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 |
5401 | 2014.09.04 18:00 | sell | 2523 | 0.10 | 172.324 | 173.129 | 169.529 | ||
5402 | 2014.09.04 18:30 | sell | 2524 | 0.10 | 172.177 | 172.927 | 169.177 | ||
5403 | 2014.09.05 15:30 | t/p | 2521 | 0.10 | 171.167 | 175.383 | 171.189 | 16970.00 | 6211380.00 |
5404 | 2014.09.05 18:00 | modify | 2524 | 0.10 | 172.177 | 171.947 | 169.177 | ||
5405 | 2014.09.08 00:00 | t/p | 2522 | 0.10 | 169.840 | 173.193 | 170.213 | 27770.00 | 6239150.00 |
5406 | 2014.09.08 00:15 | modify | 2523 | 0.10 | 172.324 | 170.722 | 169.529 | ||
5407 | 2014.09.08 08:00 | sell | 2525 | 0.10 | 170.306 | 170.855 | 165.505 | ||
5408 | 2014.09.08 12:16 | t/p | 2523 | 0.10 | 169.525 | 170.722 | 169.529 | 27990.00 | 6267140.00 |
5409 | 2014.09.08 12:30 | sell | 2526 | 0.10 | 169.374 | 170.321 | 165.971 | ||
5410 | 2014.09.08 16:43 | s/l | 2526 | 0.10 | 170.315 | 170.321 | 165.971 | -9410.00 | 6257730.00 |
5411 | 2014.09.08 19:45 | close | 2524 | 0.10 | 170.821 | 171.947 | 169.177 | 13560.00 | 6271290.00 |
5412 | 2014.09.08 19:50 | s/l | 2525 | 0.10 | 170.860 | 170.855 | 165.505 | -5540.00 | 6265750.00 |
5413 | 2014.09.08 20:15 | buy | 2527 | 0.10 | 171.084 | 170.260 | 173.860 | ||
5414 | 2014.09.10 09:30 | buy | 2528 | 0.10 | 171.824 | 171.058 | 174.808 | ||
5415 | 2014.09.10 10:00 | buy | 2529 | 0.10 | 171.828 | 169.342 | 173.501 | ||
5416 | 2014.09.10 16:30 | close | 2527 | 0.10 | 172.377 | 170.260 | 173.860 | 12930.00 | 6278680.00 |
5417 | 2014.09.10 21:30 | modify | 2528 | 0.10 | 171.824 | 172.263 | 174.808 | ||
5418 | 2014.09.11 10:57 | t/p | 2529 | 0.10 | 173.498 | 169.342 | 173.501 | 16700.00 | 6295380.00 |
5419 | 2014.09.11 14:45 | buy | 2530 | 0.10 | 174.083 | 173.118 | 177.468 | ||
5420 | 2014.09.12 00:00 | buy | 2531 | 0.10 | 174.120 | 173.533 | 178.883 | ||
5421 | 2014.09.12 10:45 | close | 2528 | 0.10 | 174.264 | 172.263 | 174.808 | 24400.00 | 6319780.00 |
5422 | 2014.09.15 11:00 | close | 2530 | 0.10 | 174.383 | 173.118 | 177.468 | 3000.00 | 6322780.00 |
5423 | 2014.09.16 03:00 | sell | 2532 | 0.10 | 173.837 | 175.383 | 172.164 | ||
5424 | 2014.09.16 10:19 | s/l | 2531 | 0.10 | 173.529 | 173.533 | 178.883 | -5910.00 | 6316870.00 |
5425 | 2014.09.16 11:00 | sell | 2533 | 0.10 | 173.316 | 173.904 | 170.924 | ||
5426 | 2014.09.16 13:00 | sell | 2534 | 0.10 | 173.250 | 173.996 | 170.246 | ||
5427 | 2014.09.16 17:00 | close | 2533 | 0.10 | 173.777 | 173.904 | 170.924 | -4610.00 | 6312260.00 |
5428 | 2014.09.16 17:00 | buy | 2535 | 0.10 | 173.777 | 173.177 | 176.157 | ||
5429 | 2014.09.16 18:56 | s/l | 2534 | 0.10 | 173.993 | 173.996 | 170.246 | -7430.00 | 6304830.00 |
5430 | 2014.09.16 19:00 | buy | 2536 | 0.10 | 174.007 | 173.196 | 176.796 | ||
5431 | 2014.09.17 10:45 | buy | 2537 | 0.10 | 174.927 | 174.152 | 177.902 | ||
5432 | 2014.09.17 12:00 | buy | 2538 | 0.10 | 174.778 | 174.209 | 179.559 | ||
5433 | 2014.09.17 17:03 | s/l | 2532 | 0.10 | 175.381 | 175.383 | 172.164 | -15440.00 | 6289390.00 |
5434 | 2014.09.17 22:24 | t/p | 2535 | 0.10 | 176.179 | 173.177 | 176.157 | 24020.00 | 6313410.00 |
5435 | 2014.09.17 22:45 | modify | 2537 | 0.10 | 174.927 | 175.160 | 177.902 | ||
5436 | 2014.09.17 22:45 | modify | 2536 | 0.10 | 174.007 | 175.060 | 176.796 | ||
5437 | 2014.09.18 07:03 | t/p | 2536 | 0.10 | 176.791 | 175.060 | 176.796 | 27840.00 | 6341250.00 |
5438 | 2014.09.18 08:15 | buy | 2539 | 0.10 | 176.941 | 175.966 | 180.316 | ||
5439 | 2014.09.18 15:23 | t/p | 2537 | 0.10 | 177.902 | 175.160 | 177.902 | 29750.00 | 6371000.00 |
5440 | 2014.09.19 03:49 | t/p | 2538 | 0.10 | 179.566 | 174.209 | 179.559 | 47880.00 | 6418880.00 |
5441 | 2014.09.19 04:00 | modify | 2539 | 0.10 | 176.941 | 178.342 | 180.316 | ||
5442 | 2014.09.19 04:20 | t/p | 2539 | 0.10 | 180.308 | 178.342 | 180.316 | 33670.00 | 6452550.00 |
5443 | 2014.09.23 10:45 | sell | 2540 | 0.10 | 177.315 | 178.066 | 174.316 | ||
5444 | 2014.09.23 12:00 | sell | 2541 | 0.10 | 177.143 | 180.728 | 175.731 | ||
5445 | 2014.09.23 15:05 | s/l | 2540 | 0.10 | 178.074 | 178.066 | 174.316 | -7590.00 | 6444960.00 |
5446 | 2014.09.23 21:45 | buy | 2542 | 0.10 | 178.510 | 177.741 | 181.491 | ||
5447 | 2014.09.24 11:00 | s/l | 2542 | 0.10 | 177.744 | 177.741 | 181.491 | -7660.00 | 6437300.00 |
5448 | 2014.09.24 16:00 | sell | 2543 | 0.10 | 178.080 | 178.620 | 173.270 | ||
5449 | 2014.09.24 18:15 | buy | 2544 | 0.10 | 178.056 | 177.244 | 180.844 | ||
5450 | 2014.09.25 03:00 | buy | 2545 | 0.10 | 178.495 | 177.900 | 180.880 | ||
5451 | 2014.09.25 04:00 | close | 2545 | 0.10 | 178.243 | 177.900 | 180.880 | -2520.00 | 6434780.00 |
5452 | 2014.09.25 09:00 | buy | 2546 | 0.10 | 178.273 | 177.683 | 180.663 | ||
5453 | 2014.09.25 09:15 | close | 2544 | 0.10 | 178.116 | 177.244 | 180.844 | 600.00 | 6435380.00 |
5454 | 2014.09.25 09:15 | sell | 2547 | 0.10 | 178.116 | 178.907 | 175.307 | ||
5455 | 2014.09.25 17:21 | s/l | 2546 | 0.10 | 177.676 | 177.683 | 180.663 | -5970.00 | 6429410.00 |
5456 | 2014.09.25 17:30 | sell | 2548 | 0.10 | 177.721 | 178.472 | 174.722 | ||
5457 | 2014.09.25 17:30 | close | 2547 | 0.10 | 177.735 | 178.907 | 175.307 | 3810.00 | 6433220.00 |
5458 | 2014.09.25 17:30 | buy | 2549 | 0.10 | 177.739 | 176.922 | 180.522 | ||
5459 | 2014.09.25 19:00 | sell | 2550 | 0.10 | 177.292 | 177.878 | 174.898 | ||
5460 | 2014.09.26 05:43 | s/l | 2550 | 0.10 | 177.870 | 177.878 | 174.898 | -5780.00 | 6427440.00 |
5461 | 2014.09.29 10:45 | close | 2549 | 0.10 | 177.946 | 176.922 | 180.522 | 2070.00 | 6429510.00 |
5462 | 2014.09.29 10:45 | sell | 2551 | 0.10 | 177.949 | 178.746 | 175.146 | ||
5463 | 2014.09.29 19:00 | close | 2548 | 0.10 | 177.980 | 178.472 | 174.722 | -2590.00 | 6426920.00 |
5464 | 2014.09.30 10:15 | buy | 2552 | 0.10 | 178.049 | 177.272 | 181.022 | ||
5465 | 2014.10.01 07:00 | close | 2551 | 0.10 | 177.935 | 178.746 | 175.146 | 140.00 | 6427060.00 |
5466 | 2014.10.01 17:00 | buy | 2553 | 0.10 | 177.756 | 176.928 | 180.528 | ||
5467 | 2014.10.01 17:15 | close | 2552 | 0.10 | 177.529 | 177.272 | 181.022 | -5200.00 | 6421860.00 |
5468 | 2014.10.01 17:15 | sell | 2554 | 0.10 | 177.515 | 178.275 | 174.525 | ||
5469 | 2014.10.01 18:00 | sell | 2555 | 0.10 | 177.544 | 178.134 | 175.154 | ||
5470 | 2014.10.01 19:57 | s/l | 2553 | 0.10 | 176.913 | 176.928 | 180.528 | -8430.00 | 6413430.00 |
5471 | 2014.10.01 23:30 | modify | 2554 | 0.10 | 177.515 | 177.099 | 174.525 | ||
5472 | 2014.10.02 11:19 | t/p | 2541 | 0.10 | 175.733 | 180.728 | 175.731 | 14100.00 | 6427530.00 |
5473 | 2014.10.02 12:00 | close | 2555 | 0.10 | 175.382 | 178.134 | 175.154 | 21620.00 | 6449150.00 |
5474 | 2014.10.02 16:15 | sell | 2556 | 0.10 | 175.321 | 176.120 | 172.520 | ||
5475 | 2014.10.02 18:40 | t/p | 2554 | 0.10 | 174.507 | 177.099 | 174.525 | 30080.00 | 6479230.00 |
5476 | 2014.10.06 10:15 | sell | 2557 | 0.10 | 174.702 | 175.443 | 171.693 | ||
5477 | 2014.10.06 12:30 | close | 2556 | 0.10 | 174.940 | 176.120 | 172.520 | 3810.00 | 6483040.00 |
5478 | 2014.10.07 09:30 | close | 2557 | 0.10 | 174.890 | 175.443 | 171.693 | -1880.00 | 6481160.00 |
5479 | 2014.10.07 09:30 | buy | 2558 | 0.10 | 174.908 | 174.078 | 177.678 | ||
5480 | 2014.10.07 11:00 | sell | 2559 | 0.10 | 174.578 | 175.161 | 172.181 | ||
5481 | 2014.10.07 12:15 | sell | 2560 | 0.10 | 174.397 | 175.137 | 171.387 | ||
5482 | 2014.10.07 18:00 | close | 2558 | 0.10 | 174.205 | 174.078 | 177.678 | -7030.00 | 6474130.00 |
5483 | 2014.10.07 18:00 | sell | 2561 | 0.10 | 174.222 | 175.015 | 171.415 | ||
5484 | 2014.10.09 03:53 | s/l | 2561 | 0.10 | 175.021 | 175.015 | 171.415 | -7990.00 | 6466140.00 |
5485 | 2014.10.09 09:45 | sell | 2562 | 0.10 | 174.245 | 175.043 | 171.443 | ||
5486 | 2014.10.09 13:30 | close | 2560 | 0.10 | 174.634 | 175.137 | 171.387 | -2370.00 | 6463770.00 |
5487 | 2014.10.10 12:12 | t/p | 2543 | 0.10 | 173.272 | 178.620 | 173.270 | 48080.00 | 6511850.00 |
5488 | 2014.10.10 12:15 | sell | 2563 | 0.10 | 173.268 | 174.022 | 170.272 | ||
5489 | 2014.10.10 20:00 | close | 2559 | 0.10 | 173.276 | 175.161 | 172.181 | 13020.00 | 6524870.00 |
5490 | 2014.10.13 06:00 | close | 2562 | 0.10 | 172.701 | 175.043 | 171.443 | 15440.00 | 6540310.00 |
5491 | 2014.10.13 12:00 | sell | 2564 | 0.10 | 172.911 | 173.456 | 168.106 | ||
5492 | 2014.10.13 23:00 | modify | 2563 | 0.10 | 173.268 | 173.023 | 170.272 | ||
5493 | 2014.10.13 23:00 | sell | 2565 | 0.10 | 172.073 | 173.032 | 168.682 | ||
5494 | 2014.10.14 13:30 | close | 2563 | 0.10 | 170.829 | 173.023 | 170.272 | 24390.00 | 6564700.00 |
5495 | 2014.10.15 15:45 | close | 2565 | 0.10 | 170.059 | 173.032 | 168.682 | 20140.00 | 6584840.00 |
5496 | 2014.10.15 15:45 | buy | 2566 | 0.10 | 170.061 | 169.241 | 172.841 | ||
5497 | 2014.10.15 16:30 | s/l | 2566 | 0.10 | 169.228 | 169.241 | 172.841 | -8330.00 | 6576510.00 |
5498 | 2014.10.15 18:00 | sell | 2567 | 0.10 | 169.317 | 170.277 | 165.927 | ||
5499 | 2014.10.15 20:18 | t/p | 2564 | 0.10 | 168.098 | 173.456 | 168.106 | 48130.00 | 6624640.00 |
5500 | 2014.10.15 23:45 | close | 2567 | 0.10 | 169.675 | 170.277 | 165.927 | -3580.00 | 6621060.00 |
5501 | 2014.10.16 12:00 | sell | 2568 | 0.10 | 169.553 | 170.097 | 164.747 | ||
5502 | 2014.10.16 17:30 | sell | 2569 | 0.10 | 169.852 | 170.647 | 167.047 | ||
5503 | 2014.10.16 17:35 | s/l | 2568 | 0.10 | 170.100 | 170.097 | 164.747 | -5470.00 | 6615590.00 |
5504 | 2014.10.16 20:03 | s/l | 2569 | 0.10 | 170.651 | 170.647 | 167.047 | -7990.00 | 6607600.00 |
5505 | 2014.10.22 11:00 | buy | 2570 | 0.10 | 171.993 | 171.178 | 174.778 | ||
5506 | 2014.10.22 11:40 | s/l | 2570 | 0.10 | 171.179 | 171.178 | 174.778 | -8140.00 | 6599460.00 |
5507 | 2014.10.22 14:45 | sell | 2571 | 0.10 | 171.664 | 172.421 | 168.671 | ||
5508 | 2014.10.22 18:15 | s/l | 2571 | 0.10 | 172.417 | 172.421 | 168.671 | -7530.00 | 6591930.00 |
5509 | 2014.10.23 05:30 | buy | 2572 | 0.10 | 172.261 | 171.446 | 175.046 | ||
5510 | 2014.10.23 15:45 | buy | 2573 | 0.10 | 172.744 | 171.983 | 175.733 | ||
5511 | 2014.10.23 16:00 | buy | 2574 | 0.10 | 172.867 | 172.276 | 175.256 | ||
5512 | 2014.10.23 17:00 | buy | 2575 | 0.10 | 172.920 | 171.065 | 174.348 | ||
5513 | 2014.10.24 18:15 | modify | 2573 | 0.10 | 172.744 | 173.055 | 175.733 | ||
5514 | 2014.10.27 01:45 | close | 2572 | 0.10 | 174.154 | 171.446 | 175.046 | 18930.00 | 6610860.00 |
5515 | 2014.10.27 17:00 | close | 2573 | 0.10 | 173.742 | 173.055 | 175.733 | 9980.00 | 6620840.00 |
5516 | 2014.10.28 13:45 | buy | 2576 | 0.10 | 174.149 | 173.381 | 177.131 | ||
5517 | 2014.10.28 15:05 | t/p | 2575 | 0.10 | 174.341 | 171.065 | 174.348 | 14210.00 | 6635050.00 |
5518 | 2014.10.28 15:05 | buy | 2577 | 0.10 | 174.343 | 171.703 | 175.712 | ||
5519 | 2014.10.28 15:45 | buy | 2578 | 0.10 | 174.381 | 173.554 | 177.154 | ||
5520 | 2014.10.29 01:00 | close | 2574 | 0.10 | 174.433 | 172.276 | 175.256 | 15660.00 | 6650710.00 |
5521 | 2014.10.29 18:00 | buy | 2579 | 0.10 | 174.539 | 173.943 | 176.923 | ||
5522 | 2014.10.29 21:00 | s/l | 2579 | 0.10 | 173.941 | 173.943 | 176.923 | -5980.00 | 6644730.00 |
5523 | 2014.10.30 11:45 | close | 2578 | 0.10 | 174.364 | 173.554 | 177.154 | -170.00 | 6644560.00 |
5524 | 2014.10.30 11:45 | sell | 2580 | 0.10 | 174.362 | 175.168 | 171.568 | ||
5525 | 2014.10.30 15:00 | close | 2576 | 0.10 | 174.275 | 173.381 | 177.131 | 1260.00 | 6645820.00 |
5526 | 2014.10.30 19:30 | buy | 2581 | 0.10 | 174.683 | 173.919 | 177.669 | ||
5527 | 2014.10.30 21:00 | buy | 2582 | 0.10 | 175.022 | 174.426 | 177.406 | ||
5528 | 2014.10.30 21:04 | s/l | 2580 | 0.10 | 175.172 | 175.168 | 171.568 | -8100.00 | 6637720.00 |
5529 | 2014.10.31 07:45 | t/p | 2577 | 0.10 | 175.721 | 171.703 | 175.712 | 13780.00 | 6651500.00 |
5530 | 2014.10.31 08:00 | buy | 2583 | 0.10 | 176.193 | 175.609 | 180.959 | ||
5531 | 2014.10.31 08:00 | close | 2582 | 0.10 | 176.152 | 174.426 | 177.406 | 11300.00 | 6662800.00 |
5532 | 2014.10.31 08:00 | buy | 2584 | 0.10 | 176.177 | 175.209 | 179.559 | ||
5533 | 2014.10.31 08:15 | modify | 2581 | 0.10 | 174.683 | 175.259 | 177.669 | ||
5534 | 2014.10.31 10:01 | t/p | 2581 | 0.10 | 177.663 | 175.259 | 177.669 | 29800.00 | 6692600.00 |
5535 | 2014.10.31 10:01 | buy | 2585 | 0.10 | 177.668 | 176.747 | 180.497 | ||
5536 | 2014.10.31 10:30 | close | 2584 | 0.10 | 177.937 | 175.209 | 179.559 | 17600.00 | 6710200.00 |
5537 | 2014.10.31 14:00 | modify | 2585 | 0.10 | 177.668 | 178.006 | 180.497 | ||
5538 | 2014.10.31 17:45 | buy | 2586 | 0.10 | 179.415 | 178.455 | 182.805 | ||
5539 | 2014.11.03 00:08 | t/p | 2585 | 0.10 | 180.494 | 178.006 | 180.497 | 28260.00 | 6738460.00 |
5540 | 2014.11.03 12:17 | t/p | 2583 | 0.10 | 180.969 | 175.609 | 180.959 | 47760.00 | 6786220.00 |
5541 | 2014.11.03 13:00 | modify | 2586 | 0.10 | 179.415 | 180.416 | 182.805 | ||
5542 | 2014.11.04 11:00 | close | 2586 | 0.10 | 181.760 | 180.416 | 182.805 | 23450.00 | 6809670.00 |
5543 | 2014.11.04 11:00 | sell | 2587 | 0.10 | 181.765 | 182.556 | 178.956 | ||
5544 | 2014.11.04 16:15 | close | 2587 | 0.10 | 181.779 | 182.556 | 178.956 | -140.00 | 6809530.00 |
5545 | 2014.11.04 16:15 | buy | 2588 | 0.10 | 181.780 | 180.954 | 184.554 | ||
5546 | 2014.11.05 06:30 | buy | 2589 | 0.10 | 182.449 | 181.682 | 185.432 | ||
5547 | 2014.11.05 08:00 | buy | 2590 | 0.10 | 182.810 | 182.237 | 187.587 | ||
5548 | 2014.11.05 08:43 | s/l | 2590 | 0.10 | 182.240 | 182.237 | 187.587 | -5700.00 | 6803830.00 |
5549 | 2014.11.05 08:45 | close | 2588 | 0.10 | 182.202 | 180.954 | 184.554 | 4220.00 | 6808050.00 |
5550 | 2014.11.05 16:00 | buy | 2591 | 0.10 | 183.152 | 182.592 | 187.942 |