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 |
6451 | 2016.01.07 11:00 | modify | 3015 | 0.10 | 173.729 | 172.500 | 170.328 | ||
6452 | 2016.01.08 01:00 | close | 3015 | 0.10 | 172.040 | 172.500 | 170.328 | 16890.00 | 7652730.00 |
6453 | 2016.01.08 03:15 | buy | 3016 | 0.10 | 172.355 | 171.535 | 175.135 | ||
6454 | 2016.01.08 04:00 | sell | 3017 | 0.10 | 172.947 | 173.505 | 168.155 | ||
6455 | 2016.01.08 17:22 | s/l | 3016 | 0.10 | 171.531 | 171.535 | 175.135 | -8240.00 | 7644490.00 |
6456 | 2016.01.11 00:23 | sell | 3018 | 0.10 | 169.524 | 170.837 | 166.487 | ||
6457 | 2016.01.11 10:00 | close | 3018 | 0.10 | 170.486 | 170.837 | 166.487 | -9620.00 | 7634870.00 |
6458 | 2016.01.12 14:15 | sell | 3019 | 0.10 | 169.717 | 170.459 | 166.709 | ||
6459 | 2016.01.13 03:14 | s/l | 3019 | 0.10 | 170.458 | 170.459 | 166.709 | -7410.00 | 7627460.00 |
6460 | 2016.01.14 01:45 | sell | 3020 | 0.10 | 169.108 | 169.865 | 166.115 | ||
6461 | 2016.01.14 03:00 | sell | 3021 | 0.10 | 169.249 | 172.298 | 167.828 | ||
6462 | 2016.01.14 08:41 | s/l | 3020 | 0.10 | 169.869 | 169.865 | 166.115 | -7610.00 | 7619850.00 |
6463 | 2016.01.15 11:00 | sell | 3022 | 0.10 | 168.496 | 169.244 | 165.494 | ||
6464 | 2016.01.15 12:30 | sell | 3023 | 0.10 | 168.405 | 169.352 | 165.002 | ||
6465 | 2016.01.15 13:03 | t/p | 3017 | 0.10 | 168.141 | 173.505 | 168.155 | 48060.00 | 7667910.00 |
6466 | 2016.01.15 13:03 | sell | 3024 | 0.10 | 168.089 | 169.317 | 163.967 | ||
6467 | 2016.01.15 15:13 | t/p | 3021 | 0.10 | 167.819 | 172.298 | 167.828 | 14300.00 | 7682210.00 |
6468 | 2016.01.15 17:00 | sell | 3025 | 0.10 | 167.828 | 171.710 | 166.410 | ||
6469 | 2016.01.15 18:15 | modify | 3022 | 0.10 | 168.496 | 168.136 | 165.494 | ||
6470 | 2016.01.15 19:25 | t/p | 3025 | 0.10 | 166.401 | 171.710 | 166.410 | 14270.00 | 7696480.00 |
6471 | 2016.01.18 10:15 | close | 3022 | 0.10 | 167.608 | 168.136 | 165.494 | 8880.00 | 7705360.00 |
6472 | 2016.01.19 08:45 | close | 3023 | 0.10 | 168.155 | 169.352 | 165.002 | 2500.00 | 7707860.00 |
6473 | 2016.01.20 03:45 | sell | 3026 | 0.10 | 165.781 | 166.529 | 162.779 | ||
6474 | 2016.01.20 03:45 | sell | 3027 | 0.10 | 165.770 | 166.729 | 162.379 | ||
6475 | 2016.01.20 05:00 | sell | 3028 | 0.10 | 165.749 | 169.758 | 164.338 | ||
6476 | 2016.01.20 10:31 | t/p | 3028 | 0.10 | 164.338 | 169.758 | 164.338 | 14110.00 | 7721970.00 |
6477 | 2016.01.20 10:45 | modify | 3026 | 0.10 | 165.781 | 165.364 | 162.779 | ||
6478 | 2016.01.20 11:41 | s/l | 3026 | 0.10 | 165.395 | 165.364 | 162.779 | 3860.00 | 7725830.00 |
6479 | 2016.01.21 02:47 | s/l | 3027 | 0.10 | 166.723 | 166.729 | 162.379 | -9530.00 | 7716300.00 |
6480 | 2016.01.21 12:30 | sell | 3029 | 0.10 | 165.685 | 166.481 | 162.881 | ||
6481 | 2016.01.21 18:10 | s/l | 3029 | 0.10 | 166.480 | 166.481 | 162.881 | -7950.00 | 7708350.00 |
6482 | 2016.01.22 14:30 | s/l | 3024 | 0.10 | 169.320 | 169.317 | 163.967 | -12310.00 | 7696040.00 |
6483 | 2016.01.26 10:00 | sell | 3030 | 0.10 | 167.481 | 170.381 | 166.062 | ||
6484 | 2016.01.26 15:30 | buy | 3031 | 0.10 | 168.681 | 167.868 | 171.468 | ||
6485 | 2016.01.27 12:15 | close | 3031 | 0.10 | 168.893 | 167.868 | 171.468 | 2120.00 | 7698160.00 |
6486 | 2016.01.27 12:15 | sell | 3032 | 0.10 | 168.902 | 169.693 | 166.093 | ||
6487 | 2016.01.27 14:52 | s/l | 3032 | 0.10 | 169.691 | 169.693 | 166.093 | -7890.00 | 7690270.00 |
6488 | 2016.01.28 12:37 | s/l | 3030 | 0.10 | 170.396 | 170.381 | 166.062 | -29150.00 | 7661120.00 |
6489 | 2016.01.28 12:45 | buy | 3033 | 0.10 | 170.509 | 169.732 | 173.482 | ||
6490 | 2016.01.28 13:30 | close | 3033 | 0.10 | 169.980 | 169.732 | 173.482 | -5290.00 | 7655830.00 |
6491 | 2016.01.28 16:00 | buy | 3034 | 0.10 | 170.475 | 169.700 | 173.450 | ||
6492 | 2016.01.29 05:39 | t/p | 3034 | 0.10 | 173.455 | 169.700 | 173.450 | 29800.00 | 7685630.00 |
6493 | 2016.02.01 11:00 | buy | 3035 | 0.10 | 173.264 | 172.449 | 176.049 | ||
6494 | 2016.02.02 07:45 | close | 3035 | 0.10 | 173.210 | 172.449 | 176.049 | -540.00 | 7685090.00 |
6495 | 2016.02.02 07:45 | sell | 3036 | 0.10 | 173.210 | 174.004 | 170.404 | ||
6496 | 2016.02.02 12:33 | s/l | 3036 | 0.10 | 174.018 | 174.004 | 170.404 | -8080.00 | 7677010.00 |
6497 | 2016.02.02 15:15 | sell | 3037 | 0.10 | 173.778 | 174.579 | 170.979 | ||
6498 | 2016.02.03 17:45 | modify | 3037 | 0.10 | 173.778 | 172.536 | 170.979 | ||
6499 | 2016.02.04 09:15 | close | 3037 | 0.10 | 172.253 | 172.536 | 170.979 | 15250.00 | 7692260.00 |
6500 | 2016.02.04 09:15 | buy | 3038 | 0.10 | 172.260 | 171.430 | 175.030 | ||
6501 | 2016.02.04 14:00 | s/l | 3038 | 0.10 | 171.355 | 171.430 | 175.030 | -9050.00 | 7683210.00 |
6502 | 2016.02.04 14:30 | sell | 3039 | 0.10 | 171.034 | 171.776 | 168.026 | ||
6503 | 2016.02.04 14:41 | s/l | 3039 | 0.10 | 171.784 | 171.776 | 168.026 | -7500.00 | 7675710.00 |
6504 | 2016.02.04 16:00 | sell | 3040 | 0.10 | 171.127 | 171.869 | 168.119 | ||
6505 | 2016.02.04 18:00 | sell | 3041 | 0.10 | 170.764 | 174.768 | 169.348 | ||
6506 | 2016.02.05 06:15 | modify | 3040 | 0.10 | 171.127 | 170.866 | 168.119 | ||
6507 | 2016.02.05 15:35 | t/p | 3041 | 0.10 | 169.353 | 174.768 | 169.348 | 14110.00 | 7689820.00 |
6508 | 2016.02.05 16:15 | close | 3040 | 0.10 | 169.931 | 170.866 | 168.119 | 11960.00 | 7701780.00 |
6509 | 2016.02.08 12:30 | sell | 3042 | 0.10 | 168.944 | 169.685 | 165.935 | ||
6510 | 2016.02.08 14:30 | modify | 3042 | 0.10 | 168.944 | 168.671 | 165.935 | ||
6511 | 2016.02.08 16:00 | sell | 3043 | 0.10 | 167.615 | 171.612 | 166.192 | ||
6512 | 2016.02.08 17:00 | close | 3043 | 0.10 | 167.176 | 171.612 | 166.192 | 4390.00 | 7706170.00 |
6513 | 2016.02.09 03:05 | t/p | 3042 | 0.10 | 165.909 | 168.671 | 165.935 | 30350.00 | 7736520.00 |
6514 | 2016.02.10 18:45 | sell | 3044 | 0.10 | 164.999 | 165.742 | 161.992 | ||
6515 | 2016.02.11 00:05 | sell | 3045 | 0.10 | 164.740 | 168.548 | 163.128 | ||
6516 | 2016.02.11 06:30 | modify | 3044 | 0.10 | 164.999 | 164.522 | 161.992 | ||
6517 | 2016.02.11 07:00 | sell | 3046 | 0.10 | 163.704 | 164.658 | 160.308 | ||
6518 | 2016.02.11 08:00 | sell | 3047 | 0.10 | 163.774 | 164.325 | 158.975 | ||
6519 | 2016.02.11 10:02 | t/p | 3045 | 0.10 | 163.114 | 168.548 | 163.128 | 16260.00 | 7752780.00 |
6520 | 2016.02.11 10:19 | t/p | 3044 | 0.10 | 161.985 | 164.522 | 161.992 | 30140.00 | 7782920.00 |
6521 | 2016.02.11 10:40 | t/p | 3046 | 0.10 | 160.298 | 164.658 | 160.308 | 34060.00 | 7816980.00 |
6522 | 2016.02.11 12:00 | close | 3047 | 0.10 | 161.021 | 164.325 | 158.975 | 27530.00 | 7844510.00 |
6523 | 2016.02.12 12:00 | sell | 3048 | 0.10 | 163.587 | 164.133 | 158.783 | ||
6524 | 2016.02.12 20:07 | s/l | 3048 | 0.10 | 164.135 | 164.133 | 158.783 | -5480.00 | 7839030.00 |
6525 | 2016.02.15 00:03 | buy | 3049 | 0.10 | 164.486 | 163.812 | 169.162 | ||
6526 | 2016.02.16 11:30 | sell | 3050 | 0.10 | 165.144 | 165.938 | 162.338 | ||
6527 | 2016.02.16 15:01 | s/l | 3049 | 0.10 | 163.807 | 163.812 | 169.162 | -6790.00 | 7832240.00 |
6528 | 2016.02.16 16:45 | modify | 3050 | 0.10 | 165.144 | 164.111 | 162.338 | ||
6529 | 2016.02.16 18:00 | sell | 3051 | 0.10 | 162.815 | 166.102 | 161.395 | ||
6530 | 2016.02.16 19:00 | close | 3051 | 0.10 | 162.792 | 166.102 | 161.395 | 230.00 | 7832470.00 |
6531 | 2016.02.16 19:00 | sell | 3052 | 0.10 | 162.769 | 166.102 | 161.350 | ||
6532 | 2016.02.16 21:00 | close | 3052 | 0.10 | 162.786 | 166.102 | 161.350 | -170.00 | 7832300.00 |
6533 | 2016.02.16 21:00 | sell | 3053 | 0.10 | 162.775 | 166.102 | 161.346 | ||
6534 | 2016.02.16 22:00 | close | 3053 | 0.10 | 162.670 | 166.102 | 161.346 | 1050.00 | 7833350.00 |
6535 | 2016.02.17 08:43 | t/p | 3050 | 0.10 | 162.317 | 164.111 | 162.338 | 28270.00 | 7861620.00 |
6536 | 2016.02.17 23:15 | buy | 3054 | 0.10 | 162.840 | 162.011 | 165.611 | ||
6537 | 2016.02.18 14:30 | close | 3054 | 0.10 | 163.587 | 162.011 | 165.611 | 7470.00 | 7869090.00 |
6538 | 2016.02.18 14:30 | sell | 3055 | 0.10 | 163.584 | 164.390 | 160.790 | ||
6539 | 2016.02.19 02:45 | sell | 3056 | 0.10 | 161.963 | 162.713 | 158.963 | ||
6540 | 2016.02.19 04:15 | modify | 3055 | 0.10 | 163.584 | 162.413 | 160.790 | ||
6541 | 2016.02.19 05:00 | sell | 3057 | 0.10 | 161.714 | 165.719 | 160.299 | ||
6542 | 2016.02.19 18:00 | close | 3057 | 0.10 | 160.915 | 165.719 | 160.299 | 7990.00 | 7877080.00 |
6543 | 2016.02.19 18:00 | sell | 3058 | 0.10 | 160.889 | 164.890 | 159.470 | ||
6544 | 2016.02.19 18:04 | t/p | 3055 | 0.10 | 160.792 | 162.413 | 160.790 | 27920.00 | 7905000.00 |
6545 | 2016.02.19 18:30 | close | 3056 | 0.10 | 161.514 | 162.713 | 158.963 | 4490.00 | 7909490.00 |
6546 | 2016.02.22 03:15 | buy | 3059 | 0.10 | 161.488 | 160.653 | 164.253 | ||
6547 | 2016.02.22 09:03 | s/l | 3059 | 0.10 | 160.654 | 160.653 | 164.253 | -8340.00 | 7901150.00 |
6548 | 2016.02.22 12:00 | close | 3058 | 0.10 | 160.313 | 164.890 | 159.470 | 5760.00 | 7906910.00 |
6549 | 2016.02.22 16:00 | sell | 3060 | 0.10 | 159.284 | 159.843 | 154.493 | ||
6550 | 2016.02.22 16:46 | s/l | 3060 | 0.10 | 159.845 | 159.843 | 154.493 | -5610.00 | 7901300.00 |
6551 | 2016.02.23 00:07 | sell | 3061 | 0.10 | 159.674 | 160.203 | 154.853 | ||
6552 | 2016.02.23 04:00 | sell | 3062 | 0.10 | 158.519 | 159.471 | 155.121 | ||
6553 | 2016.02.24 04:30 | modify | 3062 | 0.10 | 158.519 | 157.353 | 155.121 | ||
6554 | 2016.02.24 17:25 | t/p | 3062 | 0.10 | 155.108 | 157.353 | 155.121 | 34110.00 | 7935410.00 |
6555 | 2016.02.24 17:31 | t/p | 3061 | 0.10 | 154.854 | 160.203 | 154.853 | 48200.00 | 7983610.00 |
6556 | 2016.02.25 03:00 | buy | 3063 | 0.10 | 156.206 | 155.387 | 158.987 | ||
6557 | 2016.02.25 08:00 | sell | 3064 | 0.10 | 156.790 | 157.334 | 151.984 | ||
6558 | 2016.02.25 14:16 | s/l | 3064 | 0.10 | 157.326 | 157.334 | 151.984 | -5360.00 | 7978250.00 |
6559 | 2016.02.26 10:30 | modify | 3063 | 0.10 | 156.206 | 157.234 | 158.987 | ||
6560 | 2016.02.26 23:15 | close | 3063 | 0.10 | 158.028 | 157.234 | 158.987 | 18220.00 | 7996470.00 |
6561 | 2016.02.29 00:04 | buy | 3065 | 0.10 | 158.003 | 157.353 | 162.703 | ||
6562 | 2016.02.29 02:48 | s/l | 3065 | 0.10 | 157.348 | 157.353 | 162.703 | -6550.00 | 7989920.00 |
6563 | 2016.02.29 13:00 | sell | 3066 | 0.10 | 156.459 | 158.575 | 155.031 | ||
6564 | 2016.03.01 12:45 | s/l | 3066 | 0.10 | 158.568 | 158.575 | 155.031 | -21090.00 | 7968830.00 |
6565 | 2016.03.01 19:30 | buy | 3067 | 0.10 | 158.996 | 158.218 | 161.968 | ||
6566 | 2016.03.02 14:15 | modify | 3067 | 0.10 | 158.996 | 159.229 | 161.968 | ||
6567 | 2016.03.02 19:45 | close | 3067 | 0.10 | 160.118 | 159.229 | 161.968 | 11220.00 | 7980050.00 |
6568 | 2016.03.03 19:30 | sell | 3068 | 0.10 | 160.465 | 161.275 | 157.675 | ||
6569 | 2016.03.03 22:30 | buy | 3069 | 0.10 | 161.162 | 160.395 | 164.145 | ||
6570 | 2016.03.03 22:45 | s/l | 3068 | 0.10 | 161.279 | 161.275 | 157.675 | -8140.00 | 7971910.00 |
6571 | 2016.03.04 15:45 | sell | 3070 | 0.10 | 160.819 | 161.624 | 158.024 | ||
6572 | 2016.03.04 17:54 | s/l | 3070 | 0.10 | 161.635 | 161.624 | 158.024 | -8160.00 | 7963750.00 |
6573 | 2016.03.04 21:15 | modify | 3069 | 0.10 | 161.162 | 161.436 | 164.145 | ||
6574 | 2016.03.04 22:45 | close | 3069 | 0.10 | 162.144 | 161.436 | 164.145 | 9820.00 | 7973570.00 |
6575 | 2016.03.04 22:45 | buy | 3071 | 0.10 | 162.158 | 161.395 | 165.145 | ||
6576 | 2016.03.07 03:11 | s/l | 3071 | 0.10 | 161.394 | 161.395 | 165.145 | -7640.00 | 7965930.00 |
6577 | 2016.03.08 16:45 | sell | 3072 | 0.10 | 159.819 | 160.573 | 156.823 | ||
6578 | 2016.03.08 18:00 | sell | 3073 | 0.10 | 159.798 | 162.457 | 158.374 | ||
6579 | 2016.03.09 13:15 | buy | 3074 | 0.10 | 159.994 | 159.179 | 162.779 | ||
6580 | 2016.03.09 17:00 | close | 3072 | 0.10 | 160.367 | 160.573 | 156.823 | -5480.00 | 7960450.00 |
6581 | 2016.03.10 17:01 | s/l | 3073 | 0.10 | 162.451 | 162.457 | 158.374 | -26530.00 | 7933920.00 |
6582 | 2016.03.10 17:09 | t/p | 3074 | 0.10 | 162.780 | 159.179 | 162.779 | 27860.00 | 7961780.00 |
6583 | 2016.03.11 02:45 | sell | 3075 | 0.10 | 161.502 | 162.293 | 158.693 | ||
6584 | 2016.03.11 05:30 | close | 3075 | 0.10 | 161.722 | 162.293 | 158.693 | -2200.00 | 7959580.00 |
6585 | 2016.03.11 05:30 | buy | 3076 | 0.10 | 161.716 | 160.902 | 164.502 | ||
6586 | 2016.03.11 10:15 | buy | 3077 | 0.10 | 162.434 | 161.658 | 165.408 | ||
6587 | 2016.03.11 18:45 | modify | 3077 | 0.10 | 162.434 | 162.794 | 165.408 | ||
6588 | 2016.03.11 19:00 | modify | 3076 | 0.10 | 161.716 | 163.029 | 164.502 | ||
6589 | 2016.03.14 10:30 | close | 3077 | 0.10 | 163.601 | 162.794 | 165.408 | 11670.00 | 7971250.00 |
6590 | 2016.03.14 11:53 | s/l | 3076 | 0.10 | 163.034 | 163.029 | 164.502 | 13180.00 | 7984430.00 |
6591 | 2016.03.15 09:00 | sell | 3078 | 0.10 | 161.740 | 164.116 | 160.328 | ||
6592 | 2016.03.15 12:27 | t/p | 3078 | 0.10 | 160.308 | 164.116 | 160.328 | 14320.00 | 7998750.00 |
6593 | 2016.03.15 14:00 | sell | 3079 | 0.10 | 160.140 | 164.116 | 158.727 | ||
6594 | 2016.03.15 15:00 | close | 3079 | 0.10 | 159.870 | 164.116 | 158.727 | 2700.00 | 8001450.00 |
6595 | 2016.03.17 08:00 | sell | 3080 | 0.10 | 159.440 | 160.181 | 156.431 | ||
6596 | 2016.03.17 11:00 | sell | 3081 | 0.10 | 159.309 | 163.307 | 157.887 | ||
6597 | 2016.03.17 15:09 | s/l | 3080 | 0.10 | 160.181 | 160.181 | 156.431 | -7410.00 | 7994040.00 |
6598 | 2016.03.18 16:15 | sell | 3082 | 0.10 | 161.513 | 162.322 | 158.722 | ||
6599 | 2016.03.22 11:00 | sell | 3083 | 0.10 | 160.281 | 161.036 | 157.286 | ||
6600 | 2016.03.22 11:45 | modify | 3082 | 0.10 | 161.513 | 160.408 | 158.722 |