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 |
6301 | 2015.10.22 08:00 | sell | 2944 | 0.10 | 184.612 | 185.188 | 182.208 | ||
6302 | 2015.10.22 11:26 | s/l | 2944 | 0.10 | 185.181 | 185.188 | 182.208 | -5690.00 | 7393070.00 |
6303 | 2015.10.22 14:00 | buy | 2945 | 0.10 | 185.348 | 184.526 | 188.126 | ||
6304 | 2015.10.22 18:30 | buy | 2946 | 0.10 | 185.725 | 185.319 | 188.699 | ||
6305 | 2015.10.22 23:09 | t/p | 2936 | 0.10 | 185.855 | 180.391 | 185.851 | 16850.00 | 7409920.00 |
6306 | 2015.10.23 00:00 | buy | 2947 | 0.10 | 185.818 | 181.807 | 187.487 | ||
6307 | 2015.10.23 10:18 | s/l | 2946 | 0.10 | 185.312 | 185.319 | 188.699 | -4130.00 | 7405790.00 |
6308 | 2015.10.26 10:15 | close | 2945 | 0.10 | 185.364 | 184.526 | 188.126 | 160.00 | 7405950.00 |
6309 | 2015.10.27 06:00 | sell | 2948 | 0.10 | 185.057 | 185.641 | 182.661 | ||
6310 | 2015.10.27 07:30 | sell | 2949 | 0.10 | 185.109 | 185.481 | 182.101 | ||
6311 | 2015.10.27 12:30 | s/l | 2943 | 0.10 | 184.403 | 184.409 | 189.759 | -5810.00 | 7400140.00 |
6312 | 2015.10.28 14:15 | modify | 2949 | 0.10 | 185.109 | 184.897 | 182.101 | ||
6313 | 2015.10.28 21:00 | s/l | 2949 | 0.10 | 184.933 | 184.897 | 182.101 | 1760.00 | 7401900.00 |
6314 | 2015.10.28 21:15 | buy | 2950 | 0.10 | 184.560 | 183.720 | 187.320 | ||
6315 | 2015.10.28 22:00 | close | 2948 | 0.10 | 184.923 | 185.641 | 182.661 | 1340.00 | 7403240.00 |
6316 | 2015.10.30 17:30 | close | 2950 | 0.10 | 185.196 | 183.720 | 187.320 | 6360.00 | 7409600.00 |
6317 | 2015.10.30 19:15 | buy | 2951 | 0.10 | 186.491 | 185.512 | 189.862 | ||
6318 | 2015.10.30 20:00 | buy | 2952 | 0.10 | 186.667 | 186.102 | 191.452 | ||
6319 | 2015.10.30 22:13 | s/l | 2952 | 0.10 | 186.104 | 186.102 | 191.452 | -5630.00 | 7403970.00 |
6320 | 2015.11.02 12:00 | buy | 2953 | 0.10 | 186.724 | 186.154 | 191.504 | ||
6321 | 2015.11.02 17:55 | s/l | 2953 | 0.10 | 186.140 | 186.154 | 191.504 | -5840.00 | 7398130.00 |
6322 | 2015.11.03 15:30 | close | 2951 | 0.10 | 185.960 | 185.512 | 189.862 | -5310.00 | 7392820.00 |
6323 | 2015.11.03 18:15 | buy | 2954 | 0.10 | 186.631 | 186.232 | 189.612 | ||
6324 | 2015.11.04 04:00 | buy | 2955 | 0.10 | 187.101 | 186.524 | 191.874 | ||
6325 | 2015.11.04 16:52 | s/l | 2955 | 0.10 | 186.510 | 186.524 | 191.874 | -5910.00 | 7386910.00 |
6326 | 2015.11.04 17:15 | sell | 2956 | 0.10 | 186.594 | 187.403 | 183.803 | ||
6327 | 2015.11.05 00:00 | buy | 2957 | 0.10 | 187.053 | 186.445 | 191.795 | ||
6328 | 2015.11.05 09:58 | s/l | 2956 | 0.10 | 187.411 | 187.403 | 183.803 | -8170.00 | 7378740.00 |
6329 | 2015.11.05 11:36 | t/p | 2947 | 0.10 | 187.488 | 181.807 | 187.487 | 16700.00 | 7395440.00 |
6330 | 2015.11.05 12:15 | buy | 2958 | 0.10 | 187.620 | 186.656 | 191.006 | ||
6331 | 2015.11.05 14:06 | s/l | 2958 | 0.10 | 186.641 | 186.656 | 191.006 | -9790.00 | 7385650.00 |
6332 | 2015.11.05 14:11 | s/l | 2957 | 0.10 | 186.438 | 186.445 | 191.795 | -6150.00 | 7379500.00 |
6333 | 2015.11.05 14:15 | close | 2954 | 0.10 | 186.393 | 186.232 | 189.612 | -2380.00 | 7377120.00 |
6334 | 2015.11.06 15:45 | sell | 2959 | 0.10 | 184.614 | 185.423 | 181.823 | ||
6335 | 2015.11.06 17:36 | s/l | 2959 | 0.10 | 185.431 | 185.423 | 181.823 | -8170.00 | 7368950.00 |
6336 | 2015.11.09 16:00 | buy | 2960 | 0.10 | 186.379 | 182.380 | 188.060 | ||
6337 | 2015.11.11 05:45 | buy | 2961 | 0.10 | 186.501 | 186.094 | 189.474 | ||
6338 | 2015.11.12 03:00 | buy | 2962 | 0.10 | 187.104 | 186.503 | 189.483 | ||
6339 | 2015.11.13 05:26 | s/l | 2962 | 0.10 | 186.484 | 186.503 | 189.483 | -6200.00 | 7362750.00 |
6340 | 2015.11.13 07:00 | close | 2961 | 0.10 | 186.452 | 186.094 | 189.474 | -490.00 | 7362260.00 |
6341 | 2015.11.16 01:00 | sell | 2963 | 0.10 | 186.294 | 186.680 | 183.300 | ||
6342 | 2015.11.16 02:00 | sell | 2964 | 0.10 | 186.119 | 186.693 | 183.713 | ||
6343 | 2015.11.16 09:22 | s/l | 2963 | 0.10 | 186.689 | 186.680 | 183.300 | -3950.00 | 7358310.00 |
6344 | 2015.11.16 09:26 | s/l | 2964 | 0.10 | 186.699 | 186.693 | 183.713 | -5800.00 | 7352510.00 |
6345 | 2015.11.16 13:00 | buy | 2965 | 0.10 | 187.011 | 186.404 | 189.384 | ||
6346 | 2015.11.16 17:30 | buy | 2966 | 0.10 | 187.169 | 186.774 | 190.154 | ||
6347 | 2015.11.17 17:15 | buy | 2967 | 0.10 | 187.808 | 186.835 | 191.185 | ||
6348 | 2015.11.18 18:45 | close | 2966 | 0.10 | 187.756 | 186.774 | 190.154 | 5870.00 | 7358380.00 |
6349 | 2015.11.18 18:45 | buy | 2968 | 0.10 | 187.771 | 187.210 | 192.560 | ||
6350 | 2015.11.18 21:00 | t/p | 2960 | 0.10 | 188.075 | 182.380 | 188.060 | 16960.00 | 7375340.00 |
6351 | 2015.11.18 21:15 | buy | 2969 | 0.10 | 188.081 | 187.318 | 191.068 | ||
6352 | 2015.11.19 11:00 | close | 2965 | 0.10 | 188.017 | 186.404 | 189.384 | 10060.00 | 7385400.00 |
6353 | 2015.11.19 11:30 | close | 2967 | 0.10 | 187.851 | 186.835 | 191.185 | 430.00 | 7385830.00 |
6354 | 2015.11.19 11:30 | sell | 2970 | 0.10 | 187.843 | 188.616 | 185.016 | ||
6355 | 2015.11.20 11:00 | sell | 2971 | 0.10 | 187.484 | 188.060 | 185.080 | ||
6356 | 2015.11.20 14:28 | s/l | 2969 | 0.10 | 187.311 | 187.318 | 191.068 | -7700.00 | 7378130.00 |
6357 | 2015.11.20 15:03 | s/l | 2968 | 0.10 | 187.212 | 187.210 | 192.560 | -5590.00 | 7372540.00 |
6358 | 2015.11.20 16:00 | sell | 2972 | 0.10 | 187.153 | 187.695 | 182.345 | ||
6359 | 2015.11.20 16:00 | sell | 2973 | 0.10 | 187.155 | 188.822 | 185.465 | ||
6360 | 2015.11.23 07:45 | close | 2970 | 0.10 | 186.941 | 188.616 | 185.016 | 9020.00 | 7381560.00 |
6361 | 2015.11.24 10:18 | t/p | 2973 | 0.10 | 185.453 | 188.822 | 185.465 | 17020.00 | 7398580.00 |
6362 | 2015.11.24 14:36 | t/p | 2971 | 0.10 | 185.081 | 188.060 | 185.080 | 24030.00 | 7422610.00 |
6363 | 2015.11.25 11:30 | buy | 2974 | 0.10 | 184.893 | 184.068 | 187.668 | ||
6364 | 2015.11.26 10:45 | close | 2974 | 0.10 | 184.928 | 184.068 | 187.668 | 350.00 | 7422960.00 |
6365 | 2015.11.26 10:45 | sell | 2975 | 0.10 | 184.928 | 185.736 | 182.136 | ||
6366 | 2015.11.27 09:15 | sell | 2976 | 0.10 | 184.627 | 185.014 | 181.634 | ||
6367 | 2015.11.30 07:00 | close | 2975 | 0.10 | 184.447 | 185.736 | 182.136 | 4810.00 | 7427770.00 |
6368 | 2015.11.30 15:34 | s/l | 2976 | 0.10 | 185.006 | 185.014 | 181.634 | -3790.00 | 7423980.00 |
6369 | 2015.11.30 18:00 | buy | 2977 | 0.10 | 185.598 | 184.989 | 187.969 | ||
6370 | 2015.12.01 05:00 | close | 2977 | 0.10 | 185.250 | 184.989 | 187.969 | -3480.00 | 7420500.00 |
6371 | 2015.12.02 21:45 | sell | 2978 | 0.10 | 184.007 | 184.951 | 180.601 | ||
6372 | 2015.12.03 11:45 | close | 2978 | 0.10 | 184.432 | 184.951 | 180.601 | -4250.00 | 7416250.00 |
6373 | 2015.12.03 11:45 | buy | 2979 | 0.10 | 184.422 | 183.609 | 187.209 | ||
6374 | 2015.12.07 08:00 | close | 2979 | 0.10 | 186.130 | 183.609 | 187.209 | 17080.00 | 7433330.00 |
6375 | 2015.12.08 06:00 | sell | 2980 | 0.10 | 185.229 | 188.822 | 183.554 | ||
6376 | 2015.12.09 23:00 | close | 2980 | 0.10 | 184.328 | 188.822 | 183.554 | 9010.00 | 7442340.00 |
6377 | 2015.12.10 14:15 | sell | 2981 | 0.10 | 183.752 | 184.134 | 180.754 | ||
6378 | 2015.12.10 16:18 | s/l | 2981 | 0.10 | 184.143 | 184.134 | 180.754 | -3910.00 | 7438430.00 |
6379 | 2015.12.11 11:00 | buy | 2982 | 0.10 | 184.903 | 184.302 | 187.282 | ||
6380 | 2015.12.11 12:18 | s/l | 2982 | 0.10 | 184.295 | 184.302 | 187.282 | -6080.00 | 7432350.00 |
6381 | 2015.12.11 13:00 | sell | 2983 | 0.10 | 184.271 | 184.847 | 181.867 | ||
6382 | 2015.12.11 15:00 | close | 2983 | 0.10 | 184.146 | 184.847 | 181.867 | 1250.00 | 7433600.00 |
6383 | 2015.12.11 16:00 | close | 2972 | 0.10 | 184.301 | 187.695 | 182.345 | 28520.00 | 7462120.00 |
6384 | 2015.12.11 16:00 | buy | 2984 | 0.10 | 184.298 | 183.725 | 189.075 | ||
6385 | 2015.12.11 17:45 | sell | 2985 | 0.10 | 184.283 | 185.083 | 181.483 | ||
6386 | 2015.12.11 19:17 | s/l | 2984 | 0.10 | 183.726 | 183.725 | 189.075 | -5720.00 | 7456400.00 |
6387 | 2015.12.14 00:10 | buy | 2986 | 0.10 | 184.305 | 183.953 | 189.303 | ||
6388 | 2015.12.14 00:44 | s/l | 2986 | 0.10 | 183.956 | 183.953 | 189.303 | -3490.00 | 7452910.00 |
6389 | 2015.12.14 08:00 | buy | 2987 | 0.10 | 184.187 | 183.616 | 188.966 | ||
6390 | 2015.12.14 10:53 | s/l | 2987 | 0.10 | 183.607 | 183.616 | 188.966 | -5800.00 | 7447110.00 |
6391 | 2015.12.14 11:45 | close | 2985 | 0.10 | 183.787 | 185.083 | 181.483 | 4960.00 | 7452070.00 |
6392 | 2015.12.14 11:45 | buy | 2988 | 0.10 | 183.804 | 182.977 | 186.577 | ||
6393 | 2015.12.14 13:15 | close | 2988 | 0.10 | 183.501 | 182.977 | 186.577 | -3030.00 | 7449040.00 |
6394 | 2015.12.14 13:15 | sell | 2989 | 0.10 | 183.495 | 184.444 | 180.094 | ||
6395 | 2015.12.14 16:00 | sell | 2990 | 0.10 | 182.954 | 183.502 | 178.152 | ||
6396 | 2015.12.15 00:04 | s/l | 2990 | 0.10 | 183.522 | 183.502 | 178.152 | -5680.00 | 7443360.00 |
6397 | 2015.12.15 04:00 | sell | 2991 | 0.10 | 183.361 | 183.914 | 178.564 | ||
6398 | 2015.12.15 10:15 | close | 2989 | 0.10 | 182.919 | 184.444 | 180.094 | 5760.00 | 7449120.00 |
6399 | 2015.12.15 10:15 | buy | 2992 | 0.10 | 182.911 | 182.090 | 185.690 | ||
6400 | 2015.12.15 16:00 | s/l | 2991 | 0.10 | 183.922 | 183.914 | 178.564 | -5610.00 | 7443510.00 |
6401 | 2015.12.15 20:00 | sell | 2993 | 0.10 | 183.312 | 183.854 | 178.504 | ||
6402 | 2015.12.16 21:15 | close | 2992 | 0.10 | 183.019 | 182.090 | 185.690 | 1080.00 | 7444590.00 |
6403 | 2015.12.16 21:15 | sell | 2994 | 0.10 | 183.029 | 183.823 | 180.223 | ||
6404 | 2015.12.17 13:00 | sell | 2995 | 0.10 | 182.745 | 183.320 | 180.340 | ||
6405 | 2015.12.17 18:00 | sell | 2996 | 0.10 | 182.580 | 182.954 | 179.574 | ||
6406 | 2015.12.17 21:58 | s/l | 2996 | 0.10 | 182.954 | 182.954 | 179.574 | -3740.00 | 7440850.00 |
6407 | 2015.12.18 05:50 | s/l | 2995 | 0.10 | 183.621 | 183.320 | 180.340 | -8760.00 | 7432090.00 |
6408 | 2015.12.18 05:52 | s/l | 2994 | 0.10 | 183.840 | 183.823 | 180.223 | -8110.00 | 7423980.00 |
6409 | 2015.12.18 05:52 | s/l | 2993 | 0.10 | 183.869 | 183.854 | 178.504 | -5570.00 | 7418410.00 |
6410 | 2015.12.18 06:00 | sell | 2997 | 0.10 | 183.318 | 184.125 | 180.525 | ||
6411 | 2015.12.18 06:30 | sell | 2998 | 0.10 | 182.248 | 182.634 | 179.254 | ||
6412 | 2015.12.18 08:00 | sell | 2999 | 0.10 | 181.962 | 182.516 | 177.166 | ||
6413 | 2015.12.18 08:00 | sell | 3000 | 0.10 | 181.968 | 182.546 | 179.566 | ||
6414 | 2015.12.18 11:15 | modify | 2997 | 0.10 | 183.318 | 182.175 | 180.525 | ||
6415 | 2015.12.18 11:30 | modify | 2998 | 0.10 | 182.248 | 181.898 | 179.254 | ||
6416 | 2015.12.18 18:00 | close | 3000 | 0.10 | 181.006 | 182.546 | 179.566 | 9620.00 | 7428030.00 |
6417 | 2015.12.18 23:56 | t/p | 2997 | 0.10 | 180.519 | 182.175 | 180.525 | 27990.00 | 7456020.00 |
6418 | 2015.12.21 07:15 | buy | 3001 | 0.10 | 181.150 | 180.335 | 183.935 | ||
6419 | 2015.12.21 17:57 | s/l | 3001 | 0.10 | 180.325 | 180.335 | 183.935 | -8250.00 | 7447770.00 |
6420 | 2015.12.21 18:15 | sell | 3002 | 0.10 | 180.178 | 181.134 | 176.784 | ||
6421 | 2015.12.22 07:45 | close | 2998 | 0.10 | 180.449 | 181.898 | 179.254 | 17990.00 | 7465760.00 |
6422 | 2015.12.22 14:00 | sell | 3003 | 0.10 | 179.877 | 180.267 | 176.887 | ||
6423 | 2015.12.23 12:15 | close | 3002 | 0.10 | 179.797 | 181.134 | 176.784 | 3810.00 | 7469570.00 |
6424 | 2015.12.23 12:15 | buy | 3004 | 0.10 | 179.804 | 178.987 | 182.587 | ||
6425 | 2015.12.24 11:00 | s/l | 3004 | 0.10 | 178.994 | 178.987 | 182.587 | -8100.00 | 7461470.00 |
6426 | 2015.12.24 15:15 | close | 3003 | 0.10 | 179.563 | 180.267 | 176.887 | 3140.00 | 7464610.00 |
6427 | 2015.12.25 03:45 | buy | 3005 | 0.10 | 179.675 | 178.860 | 182.460 | ||
6428 | 2015.12.28 00:07 | close | 3005 | 0.10 | 179.263 | 178.860 | 182.460 | -4120.00 | 7460490.00 |
6429 | 2015.12.28 00:07 | sell | 3006 | 0.10 | 179.274 | 179.811 | 176.211 | ||
6430 | 2015.12.28 02:55 | s/l | 3006 | 0.10 | 179.829 | 179.811 | 176.211 | -5550.00 | 7454940.00 |
6431 | 2015.12.28 18:00 | buy | 3007 | 0.10 | 179.353 | 178.536 | 182.136 | ||
6432 | 2015.12.28 18:15 | sell | 3008 | 0.10 | 179.124 | 179.509 | 176.129 | ||
6433 | 2015.12.28 19:00 | sell | 3009 | 0.10 | 179.023 | 179.613 | 176.633 | ||
6434 | 2015.12.29 09:00 | s/l | 3008 | 0.10 | 179.505 | 179.509 | 176.129 | -3810.00 | 7451130.00 |
6435 | 2015.12.29 12:45 | sell | 3010 | 0.10 | 178.800 | 179.186 | 175.806 | ||
6436 | 2015.12.29 12:45 | close | 3007 | 0.10 | 178.803 | 178.536 | 182.136 | -5500.00 | 7445630.00 |
6437 | 2015.12.29 12:45 | sell | 3011 | 0.10 | 178.808 | 179.756 | 175.406 | ||
6438 | 2015.12.31 09:00 | close | 3011 | 0.10 | 178.522 | 179.756 | 175.406 | 2860.00 | 7448490.00 |
6439 | 2015.12.31 14:00 | close | 3010 | 0.10 | 178.405 | 179.186 | 175.806 | 3950.00 | 7452440.00 |
6440 | 2015.12.31 17:00 | sell | 3012 | 0.10 | 178.005 | 178.384 | 175.004 | ||
6441 | 2015.12.31 17:15 | sell | 3013 | 0.10 | 177.901 | 178.847 | 174.497 | ||
6442 | 2015.12.31 18:18 | t/p | 2999 | 0.10 | 177.167 | 182.516 | 177.166 | 47950.00 | 7500390.00 |
6443 | 2015.12.31 20:00 | sell | 3014 | 0.10 | 177.083 | 177.638 | 172.288 | ||
6444 | 2016.01.04 04:00 | close | 3009 | 0.10 | 176.675 | 179.613 | 176.633 | 23480.00 | 7523870.00 |
6445 | 2016.01.04 04:15 | modify | 3012 | 0.10 | 178.005 | 177.548 | 175.004 | ||
6446 | 2016.01.04 08:00 | modify | 3013 | 0.10 | 177.901 | 176.866 | 174.497 | ||
6447 | 2016.01.04 10:18 | t/p | 3012 | 0.10 | 174.998 | 177.548 | 175.004 | 30070.00 | 7553940.00 |
6448 | 2016.01.05 12:08 | t/p | 3013 | 0.10 | 174.502 | 176.866 | 174.497 | 33990.00 | 7587930.00 |
6449 | 2016.01.06 04:45 | sell | 3015 | 0.10 | 173.729 | 174.678 | 170.328 | ||
6450 | 2016.01.07 03:43 | t/p | 3014 | 0.10 | 172.292 | 177.638 | 172.288 | 47910.00 | 7635840.00 |