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 |
6001 | 2015.05.20 04:15 | buy | 2804 | 0.10 | 187.627 | 186.800 | 190.400 | ||
6002 | 2015.05.20 11:31 | s/l | 2803 | 0.10 | 187.864 | 187.857 | 184.107 | -7630.00 | 7058570.00 |
6003 | 2015.05.20 18:00 | buy | 2805 | 0.10 | 188.548 | 185.959 | 189.965 | ||
6004 | 2015.05.21 11:45 | buy | 2806 | 0.10 | 189.280 | 188.510 | 192.260 | ||
6005 | 2015.05.21 11:50 | t/p | 2798 | 0.10 | 189.343 | 183.988 | 189.338 | 38710.00 | 7097280.00 |
6006 | 2015.05.21 12:00 | buy | 2807 | 0.10 | 189.302 | 188.738 | 194.088 | ||
6007 | 2015.05.21 13:30 | modify | 2804 | 0.10 | 187.627 | 188.829 | 190.400 | ||
6008 | 2015.05.21 14:01 | t/p | 2805 | 0.10 | 189.964 | 185.959 | 189.965 | 14160.00 | 7111440.00 |
6009 | 2015.05.21 15:00 | buy | 2808 | 0.10 | 189.910 | 185.959 | 191.336 | ||
6010 | 2015.05.22 00:30 | close | 2804 | 0.10 | 189.546 | 188.829 | 190.400 | 19190.00 | 7130630.00 |
6011 | 2015.05.22 15:57 | s/l | 2807 | 0.10 | 188.725 | 188.738 | 194.088 | -5770.00 | 7124860.00 |
6012 | 2015.05.22 16:21 | s/l | 2806 | 0.10 | 188.505 | 188.510 | 192.260 | -7750.00 | 7117110.00 |
6013 | 2015.05.26 18:30 | buy | 2809 | 0.10 | 189.452 | 188.673 | 192.423 | ||
6014 | 2015.05.28 05:45 | buy | 2810 | 0.10 | 190.324 | 189.356 | 193.706 | ||
6015 | 2015.05.28 06:30 | modify | 2809 | 0.10 | 189.452 | 189.677 | 192.423 | ||
6016 | 2015.05.28 08:00 | buy | 2811 | 0.10 | 190.369 | 189.804 | 195.154 | ||
6017 | 2015.05.28 12:45 | s/l | 2811 | 0.10 | 189.801 | 189.804 | 195.154 | -5680.00 | 7111430.00 |
6018 | 2015.05.28 13:52 | s/l | 2809 | 0.10 | 189.682 | 189.677 | 192.423 | 2300.00 | 7113730.00 |
6019 | 2015.05.28 17:15 | close | 2810 | 0.10 | 189.863 | 189.356 | 193.706 | -4610.00 | 7109120.00 |
6020 | 2015.05.28 17:15 | sell | 2812 | 0.10 | 189.852 | 190.654 | 187.054 | ||
6021 | 2015.05.29 14:00 | sell | 2813 | 0.10 | 188.844 | 189.431 | 186.451 | ||
6022 | 2015.05.29 15:35 | s/l | 2813 | 0.10 | 189.427 | 189.431 | 186.451 | -5830.00 | 7103290.00 |
6023 | 2015.06.01 11:45 | sell | 2814 | 0.10 | 188.913 | 189.665 | 185.915 | ||
6024 | 2015.06.01 12:00 | sell | 2815 | 0.10 | 188.970 | 189.558 | 186.578 | ||
6025 | 2015.06.01 13:30 | close | 2812 | 0.10 | 188.819 | 190.654 | 187.054 | 10330.00 | 7113620.00 |
6026 | 2015.06.01 14:45 | close | 2814 | 0.10 | 189.077 | 189.665 | 185.915 | -1640.00 | 7111980.00 |
6027 | 2015.06.01 15:00 | sell | 2816 | 0.10 | 188.880 | 189.629 | 185.879 | ||
6028 | 2015.06.01 17:00 | s/l | 2815 | 0.10 | 189.583 | 189.558 | 186.578 | -6130.00 | 7105850.00 |
6029 | 2015.06.01 17:00 | s/l | 2816 | 0.10 | 189.654 | 189.629 | 185.879 | -7740.00 | 7098110.00 |
6030 | 2015.06.02 13:00 | buy | 2817 | 0.10 | 190.360 | 189.586 | 193.336 | ||
6031 | 2015.06.02 16:00 | sell | 2818 | 0.10 | 189.996 | 190.539 | 185.189 | ||
6032 | 2015.06.02 19:23 | s/l | 2818 | 0.10 | 190.532 | 190.539 | 185.189 | -5360.00 | 7092750.00 |
6033 | 2015.06.03 11:30 | s/l | 2817 | 0.10 | 189.583 | 189.586 | 193.336 | -7770.00 | 7084980.00 |
6034 | 2015.06.04 08:00 | buy | 2819 | 0.10 | 190.797 | 190.227 | 195.577 | ||
6035 | 2015.06.04 09:40 | s/l | 2819 | 0.10 | 190.222 | 190.227 | 195.577 | -5750.00 | 7079230.00 |
6036 | 2015.06.04 12:00 | buy | 2820 | 0.10 | 191.010 | 190.437 | 195.787 | ||
6037 | 2015.06.04 12:00 | buy | 2821 | 0.10 | 191.015 | 190.237 | 193.987 | ||
6038 | 2015.06.04 12:15 | buy | 2822 | 0.10 | 191.059 | 190.089 | 194.439 | ||
6039 | 2015.06.04 12:32 | t/p | 2808 | 0.10 | 191.348 | 185.959 | 191.336 | 14380.00 | 7093610.00 |
6040 | 2015.06.04 14:00 | buy | 2823 | 0.10 | 191.450 | 188.570 | 192.873 | ||
6041 | 2015.06.05 15:30 | s/l | 2820 | 0.10 | 190.427 | 190.437 | 195.787 | -5830.00 | 7087780.00 |
6042 | 2015.06.05 15:30 | buy | 2824 | 0.10 | 191.149 | 190.381 | 195.731 | ||
6043 | 2015.06.05 15:45 | close | 2822 | 0.10 | 191.394 | 190.089 | 194.439 | 3350.00 | 7091130.00 |
6044 | 2015.06.05 15:45 | sell | 2825 | 0.10 | 191.398 | 192.199 | 188.599 | ||
6045 | 2015.06.05 20:45 | close | 2825 | 0.10 | 191.826 | 192.199 | 188.599 | -4280.00 | 7086850.00 |
6046 | 2015.06.05 20:45 | buy | 2826 | 0.10 | 191.808 | 190.848 | 195.198 | ||
6047 | 2015.06.08 12:46 | s/l | 2826 | 0.10 | 190.843 | 190.848 | 195.198 | -9650.00 | 7077200.00 |
6048 | 2015.06.08 13:00 | sell | 2827 | 0.10 | 190.776 | 191.975 | 189.101 | ||
6049 | 2015.06.08 13:15 | close | 2821 | 0.10 | 190.873 | 190.237 | 193.987 | -1420.00 | 7075780.00 |
6050 | 2015.06.09 10:20 | s/l | 2824 | 0.10 | 190.390 | 190.381 | 195.731 | -7590.00 | 7068190.00 |
6051 | 2015.06.09 10:45 | sell | 2828 | 0.10 | 190.279 | 191.029 | 187.279 | ||
6052 | 2015.06.09 12:00 | sell | 2829 | 0.10 | 190.038 | 190.583 | 185.233 | ||
6053 | 2015.06.09 17:53 | s/l | 2829 | 0.10 | 190.617 | 190.583 | 185.233 | -5790.00 | 7062400.00 |
6054 | 2015.06.09 18:22 | s/l | 2828 | 0.10 | 191.032 | 191.029 | 187.279 | -7530.00 | 7054870.00 |
6055 | 2015.06.10 07:45 | sell | 2830 | 0.10 | 189.943 | 190.686 | 186.936 | ||
6056 | 2015.06.10 08:30 | sell | 2831 | 0.10 | 189.513 | 190.322 | 186.722 | ||
6057 | 2015.06.10 08:51 | t/p | 2827 | 0.10 | 189.092 | 191.975 | 189.101 | 16840.00 | 7071710.00 |
6058 | 2015.06.10 09:00 | sell | 2832 | 0.10 | 189.445 | 191.975 | 187.764 | ||
6059 | 2015.06.10 13:39 | s/l | 2831 | 0.10 | 190.329 | 190.322 | 186.722 | -8160.00 | 7063550.00 |
6060 | 2015.06.10 13:40 | s/l | 2830 | 0.10 | 190.690 | 190.686 | 186.936 | -7470.00 | 7056080.00 |
6061 | 2015.06.12 11:04 | s/l | 2832 | 0.10 | 191.983 | 191.975 | 187.764 | -25380.00 | 7030700.00 |
6062 | 2015.06.15 00:15 | buy | 2833 | 0.10 | 191.656 | 190.822 | 194.422 | ||
6063 | 2015.06.15 04:00 | buy | 2834 | 0.10 | 192.029 | 191.464 | 196.814 | ||
6064 | 2015.06.15 13:23 | s/l | 2834 | 0.10 | 191.457 | 191.464 | 196.814 | -5720.00 | 7024980.00 |
6065 | 2015.06.15 19:00 | buy | 2835 | 0.10 | 192.139 | 191.377 | 195.127 | ||
6066 | 2015.06.15 20:00 | buy | 2836 | 0.10 | 192.358 | 191.788 | 197.138 | ||
6067 | 2015.06.16 04:41 | t/p | 2823 | 0.10 | 192.879 | 188.570 | 192.873 | 14290.00 | 7039270.00 |
6068 | 2015.06.16 11:45 | close | 2833 | 0.10 | 192.295 | 190.822 | 194.422 | 6390.00 | 7045660.00 |
6069 | 2015.06.16 11:45 | buy | 2837 | 0.10 | 192.323 | 191.350 | 195.700 | ||
6070 | 2015.06.16 12:00 | close | 2837 | 0.10 | 192.100 | 191.350 | 195.700 | -2230.00 | 7043430.00 |
6071 | 2015.06.17 08:30 | modify | 2835 | 0.10 | 192.139 | 192.367 | 195.127 | ||
6072 | 2015.06.17 10:30 | buy | 2838 | 0.10 | 193.443 | 192.464 | 196.814 | ||
6073 | 2015.06.17 13:05 | t/p | 2835 | 0.10 | 195.119 | 192.367 | 195.127 | 29800.00 | 7073230.00 |
6074 | 2015.06.17 13:30 | buy | 2839 | 0.10 | 195.162 | 194.399 | 198.149 | ||
6075 | 2015.06.17 21:15 | modify | 2838 | 0.10 | 193.443 | 194.462 | 196.814 | ||
6076 | 2015.06.18 09:01 | s/l | 2838 | 0.10 | 194.463 | 194.462 | 196.814 | 10200.00 | 7083430.00 |
6077 | 2015.06.18 09:02 | s/l | 2839 | 0.10 | 194.400 | 194.399 | 198.149 | -7620.00 | 7075810.00 |
6078 | 2015.06.18 11:30 | sell | 2840 | 0.10 | 195.442 | 195.879 | 192.279 | ||
6079 | 2015.06.19 20:00 | sell | 2841 | 0.10 | 194.619 | 195.863 | 192.949 | ||
6080 | 2015.06.22 07:45 | close | 2840 | 0.10 | 195.136 | 195.879 | 192.279 | 3060.00 | 7078870.00 |
6081 | 2015.06.22 10:00 | buy | 2842 | 0.10 | 195.366 | 194.773 | 197.753 | ||
6082 | 2015.06.22 11:00 | close | 2842 | 0.10 | 195.199 | 194.773 | 197.753 | -1670.00 | 7077200.00 |
6083 | 2015.06.23 10:00 | buy | 2843 | 0.10 | 195.410 | 194.813 | 197.793 | ||
6084 | 2015.06.23 11:00 | close | 2843 | 0.10 | 195.154 | 194.813 | 197.793 | -2560.00 | 7074640.00 |
6085 | 2015.06.23 20:30 | sell | 2844 | 0.10 | 194.672 | 195.423 | 191.673 | ||
6086 | 2015.06.24 08:31 | s/l | 2844 | 0.10 | 195.434 | 195.423 | 191.673 | -7620.00 | 7067020.00 |
6087 | 2015.06.24 08:45 | sell | 2845 | 0.10 | 195.318 | 196.116 | 192.516 | ||
6088 | 2015.06.24 09:45 | buy | 2846 | 0.10 | 195.640 | 194.871 | 198.621 | ||
6089 | 2015.06.24 10:11 | s/l | 2841 | 0.10 | 195.861 | 195.863 | 192.949 | -12420.00 | 7054600.00 |
6090 | 2015.06.24 12:00 | close | 2836 | 0.10 | 195.620 | 191.788 | 197.138 | 32620.00 | 7087220.00 |
6091 | 2015.06.24 12:00 | sell | 2847 | 0.10 | 195.630 | 196.174 | 190.824 | ||
6092 | 2015.06.24 18:50 | s/l | 2846 | 0.10 | 194.873 | 194.871 | 198.621 | -7670.00 | 7079550.00 |
6093 | 2015.06.24 19:30 | sell | 2848 | 0.10 | 194.620 | 195.362 | 191.612 | ||
6094 | 2015.06.24 20:00 | sell | 2849 | 0.10 | 194.532 | 195.107 | 192.127 | ||
6095 | 2015.06.25 10:00 | close | 2849 | 0.10 | 194.280 | 195.107 | 192.127 | 2520.00 | 7082070.00 |
6096 | 2015.06.25 13:00 | modify | 2848 | 0.10 | 194.620 | 194.409 | 191.612 | ||
6097 | 2015.06.25 13:21 | s/l | 2848 | 0.10 | 194.407 | 194.409 | 191.612 | 2130.00 | 7084200.00 |
6098 | 2015.06.26 05:00 | close | 2845 | 0.10 | 194.202 | 196.116 | 192.516 | 11160.00 | 7095360.00 |
6099 | 2015.06.29 00:17 | sell | 2850 | 0.10 | 192.177 | 192.937 | 189.187 | ||
6100 | 2015.06.29 00:30 | close | 2850 | 0.10 | 192.197 | 192.937 | 189.187 | -200.00 | 7095160.00 |
6101 | 2015.06.29 00:30 | sell | 2851 | 0.10 | 192.147 | 192.898 | 189.148 | ||
6102 | 2015.06.29 00:45 | close | 2851 | 0.10 | 192.118 | 192.898 | 189.148 | 290.00 | 7095450.00 |
6103 | 2015.06.29 00:45 | sell | 2852 | 0.10 | 192.065 | 192.798 | 189.048 | ||
6104 | 2015.06.29 01:15 | close | 2852 | 0.10 | 192.174 | 192.798 | 189.048 | -1090.00 | 7094360.00 |
6105 | 2015.06.29 01:20 | sell | 2853 | 0.10 | 192.036 | 192.836 | 189.086 | ||
6106 | 2015.06.29 01:47 | s/l | 2853 | 0.10 | 192.856 | 192.836 | 189.086 | -8200.00 | 7086160.00 |
6107 | 2015.06.29 02:00 | sell | 2854 | 0.10 | 192.515 | 195.903 | 190.839 | ||
6108 | 2015.06.29 02:00 | sell | 2855 | 0.10 | 192.515 | 193.269 | 189.519 | ||
6109 | 2015.06.29 03:09 | s/l | 2855 | 0.10 | 193.292 | 193.269 | 189.519 | -7770.00 | 7078390.00 |
6110 | 2015.06.29 07:45 | sell | 2856 | 0.10 | 192.612 | 193.356 | 189.606 | ||
6111 | 2015.06.29 16:00 | s/l | 2856 | 0.10 | 193.357 | 193.356 | 189.606 | -7450.00 | 7070940.00 |
6112 | 2015.06.30 19:30 | sell | 2857 | 0.10 | 191.859 | 192.666 | 189.066 | ||
6113 | 2015.07.01 09:24 | s/l | 2857 | 0.10 | 192.675 | 192.666 | 189.066 | -8160.00 | 7062780.00 |
6114 | 2015.07.03 03:30 | sell | 2858 | 0.10 | 191.855 | 192.646 | 189.046 | ||
6115 | 2015.07.03 15:45 | sell | 2859 | 0.10 | 191.760 | 192.506 | 188.756 | ||
6116 | 2015.07.06 00:00 | t/p | 2847 | 0.10 | 189.637 | 196.174 | 190.824 | 59930.00 | 7122710.00 |
6117 | 2015.07.06 00:00 | t/p | 2854 | 0.10 | 189.627 | 195.903 | 190.839 | 28880.00 | 7151590.00 |
6118 | 2015.07.06 00:02 | sell | 2860 | 0.10 | 189.563 | 193.517 | 187.837 | ||
6119 | 2015.07.06 00:15 | modify | 2859 | 0.10 | 191.760 | 190.417 | 188.756 | ||
6120 | 2015.07.06 00:15 | modify | 2858 | 0.10 | 191.855 | 190.517 | 189.046 | ||
6121 | 2015.07.06 01:02 | s/l | 2859 | 0.10 | 190.419 | 190.417 | 188.756 | 13410.00 | 7165000.00 |
6122 | 2015.07.06 01:02 | s/l | 2858 | 0.10 | 190.546 | 190.517 | 189.046 | 13090.00 | 7178090.00 |
6123 | 2015.07.06 01:03 | sell | 2861 | 0.10 | 190.316 | 190.430 | 186.680 | ||
6124 | 2015.07.06 01:03 | s/l | 2861 | 0.10 | 190.468 | 190.430 | 186.680 | -1520.00 | 7176570.00 |
6125 | 2015.07.06 01:30 | sell | 2862 | 0.10 | 190.372 | 191.121 | 187.371 | ||
6126 | 2015.07.06 14:11 | s/l | 2862 | 0.10 | 191.123 | 191.121 | 187.371 | -7510.00 | 7169060.00 |
6127 | 2015.07.07 12:00 | sell | 2863 | 0.10 | 190.202 | 190.948 | 187.198 | ||
6128 | 2015.07.07 13:30 | sell | 2864 | 0.10 | 189.391 | 190.332 | 185.982 | ||
6129 | 2015.07.07 15:00 | modify | 2863 | 0.10 | 190.202 | 189.866 | 187.198 | ||
6130 | 2015.07.07 20:00 | sell | 2865 | 0.10 | 188.625 | 189.177 | 183.827 | ||
6131 | 2015.07.07 20:00 | close | 2860 | 0.10 | 188.655 | 193.517 | 187.837 | 9080.00 | 7178140.00 |
6132 | 2015.07.07 20:00 | sell | 2866 | 0.10 | 188.618 | 192.627 | 186.947 | ||
6133 | 2015.07.07 21:47 | s/l | 2865 | 0.10 | 189.173 | 189.177 | 183.827 | -5480.00 | 7172660.00 |
6134 | 2015.07.08 04:00 | sell | 2867 | 0.10 | 188.978 | 189.528 | 184.178 | ||
6135 | 2015.07.08 06:00 | close | 2866 | 0.10 | 188.647 | 192.627 | 186.947 | -290.00 | 7172370.00 |
6136 | 2015.07.08 10:41 | t/p | 2863 | 0.10 | 187.190 | 189.866 | 187.198 | 30120.00 | 7202490.00 |
6137 | 2015.07.08 11:00 | modify | 2864 | 0.10 | 189.391 | 188.251 | 185.982 | ||
6138 | 2015.07.08 17:02 | t/p | 2864 | 0.10 | 185.979 | 188.251 | 185.982 | 34120.00 | 7236610.00 |
6139 | 2015.07.10 12:00 | close | 2867 | 0.10 | 188.784 | 189.528 | 184.178 | 1940.00 | 7238550.00 |
6140 | 2015.07.10 12:00 | buy | 2868 | 0.10 | 188.774 | 188.206 | 193.556 | ||
6141 | 2015.07.10 12:00 | buy | 2869 | 0.10 | 188.779 | 184.993 | 190.196 | ||
6142 | 2015.07.10 13:00 | close | 2869 | 0.10 | 189.382 | 184.993 | 190.196 | 6030.00 | 7244580.00 |
6143 | 2015.07.14 13:00 | sell | 2870 | 0.10 | 192.301 | 193.108 | 189.508 | ||
6144 | 2015.07.14 13:15 | buy | 2871 | 0.10 | 192.305 | 191.542 | 195.292 | ||
6145 | 2015.07.14 14:00 | buy | 2872 | 0.10 | 192.185 | 188.183 | 193.603 | ||
6146 | 2015.07.15 04:34 | s/l | 2870 | 0.10 | 193.117 | 193.108 | 189.508 | -8160.00 | 7236420.00 |
6147 | 2015.07.15 10:07 | t/p | 2868 | 0.10 | 193.563 | 188.206 | 193.556 | 47890.00 | 7284310.00 |
6148 | 2015.07.15 10:07 | t/p | 2872 | 0.10 | 193.609 | 188.183 | 193.603 | 14240.00 | 7298550.00 |
6149 | 2015.07.15 10:15 | modify | 2871 | 0.10 | 192.305 | 192.546 | 195.292 | ||
6150 | 2015.07.15 11:45 | buy | 2873 | 0.10 | 193.155 | 192.345 | 195.945 |