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 |
5101 | 2014.02.20 04:15 | sell | 2376 | 0.10 | 169.914 | 170.674 | 166.924 | ||
5102 | 2014.02.20 15:59 | s/l | 2376 | 0.10 | 170.684 | 170.674 | 166.924 | -7700.00 | 6161570.00 |
5103 | 2014.02.21 16:15 | buy | 2377 | 0.10 | 171.305 | 170.532 | 174.282 | ||
5104 | 2014.02.21 23:06 | s/l | 2377 | 0.10 | 170.541 | 170.532 | 174.282 | -7640.00 | 6153930.00 |
5105 | 2014.02.25 05:00 | buy | 2378 | 0.10 | 170.892 | 170.294 | 173.274 | ||
5106 | 2014.02.25 17:00 | close | 2378 | 0.10 | 170.714 | 170.294 | 173.274 | -1780.00 | 6152150.00 |
5107 | 2014.02.25 17:00 | sell | 2379 | 0.10 | 170.704 | 171.505 | 167.905 | ||
5108 | 2014.02.26 11:00 | buy | 2380 | 0.10 | 170.806 | 170.199 | 173.179 | ||
5109 | 2014.02.26 11:45 | close | 2379 | 0.10 | 170.752 | 171.505 | 167.905 | -480.00 | 6151670.00 |
5110 | 2014.02.26 11:45 | buy | 2381 | 0.10 | 170.760 | 169.941 | 173.541 | ||
5111 | 2014.02.26 16:26 | s/l | 2380 | 0.10 | 170.203 | 170.199 | 173.179 | -6030.00 | 6145640.00 |
5112 | 2014.02.26 16:30 | sell | 2382 | 0.10 | 170.225 | 170.972 | 167.222 | ||
5113 | 2014.02.27 10:00 | sell | 2383 | 0.10 | 170.391 | 170.971 | 167.991 | ||
5114 | 2014.02.27 11:20 | s/l | 2381 | 0.10 | 169.942 | 169.941 | 173.541 | -8180.00 | 6137460.00 |
5115 | 2014.02.27 16:00 | close | 2383 | 0.10 | 170.096 | 170.971 | 167.991 | 2950.00 | 6140410.00 |
5116 | 2014.02.27 16:45 | close | 2382 | 0.10 | 170.264 | 170.972 | 167.222 | -390.00 | 6140020.00 |
5117 | 2014.02.28 07:00 | sell | 2384 | 0.10 | 169.480 | 170.229 | 166.479 | ||
5118 | 2014.02.28 09:05 | s/l | 2384 | 0.10 | 170.230 | 170.229 | 166.479 | -7500.00 | 6132520.00 |
5119 | 2014.03.03 11:15 | sell | 2385 | 0.10 | 169.302 | 170.049 | 166.299 | ||
5120 | 2014.03.04 09:28 | s/l | 2385 | 0.10 | 170.062 | 170.049 | 166.299 | -7600.00 | 6124920.00 |
5121 | 2014.03.05 14:45 | buy | 2386 | 0.10 | 171.260 | 170.481 | 174.231 | ||
5122 | 2014.03.06 14:01 | s/l | 2375 | 0.10 | 171.915 | 171.904 | 168.319 | -21850.00 | 6103070.00 |
5123 | 2014.03.06 16:00 | buy | 2387 | 0.10 | 172.354 | 171.776 | 177.126 | ||
5124 | 2014.03.06 17:15 | modify | 2386 | 0.10 | 171.260 | 171.472 | 174.231 | ||
5125 | 2014.03.06 18:15 | buy | 2388 | 0.10 | 172.412 | 171.444 | 175.794 | ||
5126 | 2014.03.07 15:30 | close | 2388 | 0.10 | 172.991 | 171.444 | 175.794 | 5790.00 | 6108860.00 |
5127 | 2014.03.07 15:30 | sell | 2389 | 0.10 | 172.986 | 173.267 | 169.667 | ||
5128 | 2014.03.07 15:30 | s/l | 2389 | 0.10 | 173.279 | 173.267 | 169.667 | -2930.00 | 6105930.00 |
5129 | 2014.03.07 16:00 | close | 2386 | 0.10 | 173.529 | 171.472 | 174.231 | 22690.00 | 6128620.00 |
5130 | 2014.03.07 16:00 | buy | 2390 | 0.10 | 173.539 | 172.771 | 176.521 | ||
5131 | 2014.03.07 17:53 | s/l | 2390 | 0.10 | 172.778 | 172.771 | 176.521 | -7610.00 | 6121010.00 |
5132 | 2014.03.10 16:21 | s/l | 2387 | 0.10 | 171.771 | 171.776 | 177.126 | -5830.00 | 6115180.00 |
5133 | 2014.03.10 17:00 | sell | 2391 | 0.10 | 171.887 | 174.854 | 170.214 | ||
5134 | 2014.03.11 20:30 | sell | 2392 | 0.10 | 171.151 | 171.904 | 168.154 | ||
5135 | 2014.03.12 13:30 | sell | 2393 | 0.10 | 170.557 | 171.348 | 167.748 | ||
5136 | 2014.03.12 13:51 | t/p | 2391 | 0.10 | 170.212 | 174.854 | 170.214 | 16750.00 | 6131930.00 |
5137 | 2014.03.12 15:00 | sell | 2394 | 0.10 | 170.553 | 174.550 | 168.870 | ||
5138 | 2014.03.13 07:56 | s/l | 2393 | 0.10 | 171.346 | 171.348 | 167.748 | -7890.00 | 6124040.00 |
5139 | 2014.03.13 19:45 | modify | 2392 | 0.10 | 171.151 | 170.667 | 168.154 | ||
5140 | 2014.03.13 20:15 | buy | 2395 | 0.10 | 169.348 | 168.538 | 172.138 | ||
5141 | 2014.03.13 21:21 | t/p | 2394 | 0.10 | 168.866 | 174.550 | 168.870 | 16870.00 | 6140910.00 |
5142 | 2014.03.13 21:45 | close | 2392 | 0.10 | 169.017 | 170.667 | 168.154 | 21340.00 | 6162250.00 |
5143 | 2014.03.13 21:45 | sell | 2396 | 0.10 | 168.984 | 169.741 | 165.991 | ||
5144 | 2014.03.14 14:09 | s/l | 2395 | 0.10 | 168.541 | 168.538 | 172.138 | -8070.00 | 6154180.00 |
5145 | 2014.03.14 15:00 | sell | 2397 | 0.10 | 168.181 | 169.122 | 164.772 | ||
5146 | 2014.03.14 16:00 | sell | 2398 | 0.10 | 168.159 | 168.709 | 163.359 | ||
5147 | 2014.03.14 17:01 | s/l | 2398 | 0.10 | 168.705 | 168.709 | 163.359 | -5460.00 | 6148720.00 |
5148 | 2014.03.14 20:00 | sell | 2399 | 0.10 | 168.669 | 169.224 | 163.874 | ||
5149 | 2014.03.17 09:03 | s/l | 2397 | 0.10 | 169.133 | 169.122 | 164.772 | -9520.00 | 6139200.00 |
5150 | 2014.03.17 10:00 | s/l | 2399 | 0.10 | 169.220 | 169.224 | 163.874 | -5510.00 | 6133690.00 |
5151 | 2014.03.17 23:00 | close | 2396 | 0.10 | 169.264 | 169.741 | 165.991 | -2800.00 | 6130890.00 |
5152 | 2014.03.18 03:00 | buy | 2400 | 0.10 | 169.558 | 165.567 | 171.247 | ||
5153 | 2014.03.18 16:30 | sell | 2401 | 0.10 | 168.221 | 168.979 | 165.229 | ||
5154 | 2014.03.18 20:00 | sell | 2402 | 0.10 | 167.930 | 168.479 | 163.129 | ||
5155 | 2014.03.19 07:30 | s/l | 2402 | 0.10 | 168.486 | 168.479 | 163.129 | -5560.00 | 6125330.00 |
5156 | 2014.03.19 12:10 | s/l | 2401 | 0.10 | 168.974 | 168.979 | 165.229 | -7530.00 | 6117800.00 |
5157 | 2014.03.20 15:30 | sell | 2403 | 0.10 | 168.970 | 169.735 | 166.135 | ||
5158 | 2014.03.24 11:45 | close | 2403 | 0.10 | 169.200 | 169.735 | 166.135 | -2300.00 | 6115500.00 |
5159 | 2014.03.25 13:00 | buy | 2404 | 0.10 | 168.683 | 167.856 | 171.456 | ||
5160 | 2014.03.25 15:45 | buy | 2405 | 0.10 | 169.200 | 168.428 | 172.178 | ||
5161 | 2014.03.25 16:00 | buy | 2406 | 0.10 | 169.165 | 168.559 | 171.539 | ||
5162 | 2014.03.25 19:00 | close | 2406 | 0.10 | 168.883 | 168.559 | 171.539 | -2820.00 | 6112680.00 |
5163 | 2014.03.26 15:00 | buy | 2407 | 0.10 | 169.391 | 168.801 | 171.781 | ||
5164 | 2014.03.26 21:00 | close | 2407 | 0.10 | 169.120 | 168.801 | 171.781 | -2710.00 | 6109970.00 |
5165 | 2014.03.26 21:00 | sell | 2408 | 0.10 | 169.119 | 169.707 | 166.727 | ||
5166 | 2014.03.27 09:15 | close | 2404 | 0.10 | 169.441 | 167.856 | 171.456 | 7580.00 | 6117550.00 |
5167 | 2014.03.27 12:30 | s/l | 2408 | 0.10 | 169.703 | 169.707 | 166.727 | -5840.00 | 6111710.00 |
5168 | 2014.03.27 17:00 | close | 2405 | 0.10 | 169.927 | 168.428 | 172.178 | 7270.00 | 6118980.00 |
5169 | 2014.03.27 17:00 | buy | 2409 | 0.10 | 169.942 | 169.167 | 172.917 | ||
5170 | 2014.03.28 18:28 | t/p | 2400 | 0.10 | 171.253 | 165.567 | 171.247 | 16950.00 | 6135930.00 |
5171 | 2014.03.28 18:45 | modify | 2409 | 0.10 | 169.942 | 170.316 | 172.917 | ||
5172 | 2014.03.31 18:15 | close | 2409 | 0.10 | 171.758 | 170.316 | 172.917 | 18160.00 | 6154090.00 |
5173 | 2014.04.02 04:15 | buy | 2410 | 0.10 | 172.751 | 171.984 | 175.734 | ||
5174 | 2014.04.03 04:15 | buy | 2411 | 0.10 | 172.999 | 172.034 | 176.384 | ||
5175 | 2014.04.04 05:30 | close | 2410 | 0.10 | 172.374 | 171.984 | 175.734 | -3770.00 | 6150320.00 |
5176 | 2014.04.04 15:01 | s/l | 2411 | 0.10 | 172.029 | 172.034 | 176.384 | -9700.00 | 6140620.00 |
5177 | 2014.04.04 15:30 | buy | 2412 | 0.10 | 171.871 | 171.391 | 174.991 | ||
5178 | 2014.04.04 16:45 | sell | 2413 | 0.10 | 171.943 | 172.686 | 168.936 | ||
5179 | 2014.04.04 17:00 | sell | 2414 | 0.10 | 171.810 | 172.385 | 169.405 | ||
5180 | 2014.04.04 18:00 | sell | 2415 | 0.10 | 171.842 | 173.663 | 170.152 | ||
5181 | 2014.04.04 19:03 | s/l | 2412 | 0.10 | 171.393 | 171.391 | 174.991 | -4780.00 | 6135840.00 |
5182 | 2014.04.07 08:30 | modify | 2413 | 0.10 | 171.943 | 171.608 | 168.936 | ||
5183 | 2014.04.07 17:11 | s/l | 2413 | 0.10 | 171.617 | 171.608 | 168.936 | 3260.00 | 6139100.00 |
5184 | 2014.04.08 11:45 | sell | 2416 | 0.10 | 171.254 | 172.060 | 168.460 | ||
5185 | 2014.04.08 20:00 | sell | 2417 | 0.10 | 170.609 | 171.356 | 167.606 | ||
5186 | 2014.04.08 21:21 | t/p | 2415 | 0.10 | 170.148 | 173.663 | 170.152 | 16940.00 | 6156040.00 |
5187 | 2014.04.09 00:00 | sell | 2418 | 0.10 | 170.492 | 173.663 | 168.818 | ||
5188 | 2014.04.09 23:00 | close | 2414 | 0.10 | 171.198 | 172.385 | 169.405 | 6120.00 | 6162160.00 |
5189 | 2014.04.09 23:00 | buy | 2419 | 0.10 | 171.199 | 170.605 | 173.585 | ||
5190 | 2014.04.10 01:22 | s/l | 2417 | 0.10 | 171.355 | 171.356 | 167.606 | -7460.00 | 6154700.00 |
5191 | 2014.04.10 08:00 | close | 2416 | 0.10 | 170.835 | 172.060 | 168.460 | 4190.00 | 6158890.00 |
5192 | 2014.04.10 09:41 | s/l | 2419 | 0.10 | 170.602 | 170.605 | 173.585 | -5970.00 | 6152920.00 |
5193 | 2014.04.10 10:00 | buy | 2420 | 0.10 | 170.745 | 169.931 | 173.531 | ||
5194 | 2014.04.10 12:00 | sell | 2421 | 0.10 | 170.372 | 170.962 | 167.982 | ||
5195 | 2014.04.10 12:15 | sell | 2422 | 0.10 | 170.249 | 171.009 | 167.259 | ||
5196 | 2014.04.10 16:00 | s/l | 2421 | 0.10 | 170.959 | 170.962 | 167.982 | -5870.00 | 6147050.00 |
5197 | 2014.04.10 17:00 | sell | 2423 | 0.10 | 170.607 | 171.186 | 168.206 | ||
5198 | 2014.04.11 14:04 | s/l | 2420 | 0.10 | 169.927 | 169.931 | 173.531 | -8180.00 | 6138870.00 |
5199 | 2014.04.11 16:00 | close | 2423 | 0.10 | 169.989 | 171.186 | 168.206 | 6180.00 | 6145050.00 |
5200 | 2014.04.14 13:30 | close | 2422 | 0.10 | 170.202 | 171.009 | 167.259 | 470.00 | 6145520.00 |
5201 | 2014.04.15 10:00 | sell | 2424 | 0.10 | 169.936 | 170.519 | 167.539 | ||
5202 | 2014.04.15 11:30 | sell | 2425 | 0.10 | 169.526 | 170.254 | 166.504 | ||
5203 | 2014.04.15 12:00 | close | 2424 | 0.10 | 170.143 | 170.519 | 167.539 | -2070.00 | 6143450.00 |
5204 | 2014.04.15 12:02 | s/l | 2425 | 0.10 | 170.248 | 170.254 | 166.504 | -7220.00 | 6136230.00 |
5205 | 2014.04.15 17:00 | buy | 2426 | 0.10 | 170.624 | 170.019 | 172.999 | ||
5206 | 2014.04.15 17:00 | buy | 2427 | 0.10 | 170.609 | 169.849 | 173.599 | ||
5207 | 2014.04.15 17:30 | close | 2427 | 0.10 | 170.210 | 169.849 | 173.599 | -3990.00 | 6132240.00 |
5208 | 2014.04.15 18:00 | close | 2426 | 0.10 | 170.057 | 170.019 | 172.999 | -5670.00 | 6126570.00 |
5209 | 2014.04.15 19:15 | buy | 2428 | 0.10 | 170.083 | 169.258 | 172.858 | ||
5210 | 2014.04.16 04:00 | buy | 2429 | 0.10 | 170.794 | 170.203 | 173.183 | ||
5211 | 2014.04.16 05:00 | buy | 2430 | 0.10 | 170.841 | 170.067 | 173.817 | ||
5212 | 2014.04.16 12:15 | modify | 2430 | 0.10 | 170.841 | 171.126 | 173.817 | ||
5213 | 2014.04.17 15:30 | close | 2428 | 0.10 | 171.730 | 169.258 | 172.858 | 16470.00 | 6143040.00 |
5214 | 2014.04.18 06:15 | close | 2430 | 0.10 | 171.949 | 171.126 | 173.817 | 11080.00 | 6154120.00 |
5215 | 2014.04.21 03:00 | sell | 2431 | 0.10 | 172.131 | 172.938 | 169.338 | ||
5216 | 2014.04.21 04:15 | buy | 2432 | 0.10 | 172.361 | 171.601 | 175.351 | ||
5217 | 2014.04.21 13:00 | close | 2429 | 0.10 | 172.304 | 170.203 | 173.183 | 15100.00 | 6169220.00 |
5218 | 2014.04.22 17:00 | buy | 2433 | 0.10 | 172.631 | 172.024 | 175.004 | ||
5219 | 2014.04.22 23:15 | close | 2431 | 0.10 | 172.667 | 172.938 | 169.338 | -5360.00 | 6163860.00 |
5220 | 2014.04.23 05:30 | close | 2432 | 0.10 | 172.558 | 171.601 | 175.351 | 1970.00 | 6165830.00 |
5221 | 2014.04.23 12:48 | s/l | 2433 | 0.10 | 172.013 | 172.024 | 175.004 | -6180.00 | 6159650.00 |
5222 | 2014.04.23 17:15 | sell | 2434 | 0.10 | 171.743 | 172.492 | 168.742 | ||
5223 | 2014.04.23 19:00 | sell | 2435 | 0.10 | 171.459 | 172.038 | 169.058 | ||
5224 | 2014.04.23 22:00 | close | 2435 | 0.10 | 171.876 | 172.038 | 169.058 | -4170.00 | 6155480.00 |
5225 | 2014.04.25 18:30 | close | 2434 | 0.10 | 171.560 | 172.492 | 168.742 | 1830.00 | 6157310.00 |
5226 | 2014.04.28 04:00 | sell | 2436 | 0.10 | 171.288 | 171.874 | 168.894 | ||
5227 | 2014.04.28 09:35 | s/l | 2436 | 0.10 | 171.870 | 171.874 | 168.894 | -5820.00 | 6151490.00 |
5228 | 2014.04.28 10:00 | buy | 2437 | 0.10 | 171.982 | 171.372 | 174.352 | ||
5229 | 2014.04.28 16:15 | buy | 2438 | 0.10 | 172.396 | 171.627 | 175.377 | ||
5230 | 2014.04.29 16:00 | buy | 2439 | 0.10 | 172.893 | 171.924 | 176.274 | ||
5231 | 2014.04.30 17:30 | close | 2438 | 0.10 | 172.451 | 171.627 | 175.377 | 550.00 | 6152040.00 |
5232 | 2014.05.01 12:15 | close | 2439 | 0.10 | 172.747 | 171.924 | 176.274 | -1460.00 | 6150580.00 |
5233 | 2014.05.01 13:00 | buy | 2440 | 0.10 | 172.904 | 172.132 | 175.882 | ||
5234 | 2014.05.01 19:00 | close | 2437 | 0.10 | 172.899 | 171.372 | 174.352 | 9170.00 | 6159750.00 |
5235 | 2014.05.02 16:00 | buy | 2441 | 0.10 | 173.218 | 172.639 | 177.989 | ||
5236 | 2014.05.02 16:00 | buy | 2442 | 0.10 | 173.218 | 172.609 | 175.589 | ||
5237 | 2014.05.02 17:44 | s/l | 2441 | 0.10 | 172.624 | 172.639 | 177.989 | -5940.00 | 6153810.00 |
5238 | 2014.05.02 17:44 | s/l | 2442 | 0.10 | 172.604 | 172.609 | 175.589 | -6140.00 | 6147670.00 |
5239 | 2014.05.05 04:00 | sell | 2443 | 0.10 | 172.269 | 172.855 | 169.875 | ||
5240 | 2014.05.05 04:45 | s/l | 2440 | 0.10 | 172.124 | 172.132 | 175.882 | -7800.00 | 6139870.00 |
5241 | 2014.05.05 05:45 | sell | 2444 | 0.10 | 171.986 | 172.733 | 168.983 | ||
5242 | 2014.05.06 10:33 | s/l | 2444 | 0.10 | 172.738 | 172.733 | 168.983 | -7520.00 | 6132350.00 |
5243 | 2014.05.06 11:17 | s/l | 2443 | 0.10 | 172.865 | 172.855 | 169.875 | -5960.00 | 6126390.00 |
5244 | 2014.05.07 15:30 | buy | 2445 | 0.10 | 172.818 | 172.054 | 175.804 | ||
5245 | 2014.05.07 16:00 | buy | 2446 | 0.10 | 172.826 | 172.221 | 175.201 | ||
5246 | 2014.05.07 17:30 | buy | 2447 | 0.10 | 172.586 | 171.760 | 175.360 | ||
5247 | 2014.05.07 18:00 | close | 2446 | 0.10 | 172.512 | 172.221 | 175.201 | -3140.00 | 6123250.00 |
5248 | 2014.05.08 18:00 | close | 2445 | 0.10 | 172.254 | 172.054 | 175.804 | -5640.00 | 6117610.00 |
5249 | 2014.05.08 18:00 | sell | 2448 | 0.10 | 172.248 | 172.998 | 169.248 | ||
5250 | 2014.05.08 20:00 | sell | 2449 | 0.10 | 172.079 | 172.661 | 169.681 |