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 |
6601 | 2016.03.22 12:15 | modify | 3083 | 0.10 | 160.281 | 160.073 | 157.286 | ||
6602 | 2016.03.22 12:30 | close | 3082 | 0.10 | 159.507 | 160.408 | 158.722 | 20060.00 | 8014100.00 |
6603 | 2016.03.22 13:00 | sell | 3084 | 0.10 | 159.680 | 160.472 | 156.872 | ||
6604 | 2016.03.23 11:15 | close | 3083 | 0.10 | 159.665 | 160.073 | 157.286 | 6160.00 | 8020260.00 |
6605 | 2016.03.24 09:15 | close | 3084 | 0.10 | 158.950 | 160.472 | 156.872 | 7300.00 | 8027560.00 |
6606 | 2016.03.24 13:45 | buy | 3085 | 0.10 | 159.183 | 158.357 | 161.957 | ||
6607 | 2016.03.28 02:45 | buy | 3086 | 0.10 | 160.351 | 159.570 | 163.320 | ||
6608 | 2016.03.28 03:00 | buy | 3087 | 0.10 | 160.341 | 156.333 | 162.013 | ||
6609 | 2016.03.28 10:00 | close | 3085 | 0.10 | 160.611 | 158.357 | 161.957 | 14280.00 | 8041840.00 |
6610 | 2016.03.28 17:00 | modify | 3086 | 0.10 | 160.351 | 160.678 | 163.320 | ||
6611 | 2016.03.29 03:00 | close | 3086 | 0.10 | 161.663 | 160.678 | 163.320 | 13120.00 | 8054960.00 |
6612 | 2016.03.29 11:53 | t/p | 3087 | 0.10 | 162.018 | 156.333 | 162.013 | 16770.00 | 8071730.00 |
6613 | 2016.03.30 05:30 | sell | 3088 | 0.10 | 161.691 | 162.481 | 158.881 | ||
6614 | 2016.03.30 17:00 | buy | 3089 | 0.10 | 162.383 | 158.381 | 164.061 | ||
6615 | 2016.03.30 17:15 | buy | 3090 | 0.10 | 162.426 | 161.655 | 165.405 | ||
6616 | 2016.03.30 17:19 | s/l | 3088 | 0.10 | 162.489 | 162.481 | 158.881 | -7980.00 | 8063750.00 |
6617 | 2016.03.30 20:22 | s/l | 3090 | 0.10 | 161.658 | 161.655 | 165.405 | -7680.00 | 8056070.00 |
6618 | 2016.03.31 08:00 | sell | 3091 | 0.10 | 160.975 | 161.554 | 158.574 | ||
6619 | 2016.03.31 11:20 | s/l | 3091 | 0.10 | 161.556 | 161.554 | 158.574 | -5810.00 | 8050260.00 |
6620 | 2016.04.01 05:00 | sell | 3092 | 0.10 | 160.917 | 161.672 | 157.922 | ||
6621 | 2016.04.01 16:15 | modify | 3092 | 0.10 | 160.917 | 160.499 | 157.922 | ||
6622 | 2016.04.01 21:00 | close | 3081 | 0.10 | 158.867 | 163.307 | 157.887 | 4420.00 | 8054680.00 |
6623 | 2016.04.04 05:15 | close | 3092 | 0.10 | 158.542 | 160.499 | 157.922 | 23750.00 | 8078430.00 |
6624 | 2016.04.04 08:23 | s/l | 3089 | 0.10 | 158.385 | 158.381 | 164.061 | -39980.00 | 8038450.00 |
6625 | 2016.04.04 12:00 | sell | 3093 | 0.10 | 158.353 | 158.910 | 153.560 | ||
6626 | 2016.04.04 12:44 | s/l | 3093 | 0.10 | 158.917 | 158.910 | 153.560 | -5640.00 | 8032810.00 |
6627 | 2016.04.05 04:00 | sell | 3094 | 0.10 | 158.408 | 158.950 | 153.600 | ||
6628 | 2016.04.05 04:15 | sell | 3095 | 0.10 | 158.328 | 159.273 | 154.923 | ||
6629 | 2016.04.05 09:30 | sell | 3096 | 0.10 | 157.527 | 158.282 | 154.532 | ||
6630 | 2016.04.05 17:30 | modify | 3096 | 0.10 | 157.527 | 157.209 | 154.532 | ||
6631 | 2016.04.05 17:30 | modify | 3095 | 0.10 | 158.328 | 157.309 | 154.923 | ||
6632 | 2016.04.06 09:45 | close | 3096 | 0.10 | 155.775 | 157.209 | 154.532 | 17520.00 | 8050330.00 |
6633 | 2016.04.06 14:28 | t/p | 3095 | 0.10 | 154.928 | 157.309 | 154.923 | 34000.00 | 8084330.00 |
6634 | 2016.04.07 05:30 | sell | 3097 | 0.10 | 154.250 | 155.204 | 150.854 | ||
6635 | 2016.04.07 09:47 | t/p | 3094 | 0.10 | 153.609 | 158.950 | 153.600 | 47990.00 | 8132320.00 |
6636 | 2016.04.07 13:00 | modify | 3097 | 0.10 | 154.250 | 153.150 | 150.854 | ||
6637 | 2016.04.08 04:17 | s/l | 3097 | 0.10 | 153.154 | 153.150 | 150.854 | 10960.00 | 8143280.00 |
6638 | 2016.04.12 11:45 | buy | 3098 | 0.10 | 154.812 | 154.036 | 157.786 | ||
6639 | 2016.04.12 12:00 | buy | 3099 | 0.10 | 154.750 | 154.186 | 159.536 | ||
6640 | 2016.04.12 15:30 | close | 3098 | 0.10 | 154.517 | 154.036 | 157.786 | -2950.00 | 8140330.00 |
6641 | 2016.04.12 17:15 | s/l | 3099 | 0.10 | 154.188 | 154.186 | 159.536 | -5620.00 | 8134710.00 |
6642 | 2016.04.12 17:15 | buy | 3100 | 0.10 | 154.210 | 154.103 | 159.453 | ||
6643 | 2016.04.12 17:23 | s/l | 3100 | 0.10 | 154.106 | 154.103 | 159.453 | -1040.00 | 8133670.00 |
6644 | 2016.04.12 20:00 | buy | 3101 | 0.10 | 154.927 | 154.357 | 159.707 | ||
6645 | 2016.04.14 10:05 | s/l | 3101 | 0.10 | 154.350 | 154.357 | 159.707 | -5770.00 | 8127900.00 |
6646 | 2016.04.15 03:15 | buy | 3102 | 0.10 | 154.817 | 154.001 | 157.601 | ||
6647 | 2016.04.15 17:15 | sell | 3103 | 0.10 | 154.111 | 154.867 | 151.117 | ||
6648 | 2016.04.15 18:00 | sell | 3104 | 0.10 | 154.162 | 155.774 | 152.742 | ||
6649 | 2016.04.18 00:00 | s/l | 3102 | 0.10 | 153.631 | 154.001 | 157.601 | -11860.00 | 8116040.00 |
6650 | 2016.04.18 05:30 | modify | 3103 | 0.10 | 154.111 | 153.834 | 151.117 | ||
6651 | 2016.04.18 09:10 | t/p | 3104 | 0.10 | 152.746 | 155.774 | 152.742 | 14160.00 | 8130200.00 |
6652 | 2016.04.18 11:39 | s/l | 3103 | 0.10 | 153.840 | 153.834 | 151.117 | 2710.00 | 8132910.00 |
6653 | 2016.04.21 14:00 | buy | 3105 | 0.10 | 157.796 | 153.793 | 159.213 | ||
6654 | 2016.04.21 15:00 | buy | 3106 | 0.10 | 157.891 | 157.129 | 160.879 | ||
6655 | 2016.04.21 16:52 | s/l | 3106 | 0.10 | 157.123 | 157.129 | 160.879 | -7680.00 | 8125230.00 |
6656 | 2016.04.22 07:45 | buy | 3107 | 0.10 | 157.994 | 157.228 | 160.978 | ||
6657 | 2016.04.22 14:10 | t/p | 3105 | 0.10 | 159.204 | 153.793 | 159.213 | 14080.00 | 8139310.00 |
6658 | 2016.04.22 14:30 | modify | 3107 | 0.10 | 157.994 | 158.305 | 160.978 | ||
6659 | 2016.04.22 15:00 | buy | 3108 | 0.10 | 159.373 | 158.555 | 162.155 | ||
6660 | 2016.04.22 21:01 | t/p | 3107 | 0.10 | 160.983 | 158.305 | 160.978 | 29890.00 | 8169200.00 |
6661 | 2016.04.25 00:15 | modify | 3108 | 0.10 | 159.373 | 160.717 | 162.155 | ||
6662 | 2016.04.25 03:25 | s/l | 3108 | 0.10 | 160.711 | 160.717 | 162.155 | 13380.00 | 8182580.00 |
6663 | 2016.04.26 04:00 | buy | 3109 | 0.10 | 161.045 | 160.228 | 163.828 | ||
6664 | 2016.04.26 09:00 | close | 3109 | 0.10 | 160.689 | 160.228 | 163.828 | -3560.00 | 8179020.00 |
6665 | 2016.04.26 09:00 | sell | 3110 | 0.10 | 160.699 | 161.491 | 157.891 | ||
6666 | 2016.04.26 11:43 | s/l | 3110 | 0.10 | 161.496 | 161.491 | 157.891 | -7970.00 | 8171050.00 |
6667 | 2016.04.26 15:00 | buy | 3111 | 0.10 | 161.574 | 160.807 | 164.557 | ||
6668 | 2016.04.26 16:00 | buy | 3112 | 0.10 | 162.207 | 161.247 | 165.597 | ||
6669 | 2016.04.26 17:00 | buy | 3113 | 0.10 | 162.396 | 158.390 | 163.810 | ||
6670 | 2016.04.27 12:00 | buy | 3114 | 0.10 | 162.253 | 161.679 | 167.029 | ||
6671 | 2016.04.27 13:45 | modify | 3111 | 0.10 | 161.574 | 161.860 | 164.557 | ||
6672 | 2016.04.27 14:00 | close | 3112 | 0.10 | 162.467 | 161.247 | 165.597 | 2600.00 | 8173650.00 |
6673 | 2016.04.27 14:00 | sell | 3115 | 0.10 | 162.473 | 163.272 | 159.672 | ||
6674 | 2016.04.27 15:15 | close | 3111 | 0.10 | 162.338 | 161.860 | 164.557 | 7640.00 | 8181290.00 |
6675 | 2016.04.27 18:00 | s/l | 3114 | 0.10 | 161.672 | 161.679 | 167.029 | -5810.00 | 8175480.00 |
6676 | 2016.04.27 18:00 | buy | 3116 | 0.10 | 161.704 | 161.521 | 166.871 | ||
6677 | 2016.04.28 06:01 | s/l | 3116 | 0.10 | 161.495 | 161.521 | 166.871 | -2090.00 | 8173390.00 |
6678 | 2016.04.28 06:01 | t/p | 3115 | 0.10 | 159.657 | 163.272 | 159.672 | 28160.00 | 8201550.00 |
6679 | 2016.04.28 06:03 | s/l | 3113 | 0.10 | 158.366 | 158.390 | 163.810 | -40300.00 | 8161250.00 |
6680 | 2016.04.28 06:15 | buy | 3117 | 0.10 | 158.874 | 158.024 | 161.624 | ||
6681 | 2016.04.28 06:30 | close | 3117 | 0.10 | 158.914 | 158.024 | 161.624 | 400.00 | 8161650.00 |
6682 | 2016.05.03 14:45 | sell | 3118 | 0.10 | 155.010 | 155.753 | 152.003 | ||
6683 | 2016.05.04 00:38 | s/l | 3118 | 0.10 | 155.882 | 155.753 | 152.003 | -8720.00 | 8152930.00 |
6684 | 2016.05.04 12:30 | buy | 3119 | 0.10 | 154.882 | 154.066 | 157.666 | ||
6685 | 2016.05.05 20:15 | close | 3119 | 0.10 | 155.222 | 154.066 | 157.666 | 3400.00 | 8156330.00 |
6686 | 2016.05.05 20:15 | sell | 3120 | 0.10 | 155.212 | 156.017 | 152.417 | ||
6687 | 2016.05.06 10:15 | sell | 3121 | 0.10 | 154.674 | 155.421 | 151.671 | ||
6688 | 2016.05.06 15:00 | sell | 3122 | 0.10 | 154.868 | 155.444 | 152.464 | ||
6689 | 2016.05.06 16:00 | close | 3122 | 0.10 | 153.979 | 155.444 | 152.464 | 8890.00 | 8165220.00 |
6690 | 2016.05.09 03:30 | close | 3120 | 0.10 | 155.101 | 156.017 | 152.417 | 1110.00 | 8166330.00 |
6691 | 2016.05.09 03:30 | buy | 3123 | 0.10 | 155.096 | 154.283 | 157.883 | ||
6692 | 2016.05.09 10:30 | close | 3121 | 0.10 | 154.516 | 155.421 | 151.671 | 1580.00 | 8167910.00 |
6693 | 2016.05.09 14:00 | buy | 3124 | 0.10 | 156.017 | 153.635 | 157.433 | ||
6694 | 2016.05.09 16:45 | buy | 3125 | 0.10 | 156.411 | 155.637 | 159.387 | ||
6695 | 2016.05.10 11:45 | modify | 3123 | 0.10 | 155.096 | 156.131 | 157.883 | ||
6696 | 2016.05.10 11:51 | t/p | 3124 | 0.10 | 157.427 | 153.635 | 157.433 | 14100.00 | 8182010.00 |
6697 | 2016.05.10 12:45 | modify | 3125 | 0.10 | 156.411 | 156.663 | 159.387 | ||
6698 | 2016.05.10 12:47 | t/p | 3123 | 0.10 | 157.890 | 156.131 | 157.883 | 27940.00 | 8209950.00 |
6699 | 2016.05.10 17:00 | close | 3125 | 0.10 | 157.520 | 156.663 | 159.387 | 11090.00 | 8221040.00 |
6700 | 2016.05.12 14:15 | buy | 3126 | 0.10 | 158.132 | 157.363 | 161.113 | ||
6701 | 2016.05.12 16:00 | buy | 3127 | 0.10 | 158.092 | 154.275 | 159.521 | ||
6702 | 2016.05.12 17:00 | close | 3126 | 0.10 | 158.023 | 157.363 | 161.113 | -1090.00 | 8219950.00 |
6703 | 2016.05.13 21:30 | sell | 3128 | 0.10 | 156.029 | 156.769 | 153.019 | ||
6704 | 2016.05.16 17:57 | s/l | 3128 | 0.10 | 156.781 | 156.769 | 153.019 | -7520.00 | 8212430.00 |
6705 | 2016.05.17 08:45 | buy | 3129 | 0.10 | 157.972 | 157.195 | 160.945 | ||
6706 | 2016.05.18 03:38 | s/l | 3129 | 0.10 | 157.186 | 157.195 | 160.945 | -7860.00 | 8204570.00 |
6707 | 2016.05.18 14:15 | buy | 3130 | 0.10 | 158.794 | 158.015 | 161.765 | ||
6708 | 2016.05.18 16:15 | t/p | 3127 | 0.10 | 159.547 | 154.275 | 159.521 | 14550.00 | 8219120.00 |
6709 | 2016.05.18 17:15 | modify | 3130 | 0.10 | 158.794 | 159.098 | 161.765 | ||
6710 | 2016.05.19 14:30 | close | 3130 | 0.10 | 160.590 | 159.098 | 161.765 | 17960.00 | 8237080.00 |
6711 | 2016.05.20 22:00 | sell | 3131 | 0.10 | 159.887 | 163.881 | 158.201 | ||
6712 | 2016.05.23 10:00 | sell | 3132 | 0.10 | 159.206 | 159.952 | 156.202 | ||
6713 | 2016.05.23 11:30 | close | 3132 | 0.10 | 159.370 | 159.952 | 156.202 | -1640.00 | 8235440.00 |
6714 | 2016.05.23 12:45 | sell | 3133 | 0.10 | 159.003 | 159.749 | 155.999 | ||
6715 | 2016.05.23 18:44 | t/p | 3131 | 0.10 | 158.200 | 163.881 | 158.201 | 16870.00 | 8252310.00 |
6716 | 2016.05.24 12:06 | s/l | 3133 | 0.10 | 159.753 | 159.749 | 155.999 | -7500.00 | 8244810.00 |
6717 | 2016.05.25 16:00 | buy | 3134 | 0.10 | 162.245 | 161.282 | 165.632 | ||
6718 | 2016.05.26 03:14 | s/l | 3134 | 0.10 | 161.277 | 161.282 | 165.632 | -9680.00 | 8235130.00 |
6719 | 2016.05.26 11:30 | sell | 3135 | 0.10 | 161.933 | 162.740 | 159.140 | ||
6720 | 2016.05.27 15:45 | sell | 3136 | 0.10 | 160.164 | 160.912 | 157.162 | ||
6721 | 2016.05.27 17:16 | s/l | 3136 | 0.10 | 160.922 | 160.912 | 157.162 | -7580.00 | 8227550.00 |
6722 | 2016.05.30 02:15 | buy | 3137 | 0.10 | 161.897 | 161.126 | 164.876 | ||
6723 | 2016.05.30 07:45 | close | 3135 | 0.10 | 162.478 | 162.740 | 159.140 | -5450.00 | 8222100.00 |
6724 | 2016.05.30 09:30 | buy | 3138 | 0.10 | 162.909 | 161.930 | 166.280 | ||
6725 | 2016.05.30 20:00 | buy | 3139 | 0.10 | 162.647 | 162.078 | 167.428 | ||
6726 | 2016.05.31 02:30 | close | 3137 | 0.10 | 162.305 | 161.126 | 164.876 | 4080.00 | 8226180.00 |
6727 | 2016.05.31 11:01 | s/l | 3139 | 0.10 | 162.069 | 162.078 | 167.428 | -5780.00 | 8220400.00 |
6728 | 2016.05.31 11:01 | s/l | 3138 | 0.10 | 161.937 | 161.930 | 166.280 | -9720.00 | 8210680.00 |
6729 | 2016.05.31 11:45 | buy | 3140 | 0.10 | 162.122 | 161.297 | 164.897 | ||
6730 | 2016.05.31 16:00 | buy | 3141 | 0.10 | 162.896 | 162.312 | 167.662 | ||
6731 | 2016.05.31 16:30 | close | 3140 | 0.10 | 162.641 | 161.297 | 164.897 | 5190.00 | 8215870.00 |
6732 | 2016.05.31 16:30 | sell | 3142 | 0.10 | 162.624 | 163.432 | 159.832 | ||
6733 | 2016.05.31 17:33 | s/l | 3141 | 0.10 | 162.307 | 162.312 | 167.662 | -5890.00 | 8209980.00 |
6734 | 2016.05.31 19:30 | modify | 3142 | 0.10 | 162.624 | 161.621 | 159.832 | ||
6735 | 2016.06.01 08:02 | t/p | 3142 | 0.10 | 159.831 | 161.621 | 159.832 | 27930.00 | 8237910.00 |
6736 | 2016.06.02 15:45 | buy | 3143 | 0.10 | 157.454 | 156.629 | 160.229 | ||
6737 | 2016.06.02 16:35 | s/l | 3143 | 0.10 | 156.609 | 156.629 | 160.229 | -8450.00 | 8229460.00 |
6738 | 2016.06.03 04:00 | buy | 3144 | 0.10 | 157.067 | 156.238 | 159.838 | ||
6739 | 2016.06.03 15:30 | s/l | 3144 | 0.10 | 156.231 | 156.238 | 159.838 | -8360.00 | 8221100.00 |
6740 | 2016.06.03 15:45 | sell | 3145 | 0.10 | 156.414 | 157.162 | 153.412 | ||
6741 | 2016.06.03 17:30 | sell | 3146 | 0.10 | 155.121 | 156.061 | 151.711 | ||
6742 | 2016.06.03 17:45 | modify | 3145 | 0.10 | 156.414 | 156.011 | 153.412 | ||
6743 | 2016.06.06 02:08 | t/p | 3145 | 0.10 | 153.406 | 156.011 | 153.412 | 30080.00 | 8251180.00 |
6744 | 2016.06.06 03:00 | modify | 3146 | 0.10 | 155.121 | 154.069 | 151.711 | ||
6745 | 2016.06.06 05:59 | s/l | 3146 | 0.10 | 154.076 | 154.069 | 151.711 | 10450.00 | 8261630.00 |
6746 | 2016.06.06 14:15 | buy | 3147 | 0.10 | 154.425 | 153.596 | 157.196 | ||
6747 | 2016.06.07 07:10 | t/p | 3147 | 0.10 | 157.191 | 153.596 | 157.196 | 27660.00 | 8289290.00 |
6748 | 2016.06.07 18:00 | buy | 3148 | 0.10 | 156.121 | 155.296 | 158.896 | ||
6749 | 2016.06.08 04:50 | s/l | 3148 | 0.10 | 155.289 | 155.296 | 158.896 | -8320.00 | 8280970.00 |
6750 | 2016.06.08 15:15 | buy | 3149 | 0.10 | 156.038 | 155.209 | 158.809 |