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 |
6151 | 2015.07.16 11:00 | close | 2873 | 0.10 | 193.572 | 192.345 | 195.945 | 4170.00 | 7302720.00 |
6152 | 2015.07.16 11:00 | sell | 2874 | 0.10 | 193.582 | 194.374 | 190.774 | ||
6153 | 2015.07.16 14:30 | close | 2871 | 0.10 | 193.452 | 192.546 | 195.292 | 11470.00 | 7314190.00 |
6154 | 2015.07.17 06:00 | buy | 2875 | 0.10 | 193.971 | 190.563 | 195.390 | ||
6155 | 2015.07.17 09:45 | buy | 2876 | 0.10 | 194.325 | 193.561 | 197.311 | ||
6156 | 2015.07.17 09:51 | s/l | 2874 | 0.10 | 194.370 | 194.374 | 190.774 | -7880.00 | 7306310.00 |
6157 | 2015.07.17 13:59 | s/l | 2876 | 0.10 | 193.564 | 193.561 | 197.311 | -7610.00 | 7298700.00 |
6158 | 2015.07.17 18:00 | sell | 2877 | 0.10 | 193.782 | 194.586 | 190.986 | ||
6159 | 2015.07.20 16:00 | buy | 2878 | 0.10 | 193.383 | 192.792 | 195.772 | ||
6160 | 2015.07.21 13:15 | sell | 2879 | 0.10 | 193.148 | 193.889 | 190.139 | ||
6161 | 2015.07.21 14:15 | close | 2877 | 0.10 | 193.328 | 194.586 | 190.986 | 4540.00 | 7303240.00 |
6162 | 2015.07.21 17:36 | s/l | 2878 | 0.10 | 192.783 | 192.792 | 195.772 | -6000.00 | 7297240.00 |
6163 | 2015.07.22 13:30 | buy | 2880 | 0.10 | 193.559 | 192.737 | 196.337 | ||
6164 | 2015.07.22 17:17 | s/l | 2879 | 0.10 | 193.887 | 193.889 | 190.139 | -7390.00 | 7289850.00 |
6165 | 2015.07.23 17:56 | s/l | 2880 | 0.10 | 192.738 | 192.737 | 196.337 | -8210.00 | 7281640.00 |
6166 | 2015.07.23 19:15 | sell | 2881 | 0.10 | 192.172 | 192.919 | 189.169 | ||
6167 | 2015.07.27 20:30 | close | 2881 | 0.10 | 191.694 | 192.919 | 189.169 | 4780.00 | 7286420.00 |
6168 | 2015.07.28 10:00 | sell | 2882 | 0.10 | 192.254 | 192.825 | 189.845 | ||
6169 | 2015.07.28 11:59 | s/l | 2882 | 0.10 | 192.820 | 192.825 | 189.845 | -5660.00 | 7280760.00 |
6170 | 2015.07.28 17:00 | buy | 2883 | 0.10 | 192.898 | 192.135 | 195.885 | ||
6171 | 2015.07.29 18:00 | modify | 2883 | 0.10 | 192.898 | 193.178 | 195.885 | ||
6172 | 2015.07.29 21:00 | s/l | 2883 | 0.10 | 193.136 | 193.178 | 195.885 | 2380.00 | 7283140.00 |
6173 | 2015.07.30 12:45 | buy | 2884 | 0.10 | 194.041 | 193.273 | 197.023 | ||
6174 | 2015.07.31 10:48 | s/l | 2884 | 0.10 | 193.256 | 193.273 | 197.023 | -7850.00 | 7275290.00 |
6175 | 2015.07.31 15:45 | buy | 2885 | 0.10 | 193.810 | 192.982 | 196.582 | ||
6176 | 2015.08.03 11:00 | buy | 2886 | 0.10 | 194.215 | 193.620 | 196.600 | ||
6177 | 2015.08.03 11:00 | buy | 2887 | 0.10 | 194.216 | 193.450 | 197.200 | ||
6178 | 2015.08.03 12:58 | s/l | 2886 | 0.10 | 193.613 | 193.620 | 196.600 | -6020.00 | 7269270.00 |
6179 | 2015.08.03 14:43 | s/l | 2887 | 0.10 | 193.446 | 193.450 | 197.200 | -7700.00 | 7261570.00 |
6180 | 2015.08.03 19:30 | sell | 2888 | 0.10 | 193.195 | 193.952 | 190.202 | ||
6181 | 2015.08.03 20:00 | sell | 2889 | 0.10 | 193.100 | 193.681 | 190.701 | ||
6182 | 2015.08.04 12:00 | close | 2885 | 0.10 | 193.190 | 192.982 | 196.582 | -6200.00 | 7255370.00 |
6183 | 2015.08.04 15:12 | s/l | 2889 | 0.10 | 193.681 | 193.681 | 190.701 | -5810.00 | 7249560.00 |
6184 | 2015.08.04 18:00 | sell | 2890 | 0.10 | 193.294 | 193.865 | 190.885 | ||
6185 | 2015.08.04 20:00 | close | 2890 | 0.10 | 193.768 | 193.865 | 190.885 | -4740.00 | 7244820.00 |
6186 | 2015.08.04 20:00 | buy | 2891 | 0.10 | 193.767 | 193.177 | 196.157 | ||
6187 | 2015.08.05 11:19 | s/l | 2888 | 0.10 | 193.948 | 193.952 | 190.202 | -7530.00 | 7237290.00 |
6188 | 2015.08.05 13:00 | buy | 2892 | 0.10 | 193.876 | 193.100 | 196.850 | ||
6189 | 2015.08.05 16:30 | buy | 2893 | 0.10 | 194.510 | 193.538 | 197.888 | ||
6190 | 2015.08.05 17:30 | modify | 2892 | 0.10 | 193.876 | 194.154 | 196.850 | ||
6191 | 2015.08.06 14:00 | close | 2891 | 0.10 | 194.568 | 193.177 | 196.157 | 8010.00 | 7245300.00 |
6192 | 2015.08.06 14:00 | s/l | 2892 | 0.10 | 194.145 | 194.154 | 196.850 | 2690.00 | 7247990.00 |
6193 | 2015.08.06 14:09 | s/l | 2893 | 0.10 | 193.527 | 193.538 | 197.888 | -9830.00 | 7238160.00 |
6194 | 2015.08.07 15:45 | buy | 2894 | 0.10 | 193.413 | 192.589 | 196.189 | ||
6195 | 2015.08.07 16:59 | s/l | 2894 | 0.10 | 192.586 | 192.589 | 196.189 | -8270.00 | 7229890.00 |
6196 | 2015.08.07 17:00 | sell | 2895 | 0.10 | 192.581 | 193.330 | 189.580 | ||
6197 | 2015.08.07 19:00 | sell | 2896 | 0.10 | 192.208 | 195.903 | 190.522 | ||
6198 | 2015.08.10 15:51 | s/l | 2895 | 0.10 | 193.323 | 193.330 | 189.580 | -7420.00 | 7222470.00 |
6199 | 2015.08.17 10:00 | buy | 2897 | 0.10 | 194.928 | 194.333 | 197.313 | ||
6200 | 2015.08.17 12:15 | buy | 2898 | 0.10 | 194.905 | 194.136 | 197.886 | ||
6201 | 2015.08.17 15:37 | s/l | 2897 | 0.10 | 194.339 | 194.333 | 197.313 | -5890.00 | 7216580.00 |
6202 | 2015.08.17 17:43 | s/l | 2898 | 0.10 | 194.140 | 194.136 | 197.886 | -7650.00 | 7208930.00 |
6203 | 2015.08.18 10:00 | sell | 2899 | 0.10 | 193.606 | 194.191 | 191.211 | ||
6204 | 2015.08.18 11:30 | s/l | 2899 | 0.10 | 194.237 | 194.191 | 191.211 | -6310.00 | 7202620.00 |
6205 | 2015.08.18 13:15 | buy | 2900 | 0.10 | 195.179 | 194.400 | 198.150 | ||
6206 | 2015.08.19 15:45 | buy | 2901 | 0.10 | 194.860 | 194.035 | 197.635 | ||
6207 | 2015.08.19 17:31 | s/l | 2900 | 0.10 | 194.404 | 194.400 | 198.150 | -7750.00 | 7194870.00 |
6208 | 2015.08.19 19:21 | s/l | 2901 | 0.10 | 194.031 | 194.035 | 197.635 | -8290.00 | 7186580.00 |
6209 | 2015.08.20 11:45 | sell | 2902 | 0.10 | 193.727 | 194.468 | 190.718 | ||
6210 | 2015.08.20 13:15 | close | 2902 | 0.10 | 193.835 | 194.468 | 190.718 | -1080.00 | 7185500.00 |
6211 | 2015.08.20 18:00 | sell | 2903 | 0.10 | 193.626 | 194.376 | 190.626 | ||
6212 | 2015.08.21 05:45 | sell | 2904 | 0.10 | 193.049 | 193.848 | 190.248 | ||
6213 | 2015.08.21 14:15 | modify | 2903 | 0.10 | 193.626 | 193.150 | 190.626 | ||
6214 | 2015.08.24 02:00 | close | 2896 | 0.10 | 190.662 | 195.903 | 190.522 | 15460.00 | 7200960.00 |
6215 | 2015.08.24 02:00 | modify | 2904 | 0.10 | 193.049 | 191.942 | 190.248 | ||
6216 | 2015.08.24 02:01 | t/p | 2903 | 0.10 | 190.616 | 193.150 | 190.626 | 30100.00 | 7231060.00 |
6217 | 2015.08.24 02:02 | s/l | 2875 | 0.10 | 190.564 | 190.563 | 195.390 | -34070.00 | 7196990.00 |
6218 | 2015.08.24 02:13 | t/p | 2904 | 0.10 | 190.235 | 191.942 | 190.248 | 28140.00 | 7225130.00 |
6219 | 2015.08.24 04:00 | sell | 2905 | 0.10 | 190.574 | 191.125 | 185.775 | ||
6220 | 2015.08.24 04:45 | sell | 2906 | 0.10 | 189.898 | 190.851 | 186.501 | ||
6221 | 2015.08.24 08:00 | close | 2905 | 0.10 | 190.009 | 191.125 | 185.775 | 5650.00 | 7230780.00 |
6222 | 2015.08.24 16:10 | t/p | 2906 | 0.10 | 186.459 | 190.851 | 186.501 | 34390.00 | 7265170.00 |
6223 | 2015.08.25 10:45 | buy | 2907 | 0.10 | 188.510 | 187.696 | 191.296 | ||
6224 | 2015.08.25 16:00 | sell | 2908 | 0.10 | 189.239 | 189.779 | 184.429 | ||
6225 | 2015.08.25 20:46 | s/l | 2907 | 0.10 | 187.690 | 187.696 | 191.296 | -8200.00 | 7256970.00 |
6226 | 2015.08.26 18:39 | t/p | 2908 | 0.10 | 184.423 | 189.779 | 184.429 | 48160.00 | 7305130.00 |
6227 | 2015.08.27 04:45 | buy | 2909 | 0.10 | 186.299 | 185.482 | 189.082 | ||
6228 | 2015.08.27 15:19 | s/l | 2909 | 0.10 | 185.476 | 185.482 | 189.082 | -8230.00 | 7296900.00 |
6229 | 2015.08.28 12:15 | buy | 2910 | 0.10 | 185.810 | 184.989 | 188.589 | ||
6230 | 2015.08.31 09:15 | close | 2910 | 0.10 | 186.855 | 184.989 | 188.589 | 10450.00 | 7307350.00 |
6231 | 2015.08.31 09:15 | sell | 2911 | 0.10 | 186.841 | 187.647 | 184.047 | ||
6232 | 2015.09.01 11:15 | modify | 2911 | 0.10 | 186.841 | 185.626 | 184.047 | ||
6233 | 2015.09.01 11:19 | t/p | 2911 | 0.10 | 184.039 | 185.626 | 184.047 | 28020.00 | 7335370.00 |
6234 | 2015.09.02 00:00 | sell | 2912 | 0.10 | 182.677 | 183.209 | 177.859 | ||
6235 | 2015.09.02 00:15 | sell | 2913 | 0.10 | 182.529 | 183.482 | 179.132 | ||
6236 | 2015.09.02 02:27 | s/l | 2912 | 0.10 | 183.212 | 183.209 | 177.859 | -5350.00 | 7330020.00 |
6237 | 2015.09.02 03:07 | s/l | 2913 | 0.10 | 183.486 | 183.482 | 179.132 | -9570.00 | 7320450.00 |
6238 | 2015.09.03 12:30 | sell | 2914 | 0.10 | 183.734 | 184.537 | 180.937 | ||
6239 | 2015.09.04 07:30 | modify | 2914 | 0.10 | 183.734 | 182.591 | 180.937 | ||
6240 | 2015.09.04 08:00 | sell | 2915 | 0.10 | 181.677 | 182.228 | 176.878 | ||
6241 | 2015.09.04 09:47 | s/l | 2915 | 0.10 | 182.231 | 182.228 | 176.878 | -5540.00 | 7314910.00 |
6242 | 2015.09.04 15:53 | t/p | 2914 | 0.10 | 180.925 | 182.591 | 180.937 | 28090.00 | 7343000.00 |
6243 | 2015.09.04 20:45 | sell | 2916 | 0.10 | 180.581 | 181.529 | 177.179 | ||
6244 | 2015.09.07 04:34 | s/l | 2916 | 0.10 | 181.528 | 181.529 | 177.179 | -9470.00 | 7333530.00 |
6245 | 2015.09.07 09:15 | buy | 2917 | 0.10 | 181.307 | 180.488 | 184.088 | ||
6246 | 2015.09.08 09:30 | modify | 2917 | 0.10 | 181.307 | 182.608 | 184.088 | ||
6247 | 2015.09.08 09:31 | t/p | 2917 | 0.10 | 184.091 | 182.608 | 184.088 | 27840.00 | 7361370.00 |
6248 | 2015.09.10 08:00 | sell | 2918 | 0.10 | 185.157 | 185.964 | 182.364 | ||
6249 | 2015.09.10 11:21 | s/l | 2918 | 0.10 | 185.976 | 185.964 | 182.364 | -8190.00 | 7353180.00 |
6250 | 2015.09.14 10:45 | buy | 2919 | 0.10 | 185.983 | 185.168 | 188.768 | ||
6251 | 2015.09.14 12:00 | sell | 2920 | 0.10 | 185.611 | 187.345 | 184.197 | ||
6252 | 2015.09.14 16:00 | s/l | 2919 | 0.10 | 185.173 | 185.168 | 188.768 | -8100.00 | 7345080.00 |
6253 | 2015.09.16 09:15 | buy | 2921 | 0.10 | 184.450 | 183.636 | 187.236 | ||
6254 | 2015.09.16 12:00 | close | 2920 | 0.10 | 185.355 | 187.345 | 184.197 | 2560.00 | 7347640.00 |
6255 | 2015.09.16 17:30 | modify | 2921 | 0.10 | 184.450 | 185.769 | 187.236 | ||
6256 | 2015.09.17 03:05 | t/p | 2921 | 0.10 | 187.257 | 185.769 | 187.236 | 28070.00 | 7375710.00 |
6257 | 2015.09.18 01:15 | sell | 2922 | 0.10 | 187.069 | 187.876 | 184.276 | ||
6258 | 2015.09.21 21:30 | close | 2922 | 0.10 | 186.685 | 187.876 | 184.276 | 3840.00 | 7379550.00 |
6259 | 2015.09.22 11:00 | sell | 2923 | 0.10 | 185.792 | 186.177 | 182.797 | ||
6260 | 2015.09.22 12:00 | sell | 2924 | 0.10 | 185.635 | 188.287 | 184.225 | ||
6261 | 2015.09.22 17:30 | modify | 2923 | 0.10 | 185.792 | 185.582 | 182.797 | ||
6262 | 2015.09.22 17:46 | t/p | 2924 | 0.10 | 184.230 | 188.287 | 184.225 | 14050.00 | 7393600.00 |
6263 | 2015.09.22 19:00 | sell | 2925 | 0.10 | 184.337 | 188.287 | 182.907 | ||
6264 | 2015.09.23 05:00 | close | 2925 | 0.10 | 183.874 | 188.287 | 182.907 | 4630.00 | 7398230.00 |
6265 | 2015.09.24 12:15 | close | 2923 | 0.10 | 183.076 | 185.582 | 182.797 | 27160.00 | 7425390.00 |
6266 | 2015.09.25 05:30 | buy | 2926 | 0.10 | 182.912 | 182.082 | 185.682 | ||
6267 | 2015.09.28 16:54 | s/l | 2926 | 0.10 | 182.071 | 182.082 | 185.682 | -8410.00 | 7416980.00 |
6268 | 2015.09.29 18:45 | buy | 2927 | 0.10 | 181.686 | 180.874 | 184.474 | ||
6269 | 2015.09.30 13:00 | buy | 2928 | 0.10 | 182.688 | 180.388 | 184.376 | ||
6270 | 2015.09.30 18:09 | s/l | 2927 | 0.10 | 180.865 | 180.874 | 184.474 | -8210.00 | 7408770.00 |
6271 | 2015.10.01 10:30 | buy | 2929 | 0.10 | 181.766 | 180.948 | 184.548 | ||
6272 | 2015.10.02 14:45 | buy | 2930 | 0.10 | 182.299 | 181.904 | 185.284 | ||
6273 | 2015.10.02 15:30 | s/l | 2930 | 0.10 | 181.874 | 181.904 | 185.284 | -4250.00 | 7404520.00 |
6274 | 2015.10.02 16:15 | s/l | 2929 | 0.10 | 180.943 | 180.948 | 184.548 | -8230.00 | 7396290.00 |
6275 | 2015.10.02 16:30 | sell | 2931 | 0.10 | 180.967 | 181.337 | 177.957 | ||
6276 | 2015.10.02 17:41 | s/l | 2931 | 0.10 | 181.337 | 181.337 | 177.957 | -3700.00 | 7392590.00 |
6277 | 2015.10.02 17:41 | sell | 2932 | 0.10 | 181.330 | 181.342 | 177.962 | ||
6278 | 2015.10.02 18:04 | s/l | 2932 | 0.10 | 181.349 | 181.342 | 177.962 | -190.00 | 7392400.00 |
6279 | 2015.10.06 16:45 | buy | 2933 | 0.10 | 183.075 | 182.673 | 186.053 | ||
6280 | 2015.10.07 05:42 | s/l | 2933 | 0.10 | 182.660 | 182.673 | 186.053 | -4150.00 | 7388250.00 |
6281 | 2015.10.08 15:00 | close | 2928 | 0.10 | 183.278 | 180.388 | 184.376 | 5900.00 | 7394150.00 |
6282 | 2015.10.08 21:00 | sell | 2934 | 0.10 | 183.701 | 184.484 | 180.884 | ||
6283 | 2015.10.08 22:00 | buy | 2935 | 0.10 | 184.210 | 183.813 | 187.193 | ||
6284 | 2015.10.08 23:00 | buy | 2936 | 0.10 | 184.170 | 180.391 | 185.851 | ||
6285 | 2015.10.09 08:37 | s/l | 2934 | 0.10 | 184.487 | 184.484 | 180.884 | -7860.00 | 7386290.00 |
6286 | 2015.10.12 23:15 | close | 2935 | 0.10 | 184.117 | 183.813 | 187.193 | -930.00 | 7385360.00 |
6287 | 2015.10.13 06:45 | sell | 2937 | 0.10 | 183.592 | 183.967 | 180.587 | ||
6288 | 2015.10.13 09:02 | s/l | 2937 | 0.10 | 183.968 | 183.967 | 180.587 | -3760.00 | 7381600.00 |
6289 | 2015.10.13 11:00 | sell | 2938 | 0.10 | 183.946 | 184.536 | 181.556 | ||
6290 | 2015.10.13 11:15 | sell | 2939 | 0.10 | 183.440 | 183.815 | 180.435 | ||
6291 | 2015.10.13 12:00 | close | 2938 | 0.10 | 182.470 | 184.536 | 181.556 | 14760.00 | 7396360.00 |
6292 | 2015.10.13 15:30 | modify | 2939 | 0.10 | 183.440 | 182.907 | 180.435 | ||
6293 | 2015.10.14 06:02 | s/l | 2939 | 0.10 | 182.908 | 182.907 | 180.435 | 5320.00 | 7401680.00 |
6294 | 2015.10.19 05:15 | sell | 2940 | 0.10 | 184.242 | 185.048 | 181.448 | ||
6295 | 2015.10.19 13:59 | s/l | 2940 | 0.10 | 185.051 | 185.048 | 181.448 | -8090.00 | 7393590.00 |
6296 | 2015.10.19 14:30 | buy | 2941 | 0.10 | 185.013 | 184.041 | 188.391 | ||
6297 | 2015.10.19 17:00 | buy | 2942 | 0.10 | 184.939 | 184.525 | 187.905 | ||
6298 | 2015.10.20 12:00 | buy | 2943 | 0.10 | 184.984 | 184.409 | 189.759 | ||
6299 | 2015.10.21 10:45 | close | 2941 | 0.10 | 185.034 | 184.041 | 188.391 | 210.00 | 7393800.00 |
6300 | 2015.10.21 18:15 | close | 2942 | 0.10 | 185.435 | 184.525 | 187.905 | 4960.00 | 7398760.00 |