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 |
5851 | 2015.03.26 09:00 | sell | 2733 | 0.10 | 176.988 | 177.933 | 173.583 | ||
5852 | 2015.03.26 09:59 | t/p | 2721 | 0.10 | 176.612 | 181.967 | 176.617 | 48010.00 | 6970160.00 |
5853 | 2015.03.26 20:00 | sell | 2734 | 0.10 | 176.926 | 177.473 | 172.123 | ||
5854 | 2015.03.27 07:30 | close | 2732 | 0.10 | 177.074 | 178.067 | 174.317 | 2390.00 | 6972550.00 |
5855 | 2015.03.27 12:50 | s/l | 2734 | 0.10 | 177.474 | 177.473 | 172.123 | -5480.00 | 6967070.00 |
5856 | 2015.03.27 12:50 | sell | 2735 | 0.10 | 177.453 | 177.563 | 172.213 | ||
5857 | 2015.03.27 13:06 | s/l | 2735 | 0.10 | 177.556 | 177.563 | 172.213 | -1030.00 | 6966040.00 |
5858 | 2015.03.27 14:27 | s/l | 2733 | 0.10 | 177.942 | 177.933 | 173.583 | -9540.00 | 6956500.00 |
5859 | 2015.03.30 03:15 | sell | 2736 | 0.10 | 177.255 | 178.059 | 174.459 | ||
5860 | 2015.03.30 12:00 | buy | 2737 | 0.10 | 177.727 | 177.140 | 182.490 | ||
5861 | 2015.03.30 12:00 | buy | 2738 | 0.10 | 177.725 | 175.506 | 179.400 | ||
5862 | 2015.03.30 14:30 | s/l | 2737 | 0.10 | 177.126 | 177.140 | 182.490 | -6010.00 | 6950490.00 |
5863 | 2015.03.30 16:30 | close | 2736 | 0.10 | 177.224 | 178.059 | 174.459 | 310.00 | 6950800.00 |
5864 | 2015.03.30 16:30 | buy | 2739 | 0.10 | 177.223 | 176.405 | 180.005 | ||
5865 | 2015.03.30 20:00 | buy | 2740 | 0.10 | 177.873 | 177.304 | 182.654 | ||
5866 | 2015.03.30 20:00 | buy | 2741 | 0.10 | 177.878 | 177.274 | 180.254 | ||
5867 | 2015.03.31 06:00 | close | 2741 | 0.10 | 177.615 | 177.274 | 180.254 | -2630.00 | 6948170.00 |
5868 | 2015.03.31 11:10 | s/l | 2740 | 0.10 | 177.307 | 177.304 | 182.654 | -5660.00 | 6942510.00 |
5869 | 2015.03.31 18:15 | buy | 2742 | 0.10 | 178.245 | 177.479 | 181.229 | ||
5870 | 2015.03.31 19:00 | close | 2739 | 0.10 | 178.127 | 176.405 | 180.005 | 9040.00 | 6951550.00 |
5871 | 2015.03.31 19:00 | sell | 2743 | 0.10 | 178.115 | 178.918 | 175.318 | ||
5872 | 2015.03.31 20:00 | buy | 2744 | 0.10 | 178.052 | 177.483 | 182.833 | ||
5873 | 2015.04.01 03:57 | s/l | 2742 | 0.10 | 177.487 | 177.479 | 181.229 | -7580.00 | 6943970.00 |
5874 | 2015.04.01 03:57 | s/l | 2744 | 0.10 | 177.480 | 177.483 | 182.833 | -5720.00 | 6938250.00 |
5875 | 2015.04.01 08:00 | buy | 2745 | 0.10 | 178.035 | 177.425 | 180.405 | ||
5876 | 2015.04.01 08:15 | buy | 2746 | 0.10 | 178.376 | 177.602 | 181.352 | ||
5877 | 2015.04.01 10:46 | s/l | 2746 | 0.10 | 177.589 | 177.602 | 181.352 | -7870.00 | 6930380.00 |
5878 | 2015.04.01 12:00 | close | 2745 | 0.10 | 177.514 | 177.425 | 180.405 | -5210.00 | 6925170.00 |
5879 | 2015.04.01 17:00 | sell | 2747 | 0.10 | 177.047 | 177.627 | 174.647 | ||
5880 | 2015.04.01 18:00 | close | 2747 | 0.10 | 177.278 | 177.627 | 174.647 | -2310.00 | 6922860.00 |
5881 | 2015.04.02 13:00 | sell | 2748 | 0.10 | 176.934 | 177.509 | 174.529 | ||
5882 | 2015.04.02 13:00 | sell | 2749 | 0.10 | 176.924 | 177.679 | 173.929 | ||
5883 | 2015.04.02 15:00 | close | 2748 | 0.10 | 177.274 | 177.509 | 174.529 | -3400.00 | 6919460.00 |
5884 | 2015.04.02 15:15 | close | 2743 | 0.10 | 177.130 | 178.918 | 175.318 | 9850.00 | 6929310.00 |
5885 | 2015.04.02 18:09 | s/l | 2749 | 0.10 | 177.673 | 177.679 | 173.929 | -7490.00 | 6921820.00 |
5886 | 2015.04.03 15:00 | sell | 2750 | 0.10 | 177.546 | 178.338 | 174.738 | ||
5887 | 2015.04.03 17:00 | sell | 2751 | 0.10 | 177.188 | 177.776 | 174.796 | ||
5888 | 2015.04.06 05:46 | s/l | 2751 | 0.10 | 177.770 | 177.776 | 174.796 | -5820.00 | 6916000.00 |
5889 | 2015.04.06 16:15 | buy | 2752 | 0.10 | 178.002 | 177.229 | 180.979 | ||
5890 | 2015.04.06 17:00 | buy | 2753 | 0.10 | 178.121 | 177.500 | 180.480 | ||
5891 | 2015.04.06 23:00 | close | 2753 | 0.10 | 177.895 | 177.500 | 180.480 | -2260.00 | 6913740.00 |
5892 | 2015.04.06 23:00 | sell | 2754 | 0.10 | 177.883 | 178.467 | 175.487 | ||
5893 | 2015.04.07 06:00 | close | 2754 | 0.10 | 178.274 | 178.467 | 175.487 | -3910.00 | 6909830.00 |
5894 | 2015.04.07 06:00 | buy | 2755 | 0.10 | 178.294 | 177.684 | 180.664 | ||
5895 | 2015.04.07 07:29 | s/l | 2750 | 0.10 | 178.346 | 178.338 | 174.738 | -8000.00 | 6901830.00 |
5896 | 2015.04.07 10:00 | close | 2755 | 0.10 | 178.106 | 177.684 | 180.664 | -1880.00 | 6899950.00 |
5897 | 2015.04.07 10:00 | sell | 2756 | 0.10 | 178.110 | 178.689 | 175.709 | ||
5898 | 2015.04.07 11:00 | close | 2756 | 0.10 | 178.522 | 178.689 | 175.709 | -4120.00 | 6895830.00 |
5899 | 2015.04.07 11:00 | buy | 2757 | 0.10 | 178.505 | 177.909 | 180.889 | ||
5900 | 2015.04.07 11:45 | close | 2752 | 0.10 | 178.006 | 177.229 | 180.979 | 40.00 | 6895870.00 |
5901 | 2015.04.07 12:00 | close | 2757 | 0.10 | 178.126 | 177.909 | 180.889 | -3790.00 | 6892080.00 |
5902 | 2015.04.07 14:15 | buy | 2758 | 0.10 | 178.560 | 177.798 | 181.548 | ||
5903 | 2015.04.08 07:35 | s/l | 2758 | 0.10 | 177.795 | 177.798 | 181.548 | -7650.00 | 6884430.00 |
5904 | 2015.04.08 13:00 | buy | 2759 | 0.10 | 178.968 | 178.202 | 181.952 | ||
5905 | 2015.04.09 10:24 | s/l | 2759 | 0.10 | 178.204 | 178.202 | 181.952 | -7640.00 | 6876790.00 |
5906 | 2015.04.09 17:00 | sell | 2760 | 0.10 | 177.573 | 178.320 | 174.570 | ||
5907 | 2015.04.10 12:00 | sell | 2761 | 0.10 | 176.059 | 176.607 | 171.257 | ||
5908 | 2015.04.10 12:00 | modify | 2760 | 0.10 | 177.573 | 177.184 | 174.570 | ||
5909 | 2015.04.10 12:00 | sell | 2762 | 0.10 | 176.066 | 177.007 | 172.657 | ||
5910 | 2015.04.10 17:15 | close | 2760 | 0.10 | 176.097 | 177.184 | 174.570 | 14760.00 | 6891550.00 |
5911 | 2015.04.13 08:31 | s/l | 2738 | 0.10 | 175.491 | 175.506 | 179.400 | -22340.00 | 6869210.00 |
5912 | 2015.04.13 10:30 | close | 2762 | 0.10 | 176.119 | 177.007 | 172.657 | -530.00 | 6868680.00 |
5913 | 2015.04.13 10:30 | buy | 2763 | 0.10 | 176.120 | 175.302 | 178.902 | ||
5914 | 2015.04.13 15:00 | close | 2763 | 0.10 | 176.119 | 175.302 | 178.902 | -10.00 | 6868670.00 |
5915 | 2015.04.13 15:00 | sell | 2764 | 0.10 | 176.125 | 176.926 | 173.326 | ||
5916 | 2015.04.13 16:00 | close | 2764 | 0.10 | 175.836 | 176.926 | 173.326 | 2890.00 | 6871560.00 |
5917 | 2015.04.13 16:00 | buy | 2765 | 0.10 | 175.836 | 175.013 | 178.613 | ||
5918 | 2015.04.14 08:45 | sell | 2766 | 0.10 | 175.504 | 175.885 | 172.505 | ||
5919 | 2015.04.14 11:35 | s/l | 2765 | 0.10 | 174.996 | 175.013 | 178.613 | -8400.00 | 6863160.00 |
5920 | 2015.04.14 12:00 | sell | 2767 | 0.10 | 174.979 | 175.920 | 171.570 | ||
5921 | 2015.04.14 14:15 | s/l | 2766 | 0.10 | 175.889 | 175.885 | 172.505 | -3850.00 | 6859310.00 |
5922 | 2015.04.14 14:30 | close | 2767 | 0.10 | 175.677 | 175.920 | 171.570 | -6980.00 | 6852330.00 |
5923 | 2015.04.14 16:02 | s/l | 2761 | 0.10 | 176.616 | 176.607 | 171.257 | -5570.00 | 6846760.00 |
5924 | 2015.04.14 16:15 | sell | 2768 | 0.10 | 176.302 | 177.097 | 173.497 | ||
5925 | 2015.04.15 16:00 | buy | 2769 | 0.10 | 176.514 | 175.934 | 181.284 | ||
5926 | 2015.04.15 20:15 | close | 2768 | 0.10 | 176.459 | 177.097 | 173.497 | -1570.00 | 6845190.00 |
5927 | 2015.04.15 20:15 | buy | 2770 | 0.10 | 176.443 | 175.633 | 179.233 | ||
5928 | 2015.04.16 12:45 | buy | 2771 | 0.10 | 177.125 | 176.730 | 180.110 | ||
5929 | 2015.04.16 15:00 | buy | 2772 | 0.10 | 177.587 | 174.875 | 179.272 | ||
5930 | 2015.04.17 12:00 | modify | 2771 | 0.10 | 177.125 | 177.326 | 180.110 | ||
5931 | 2015.04.17 12:15 | modify | 2770 | 0.10 | 176.443 | 177.512 | 179.233 | ||
5932 | 2015.04.17 16:30 | close | 2770 | 0.10 | 178.432 | 177.512 | 179.233 | 19890.00 | 6865080.00 |
5933 | 2015.04.20 09:13 | s/l | 2771 | 0.10 | 177.331 | 177.326 | 180.110 | 2060.00 | 6867140.00 |
5934 | 2015.04.21 10:00 | sell | 2773 | 0.10 | 177.568 | 178.156 | 175.176 | ||
5935 | 2015.04.21 11:07 | s/l | 2773 | 0.10 | 178.162 | 178.156 | 175.176 | -5940.00 | 6861200.00 |
5936 | 2015.04.21 12:15 | sell | 2774 | 0.10 | 177.763 | 178.563 | 174.963 | ||
5937 | 2015.04.21 16:00 | buy | 2775 | 0.10 | 178.030 | 177.424 | 180.404 | ||
5938 | 2015.04.21 17:00 | buy | 2776 | 0.10 | 178.229 | 177.836 | 181.216 | ||
5939 | 2015.04.21 18:05 | s/l | 2774 | 0.10 | 178.567 | 178.563 | 174.963 | -8040.00 | 6853160.00 |
5940 | 2015.04.22 11:45 | t/p | 2772 | 0.10 | 179.273 | 174.875 | 179.272 | 16860.00 | 6870020.00 |
5941 | 2015.04.22 12:30 | modify | 2776 | 0.10 | 178.229 | 178.435 | 181.216 | ||
5942 | 2015.04.22 12:30 | buy | 2777 | 0.10 | 179.605 | 178.625 | 182.975 | ||
5943 | 2015.04.23 01:17 | t/p | 2775 | 0.10 | 180.414 | 177.424 | 180.404 | 23840.00 | 6893860.00 |
5944 | 2015.04.23 18:15 | close | 2776 | 0.10 | 180.090 | 178.435 | 181.216 | 18610.00 | 6912470.00 |
5945 | 2015.04.24 08:45 | close | 2777 | 0.10 | 179.927 | 178.625 | 182.975 | 3220.00 | 6915690.00 |
5946 | 2015.04.24 11:00 | buy | 2778 | 0.10 | 180.591 | 180.180 | 183.560 | ||
5947 | 2015.04.24 11:45 | buy | 2779 | 0.10 | 180.738 | 179.763 | 184.113 | ||
5948 | 2015.04.24 17:07 | s/l | 2778 | 0.10 | 180.188 | 180.180 | 183.560 | -4030.00 | 6911660.00 |
5949 | 2015.04.27 08:00 | buy | 2780 | 0.10 | 180.722 | 180.128 | 183.108 | ||
5950 | 2015.04.27 13:00 | close | 2780 | 0.10 | 180.403 | 180.128 | 183.108 | -3190.00 | 6908470.00 |
5951 | 2015.04.27 18:00 | t/p | 2769 | 0.10 | 181.289 | 175.934 | 181.284 | 47750.00 | 6956220.00 |
5952 | 2015.04.27 18:01 | buy | 2781 | 0.10 | 181.325 | 180.088 | 185.438 | ||
5953 | 2015.04.28 08:00 | close | 2779 | 0.10 | 181.428 | 179.763 | 184.113 | 6900.00 | 6963120.00 |
5954 | 2015.04.28 15:00 | buy | 2782 | 0.10 | 181.877 | 181.103 | 184.853 | ||
5955 | 2015.04.28 15:00 | buy | 2783 | 0.10 | 181.866 | 180.903 | 185.253 | ||
5956 | 2015.04.29 11:15 | modify | 2782 | 0.10 | 181.877 | 182.098 | 184.853 | ||
5957 | 2015.04.29 19:15 | modify | 2783 | 0.10 | 181.866 | 182.978 | 185.253 | ||
5958 | 2015.04.30 07:19 | s/l | 2783 | 0.10 | 182.983 | 182.978 | 185.253 | 11170.00 | 6974290.00 |
5959 | 2015.04.30 13:00 | close | 2782 | 0.10 | 183.295 | 182.098 | 184.853 | 14180.00 | 6988470.00 |
5960 | 2015.05.01 10:15 | buy | 2784 | 0.10 | 183.992 | 183.232 | 186.982 | ||
5961 | 2015.05.01 11:45 | close | 2784 | 0.10 | 183.570 | 183.232 | 186.982 | -4220.00 | 6984250.00 |
5962 | 2015.05.01 15:00 | sell | 2785 | 0.10 | 182.839 | 184.490 | 181.428 | ||
5963 | 2015.05.01 22:15 | sell | 2786 | 0.10 | 181.851 | 182.601 | 178.851 | ||
5964 | 2015.05.04 21:43 | t/p | 2785 | 0.10 | 181.434 | 184.490 | 181.428 | 14050.00 | 6998300.00 |
5965 | 2015.05.05 09:15 | buy | 2787 | 0.10 | 181.808 | 180.980 | 184.580 | ||
5966 | 2015.05.05 16:59 | s/l | 2786 | 0.10 | 182.606 | 182.601 | 178.851 | -7550.00 | 6990750.00 |
5967 | 2015.05.06 10:00 | buy | 2788 | 0.10 | 182.433 | 181.825 | 184.805 | ||
5968 | 2015.05.06 10:52 | s/l | 2788 | 0.10 | 181.822 | 181.825 | 184.805 | -6110.00 | 6984640.00 |
5969 | 2015.05.06 14:00 | buy | 2789 | 0.10 | 182.376 | 181.777 | 184.757 | ||
5970 | 2015.05.06 18:00 | close | 2789 | 0.10 | 182.020 | 181.777 | 184.757 | -3560.00 | 6981080.00 |
5971 | 2015.05.06 23:00 | buy | 2790 | 0.10 | 182.224 | 181.622 | 184.602 | ||
5972 | 2015.05.07 06:15 | close | 2787 | 0.10 | 182.193 | 180.980 | 184.580 | 3850.00 | 6984930.00 |
5973 | 2015.05.07 09:59 | s/l | 2790 | 0.10 | 181.616 | 181.622 | 184.602 | -6080.00 | 6978850.00 |
5974 | 2015.05.07 10:00 | sell | 2791 | 0.10 | 181.633 | 182.008 | 178.628 | ||
5975 | 2015.05.07 11:00 | sell | 2792 | 0.10 | 181.644 | 182.807 | 180.230 | ||
5976 | 2015.05.07 12:00 | sell | 2793 | 0.10 | 181.289 | 181.863 | 178.883 | ||
5977 | 2015.05.07 13:00 | close | 2793 | 0.10 | 181.664 | 181.863 | 178.883 | -3750.00 | 6975100.00 |
5978 | 2015.05.07 14:00 | sell | 2794 | 0.10 | 181.221 | 181.803 | 178.823 | ||
5979 | 2015.05.07 15:53 | s/l | 2794 | 0.10 | 181.801 | 181.803 | 178.823 | -5800.00 | 6969300.00 |
5980 | 2015.05.07 18:17 | s/l | 2791 | 0.10 | 182.008 | 182.008 | 178.628 | -3750.00 | 6965550.00 |
5981 | 2015.05.07 21:00 | buy | 2795 | 0.10 | 182.421 | 181.831 | 184.811 | ||
5982 | 2015.05.07 21:30 | buy | 2796 | 0.10 | 182.797 | 182.032 | 185.782 | ||
5983 | 2015.05.07 21:30 | s/l | 2792 | 0.10 | 182.833 | 182.807 | 180.230 | -11890.00 | 6953660.00 |
5984 | 2015.05.08 00:30 | modify | 2796 | 0.10 | 182.797 | 183.102 | 185.782 | ||
5985 | 2015.05.08 00:30 | buy | 2797 | 0.10 | 184.482 | 183.479 | 187.829 | ||
5986 | 2015.05.08 00:39 | t/p | 2795 | 0.10 | 184.830 | 181.831 | 184.811 | 24090.00 | 6977750.00 |
5987 | 2015.05.08 05:20 | t/p | 2781 | 0.10 | 185.431 | 180.088 | 185.438 | 41060.00 | 7018810.00 |
5988 | 2015.05.08 05:20 | buy | 2798 | 0.10 | 185.472 | 183.988 | 189.338 | ||
5989 | 2015.05.08 05:59 | t/p | 2796 | 0.10 | 185.777 | 183.102 | 185.782 | 29800.00 | 7048610.00 |
5990 | 2015.05.11 17:15 | modify | 2797 | 0.10 | 184.482 | 185.512 | 187.829 | ||
5991 | 2015.05.11 20:45 | close | 2797 | 0.10 | 187.211 | 185.512 | 187.829 | 27290.00 | 7075900.00 |
5992 | 2015.05.12 12:15 | buy | 2799 | 0.10 | 187.929 | 186.961 | 191.311 | ||
5993 | 2015.05.13 11:45 | close | 2799 | 0.10 | 188.335 | 186.961 | 191.311 | 4060.00 | 7079960.00 |
5994 | 2015.05.13 11:45 | sell | 2800 | 0.10 | 188.331 | 189.127 | 185.527 | ||
5995 | 2015.05.14 12:30 | buy | 2801 | 0.10 | 188.325 | 187.558 | 191.308 | ||
5996 | 2015.05.15 08:00 | close | 2800 | 0.10 | 188.306 | 189.127 | 185.527 | 250.00 | 7080210.00 |
5997 | 2015.05.15 23:59 | s/l | 2801 | 0.10 | 187.542 | 187.558 | 191.308 | -7830.00 | 7072380.00 |
5998 | 2015.05.19 06:00 | buy | 2802 | 0.10 | 187.747 | 187.139 | 190.119 | ||
5999 | 2015.05.19 10:56 | s/l | 2802 | 0.10 | 187.129 | 187.139 | 190.119 | -6180.00 | 7066200.00 |
6000 | 2015.05.19 11:00 | sell | 2803 | 0.10 | 187.101 | 187.857 | 184.107 |