | 156.205 | 156.794 | 153.814 | ||
4856 | 2013.10.09 14:00 | sell | 2262 | 0.10 | 155.408 | 156.150 | 152.400 | ||
4857 | 2013.10.09 14:30 | close | 2260 | 0.10 | 155.230 | 154.937 | 158.537 | -5220.00 | 5835440.00 |
4858 | 2013.10.09 14:30 | sell | 2263 | 0.10 | 155.234 | 156.188 | 151.838 | ||
4859 | 2013.10.10 15:50 | s/l | 2262 | 0.10 | 156.155 | 156.150 | 152.400 | -7470.00 | 5827970.00 |
4860 | 2013.10.10 15:50 | s/l | 2263 | 0.10 | 156.199 | 156.188 | 151.838 | -9650.00 | 5818320.00 |
4861 | 2013.10.10 18:48 | s/l | 2261 | 0.10 | 156.795 | 156.794 | 153.814 | -5900.00 | 5812420.00 |
4862 | 2013.10.11 04:45 | buy | 2264 | 0.10 | 157.324 | 156.545 | 160.295 | ||
4863 | 2013.10.15 06:45 | close | 2264 | 0.10 | 157.493 | 156.545 | 160.295 | 1690.00 | 5814110.00 |
4864 | 2013.10.16 12:00 | buy | 2265 | 0.10 | 157.694 | 157.103 | 160.083 | ||
4865 | 2013.10.16 12:45 | buy | 2266 | 0.10 | 157.730 | 156.961 | 160.711 | ||
4866 | 2013.10.17 10:53 | s/l | 2265 | 0.10 | 157.086 | 157.103 | 160.083 | -6080.00 | 5808030.00 |
4867 | 2013.10.17 11:15 | buy | 2267 | 0.10 | 157.395 | 156.574 | 160.174 | ||
4868 | 2013.10.17 12:00 | buy | 2268 | 0.10 | 157.609 | 157.012 | 159.992 | ||
4869 | 2013.10.18 14:00 | close | 2266 | 0.10 | 158.272 | 156.961 | 160.711 | 5420.00 | 5813450.00 |
4870 | 2013.10.21 07:30 | close | 2267 | 0.10 | 158.341 | 156.574 | 160.174 | 9460.00 | 5822910.00 |
4871 | 2013.10.21 12:00 | buy | 2269 | 0.10 | 158.681 | 157.904 | 161.654 | ||
4872 | 2013.10.22 21:00 | close | 2268 | 0.10 | 159.247 | 157.012 | 159.992 | 16380.00 | 5839290.00 |
4873 | 2013.10.23 07:00 | sell | 2270 | 0.10 | 158.480 | 159.284 | 155.684 | ||
4874 | 2013.10.23 07:29 | s/l | 2269 | 0.10 | 157.897 | 157.904 | 161.654 | -7840.00 | 5831450.00 |
4875 | 2013.10.23 13:45 | sell | 2271 | 0.10 | 156.985 | 157.732 | 153.982 | ||
4876 | 2013.10.24 05:09 | s/l | 2271 | 0.10 | 157.733 | 157.732 | 153.982 | -7480.00 | 5823970.00 |
4877 | 2013.10.25 03:15 | close | 2270 | 0.10 | 157.553 | 159.284 | 155.684 | 9270.00 | 5833240.00 |
4878 | 2013.10.28 13:00 | buy | 2272 | 0.10 | 158.232 | 157.629 | 160.609 | ||
4879 | 2013.10.28 18:42 | s/l | 2272 | 0.10 | 157.625 | 157.629 | 160.609 | -6070.00 | 5827170.00 |
4880 | 2013.10.29 03:30 | sell | 2273 | 0.10 | 156.908 | 157.663 | 153.913 | ||
4881 | 2013.10.29 11:00 | sell | 2274 | 0.10 | 156.925 | 157.509 | 154.529 | ||
4882 | 2013.10.29 15:41 | s/l | 2274 | 0.10 | 157.515 | 157.509 | 154.529 | -5900.00 | 5821270.00 |
4883 | 2013.10.30 09:13 | s/l | 2273 | 0.10 | 157.663 | 157.663 | 153.913 | -7550.00 | 5813720.00 |
4884 | 2013.10.30 22:30 | buy | 2275 | 0.10 | 158.109 | 157.339 | 161.089 | ||
4885 | 2013.10.30 23:00 | buy | 2276 | 0.10 | 158.149 | 157.546 | 160.526 | ||
4886 | 2013.10.31 08:21 | s/l | 2276 | 0.10 | 157.537 | 157.546 | 160.526 | -6120.00 | 5807600.00 |
4887 | 2013.10.31 13:00 | s/l | 2275 | 0.10 | 157.345 | 157.339 | 161.089 | -7640.00 | 5799960.00 |
4888 | 2013.11.01 06:45 | sell | 2277 | 0.10 | 157.004 | 157.761 | 154.011 | ||
4889 | 2013.11.01 07:00 | sell | 2278 | 0.10 | 157.000 | 157.579 | 154.599 | ||
4890 | 2013.11.01 12:00 | close | 2278 | 0.10 | 157.308 | 157.579 | 154.599 | -3080.00 | 5796880.00 |
4891 | 2013.11.01 15:00 | sell | 2279 | 0.10 | 156.936 | 157.516 | 154.536 | ||
4892 | 2013.11.01 17:12 | s/l | 2279 | 0.10 | 157.522 | 157.516 | 154.536 | -5860.00 | 5791020.00 |
4893 | 2013.11.01 19:00 | sell | 2280 | 0.10 | 157.257 | 157.829 | 154.849 | ||
4894 | 2013.11.05 03:30 | sell | 2281 | 0.10 | 157.239 | 158.030 | 154.430 | ||
4895 | 2013.11.05 08:00 | close | 2277 | 0.10 | 157.331 | 157.761 | 154.011 | -3270.00 | 5787750.00 |
4896 | 2013.11.05 10:00 | sell | 2282 | 0.10 | 156.834 | 157.582 | 153.832 | ||
4897 | 2013.11.05 11:44 | s/l | 2282 | 0.10 | 157.580 | 157.582 | 153.832 | -7460.00 | 5780290.00 |
4898 | 2013.11.05 12:00 | close | 2280 | 0.10 | 157.694 | 157.829 | 154.849 | -4370.00 | 5775920.00 |
4899 | 2013.11.05 12:00 | buy | 2283 | 0.10 | 157.692 | 156.915 | 160.665 | ||
4900 | 2013.11.05 17:59 | s/l | 2281 | 0.10 | 158.035 | 158.030 | 154.430 | -7960.00 | 5767960.00 |
4901 | 2013.11.05 18:00 | buy | 2284 | 0.10 | 158.121 | 157.522 | 160.502 | ||
4902 | 2013.11.06 06:00 | modify | 2283 | 0.10 | 157.692 | 157.897 | 160.665 | ||
4903 | 2013.11.06 18:00 | close | 2283 | 0.10 | 158.621 | 157.897 | 160.665 | 9290.00 | 5777250.00 |
4904 | 2013.11.07 15:15 | buy | 2285 | 0.10 | 158.614 | 157.795 | 161.395 | ||
4905 | 2013.11.07 15:45 | buy | 2286 | 0.10 | 159.117 | 158.340 | 162.090 | ||
4906 | 2013.11.07 18:17 | s/l | 2286 | 0.10 | 158.322 | 158.340 | 162.090 | -7950.00 | 5769300.00 |
4907 | 2013.11.07 20:28 | s/l | 2285 | 0.10 | 157.802 | 157.795 | 161.395 | -8120.00 | 5761180.00 |
4908 | 2013.11.07 20:30 | s/l | 2284 | 0.10 | 157.524 | 157.522 | 160.502 | -5970.00 | 5755210.00 |
4909 | 2013.11.08 15:30 | sell | 2287 | 0.10 | 158.240 | 158.310 | 154.710 | ||
4910 | 2013.11.08 15:46 | s/l | 2287 | 0.10 | 158.311 | 158.310 | 154.710 | -710.00 | 5754500.00 |
4911 | 2013.11.13 09:00 | buy | 2288 | 0.10 | 158.267 | 157.667 | 160.647 | ||
4912 | 2013.11.13 12:45 | buy | 2289 | 0.10 | 159.184 | 158.409 | 162.159 | ||
4913 | 2013.11.13 16:00 | close | 2257 | 0.10 | 158.822 | 159.920 | 154.240 | -29030.00 | 5725470.00 |
4914 | 2013.11.14 04:15 | buy | 2290 | 0.10 | 159.552 | 158.583 | 162.933 | ||
4915 | 2013.11.14 08:00 | buy | 2291 | 0.10 | 159.792 | 159.220 | 164.570 | ||
4916 | 2013.11.14 12:00 | close | 2288 | 0.10 | 159.886 | 157.667 | 160.647 | 16190.00 | 5741660.00 |
4917 | 2013.11.14 15:30 | modify | 2289 | 0.10 | 159.184 | 159.491 | 162.159 | ||
4918 | 2013.11.15 14:00 | close | 2289 | 0.10 | 161.376 | 159.491 | 162.159 | 21920.00 | 5763580.00 |
4919 | 2013.11.15 17:30 | modify | 2290 | 0.10 | 159.552 | 160.609 | 162.933 | ||
4920 | 2013.11.18 00:30 | close | 2290 | 0.10 | 161.623 | 160.609 | 162.933 | 20710.00 | 5784290.00 |
4921 | 2013.11.19 05:00 | sell | 2292 | 0.10 | 160.605 | 161.773 | 158.929 | ||
4922 | 2013.11.19 11:00 | sell | 2293 | 0.10 | 160.518 | 161.100 | 158.120 | ||
4923 | 2013.11.19 15:00 | close | 2293 | 0.10 | 160.749 | 161.100 | 158.120 | -2310.00 | 5781980.00 |
4924 | 2013.11.19 15:00 | buy | 2294 | 0.10 | 160.729 | 160.139 | 163.119 | ||
4925 | 2013.11.19 20:00 | close | 2294 | 0.10 | 161.366 | 160.139 | 163.119 | 6370.00 | 5788350.00 |
4926 | 2013.11.20 02:00 | buy | 2295 | 0.10 | 161.652 | 161.043 | 164.023 | ||
4927 | 2013.11.20 21:59 | s/l | 2295 | 0.10 | 161.053 | 161.043 | 164.023 | -5990.00 | 5782360.00 |
4928 | 2013.11.21 02:00 | buy | 2296 | 0.10 | 161.397 | 160.794 | 163.774 | ||
4929 | 2013.11.21 08:03 | s/l | 2292 | 0.10 | 161.778 | 161.773 | 158.929 | -11730.00 | 5770630.00 |
4930 | 2013.11.21 08:15 | buy | 2297 | 0.10 | 161.986 | 161.205 | 164.955 | ||
4931 | 2013.11.21 09:15 | buy | 2298 | 0.10 | 162.137 | 161.159 | 165.509 | ||
4932 | 2013.11.21 18:15 | modify | 2297 | 0.10 | 161.986 | 162.266 | 164.955 | ||
4933 | 2013.11.21 23:19 | t/p | 2296 | 0.10 | 163.776 | 160.794 | 163.774 | 23790.00 | 5794420.00 |
4934 | 2013.11.22 19:15 | modify | 2298 | 0.10 | 162.137 | 163.189 | 165.509 | ||
4935 | 2013.11.25 02:53 | t/p | 2291 | 0.10 | 164.579 | 159.220 | 164.570 | 47870.00 | 5842290.00 |
4936 | 2013.11.25 03:33 | t/p | 2297 | 0.10 | 164.947 | 162.266 | 164.955 | 29610.00 | 5871900.00 |
4937 | 2013.11.25 05:30 | close | 2298 | 0.10 | 164.995 | 163.189 | 165.509 | 28580.00 | 5900480.00 |
4938 | 2013.11.25 20:00 | buy | 2299 | 0.10 | 164.194 | 163.627 | 168.977 | ||
4939 | 2013.11.26 17:00 | buy | 2300 | 0.10 | 164.180 | 163.350 | 166.950 | ||
4940 | 2013.11.27 09:15 | buy | 2301 | 0.10 | 164.795 | 164.016 | 167.766 | ||
4941 | 2013.11.27 14:00 | modify | 2301 | 0.10 | 164.795 | 165.126 | 167.766 | ||
4942 | 2013.11.27 17:00 | modify | 2300 | 0.10 | 164.180 | 165.204 | 166.950 | ||
4943 | 2013.11.28 10:02 | t/p | 2300 | 0.10 | 166.947 | 165.204 | 166.950 | 27670.00 | 5928150.00 |
4944 | 2013.11.28 10:02 | buy | 2302 | 0.10 | 167.038 | 165.787 | 170.137 | ||
4945 | 2013.11.29 03:56 | t/p | 2301 | 0.10 | 167.766 | 165.126 | 167.766 | 29710.00 | 5957860.00 |
4946 | 2013.11.29 12:00 | close | 2302 | 0.10 | 166.903 | 165.787 | 170.137 | -1350.00 | 5956510.00 |
4947 | 2013.11.29 18:30 | buy | 2303 | 0.10 | 167.798 | 167.033 | 170.783 | ||
4948 | 2013.12.02 02:45 | buy | 2304 | 0.10 | 168.463 | 167.492 | 171.842 | ||
4949 | 2013.12.03 06:26 | t/p | 2299 | 0.10 | 168.977 | 163.627 | 168.977 | 47830.00 | 6004340.00 |
4950 | 2013.12.03 06:45 | modify | 2303 | 0.10 | 167.798 | 168.169 | 170.783 |