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 |
5251 | 2014.05.09 13:45 | close | 2447 | 0.10 | 171.971 | 171.760 | 175.360 | -6150.00 | 6111460.00 |
5252 | 2014.05.12 03:30 | buy | 2450 | 0.10 | 171.978 | 171.149 | 174.749 | ||
5253 | 2014.05.12 19:15 | close | 2448 | 0.10 | 172.287 | 172.998 | 169.248 | -390.00 | 6111070.00 |
5254 | 2014.05.13 07:25 | s/l | 2449 | 0.10 | 172.652 | 172.661 | 169.681 | -5730.00 | 6105340.00 |
5255 | 2014.05.13 23:45 | close | 2450 | 0.10 | 172.065 | 171.149 | 174.749 | 870.00 | 6106210.00 |
5256 | 2014.05.14 11:45 | sell | 2451 | 0.10 | 171.429 | 172.189 | 168.439 | ||
5257 | 2014.05.14 12:00 | sell | 2452 | 0.10 | 171.184 | 171.734 | 166.384 | ||
5258 | 2014.05.14 14:00 | sell | 2453 | 0.10 | 170.799 | 171.750 | 167.400 | ||
5259 | 2014.05.15 18:45 | modify | 2451 | 0.10 | 171.429 | 171.162 | 168.439 | ||
5260 | 2014.05.16 10:15 | close | 2453 | 0.10 | 170.577 | 171.750 | 167.400 | 2220.00 | 6108430.00 |
5261 | 2014.05.16 13:00 | close | 2451 | 0.10 | 170.566 | 171.162 | 168.439 | 8630.00 | 6117060.00 |
5262 | 2014.05.19 01:00 | close | 2418 | 0.10 | 170.820 | 173.663 | 168.818 | -3280.00 | 6113780.00 |
5263 | 2014.05.19 10:00 | sell | 2454 | 0.10 | 170.405 | 170.987 | 168.007 | ||
5264 | 2014.05.19 12:45 | sell | 2455 | 0.10 | 170.134 | 170.882 | 167.132 | ||
5265 | 2014.05.19 14:15 | sell | 2456 | 0.10 | 170.086 | 171.029 | 166.679 | ||
5266 | 2014.05.19 15:00 | close | 2454 | 0.10 | 170.439 | 170.987 | 168.007 | -340.00 | 6113440.00 |
5267 | 2014.05.20 11:30 | s/l | 2455 | 0.10 | 170.882 | 170.882 | 167.132 | -7480.00 | 6105960.00 |
5268 | 2014.05.21 07:00 | sell | 2457 | 0.10 | 170.332 | 170.912 | 167.932 | ||
5269 | 2014.05.21 09:45 | sell | 2458 | 0.10 | 169.980 | 170.739 | 166.989 | ||
5270 | 2014.05.21 10:30 | close | 2456 | 0.10 | 170.092 | 171.029 | 166.679 | -60.00 | 6105900.00 |
5271 | 2014.05.21 11:30 | s/l | 2458 | 0.10 | 170.736 | 170.739 | 166.989 | -7560.00 | 6098340.00 |
5272 | 2014.05.21 14:36 | s/l | 2457 | 0.10 | 170.914 | 170.912 | 167.932 | -5820.00 | 6092520.00 |
5273 | 2014.05.21 16:00 | buy | 2459 | 0.10 | 171.136 | 170.544 | 173.524 | ||
5274 | 2014.05.21 16:00 | buy | 2460 | 0.10 | 171.149 | 170.374 | 174.124 | ||
5275 | 2014.05.22 07:02 | s/l | 2452 | 0.10 | 171.732 | 171.734 | 166.384 | -5480.00 | 6087040.00 |
5276 | 2014.05.23 17:15 | close | 2460 | 0.10 | 171.547 | 170.374 | 174.124 | 3980.00 | 6091020.00 |
5277 | 2014.05.27 01:00 | close | 2459 | 0.10 | 171.655 | 170.544 | 173.524 | 5190.00 | 6096210.00 |
5278 | 2014.05.27 15:00 | sell | 2461 | 0.10 | 171.398 | 173.479 | 169.724 | ||
5279 | 2014.05.27 20:00 | sell | 2462 | 0.10 | 171.374 | 171.964 | 168.984 | ||
5280 | 2014.05.28 10:15 | sell | 2463 | 0.10 | 170.708 | 171.455 | 167.705 | ||
5281 | 2014.05.29 10:04 | t/p | 2461 | 0.10 | 169.713 | 173.479 | 169.724 | 16850.00 | 6113060.00 |
5282 | 2014.05.29 12:00 | close | 2462 | 0.10 | 169.935 | 171.964 | 168.984 | 14390.00 | 6127450.00 |
5283 | 2014.05.30 11:30 | close | 2463 | 0.10 | 170.246 | 171.455 | 167.705 | 4620.00 | 6132070.00 |
5284 | 2014.05.30 17:00 | buy | 2464 | 0.10 | 170.478 | 167.775 | 172.167 | ||
5285 | 2014.06.02 15:45 | buy | 2465 | 0.10 | 171.217 | 170.440 | 174.190 | ||
5286 | 2014.06.04 17:00 | close | 2465 | 0.10 | 171.842 | 170.440 | 174.190 | 6250.00 | 6138320.00 |
5287 | 2014.06.04 17:15 | buy | 2466 | 0.10 | 171.986 | 171.223 | 174.973 | ||
5288 | 2014.06.05 15:45 | buy | 2467 | 0.10 | 171.992 | 171.165 | 174.765 | ||
5289 | 2014.06.05 16:00 | buy | 2468 | 0.10 | 171.993 | 171.402 | 174.382 | ||
5290 | 2014.06.05 16:23 | t/p | 2464 | 0.10 | 172.163 | 167.775 | 172.167 | 16850.00 | 6155170.00 |
5291 | 2014.06.05 17:15 | close | 2467 | 0.10 | 171.966 | 171.165 | 174.765 | -260.00 | 6154910.00 |
5292 | 2014.06.05 17:15 | sell | 2469 | 0.10 | 171.957 | 172.767 | 169.167 | ||
5293 | 2014.06.06 18:30 | close | 2466 | 0.10 | 172.166 | 171.223 | 174.973 | 1800.00 | 6156710.00 |
5294 | 2014.06.09 13:30 | close | 2469 | 0.10 | 172.267 | 172.767 | 169.167 | -3100.00 | 6153610.00 |
5295 | 2014.06.10 08:00 | sell | 2470 | 0.10 | 171.941 | 173.479 | 170.267 | ||
5296 | 2014.06.10 13:00 | sell | 2471 | 0.10 | 171.872 | 172.628 | 168.878 | ||
5297 | 2014.06.10 16:00 | close | 2468 | 0.10 | 171.441 | 171.402 | 174.382 | -5520.00 | 6148090.00 |
5298 | 2014.06.10 16:00 | sell | 2472 | 0.10 | 171.447 | 172.018 | 169.038 | ||
5299 | 2014.06.12 14:15 | close | 2471 | 0.10 | 171.765 | 172.628 | 168.878 | 1070.00 | 6149160.00 |
5300 | 2014.06.12 23:33 | s/l | 2472 | 0.10 | 172.013 | 172.018 | 169.038 | -5660.00 | 6143500.00 |
5301 | 2014.06.13 03:00 | buy | 2473 | 0.10 | 172.476 | 171.878 | 174.858 | ||
5302 | 2014.06.13 07:15 | buy | 2474 | 0.10 | 172.983 | 172.008 | 176.358 | ||
5303 | 2014.06.13 08:00 | buy | 2475 | 0.10 | 172.886 | 172.321 | 177.671 | ||
5304 | 2014.06.13 08:30 | buy | 2476 | 0.10 | 172.948 | 172.173 | 175.923 | ||
5305 | 2014.06.17 03:30 | close | 2474 | 0.10 | 172.968 | 172.008 | 176.358 | -150.00 | 6143350.00 |
5306 | 2014.06.17 09:45 | close | 2476 | 0.10 | 173.127 | 172.173 | 175.923 | 1790.00 | 6145140.00 |
5307 | 2014.06.17 16:45 | buy | 2477 | 0.10 | 173.294 | 172.515 | 176.265 | ||
5308 | 2014.06.17 17:30 | buy | 2478 | 0.10 | 173.439 | 172.467 | 176.817 | ||
5309 | 2014.06.18 07:50 | s/l | 2470 | 0.10 | 173.479 | 173.479 | 170.267 | -15380.00 | 6129760.00 |
5310 | 2014.06.18 12:00 | close | 2473 | 0.10 | 173.239 | 171.878 | 174.858 | 7630.00 | 6137390.00 |
5311 | 2014.06.19 13:45 | close | 2478 | 0.10 | 173.324 | 172.467 | 176.817 | -1150.00 | 6136240.00 |
5312 | 2014.06.19 18:00 | close | 2477 | 0.10 | 173.613 | 172.515 | 176.265 | 3190.00 | 6139430.00 |
5313 | 2014.06.20 11:30 | buy | 2479 | 0.10 | 173.963 | 173.002 | 177.352 | ||
5314 | 2014.06.23 12:00 | sell | 2480 | 0.10 | 173.328 | 174.109 | 171.649 | ||
5315 | 2014.06.24 07:45 | close | 2479 | 0.10 | 173.532 | 173.002 | 177.352 | -4310.00 | 6135120.00 |
5316 | 2014.06.24 12:00 | sell | 2481 | 0.10 | 173.129 | 173.872 | 170.122 | ||
5317 | 2014.06.24 18:00 | buy | 2482 | 0.10 | 173.351 | 172.754 | 175.734 | ||
5318 | 2014.06.25 10:02 | s/l | 2482 | 0.10 | 172.757 | 172.754 | 175.734 | -5940.00 | 6129180.00 |
5319 | 2014.06.26 13:15 | close | 2481 | 0.10 | 173.287 | 173.872 | 170.122 | -1580.00 | 6127600.00 |
5320 | 2014.06.26 18:00 | sell | 2483 | 0.10 | 172.712 | 173.452 | 169.702 | ||
5321 | 2014.06.27 17:00 | sell | 2484 | 0.10 | 172.506 | 173.095 | 170.115 | ||
5322 | 2014.06.30 17:20 | s/l | 2484 | 0.10 | 173.106 | 173.095 | 170.115 | -6000.00 | 6121600.00 |
5323 | 2014.06.30 18:00 | buy | 2485 | 0.10 | 173.221 | 172.623 | 175.603 | ||
5324 | 2014.06.30 19:15 | close | 2483 | 0.10 | 173.337 | 173.452 | 169.702 | -6250.00 | 6115350.00 |
5325 | 2014.07.01 11:45 | buy | 2486 | 0.10 | 173.857 | 173.078 | 176.828 | ||
5326 | 2014.07.01 12:35 | s/l | 2480 | 0.10 | 174.107 | 174.109 | 171.649 | -7790.00 | 6107560.00 |
5327 | 2014.07.02 15:30 | buy | 2487 | 0.10 | 174.346 | 173.373 | 177.723 | ||
5328 | 2014.07.03 13:00 | close | 2486 | 0.10 | 174.796 | 173.078 | 176.828 | 9390.00 | 6116950.00 |
5329 | 2014.07.03 16:15 | buy | 2488 | 0.10 | 175.109 | 174.345 | 178.095 | ||
5330 | 2014.07.04 03:00 | close | 2485 | 0.10 | 175.290 | 172.623 | 175.603 | 20690.00 | 6137640.00 |
5331 | 2014.07.04 11:45 | close | 2487 | 0.10 | 174.995 | 173.373 | 177.723 | 6490.00 | 6144130.00 |
5332 | 2014.07.04 12:00 | close | 2475 | 0.10 | 175.058 | 172.321 | 177.671 | 21720.00 | 6165850.00 |
5333 | 2014.07.07 13:00 | sell | 2489 | 0.10 | 174.695 | 175.383 | 173.008 | ||
5334 | 2014.07.07 15:19 | s/l | 2488 | 0.10 | 174.348 | 174.345 | 178.095 | -7610.00 | 6158240.00 |
5335 | 2014.07.08 11:45 | sell | 2490 | 0.10 | 173.864 | 174.623 | 170.873 | ||
5336 | 2014.07.10 12:00 | sell | 2491 | 0.10 | 173.579 | 174.155 | 171.175 | ||
5337 | 2014.07.10 13:00 | close | 2490 | 0.10 | 173.521 | 174.623 | 170.873 | 3430.00 | 6161670.00 |
5338 | 2014.07.10 13:45 | sell | 2492 | 0.10 | 173.348 | 174.103 | 170.353 | ||
5339 | 2014.07.10 15:57 | t/p | 2489 | 0.10 | 173.009 | 175.383 | 173.008 | 16860.00 | 6178530.00 |
5340 | 2014.07.10 17:00 | sell | 2493 | 0.10 | 173.277 | 175.383 | 171.593 | ||
5341 | 2014.07.14 15:00 | close | 2492 | 0.10 | 173.612 | 174.103 | 170.353 | -2640.00 | 6175890.00 |
5342 | 2014.07.15 11:45 | buy | 2494 | 0.10 | 174.058 | 173.287 | 177.037 | ||
5343 | 2014.07.15 12:00 | close | 2491 | 0.10 | 174.048 | 174.155 | 171.175 | -4690.00 | 6171200.00 |
5344 | 2014.07.15 16:00 | buy | 2495 | 0.10 | 174.525 | 173.915 | 176.895 | ||
5345 | 2014.07.16 12:00 | close | 2495 | 0.10 | 174.167 | 173.915 | 176.895 | -3580.00 | 6167620.00 |
5346 | 2014.07.17 13:00 | close | 2494 | 0.10 | 173.694 | 173.287 | 177.037 | -3640.00 | 6163980.00 |
5347 | 2014.07.17 18:30 | sell | 2496 | 0.10 | 173.258 | 173.998 | 170.248 | ||
5348 | 2014.07.17 19:00 | sell | 2497 | 0.10 | 173.251 | 173.832 | 170.852 | ||
5349 | 2014.07.21 19:45 | close | 2496 | 0.10 | 172.977 | 173.998 | 170.248 | 2810.00 | 6166790.00 |
5350 | 2014.07.22 15:45 | sell | 2498 | 0.10 | 173.111 | 173.908 | 170.308 | ||
5351 | 2014.07.23 04:00 | close | 2497 | 0.10 | 173.207 | 173.832 | 170.852 | 440.00 | 6167230.00 |
5352 | 2014.07.23 12:15 | sell | 2499 | 0.10 | 172.741 | 173.497 | 169.747 | ||
5353 | 2014.07.24 12:00 | close | 2498 | 0.10 | 172.820 | 173.908 | 170.308 | 2910.00 | 6170140.00 |
5354 | 2014.07.25 13:30 | close | 2499 | 0.10 | 172.876 | 173.497 | 169.747 | -1350.00 | 6168790.00 |
5355 | 2014.07.30 16:00 | buy | 2500 | 0.10 | 173.407 | 172.633 | 176.383 | ||
5356 | 2014.08.01 17:15 | close | 2500 | 0.10 | 172.962 | 172.633 | 176.383 | -4450.00 | 6164340.00 |
5357 | 2014.08.01 17:45 | sell | 2501 | 0.10 | 172.833 | 173.578 | 169.828 | ||
5358 | 2014.08.01 19:00 | sell | 2502 | 0.10 | 172.424 | 173.378 | 169.028 | ||
5359 | 2014.08.05 15:15 | close | 2502 | 0.10 | 173.185 | 173.378 | 169.028 | -7610.00 | 6156730.00 |
5360 | 2014.08.05 19:00 | close | 2501 | 0.10 | 173.419 | 173.578 | 169.828 | -5860.00 | 6150870.00 |
5361 | 2014.08.06 12:00 | sell | 2503 | 0.10 | 172.493 | 173.063 | 170.083 | ||
5362 | 2014.08.06 13:15 | sell | 2504 | 0.10 | 172.323 | 173.066 | 169.316 | ||
5363 | 2014.08.06 13:30 | sell | 2505 | 0.10 | 172.275 | 173.233 | 168.883 | ||
5364 | 2014.08.06 19:17 | t/p | 2493 | 0.10 | 171.591 | 175.383 | 171.593 | 16860.00 | 6167730.00 |
5365 | 2014.08.06 19:17 | sell | 2506 | 0.10 | 171.581 | 172.876 | 167.526 | ||
5366 | 2014.08.08 05:15 | modify | 2504 | 0.10 | 172.323 | 171.995 | 169.316 | ||
5367 | 2014.08.08 08:00 | close | 2503 | 0.10 | 171.194 | 173.063 | 170.083 | 12990.00 | 6180720.00 |
5368 | 2014.08.08 09:45 | close | 2505 | 0.10 | 170.779 | 173.233 | 168.883 | 14960.00 | 6195680.00 |
5369 | 2014.08.08 14:30 | close | 2504 | 0.10 | 171.415 | 171.995 | 169.316 | 9080.00 | 6204760.00 |
5370 | 2014.08.12 19:00 | buy | 2507 | 0.10 | 171.803 | 169.540 | 173.483 | ||
5371 | 2014.08.12 20:00 | close | 2506 | 0.10 | 171.905 | 172.876 | 167.526 | -3240.00 | 6201520.00 |
5372 | 2014.08.12 20:00 | buy | 2508 | 0.10 | 171.898 | 171.333 | 176.683 | ||
5373 | 2014.08.13 10:45 | buy | 2509 | 0.10 | 172.399 | 171.638 | 175.388 | ||
5374 | 2014.08.13 12:34 | s/l | 2509 | 0.10 | 171.638 | 171.638 | 175.388 | -7610.00 | 6193910.00 |
5375 | 2014.08.13 12:34 | buy | 2510 | 0.10 | 171.681 | 171.441 | 175.191 | ||
5376 | 2014.08.13 12:40 | s/l | 2510 | 0.10 | 171.445 | 171.441 | 175.191 | -2360.00 | 6191550.00 |
5377 | 2014.08.13 12:48 | s/l | 2508 | 0.10 | 171.339 | 171.333 | 176.683 | -5590.00 | 6185960.00 |
5378 | 2014.08.15 18:30 | sell | 2511 | 0.10 | 170.712 | 171.458 | 167.708 | ||
5379 | 2014.08.18 10:10 | s/l | 2511 | 0.10 | 171.453 | 171.458 | 167.708 | -7410.00 | 6178550.00 |
5380 | 2014.08.18 11:00 | buy | 2512 | 0.10 | 171.482 | 170.885 | 173.865 | ||
5381 | 2014.08.19 11:30 | s/l | 2512 | 0.10 | 170.871 | 170.885 | 173.865 | -6110.00 | 6172440.00 |
5382 | 2014.08.20 11:45 | buy | 2513 | 0.10 | 171.979 | 171.218 | 174.968 | ||
5383 | 2014.08.20 12:00 | buy | 2514 | 0.10 | 171.987 | 171.389 | 174.369 | ||
5384 | 2014.08.22 13:00 | close | 2513 | 0.10 | 171.914 | 171.218 | 174.968 | -650.00 | 6171790.00 |
5385 | 2014.08.22 17:15 | sell | 2515 | 0.10 | 172.238 | 173.044 | 169.444 | ||
5386 | 2014.08.22 17:45 | buy | 2516 | 0.10 | 172.591 | 171.828 | 175.578 | ||
5387 | 2014.08.25 21:00 | close | 2514 | 0.10 | 172.384 | 171.389 | 174.369 | 3970.00 | 6175760.00 |
5388 | 2014.08.26 13:30 | close | 2515 | 0.10 | 172.233 | 173.044 | 169.444 | 50.00 | 6175810.00 |
5389 | 2014.08.26 19:00 | close | 2516 | 0.10 | 172.525 | 171.828 | 175.578 | -660.00 | 6175150.00 |
5390 | 2014.08.28 13:00 | sell | 2517 | 0.10 | 171.848 | 172.433 | 169.453 | ||
5391 | 2014.08.28 13:00 | sell | 2518 | 0.10 | 171.855 | 172.603 | 168.853 | ||
5392 | 2014.08.29 10:46 | s/l | 2517 | 0.10 | 172.425 | 172.433 | 169.453 | -5770.00 | 6169380.00 |
5393 | 2014.08.29 11:00 | buy | 2519 | 0.10 | 172.364 | 171.757 | 174.737 | ||
5394 | 2014.08.29 22:48 | s/l | 2518 | 0.10 | 172.613 | 172.603 | 168.853 | -7580.00 | 6161800.00 |
5395 | 2014.08.29 23:30 | buy | 2520 | 0.10 | 172.824 | 171.848 | 176.198 | ||
5396 | 2014.09.02 04:11 | t/p | 2507 | 0.10 | 173.482 | 169.540 | 173.483 | 16790.00 | 6178590.00 |
5397 | 2014.09.02 12:00 | close | 2519 | 0.10 | 173.459 | 171.757 | 174.737 | 10950.00 | 6189540.00 |
5398 | 2014.09.02 19:45 | close | 2520 | 0.10 | 173.311 | 171.848 | 176.198 | 4870.00 | 6194410.00 |
5399 | 2014.09.03 09:00 | sell | 2521 | 0.10 | 172.864 | 175.383 | 171.189 | ||
5400 | 2014.09.03 18:00 | sell | 2522 | 0.10 | 172.617 | 173.193 | 170.213 |