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 |
4951 | 2013.12.03 12:15 | close | 2304 | 0.10 | 168.499 | 167.492 | 171.842 | 360.00 | 6004700.00 |
4952 | 2013.12.03 15:41 | s/l | 2303 | 0.10 | 168.157 | 168.169 | 170.783 | 3590.00 | 6008290.00 |
4953 | 2013.12.04 19:30 | sell | 2305 | 0.10 | 167.238 | 167.987 | 164.237 | ||
4954 | 2013.12.04 20:00 | sell | 2306 | 0.10 | 167.304 | 167.855 | 162.505 | ||
4955 | 2013.12.05 18:45 | modify | 2305 | 0.10 | 167.238 | 166.979 | 164.237 | ||
4956 | 2013.12.06 10:17 | s/l | 2305 | 0.10 | 166.972 | 166.979 | 164.237 | 2660.00 | 6010950.00 |
4957 | 2013.12.06 15:40 | s/l | 2306 | 0.10 | 167.855 | 167.855 | 162.505 | -5510.00 | 6005440.00 |
4958 | 2013.12.06 20:00 | buy | 2307 | 0.10 | 168.087 | 165.870 | 169.514 | ||
4959 | 2013.12.09 19:15 | buy | 2308 | 0.10 | 169.418 | 168.441 | 172.791 | ||
4960 | 2013.12.09 19:31 | t/p | 2307 | 0.10 | 169.525 | 165.870 | 169.514 | 14380.00 | 6019820.00 |
4961 | 2013.12.09 20:00 | buy | 2309 | 0.10 | 169.417 | 168.839 | 174.189 | ||
4962 | 2013.12.10 17:00 | s/l | 2309 | 0.10 | 168.837 | 168.839 | 174.189 | -5800.00 | 6014020.00 |
4963 | 2013.12.11 09:42 | s/l | 2308 | 0.10 | 168.448 | 168.441 | 172.791 | -9700.00 | 6004320.00 |
4964 | 2013.12.11 18:00 | sell | 2310 | 0.10 | 167.707 | 168.461 | 164.711 | ||
4965 | 2013.12.12 09:35 | s/l | 2310 | 0.10 | 168.471 | 168.461 | 164.711 | -7640.00 | 5996680.00 |
4966 | 2013.12.13 04:00 | buy | 2311 | 0.10 | 169.289 | 167.529 | 170.709 | ||
4967 | 2013.12.13 06:30 | buy | 2312 | 0.10 | 169.714 | 168.948 | 172.698 | ||
4968 | 2013.12.13 12:08 | s/l | 2312 | 0.10 | 168.953 | 168.948 | 172.698 | -7610.00 | 5989070.00 |
4969 | 2013.12.16 05:15 | sell | 2313 | 0.10 | 167.561 | 168.314 | 164.564 | ||
4970 | 2013.12.16 05:19 | s/l | 2311 | 0.10 | 167.522 | 167.529 | 170.709 | -17670.00 | 5971400.00 |
4971 | 2013.12.16 10:44 | s/l | 2313 | 0.10 | 168.317 | 168.314 | 164.564 | -7560.00 | 5963840.00 |
4972 | 2013.12.17 14:00 | sell | 2314 | 0.10 | 167.415 | 168.166 | 164.416 | ||
4973 | 2013.12.18 11:30 | s/l | 2314 | 0.10 | 168.171 | 168.166 | 164.416 | -7560.00 | 5956280.00 |
4974 | 2013.12.18 17:00 | buy | 2315 | 0.10 | 168.866 | 166.580 | 170.282 | ||
4975 | 2013.12.18 20:30 | buy | 2316 | 0.10 | 169.150 | 168.382 | 172.132 | ||
4976 | 2013.12.18 20:59 | s/l | 2316 | 0.10 | 168.337 | 168.382 | 172.132 | -8130.00 | 5948150.00 |
4977 | 2013.12.18 21:30 | buy | 2317 | 0.10 | 169.892 | 169.119 | 172.869 | ||
4978 | 2013.12.18 22:00 | close | 2315 | 0.10 | 170.080 | 166.580 | 170.282 | 12140.00 | 5960290.00 |
4979 | 2013.12.18 22:30 | buy | 2318 | 0.10 | 170.270 | 169.295 | 173.645 | ||
4980 | 2013.12.19 00:00 | buy | 2319 | 0.10 | 170.933 | 170.352 | 175.702 | ||
4981 | 2013.12.19 03:16 | s/l | 2319 | 0.10 | 170.357 | 170.352 | 175.702 | -5760.00 | 5954530.00 |
4982 | 2013.12.19 08:00 | buy | 2320 | 0.10 | 170.518 | 169.942 | 175.292 | ||
4983 | 2013.12.19 21:45 | close | 2317 | 0.10 | 170.570 | 169.119 | 172.869 | 6780.00 | 5961310.00 |
4984 | 2013.12.20 16:30 | close | 2318 | 0.10 | 170.635 | 169.295 | 173.645 | 3650.00 | 5964960.00 |
4985 | 2013.12.20 16:30 | sell | 2321 | 0.10 | 170.632 | 171.430 | 167.830 | ||
4986 | 2013.12.20 21:34 | s/l | 2320 | 0.10 | 169.947 | 169.942 | 175.292 | -5710.00 | 5959250.00 |
4987 | 2013.12.23 00:03 | sell | 2322 | 0.10 | 169.917 | 171.206 | 168.194 | ||
4988 | 2013.12.23 12:00 | sell | 2323 | 0.10 | 169.963 | 170.519 | 165.169 | ||
4989 | 2013.12.23 17:00 | buy | 2324 | 0.10 | 170.005 | 169.399 | 172.379 | ||
4990 | 2013.12.24 03:10 | s/l | 2323 | 0.10 | 170.528 | 170.519 | 165.169 | -5650.00 | 5953600.00 |
4991 | 2013.12.24 12:45 | close | 2321 | 0.10 | 170.493 | 171.430 | 167.830 | 1390.00 | 5954990.00 |
4992 | 2013.12.24 14:30 | buy | 2325 | 0.10 | 170.674 | 169.910 | 173.660 | ||
4993 | 2013.12.26 02:27 | s/l | 2322 | 0.10 | 171.201 | 171.206 | 168.194 | -12840.00 | 5942150.00 |
4994 | 2013.12.26 02:45 | buy | 2326 | 0.10 | 171.515 | 170.540 | 174.890 | ||
4995 | 2013.12.26 04:00 | buy | 2327 | 0.10 | 171.609 | 171.029 | 176.379 | ||
4996 | 2013.12.26 04:45 | close | 2325 | 0.10 | 171.547 | 169.910 | 173.660 | 8730.00 | 5950880.00 |
4997 | 2013.12.26 05:00 | buy | 2328 | 0.10 | 171.665 | 170.894 | 174.644 | ||
4998 | 2013.12.27 02:51 | t/p | 2324 | 0.10 | 172.385 | 169.399 | 172.379 | 23800.00 | 5974680.00 |
4999 | 2013.12.27 05:15 | close | 2328 | 0.10 | 172.348 | 170.894 | 174.644 | 6830.00 | 5981510.00 |
5000 | 2013.12.27 13:30 | buy | 2329 | 0.10 | 173.202 | 172.424 | 176.174 | ||
5001 | 2013.12.27 14:00 | modify | 2326 | 0.10 | 171.515 | 172.755 | 174.890 | ||
5002 | 2013.12.27 23:00 | close | 2326 | 0.10 | 173.242 | 172.755 | 174.890 | 17270.00 | 5998780.00 |
5003 | 2013.12.30 13:45 | close | 2329 | 0.10 | 173.175 | 172.424 | 176.174 | -270.00 | 5998510.00 |
5004 | 2013.12.31 11:15 | sell | 2330 | 0.10 | 173.669 | 174.479 | 170.879 | ||
5005 | 2013.12.31 18:00 | buy | 2331 | 0.10 | 174.064 | 173.295 | 177.045 | ||
5006 | 2013.12.31 18:30 | close | 2330 | 0.10 | 174.219 | 174.479 | 170.879 | -5500.00 | 5993010.00 |
5007 | 2013.12.31 18:30 | buy | 2332 | 0.10 | 174.217 | 173.245 | 177.595 | ||
5008 | 2014.01.02 15:57 | s/l | 2331 | 0.10 | 173.295 | 173.295 | 177.045 | -7690.00 | 5985320.00 |
5009 | 2014.01.02 15:57 | s/l | 2332 | 0.10 | 173.247 | 173.245 | 177.595 | -9700.00 | 5975620.00 |
5010 | 2014.01.02 20:00 | sell | 2333 | 0.10 | 172.394 | 174.854 | 170.714 | ||
5011 | 2014.01.03 05:00 | close | 2333 | 0.10 | 171.366 | 174.854 | 170.714 | 10280.00 | 5985900.00 |
5012 | 2014.01.06 03:31 | s/l | 2327 | 0.10 | 171.036 | 171.029 | 176.379 | -5730.00 | 5980170.00 |
5013 | 2014.01.06 19:45 | sell | 2334 | 0.10 | 170.459 | 171.204 | 167.454 | ||
5014 | 2014.01.06 21:06 | s/l | 2334 | 0.10 | 171.208 | 171.204 | 167.454 | -7490.00 | 5972680.00 |
5015 | 2014.01.08 08:45 | buy | 2335 | 0.10 | 172.168 | 171.393 | 175.143 | ||
5016 | 2014.01.09 09:00 | close | 2335 | 0.10 | 172.690 | 171.393 | 175.143 | 5220.00 | 5977900.00 |
5017 | 2014.01.10 18:00 | sell | 2336 | 0.10 | 171.668 | 174.854 | 169.994 | ||
5018 | 2014.01.10 19:00 | sell | 2337 | 0.10 | 171.409 | 171.994 | 169.014 | ||
5019 | 2014.01.13 03:45 | sell | 2338 | 0.10 | 170.769 | 171.509 | 167.759 | ||
5020 | 2014.01.13 10:25 | t/p | 2336 | 0.10 | 169.988 | 174.854 | 169.994 | 16800.00 | 5994700.00 |
5021 | 2014.01.13 12:00 | sell | 2339 | 0.10 | 169.901 | 173.911 | 168.231 | ||
5022 | 2014.01.13 13:00 | close | 2339 | 0.10 | 169.989 | 173.911 | 168.231 | -880.00 | 5993820.00 |
5023 | 2014.01.13 15:45 | modify | 2338 | 0.10 | 170.769 | 170.295 | 167.759 | ||
5024 | 2014.01.13 15:55 | t/p | 2337 | 0.10 | 169.011 | 171.994 | 169.014 | 23980.00 | 6017800.00 |
5025 | 2014.01.14 04:00 | close | 2338 | 0.10 | 169.544 | 170.295 | 167.759 | 12250.00 | 6030050.00 |
5026 | 2014.01.15 15:15 | sell | 2340 | 0.10 | 170.868 | 171.661 | 168.061 | ||
5027 | 2014.01.16 04:58 | s/l | 2340 | 0.10 | 171.674 | 171.661 | 168.061 | -8060.00 | 6021990.00 |
5028 | 2014.01.16 19:00 | sell | 2341 | 0.10 | 170.442 | 174.435 | 168.755 | ||
5029 | 2014.01.17 04:45 | sell | 2342 | 0.10 | 170.233 | 170.982 | 167.232 | ||
5030 | 2014.01.17 11:30 | s/l | 2342 | 0.10 | 170.992 | 170.982 | 167.232 | -7590.00 | 6014400.00 |
5031 | 2014.01.17 12:30 | buy | 2343 | 0.10 | 171.738 | 170.961 | 174.711 | ||
5032 | 2014.01.20 02:17 | s/l | 2343 | 0.10 | 170.959 | 170.961 | 174.711 | -7790.00 | 6006610.00 |
5033 | 2014.01.20 03:00 | sell | 2344 | 0.10 | 170.556 | 171.350 | 167.750 | ||
5034 | 2014.01.20 11:05 | s/l | 2344 | 0.10 | 171.366 | 171.350 | 167.750 | -8100.00 | 5998510.00 |
5035 | 2014.01.21 05:00 | buy | 2345 | 0.10 | 171.948 | 171.176 | 174.926 | ||
5036 | 2014.01.22 05:15 | close | 2345 | 0.10 | 171.966 | 171.176 | 174.926 | 180.00 | 5998690.00 |
5037 | 2014.01.22 05:30 | sell | 2346 | 0.10 | 171.817 | 172.616 | 169.016 | ||
5038 | 2014.01.22 11:45 | buy | 2347 | 0.10 | 172.535 | 171.759 | 175.509 | ||
5039 | 2014.01.22 11:46 | s/l | 2346 | 0.10 | 172.621 | 172.616 | 169.016 | -8040.00 | 5990650.00 |
5040 | 2014.01.23 12:00 | close | 2347 | 0.10 | 173.152 | 171.759 | 175.509 | 6170.00 | 5996820.00 |
5041 | 2014.01.24 11:15 | sell | 2348 | 0.10 | 171.213 | 171.964 | 168.214 | ||
5042 | 2014.01.24 13:00 | close | 2341 | 0.10 | 170.404 | 174.435 | 168.755 | 380.00 | 5997200.00 |
5043 | 2014.01.24 13:30 | modify | 2348 | 0.10 | 171.213 | 170.925 | 168.214 | ||
5044 | 2014.01.27 00:04 | t/p | 2348 | 0.10 | 168.215 | 170.925 | 168.214 | 29980.00 | 6027180.00 |
5045 | 2014.01.29 02:15 | buy | 2349 | 0.10 | 171.182 | 170.355 | 173.955 | ||
5046 | 2014.01.29 12:48 | s/l | 2349 | 0.10 | 170.355 | 170.355 | 173.955 | -8270.00 | 6018910.00 |
5047 | 2014.01.29 17:00 | sell | 2350 | 0.10 | 169.282 | 173.284 | 167.604 | ||
5048 | 2014.01.29 22:30 | sell | 2351 | 0.10 | 169.113 | 169.857 | 166.107 | ||
5049 | 2014.01.30 13:00 | close | 2350 | 0.10 | 168.447 | 173.284 | 167.604 | 8350.00 | 6027260.00 |
5050 | 2014.01.30 13:00 | sell | 2352 | 0.10 | 168.441 | 172.433 | 166.753 | ||
5051 | 2014.01.30 18:00 | sell | 2353 | 0.10 | 169.443 | 170.253 | 166.653 | ||
5052 | 2014.01.30 22:45 | close | 2351 | 0.10 | 169.285 | 169.857 | 166.107 | -1720.00 | 6025540.00 |
5053 | 2014.01.31 07:30 | close | 2353 | 0.10 | 168.887 | 170.253 | 166.653 | 5560.00 | 6031100.00 |
5054 | 2014.01.31 07:30 | buy | 2354 | 0.10 | 168.878 | 168.064 | 171.664 | ||
5055 | 2014.01.31 12:15 | sell | 2355 | 0.10 | 168.584 | 169.331 | 165.581 | ||
5056 | 2014.01.31 15:15 | close | 2354 | 0.10 | 168.178 | 168.064 | 171.664 | -7000.00 | 6024100.00 |
5057 | 2014.01.31 15:15 | sell | 2356 | 0.10 | 168.179 | 169.129 | 164.779 | ||
5058 | 2014.02.03 00:03 | sell | 2357 | 0.10 | 167.582 | 168.023 | 162.673 | ||
5059 | 2014.02.03 00:15 | modify | 2355 | 0.10 | 168.584 | 168.373 | 165.581 | ||
5060 | 2014.02.03 01:30 | s/l | 2357 | 0.10 | 168.023 | 168.023 | 162.673 | -4410.00 | 6019690.00 |
5061 | 2014.02.03 11:50 | t/p | 2352 | 0.10 | 166.746 | 172.433 | 166.753 | 16950.00 | 6036640.00 |
5062 | 2014.02.03 12:00 | sell | 2358 | 0.10 | 166.523 | 167.070 | 161.720 | ||
5063 | 2014.02.03 12:30 | close | 2355 | 0.10 | 166.391 | 168.373 | 165.581 | 21930.00 | 6058570.00 |
5064 | 2014.02.03 13:00 | modify | 2356 | 0.10 | 168.179 | 167.117 | 164.779 | ||
5065 | 2014.02.03 19:21 | t/p | 2356 | 0.10 | 164.766 | 167.117 | 164.779 | 34130.00 | 6092700.00 |
5066 | 2014.02.03 22:00 | sell | 2359 | 0.10 | 164.450 | 165.394 | 161.044 | ||
5067 | 2014.02.04 11:30 | s/l | 2359 | 0.10 | 165.407 | 165.394 | 161.044 | -9570.00 | 6083130.00 |
5068 | 2014.02.06 04:00 | buy | 2360 | 0.10 | 165.480 | 164.653 | 168.253 | ||
5069 | 2014.02.06 19:00 | buy | 2361 | 0.10 | 166.465 | 163.876 | 167.889 | ||
5070 | 2014.02.06 23:00 | buy | 2362 | 0.10 | 166.756 | 165.995 | 169.745 | ||
5071 | 2014.02.07 00:00 | close | 2358 | 0.10 | 166.669 | 167.070 | 161.720 | -1460.00 | 6081670.00 |
5072 | 2014.02.07 00:00 | buy | 2363 | 0.10 | 166.668 | 166.084 | 171.434 | ||
5073 | 2014.02.07 15:45 | close | 2362 | 0.10 | 166.448 | 165.995 | 169.745 | -3080.00 | 6078590.00 |
5074 | 2014.02.07 16:15 | buy | 2364 | 0.10 | 167.398 | 166.636 | 170.386 | ||
5075 | 2014.02.07 16:29 | t/p | 2361 | 0.10 | 167.884 | 163.876 | 167.889 | 14190.00 | 6092780.00 |
5076 | 2014.02.07 16:45 | modify | 2360 | 0.10 | 165.480 | 166.833 | 168.253 | ||
5077 | 2014.02.07 17:15 | close | 2364 | 0.10 | 167.415 | 166.636 | 170.386 | 170.00 | 6092950.00 |
5078 | 2014.02.07 17:45 | buy | 2365 | 0.10 | 167.561 | 166.795 | 170.545 | ||
5079 | 2014.02.07 18:00 | buy | 2366 | 0.10 | 167.575 | 163.876 | 168.999 | ||
5080 | 2014.02.10 00:15 | close | 2360 | 0.10 | 168.078 | 166.833 | 168.253 | 25980.00 | 6118930.00 |
5081 | 2014.02.10 18:00 | close | 2365 | 0.10 | 167.305 | 166.795 | 170.545 | -2560.00 | 6116370.00 |
5082 | 2014.02.11 12:15 | buy | 2367 | 0.10 | 168.396 | 167.627 | 171.377 | ||
5083 | 2014.02.11 17:30 | buy | 2368 | 0.10 | 168.719 | 167.904 | 171.504 | ||
5084 | 2014.02.11 18:45 | t/p | 2366 | 0.10 | 168.998 | 163.876 | 168.999 | 14230.00 | 6130600.00 |
5085 | 2014.02.12 12:30 | close | 2367 | 0.10 | 168.754 | 167.627 | 171.377 | 3580.00 | 6134180.00 |
5086 | 2014.02.12 13:00 | buy | 2369 | 0.10 | 169.402 | 168.624 | 172.374 | ||
5087 | 2014.02.13 13:15 | close | 2369 | 0.10 | 169.662 | 168.624 | 172.374 | 2600.00 | 6136780.00 |
5088 | 2014.02.13 13:45 | close | 2368 | 0.10 | 169.600 | 167.904 | 171.504 | 8810.00 | 6145590.00 |
5089 | 2014.02.13 21:45 | buy | 2370 | 0.10 | 170.321 | 169.503 | 173.103 | ||
5090 | 2014.02.14 05:12 | s/l | 2370 | 0.10 | 169.505 | 169.503 | 173.103 | -8160.00 | 6137430.00 |
5091 | 2014.02.14 15:45 | buy | 2371 | 0.10 | 170.282 | 169.459 | 173.059 | ||
5092 | 2014.02.17 04:00 | buy | 2372 | 0.10 | 170.875 | 170.104 | 173.854 | ||
5093 | 2014.02.18 04:15 | close | 2372 | 0.10 | 170.495 | 170.104 | 173.854 | -3800.00 | 6133630.00 |
5094 | 2014.02.18 05:45 | buy | 2373 | 0.10 | 171.272 | 170.512 | 174.262 | ||
5095 | 2014.02.18 06:16 | t/p | 2363 | 0.10 | 171.434 | 166.084 | 171.434 | 47660.00 | 6181290.00 |
5096 | 2014.02.18 11:45 | s/l | 2373 | 0.10 | 170.515 | 170.512 | 174.262 | -7570.00 | 6173720.00 |
5097 | 2014.02.18 12:00 | close | 2371 | 0.10 | 170.653 | 169.459 | 173.059 | 3710.00 | 6177430.00 |
5098 | 2014.02.18 14:15 | buy | 2374 | 0.10 | 171.174 | 170.356 | 173.956 | ||
5099 | 2014.02.19 11:30 | s/l | 2374 | 0.10 | 170.358 | 170.356 | 173.956 | -8160.00 | 6169270.00 |
5100 | 2014.02.19 15:00 | sell | 2375 | 0.10 | 169.730 | 171.904 | 168.319 |