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 |
6751 | 2016.06.08 17:09 | s/l | 3149 | 0.10 | 155.204 | 155.209 | 158.809 | -8340.00 | 8272630.00 |
6752 | 2016.06.09 05:00 | sell | 3150 | 0.10 | 154.502 | 155.254 | 151.504 | ||
6753 | 2016.06.09 22:46 | s/l | 3150 | 0.10 | 155.254 | 155.254 | 151.504 | -7520.00 | 8265110.00 |
6754 | 2016.06.10 16:45 | sell | 3151 | 0.10 | 153.414 | 154.160 | 150.410 | ||
6755 | 2016.06.10 21:15 | modify | 3151 | 0.10 | 153.414 | 153.168 | 150.410 | ||
6756 | 2016.06.13 00:54 | sell | 3152 | 0.10 | 152.177 | 152.897 | 147.547 | ||
6757 | 2016.06.13 04:15 | sell | 3153 | 0.10 | 151.034 | 151.983 | 147.633 | ||
6758 | 2016.06.13 07:24 | t/p | 3151 | 0.10 | 150.419 | 153.168 | 150.410 | 29950.00 | 8295060.00 |
6759 | 2016.06.13 17:00 | s/l | 3153 | 0.10 | 151.982 | 151.983 | 147.633 | -9480.00 | 8285580.00 |
6760 | 2016.06.15 05:00 | buy | 3154 | 0.10 | 150.096 | 149.270 | 152.870 | ||
6761 | 2016.06.15 19:15 | close | 3154 | 0.10 | 150.056 | 149.270 | 152.870 | -400.00 | 8285180.00 |
6762 | 2016.06.15 19:15 | sell | 3155 | 0.10 | 150.064 | 150.865 | 147.265 | ||
6763 | 2016.06.16 06:00 | sell | 3156 | 0.10 | 148.672 | 149.427 | 145.677 | ||
6764 | 2016.06.16 08:00 | modify | 3155 | 0.10 | 150.064 | 149.015 | 147.265 | ||
6765 | 2016.06.16 08:07 | t/p | 3152 | 0.10 | 147.548 | 152.897 | 147.547 | 46290.00 | 8331470.00 |
6766 | 2016.06.16 08:07 | sell | 3157 | 0.10 | 147.492 | 148.314 | 142.964 | ||
6767 | 2016.06.16 08:30 | modify | 3156 | 0.10 | 148.672 | 148.412 | 145.677 | ||
6768 | 2016.06.16 09:36 | t/p | 3155 | 0.10 | 147.253 | 149.015 | 147.265 | 28110.00 | 8359580.00 |
6769 | 2016.06.16 14:45 | close | 3156 | 0.10 | 147.607 | 148.412 | 145.677 | 10650.00 | 8370230.00 |
6770 | 2016.06.16 16:15 | sell | 3158 | 0.10 | 146.744 | 147.691 | 143.341 | ||
6771 | 2016.06.16 19:27 | s/l | 3158 | 0.10 | 147.701 | 147.691 | 143.341 | -9570.00 | 8360660.00 |
6772 | 2016.06.16 19:44 | s/l | 3157 | 0.10 | 148.312 | 148.314 | 142.964 | -8200.00 | 8352460.00 |
6773 | 2016.06.17 08:00 | sell | 3159 | 0.10 | 148.464 | 149.016 | 143.666 | ||
6774 | 2016.06.17 10:31 | s/l | 3159 | 0.10 | 149.019 | 149.016 | 143.666 | -5550.00 | 8346910.00 |
6775 | 2016.06.17 12:00 | sell | 3160 | 0.10 | 149.031 | 149.590 | 144.240 | ||
6776 | 2016.06.17 21:09 | s/l | 3160 | 0.10 | 149.605 | 149.590 | 144.240 | -5740.00 | 8341170.00 |
6777 | 2016.06.20 00:30 | buy | 3161 | 0.10 | 151.515 | 150.942 | 156.292 | ||
6778 | 2016.06.20 01:16 | s/l | 3161 | 0.10 | 150.935 | 150.942 | 156.292 | -5800.00 | 8335370.00 |
6779 | 2016.06.21 00:03 | sell | 3162 | 0.10 | 152.487 | 153.353 | 149.753 | ||
6780 | 2016.06.21 08:39 | s/l | 3162 | 0.10 | 153.363 | 153.353 | 149.753 | -8760.00 | 8326610.00 |
6781 | 2016.06.21 09:00 | sell | 3163 | 0.10 | 153.366 | 154.165 | 150.565 | ||
6782 | 2016.06.21 11:55 | s/l | 3163 | 0.10 | 154.172 | 154.165 | 150.565 | -8060.00 | 8318550.00 |
6783 | 2016.06.22 21:30 | buy | 3164 | 0.10 | 153.422 | 152.582 | 156.182 | ||
6784 | 2016.06.23 00:33 | buy | 3165 | 0.10 | 155.454 | 154.480 | 158.230 | ||
6785 | 2016.06.23 02:00 | buy | 3166 | 0.10 | 154.996 | 150.920 | 156.358 | ||
6786 | 2016.06.23 09:10 | s/l | 3165 | 0.10 | 154.480 | 154.480 | 158.230 | -9740.00 | 8308810.00 |
6787 | 2016.06.23 12:15 | buy | 3167 | 0.10 | 155.306 | 154.528 | 158.278 | ||
6788 | 2016.06.23 12:20 | t/p | 3164 | 0.10 | 156.187 | 152.582 | 156.182 | 27650.00 | 8336460.00 |
6789 | 2016.06.23 13:16 | t/p | 3166 | 0.10 | 156.359 | 150.920 | 156.358 | 13630.00 | 8350090.00 |
6790 | 2016.06.23 13:45 | modify | 3167 | 0.10 | 155.306 | 156.001 | 158.278 | ||
6791 | 2016.06.23 13:45 | close | 3167 | 0.10 | 157.933 | 156.001 | 158.278 | 26270.00 | 8376360.00 |
6792 | 2016.06.28 05:30 | buy | 3168 | 0.10 | 135.804 | 134.972 | 138.572 | ||
6793 | 2016.06.29 12:00 | close | 3168 | 0.10 | 137.299 | 134.972 | 138.572 | 14950.00 | 8391310.00 |
6794 | 2016.06.29 12:00 | sell | 3169 | 0.10 | 137.311 | 138.108 | 134.508 | ||
6795 | 2016.06.29 14:10 | s/l | 3169 | 0.10 | 138.112 | 138.108 | 134.508 | -8010.00 | 8383300.00 |
6796 | 2016.06.30 12:30 | sell | 3170 | 0.10 | 138.495 | 139.285 | 135.685 | ||
6797 | 2016.06.30 16:45 | close | 3170 | 0.10 | 137.998 | 139.285 | 135.685 | 4970.00 | 8388270.00 |
6798 | 2016.06.30 16:45 | buy | 3171 | 0.10 | 138.006 | 137.178 | 140.778 | ||
6799 | 2016.06.30 18:00 | s/l | 3171 | 0.10 | 137.171 | 137.178 | 140.778 | -8350.00 | 8379920.00 |
6800 | 2016.07.01 10:30 | sell | 3172 | 0.10 | 136.383 | 137.138 | 133.388 | ||
6801 | 2016.07.04 10:45 | close | 3172 | 0.10 | 136.417 | 137.138 | 133.388 | -340.00 | 8379580.00 |
6802 | 2016.07.04 19:00 | sell | 3173 | 0.10 | 136.313 | 137.118 | 133.518 | ||
6803 | 2016.07.05 03:30 | sell | 3174 | 0.10 | 135.782 | 136.528 | 132.778 | ||
6804 | 2016.07.05 06:00 | sell | 3175 | 0.10 | 135.298 | 138.863 | 133.878 | ||
6805 | 2016.07.05 10:15 | modify | 3174 | 0.10 | 135.782 | 135.249 | 132.778 | ||
6806 | 2016.07.05 10:30 | modify | 3173 | 0.10 | 136.313 | 135.210 | 133.518 | ||
6807 | 2016.07.05 10:45 | t/p | 3175 | 0.10 | 133.876 | 138.863 | 133.878 | 14220.00 | 8393800.00 |
6808 | 2016.07.05 11:44 | t/p | 3173 | 0.10 | 133.502 | 135.210 | 133.518 | 28110.00 | 8421910.00 |
6809 | 2016.07.05 13:00 | sell | 3176 | 0.10 | 133.746 | 137.748 | 132.328 | ||
6810 | 2016.07.05 15:00 | close | 3176 | 0.10 | 133.530 | 137.748 | 132.328 | 2160.00 | 8424070.00 |
6811 | 2016.07.05 15:58 | t/p | 3174 | 0.10 | 132.776 | 135.249 | 132.778 | 30060.00 | 8454130.00 |
6812 | 2016.07.05 16:00 | sell | 3177 | 0.10 | 132.685 | 133.228 | 127.878 | ||
6813 | 2016.07.05 18:45 | sell | 3178 | 0.10 | 132.445 | 133.398 | 129.048 | ||
6814 | 2016.07.06 04:45 | modify | 3178 | 0.10 | 132.445 | 131.403 | 129.048 | ||
6815 | 2016.07.06 05:05 | t/p | 3178 | 0.10 | 129.053 | 131.403 | 129.048 | 33920.00 | 8488050.00 |
6816 | 2016.07.07 20:15 | sell | 3179 | 0.10 | 129.616 | 130.569 | 126.219 | ||
6817 | 2016.07.08 03:26 | s/l | 3179 | 0.10 | 130.574 | 130.569 | 126.219 | -9580.00 | 8478470.00 |
6818 | 2016.07.11 14:30 | s/l | 3177 | 0.10 | 133.228 | 133.228 | 127.878 | -5430.00 | 8473040.00 |
6819 | 2016.07.11 15:15 | buy | 3180 | 0.10 | 133.078 | 132.307 | 136.057 | ||
6820 | 2016.07.11 16:00 | buy | 3181 | 0.10 | 133.042 | 132.473 | 137.823 | ||
6821 | 2016.07.12 04:45 | modify | 3180 | 0.10 | 133.078 | 133.401 | 136.057 | ||
6822 | 2016.07.12 10:23 | t/p | 3180 | 0.10 | 136.057 | 133.401 | 136.057 | 29790.00 | 8502830.00 |
6823 | 2016.07.12 17:45 | t/p | 3181 | 0.10 | 137.833 | 132.473 | 137.823 | 47910.00 | 8550740.00 |
6824 | 2016.07.14 17:00 | buy | 3182 | 0.10 | 140.554 | 139.728 | 143.328 | ||
6825 | 2016.07.15 05:45 | modify | 3182 | 0.10 | 140.554 | 141.593 | 143.328 | ||
6826 | 2016.07.15 08:02 | s/l | 3182 | 0.10 | 141.569 | 141.593 | 143.328 | 10150.00 | 8560890.00 |
6827 | 2016.07.19 09:15 | sell | 3183 | 0.10 | 140.110 | 140.914 | 137.314 | ||
6828 | 2016.07.19 20:45 | sell | 3184 | 0.10 | 138.950 | 139.697 | 135.947 | ||
6829 | 2016.07.20 05:00 | sell | 3185 | 0.10 | 138.638 | 142.644 | 137.224 | ||
6830 | 2016.07.20 11:30 | close | 3183 | 0.10 | 139.459 | 140.914 | 137.314 | 6510.00 | 8567400.00 |
6831 | 2016.07.20 11:30 | buy | 3186 | 0.10 | 139.444 | 138.608 | 142.208 | ||
6832 | 2016.07.20 11:33 | s/l | 3184 | 0.10 | 139.699 | 139.697 | 135.947 | -7490.00 | 8559910.00 |
6833 | 2016.07.21 00:07 | t/p | 3186 | 0.10 | 142.199 | 138.608 | 142.208 | 27550.00 | 8587460.00 |
6834 | 2016.07.25 17:45 | sell | 3187 | 0.10 | 138.872 | 139.680 | 136.080 | ||
6835 | 2016.07.26 02:15 | sell | 3188 | 0.10 | 138.451 | 139.211 | 135.461 | ||
6836 | 2016.07.26 04:01 | t/p | 3185 | 0.10 | 137.226 | 142.644 | 137.224 | 14120.00 | 8601580.00 |
6837 | 2016.07.26 05:00 | sell | 3189 | 0.10 | 137.431 | 141.439 | 136.019 | ||
6838 | 2016.07.26 05:30 | modify | 3188 | 0.10 | 138.451 | 138.166 | 135.461 | ||
6839 | 2016.07.26 07:45 | modify | 3187 | 0.10 | 138.872 | 137.745 | 136.080 | ||
6840 | 2016.07.26 08:00 | close | 3189 | 0.10 | 136.874 | 141.439 | 136.019 | 5570.00 | 8607150.00 |
6841 | 2016.07.26 09:00 | sell | 3190 | 0.10 | 136.918 | 140.915 | 135.495 | ||
6842 | 2016.07.26 10:00 | close | 3190 | 0.10 | 136.504 | 140.915 | 135.495 | 4140.00 | 8611290.00 |
6843 | 2016.07.26 10:01 | t/p | 3187 | 0.10 | 136.078 | 137.745 | 136.080 | 27940.00 | 8639230.00 |
6844 | 2016.07.26 16:45 | close | 3188 | 0.10 | 137.594 | 138.166 | 135.461 | 8570.00 | 8647800.00 |
6845 | 2016.07.27 17:30 | sell | 3191 | 0.10 | 138.854 | 139.661 | 136.061 | ||
6846 | 2016.07.29 03:45 | sell | 3192 | 0.10 | 137.356 | 138.100 | 134.350 | ||
6847 | 2016.07.29 05:35 | s/l | 3192 | 0.10 | 138.141 | 138.100 | 134.350 | -7850.00 | 8639950.00 |
6848 | 2016.07.29 05:36 | sell | 3193 | 0.10 | 137.922 | 137.966 | 134.216 | ||
6849 | 2016.07.29 05:36 | s/l | 3193 | 0.10 | 137.966 | 137.966 | 134.216 | -440.00 | 8639510.00 |
6850 | 2016.07.29 06:44 | t/p | 3191 | 0.10 | 136.015 | 139.661 | 136.061 | 28390.00 | 8667900.00 |
6851 | 2016.07.29 07:00 | sell | 3194 | 0.10 | 136.611 | 137.355 | 133.605 | ||
6852 | 2016.07.29 09:00 | sell | 3195 | 0.10 | 136.511 | 139.937 | 135.100 | ||
6853 | 2016.07.29 17:30 | modify | 3194 | 0.10 | 136.611 | 136.318 | 133.605 | ||
6854 | 2016.07.29 17:45 | close | 3194 | 0.10 | 135.920 | 136.318 | 133.605 | 6910.00 | 8674810.00 |
6855 | 2016.07.29 20:46 | t/p | 3195 | 0.10 | 135.095 | 139.937 | 135.100 | 14160.00 | 8688970.00 |
6856 | 2016.08.02 05:15 | buy | 3196 | 0.10 | 135.500 | 134.676 | 138.276 | ||
6857 | 2016.08.02 09:03 | s/l | 3196 | 0.10 | 134.681 | 134.676 | 138.276 | -8190.00 | 8680780.00 |
6858 | 2016.08.02 09:15 | buy | 3197 | 0.10 | 134.660 | 133.832 | 137.432 | ||
6859 | 2016.08.02 11:00 | sell | 3198 | 0.10 | 134.178 | 134.936 | 131.186 | ||
6860 | 2016.08.02 15:14 | s/l | 3198 | 0.10 | 134.945 | 134.936 | 131.186 | -7670.00 | 8673110.00 |
6861 | 2016.08.02 17:45 | sell | 3199 | 0.10 | 134.279 | 135.036 | 131.286 | ||
6862 | 2016.08.03 03:39 | s/l | 3199 | 0.10 | 135.039 | 135.036 | 131.286 | -7600.00 | 8665510.00 |
6863 | 2016.08.03 07:30 | sell | 3200 | 0.10 | 134.204 | 134.960 | 131.210 | ||
6864 | 2016.08.03 11:44 | s/l | 3200 | 0.10 | 134.960 | 134.960 | 131.210 | -7560.00 | 8657950.00 |
6865 | 2016.08.03 12:15 | close | 3197 | 0.10 | 134.869 | 133.832 | 137.432 | 2090.00 | 8660040.00 |
6866 | 2016.08.03 12:15 | sell | 3201 | 0.10 | 134.881 | 135.674 | 132.074 | ||
6867 | 2016.08.04 14:00 | sell | 3202 | 0.10 | 134.619 | 135.252 | 131.502 | ||
6868 | 2016.08.04 14:30 | modify | 3202 | 0.10 | 134.619 | 134.380 | 131.502 | ||
6869 | 2016.08.04 16:15 | modify | 3201 | 0.10 | 134.881 | 133.839 | 132.074 | ||
6870 | 2016.08.04 17:00 | sell | 3203 | 0.10 | 132.657 | 136.281 | 131.235 | ||
6871 | 2016.08.05 08:30 | close | 3201 | 0.10 | 132.828 | 133.839 | 132.074 | 20530.00 | 8680570.00 |
6872 | 2016.08.05 12:30 | buy | 3204 | 0.10 | 132.832 | 132.009 | 135.609 | ||
6873 | 2016.08.05 14:15 | close | 3202 | 0.10 | 132.978 | 134.380 | 131.502 | 16410.00 | 8696980.00 |
6874 | 2016.08.09 08:45 | close | 3204 | 0.10 | 133.004 | 132.009 | 135.609 | 1720.00 | 8698700.00 |
6875 | 2016.08.09 13:15 | sell | 3205 | 0.10 | 132.586 | 133.338 | 129.588 | ||
6876 | 2016.08.10 10:00 | sell | 3206 | 0.10 | 132.170 | 133.112 | 128.762 | ||
6877 | 2016.08.10 13:30 | close | 3205 | 0.10 | 132.294 | 133.338 | 129.588 | 2920.00 | 8701620.00 |
6878 | 2016.08.10 16:00 | sell | 3207 | 0.10 | 132.100 | 132.655 | 127.305 | ||
6879 | 2016.08.10 16:15 | close | 3206 | 0.10 | 132.236 | 133.112 | 128.762 | -660.00 | 8700960.00 |
6880 | 2016.08.10 16:15 | buy | 3208 | 0.10 | 132.234 | 131.418 | 135.018 | ||
6881 | 2016.08.10 18:00 | sell | 3209 | 0.10 | 131.741 | 132.500 | 128.750 | ||
6882 | 2016.08.11 00:15 | close | 3208 | 0.10 | 131.626 | 131.418 | 135.018 | -6080.00 | 8694880.00 |
6883 | 2016.08.11 00:15 | sell | 3210 | 0.10 | 131.635 | 132.582 | 128.232 | ||
6884 | 2016.08.11 11:00 | t/p | 3203 | 0.10 | 131.232 | 136.281 | 131.235 | 14250.00 | 8709130.00 |
6885 | 2016.08.11 12:00 | sell | 3211 | 0.10 | 131.218 | 134.038 | 129.794 | ||
6886 | 2016.08.11 18:15 | close | 3209 | 0.10 | 131.468 | 132.500 | 128.750 | 2730.00 | 8711860.00 |
6887 | 2016.08.12 16:30 | sell | 3212 | 0.10 | 131.180 | 131.928 | 128.178 | ||
6888 | 2016.08.12 20:30 | close | 3210 | 0.10 | 130.704 | 132.582 | 128.232 | 9310.00 | 8721170.00 |
6889 | 2016.08.15 16:15 | sell | 3213 | 0.10 | 130.155 | 131.109 | 126.759 | ||
6890 | 2016.08.15 16:45 | close | 3212 | 0.10 | 130.200 | 131.928 | 128.178 | 9800.00 | 8730970.00 |
6891 | 2016.08.16 05:38 | t/p | 3211 | 0.10 | 129.793 | 134.038 | 129.794 | 14250.00 | 8745220.00 |
6892 | 2016.08.16 09:30 | sell | 3214 | 0.10 | 129.388 | 130.139 | 126.389 | ||
6893 | 2016.08.16 11:33 | s/l | 3214 | 0.10 | 130.140 | 130.139 | 126.389 | -7520.00 | 8737700.00 |
6894 | 2016.08.16 15:00 | sell | 3215 | 0.10 | 129.432 | 130.188 | 126.438 | ||
6895 | 2016.08.16 16:25 | s/l | 3215 | 0.10 | 130.192 | 130.188 | 126.438 | -7600.00 | 8730100.00 |
6896 | 2016.08.17 01:37 | s/l | 3213 | 0.10 | 131.126 | 131.109 | 126.759 | -9710.00 | 8720390.00 |
6897 | 2016.08.18 11:45 | buy | 3216 | 0.10 | 131.653 | 130.887 | 134.637 | ||
6898 | 2016.08.19 12:00 | close | 3216 | 0.10 | 131.387 | 130.887 | 134.637 | -2660.00 | 8717730.00 |
6899 | 2016.08.23 11:00 | buy | 3217 | 0.10 | 132.010 | 131.418 | 134.398 | ||
6900 | 2016.08.23 11:30 | buy | 3218 | 0.10 | 132.206 | 131.444 | 135.194 |