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 |
5551 | 2014.11.05 16:15 | buy | 2592 | 0.10 | 183.196 | 182.222 | 186.572 | ||
5552 | 2014.11.05 17:30 | close | 2589 | 0.10 | 182.796 | 181.682 | 185.432 | 3470.00 | 6811520.00 |
5553 | 2014.11.05 17:45 | buy | 2593 | 0.10 | 182.937 | 182.161 | 185.911 | ||
5554 | 2014.11.06 06:00 | modify | 2593 | 0.10 | 182.937 | 183.319 | 185.911 | ||
5555 | 2014.11.06 06:10 | s/l | 2593 | 0.10 | 183.228 | 183.319 | 185.911 | 2910.00 | 6814430.00 |
5556 | 2014.11.06 06:15 | close | 2592 | 0.10 | 183.035 | 182.222 | 186.572 | -1610.00 | 6812820.00 |
5557 | 2014.11.06 07:24 | s/l | 2591 | 0.10 | 182.583 | 182.592 | 187.942 | -5690.00 | 6807130.00 |
5558 | 2014.11.06 08:00 | buy | 2594 | 0.10 | 182.673 | 182.112 | 187.462 | ||
5559 | 2014.11.06 17:20 | s/l | 2594 | 0.10 | 182.113 | 182.112 | 187.462 | -5600.00 | 6801530.00 |
5560 | 2014.11.07 12:00 | sell | 2595 | 0.10 | 182.207 | 182.751 | 177.401 | ||
5561 | 2014.11.07 15:29 | s/l | 2595 | 0.10 | 182.762 | 182.751 | 177.401 | -5550.00 | 6795980.00 |
5562 | 2014.11.07 15:45 | buy | 2596 | 0.10 | 182.088 | 181.269 | 184.869 | ||
5563 | 2014.11.07 16:00 | sell | 2597 | 0.10 | 182.247 | 182.794 | 177.444 | ||
5564 | 2014.11.07 19:15 | sell | 2598 | 0.10 | 181.644 | 182.388 | 178.638 | ||
5565 | 2014.11.07 20:47 | s/l | 2596 | 0.10 | 181.266 | 181.269 | 184.869 | -8220.00 | 6787760.00 |
5566 | 2014.11.11 06:30 | s/l | 2598 | 0.10 | 182.388 | 182.388 | 178.638 | -7440.00 | 6780320.00 |
5567 | 2014.11.11 08:50 | s/l | 2597 | 0.10 | 182.786 | 182.794 | 177.444 | -5390.00 | 6774930.00 |
5568 | 2014.11.11 11:00 | buy | 2599 | 0.10 | 183.504 | 181.077 | 184.914 | ||
5569 | 2014.11.11 12:15 | buy | 2600 | 0.10 | 183.854 | 183.094 | 186.844 | ||
5570 | 2014.11.12 00:30 | buy | 2601 | 0.10 | 184.662 | 183.663 | 188.013 | ||
5571 | 2014.11.12 04:19 | s/l | 2601 | 0.10 | 183.653 | 183.663 | 188.013 | -10090.00 | 6764840.00 |
5572 | 2014.11.12 12:37 | s/l | 2600 | 0.10 | 183.092 | 183.094 | 186.844 | -7620.00 | 6757220.00 |
5573 | 2014.11.13 12:30 | buy | 2602 | 0.10 | 182.166 | 181.349 | 184.949 | ||
5574 | 2014.11.17 02:00 | buy | 2603 | 0.10 | 183.113 | 182.495 | 185.475 | ||
5575 | 2014.11.17 02:08 | s/l | 2603 | 0.10 | 182.498 | 182.495 | 185.475 | -6150.00 | 6751070.00 |
5576 | 2014.11.17 08:00 | sell | 2604 | 0.10 | 181.770 | 182.352 | 179.372 | ||
5577 | 2014.11.17 08:45 | close | 2602 | 0.10 | 181.869 | 181.349 | 184.949 | -2970.00 | 6748100.00 |
5578 | 2014.11.17 11:15 | sell | 2605 | 0.10 | 181.320 | 182.073 | 178.323 | ||
5579 | 2014.11.17 13:00 | close | 2604 | 0.10 | 181.787 | 182.352 | 179.372 | -170.00 | 6747930.00 |
5580 | 2014.11.17 13:44 | s/l | 2605 | 0.10 | 182.077 | 182.073 | 178.323 | -7570.00 | 6740360.00 |
5581 | 2014.11.18 00:00 | buy | 2606 | 0.10 | 182.475 | 181.846 | 184.826 | ||
5582 | 2014.11.18 03:00 | close | 2606 | 0.10 | 182.341 | 181.846 | 184.826 | -1340.00 | 6739020.00 |
5583 | 2014.11.18 10:00 | buy | 2607 | 0.10 | 182.775 | 182.185 | 185.165 | ||
5584 | 2014.11.18 11:45 | buy | 2608 | 0.10 | 183.151 | 182.372 | 186.122 | ||
5585 | 2014.11.18 12:13 | s/l | 2608 | 0.10 | 182.381 | 182.372 | 186.122 | -7700.00 | 6731320.00 |
5586 | 2014.11.18 12:13 | buy | 2609 | 0.10 | 182.401 | 182.281 | 186.031 | ||
5587 | 2014.11.18 12:13 | s/l | 2609 | 0.10 | 182.282 | 182.281 | 186.031 | -1190.00 | 6730130.00 |
5588 | 2014.11.18 15:00 | close | 2607 | 0.10 | 182.486 | 182.185 | 185.165 | -2890.00 | 6727240.00 |
5589 | 2014.11.18 22:00 | buy | 2610 | 0.10 | 182.772 | 182.177 | 185.157 | ||
5590 | 2014.11.19 08:15 | buy | 2611 | 0.10 | 183.285 | 182.516 | 186.266 | ||
5591 | 2014.11.19 13:15 | modify | 2611 | 0.10 | 183.285 | 183.533 | 186.266 | ||
5592 | 2014.11.19 20:00 | buy | 2612 | 0.10 | 184.686 | 184.124 | 189.474 | ||
5593 | 2014.11.19 21:21 | t/p | 2599 | 0.10 | 184.921 | 181.077 | 184.914 | 14170.00 | 6741410.00 |
5594 | 2014.11.19 21:30 | buy | 2613 | 0.10 | 184.965 | 183.988 | 188.338 | ||
5595 | 2014.11.20 00:42 | t/p | 2610 | 0.10 | 185.159 | 182.177 | 185.157 | 23870.00 | 6765280.00 |
5596 | 2014.11.21 03:45 | close | 2611 | 0.10 | 184.565 | 183.533 | 186.266 | 12800.00 | 6778080.00 |
5597 | 2014.11.21 11:26 | s/l | 2612 | 0.10 | 184.120 | 184.124 | 189.474 | -5660.00 | 6772420.00 |
5598 | 2014.11.21 12:01 | s/l | 2613 | 0.10 | 183.976 | 183.988 | 188.338 | -9890.00 | 6762530.00 |
5599 | 2014.11.21 16:00 | sell | 2614 | 0.10 | 184.645 | 185.187 | 179.837 | ||
5600 | 2014.11.24 13:07 | s/l | 2614 | 0.10 | 185.194 | 185.187 | 179.837 | -5490.00 | 6757040.00 |
5601 | 2014.11.24 16:45 | buy | 2615 | 0.10 | 185.758 | 184.995 | 188.745 | ||
5602 | 2014.11.24 18:00 | buy | 2616 | 0.10 | 185.861 | 182.520 | 187.286 | ||
5603 | 2014.11.25 02:15 | close | 2615 | 0.10 | 185.682 | 184.995 | 188.745 | -760.00 | 6756280.00 |
5604 | 2014.11.26 20:30 | buy | 2617 | 0.10 | 185.967 | 185.198 | 188.948 | ||
5605 | 2014.11.27 06:49 | s/l | 2617 | 0.10 | 185.191 | 185.198 | 188.948 | -7760.00 | 6748520.00 |
5606 | 2014.11.28 17:45 | sell | 2618 | 0.10 | 185.338 | 186.137 | 182.537 | ||
5607 | 2014.12.01 00:30 | buy | 2619 | 0.10 | 185.992 | 185.198 | 188.948 | ||
5608 | 2014.12.01 10:34 | s/l | 2618 | 0.10 | 186.136 | 186.137 | 182.537 | -7980.00 | 6740540.00 |
5609 | 2014.12.01 10:45 | sell | 2620 | 0.10 | 185.508 | 186.307 | 182.707 | ||
5610 | 2014.12.01 11:09 | s/l | 2619 | 0.10 | 185.200 | 185.198 | 188.948 | -7920.00 | 6732620.00 |
5611 | 2014.12.01 12:45 | buy | 2621 | 0.10 | 186.041 | 185.263 | 189.013 | ||
5612 | 2014.12.01 13:22 | s/l | 2620 | 0.10 | 186.303 | 186.307 | 182.707 | -7950.00 | 6724670.00 |
5613 | 2014.12.01 18:00 | buy | 2622 | 0.10 | 186.020 | 185.424 | 188.404 | ||
5614 | 2014.12.01 20:00 | buy | 2623 | 0.10 | 186.243 | 185.673 | 191.023 | ||
5615 | 2014.12.03 12:15 | sell | 2624 | 0.10 | 186.855 | 187.664 | 184.064 | ||
5616 | 2014.12.03 14:00 | close | 2621 | 0.10 | 187.013 | 185.263 | 189.013 | 9720.00 | 6734390.00 |
5617 | 2014.12.03 14:15 | close | 2624 | 0.10 | 187.101 | 187.664 | 184.064 | -2460.00 | 6731930.00 |
5618 | 2014.12.03 14:15 | buy | 2625 | 0.10 | 187.100 | 186.125 | 190.475 | ||
5619 | 2014.12.03 15:15 | t/p | 2616 | 0.10 | 187.282 | 182.520 | 187.286 | 14210.00 | 6746140.00 |
5620 | 2014.12.03 15:15 | buy | 2626 | 0.10 | 187.322 | 186.427 | 190.177 | ||
5621 | 2014.12.04 16:00 | close | 2625 | 0.10 | 187.961 | 186.125 | 190.475 | 8610.00 | 6754750.00 |
5622 | 2014.12.04 16:00 | sell | 2627 | 0.10 | 187.962 | 188.771 | 185.171 | ||
5623 | 2014.12.04 19:00 | close | 2627 | 0.10 | 187.969 | 188.771 | 185.171 | -70.00 | 6754680.00 |
5624 | 2014.12.04 19:00 | buy | 2628 | 0.10 | 187.959 | 187.141 | 190.741 | ||
5625 | 2014.12.05 03:00 | close | 2622 | 0.10 | 187.570 | 185.424 | 188.404 | 15500.00 | 6770180.00 |
5626 | 2014.12.05 11:30 | modify | 2626 | 0.10 | 187.322 | 187.621 | 190.177 | ||
5627 | 2014.12.05 16:30 | close | 2626 | 0.10 | 189.249 | 187.621 | 190.177 | 19270.00 | 6789450.00 |
5628 | 2014.12.05 17:00 | buy | 2629 | 0.10 | 189.573 | 188.793 | 192.543 | ||
5629 | 2014.12.08 08:50 | s/l | 2629 | 0.10 | 188.797 | 188.793 | 192.543 | -7760.00 | 6781690.00 |
5630 | 2014.12.08 15:15 | close | 2628 | 0.10 | 189.216 | 187.141 | 190.741 | 12570.00 | 6794260.00 |
5631 | 2014.12.09 07:00 | sell | 2630 | 0.10 | 187.971 | 189.730 | 186.282 | ||
5632 | 2014.12.09 14:00 | sell | 2631 | 0.10 | 187.672 | 188.427 | 184.677 | ||
5633 | 2014.12.09 17:08 | t/p | 2630 | 0.10 | 186.278 | 189.730 | 186.282 | 16930.00 | 6811190.00 |
5634 | 2014.12.09 17:15 | s/l | 2623 | 0.10 | 185.663 | 185.673 | 191.023 | -5800.00 | 6805390.00 |
5635 | 2014.12.09 17:30 | modify | 2631 | 0.10 | 187.672 | 186.976 | 184.677 | ||
5636 | 2014.12.09 18:00 | sell | 2632 | 0.10 | 186.671 | 189.730 | 185.001 | ||
5637 | 2014.12.09 18:00 | close | 2631 | 0.10 | 186.706 | 186.976 | 184.677 | 9660.00 | 6815050.00 |
5638 | 2014.12.10 22:06 | t/p | 2632 | 0.10 | 185.006 | 189.730 | 185.001 | 16650.00 | 6831700.00 |
5639 | 2014.12.11 15:45 | buy | 2633 | 0.10 | 186.011 | 185.182 | 188.782 | ||
5640 | 2014.12.12 12:00 | close | 2633 | 0.10 | 185.912 | 185.182 | 188.782 | -990.00 | 6830710.00 |
5641 | 2014.12.12 12:00 | sell | 2634 | 0.10 | 185.903 | 186.708 | 183.108 | ||
5642 | 2014.12.12 16:30 | s/l | 2634 | 0.10 | 186.709 | 186.708 | 183.108 | -8060.00 | 6822650.00 |
5643 | 2014.12.15 15:15 | sell | 2635 | 0.10 | 186.062 | 186.866 | 183.266 | ||
5644 | 2014.12.15 17:15 | sell | 2636 | 0.10 | 185.366 | 186.118 | 182.368 | ||
5645 | 2014.12.15 20:00 | sell | 2637 | 0.10 | 184.746 | 188.748 | 183.068 | ||
5646 | 2014.12.15 20:45 | modify | 2636 | 0.10 | 185.366 | 185.109 | 182.368 | ||
5647 | 2014.12.15 21:30 | modify | 2635 | 0.10 | 186.062 | 185.006 | 183.266 | ||
5648 | 2014.12.16 06:00 | close | 2637 | 0.10 | 183.730 | 188.748 | 183.068 | 10160.00 | 6832810.00 |
5649 | 2014.12.16 10:21 | t/p | 2635 | 0.10 | 183.270 | 185.006 | 183.266 | 27920.00 | 6860730.00 |
5650 | 2014.12.16 10:45 | sell | 2638 | 0.10 | 182.619 | 183.577 | 179.227 | ||
5651 | 2014.12.16 11:17 | t/p | 2636 | 0.10 | 182.359 | 185.109 | 182.368 | 30070.00 | 6890800.00 |
5652 | 2014.12.16 16:54 | s/l | 2638 | 0.10 | 183.578 | 183.577 | 179.227 | -9590.00 | 6881210.00 |
5653 | 2014.12.17 04:00 | sell | 2639 | 0.10 | 183.609 | 184.152 | 178.802 | ||
5654 | 2014.12.17 04:30 | buy | 2640 | 0.10 | 183.447 | 182.625 | 186.225 | ||
5655 | 2014.12.17 08:55 | s/l | 2639 | 0.10 | 184.152 | 184.152 | 178.802 | -5430.00 | 6875780.00 |
5656 | 2014.12.18 10:45 | close | 2640 | 0.10 | 184.559 | 182.625 | 186.225 | 11120.00 | 6886900.00 |
5657 | 2014.12.18 10:45 | sell | 2641 | 0.10 | 184.551 | 185.359 | 181.759 | ||
5658 | 2014.12.18 11:20 | s/l | 2641 | 0.10 | 185.355 | 185.359 | 181.759 | -8040.00 | 6878860.00 |
5659 | 2014.12.18 11:30 | buy | 2642 | 0.10 | 185.501 | 184.726 | 188.476 | ||
5660 | 2014.12.18 17:30 | modify | 2642 | 0.10 | 185.501 | 185.731 | 188.476 | ||
5661 | 2014.12.18 18:00 | close | 2642 | 0.10 | 185.787 | 185.731 | 188.476 | 2860.00 | 6881720.00 |
5662 | 2014.12.19 16:30 | sell | 2643 | 0.10 | 186.610 | 187.403 | 183.803 | ||
5663 | 2014.12.22 10:00 | s/l | 2643 | 0.10 | 187.412 | 187.403 | 183.803 | -8020.00 | 6873700.00 |
5664 | 2014.12.22 10:15 | buy | 2644 | 0.10 | 187.382 | 186.621 | 190.371 | ||
5665 | 2014.12.23 10:30 | close | 2644 | 0.10 | 187.272 | 186.621 | 190.371 | -1100.00 | 6872600.00 |
5666 | 2014.12.23 11:45 | buy | 2645 | 0.10 | 186.974 | 186.159 | 189.759 | ||
5667 | 2014.12.23 18:00 | buy | 2646 | 0.10 | 187.339 | 186.740 | 189.720 | ||
5668 | 2014.12.24 04:10 | s/l | 2646 | 0.10 | 186.742 | 186.740 | 189.720 | -5970.00 | 6866630.00 |
5669 | 2014.12.24 07:00 | sell | 2647 | 0.10 | 186.751 | 189.730 | 185.078 | ||
5670 | 2014.12.25 08:00 | close | 2645 | 0.10 | 186.910 | 186.159 | 189.759 | -640.00 | 6865990.00 |
5671 | 2014.12.25 08:27 | buy | 2648 | 0.10 | 186.967 | 186.328 | 189.308 | ||
5672 | 2014.12.29 05:15 | buy | 2649 | 0.10 | 187.606 | 186.838 | 190.588 | ||
5673 | 2014.12.29 18:00 | sell | 2650 | 0.10 | 187.261 | 188.053 | 184.453 | ||
5674 | 2014.12.30 04:21 | s/l | 2649 | 0.10 | 186.848 | 186.838 | 190.588 | -7580.00 | 6858410.00 |
5675 | 2014.12.30 09:00 | close | 2648 | 0.10 | 186.572 | 186.328 | 189.308 | -3950.00 | 6854460.00 |
5676 | 2014.12.30 09:00 | sell | 2651 | 0.10 | 186.588 | 187.160 | 184.180 | ||
5677 | 2014.12.30 09:15 | sell | 2652 | 0.10 | 186.398 | 187.155 | 183.405 | ||
5678 | 2014.12.30 17:01 | t/p | 2647 | 0.10 | 185.056 | 189.730 | 185.078 | 16950.00 | 6871410.00 |
5679 | 2014.12.30 17:30 | modify | 2652 | 0.10 | 186.398 | 186.113 | 183.405 | ||
5680 | 2014.12.30 17:30 | modify | 2650 | 0.10 | 187.261 | 186.213 | 184.453 | ||
5681 | 2014.12.30 18:00 | sell | 2653 | 0.10 | 185.731 | 189.730 | 184.045 | ||
5682 | 2014.12.30 18:00 | close | 2651 | 0.10 | 185.753 | 187.160 | 184.180 | 8350.00 | 6879760.00 |
5683 | 2014.12.31 07:11 | s/l | 2652 | 0.10 | 186.112 | 186.113 | 183.405 | 2860.00 | 6882620.00 |
5684 | 2014.12.31 07:12 | s/l | 2650 | 0.10 | 186.207 | 186.213 | 184.453 | 10540.00 | 6893160.00 |
5685 | 2015.01.02 17:45 | sell | 2654 | 0.10 | 184.831 | 185.583 | 181.833 | ||
5686 | 2015.01.05 00:01 | t/p | 2653 | 0.10 | 183.948 | 189.730 | 184.045 | 17830.00 | 6910990.00 |
5687 | 2015.01.05 00:45 | modify | 2654 | 0.10 | 184.831 | 184.622 | 181.833 | ||
5688 | 2015.01.05 02:00 | sell | 2655 | 0.10 | 184.012 | 188.008 | 182.328 | ||
5689 | 2015.01.05 05:00 | close | 2655 | 0.10 | 184.015 | 188.008 | 182.328 | -30.00 | 6910960.00 |
5690 | 2015.01.05 17:42 | t/p | 2654 | 0.10 | 181.825 | 184.622 | 181.833 | 30060.00 | 6941020.00 |
5691 | 2015.01.06 08:00 | sell | 2656 | 0.10 | 181.534 | 182.094 | 176.744 | ||
5692 | 2015.01.06 10:45 | sell | 2657 | 0.10 | 181.113 | 182.072 | 177.722 | ||
5693 | 2015.01.07 10:15 | close | 2657 | 0.10 | 180.486 | 182.072 | 177.722 | 6270.00 | 6947290.00 |
5694 | 2015.01.07 10:15 | buy | 2658 | 0.10 | 180.485 | 179.656 | 183.256 | ||
5695 | 2015.01.07 11:31 | s/l | 2658 | 0.10 | 179.654 | 179.656 | 183.256 | -8310.00 | 6938980.00 |
5696 | 2015.01.07 13:00 | buy | 2659 | 0.10 | 180.409 | 179.584 | 183.184 | ||
5697 | 2015.01.07 21:45 | close | 2659 | 0.10 | 179.939 | 179.584 | 183.184 | -4700.00 | 6934280.00 |
5698 | 2015.01.07 21:45 | sell | 2660 | 0.10 | 179.947 | 180.748 | 177.148 | ||
5699 | 2015.01.08 03:49 | s/l | 2660 | 0.10 | 180.742 | 180.748 | 177.148 | -7950.00 | 6926330.00 |
5700 | 2015.01.09 03:00 | buy | 2661 | 0.10 | 180.869 | 176.868 | 182.548 |