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 |
6901 | 2016.08.24 11:45 | close | 3218 | 0.10 | 132.459 | 131.444 | 135.194 | 2530.00 | 8720260.00 |
6902 | 2016.08.24 12:30 | buy | 3219 | 0.10 | 132.624 | 131.859 | 135.609 | ||
6903 | 2016.08.24 13:36 | s/l | 3207 | 0.10 | 132.662 | 132.655 | 127.305 | -5620.00 | 8714640.00 |
6904 | 2016.08.25 12:45 | close | 3219 | 0.10 | 132.730 | 131.859 | 135.609 | 1060.00 | 8715700.00 |
6905 | 2016.08.26 12:00 | sell | 3220 | 0.10 | 132.704 | 133.507 | 129.907 | ||
6906 | 2016.08.26 17:15 | close | 3220 | 0.10 | 132.828 | 133.507 | 129.907 | -1240.00 | 8714460.00 |
6907 | 2016.08.26 17:15 | buy | 3221 | 0.10 | 132.816 | 131.997 | 135.597 | ||
6908 | 2016.08.26 18:00 | close | 3217 | 0.10 | 132.655 | 131.418 | 134.398 | 6450.00 | 8720910.00 |
6909 | 2016.08.26 18:45 | buy | 3222 | 0.10 | 133.241 | 132.466 | 136.216 | ||
6910 | 2016.08.26 21:00 | buy | 3223 | 0.10 | 133.618 | 133.027 | 136.007 | ||
6911 | 2016.08.29 00:05 | buy | 3224 | 0.10 | 133.958 | 129.893 | 135.573 | ||
6912 | 2016.08.29 09:00 | modify | 3222 | 0.10 | 133.241 | 133.450 | 136.216 | ||
6913 | 2016.08.29 18:01 | s/l | 3222 | 0.10 | 133.458 | 133.450 | 136.216 | 2170.00 | 8723080.00 |
6914 | 2016.08.30 13:30 | close | 3221 | 0.10 | 133.899 | 131.997 | 135.597 | 10830.00 | 8733910.00 |
6915 | 2016.08.30 15:15 | buy | 3225 | 0.10 | 134.200 | 133.433 | 137.183 | ||
6916 | 2016.08.30 17:00 | buy | 3226 | 0.10 | 134.707 | 133.713 | 138.063 | ||
6917 | 2016.08.31 11:17 | t/p | 3224 | 0.10 | 135.571 | 129.893 | 135.573 | 16130.00 | 8750040.00 |
6918 | 2016.08.31 11:30 | modify | 3225 | 0.10 | 134.200 | 134.527 | 137.183 | ||
6919 | 2016.08.31 12:00 | buy | 3227 | 0.10 | 135.644 | 135.066 | 140.416 | ||
6920 | 2016.08.31 15:30 | close | 3225 | 0.10 | 135.583 | 134.527 | 137.183 | 13830.00 | 8763870.00 |
6921 | 2016.09.01 06:00 | close | 3223 | 0.10 | 135.751 | 133.027 | 136.007 | 21330.00 | 8785200.00 |
6922 | 2016.09.01 11:45 | buy | 3228 | 0.10 | 137.231 | 136.465 | 140.215 | ||
6923 | 2016.09.01 12:00 | modify | 3226 | 0.10 | 134.707 | 136.215 | 138.063 | ||
6924 | 2016.09.01 13:00 | buy | 3229 | 0.10 | 137.209 | 133.217 | 138.897 | ||
6925 | 2016.09.01 13:15 | close | 3226 | 0.10 | 137.275 | 136.215 | 138.063 | 25680.00 | 8810880.00 |
6926 | 2016.09.01 17:30 | close | 3228 | 0.10 | 137.268 | 136.465 | 140.215 | 370.00 | 8811250.00 |
6927 | 2016.09.02 14:45 | buy | 3230 | 0.10 | 137.359 | 136.537 | 140.137 | ||
6928 | 2016.09.05 08:45 | close | 3230 | 0.10 | 137.616 | 136.537 | 140.137 | 2570.00 | 8813820.00 |
6929 | 2016.09.05 08:45 | sell | 3231 | 0.10 | 137.615 | 138.418 | 134.818 | ||
6930 | 2016.09.06 18:00 | close | 3229 | 0.10 | 137.265 | 133.217 | 138.897 | 560.00 | 8814380.00 |
6931 | 2016.09.06 21:00 | sell | 3232 | 0.10 | 137.088 | 138.850 | 135.678 | ||
6932 | 2016.09.06 22:15 | sell | 3233 | 0.10 | 137.132 | 137.874 | 134.124 | ||
6933 | 2016.09.07 05:00 | modify | 3233 | 0.10 | 137.132 | 136.802 | 134.124 | ||
6934 | 2016.09.07 05:00 | close | 3231 | 0.10 | 135.972 | 138.418 | 134.818 | 16430.00 | 8830810.00 |
6935 | 2016.09.07 12:59 | t/p | 3232 | 0.10 | 135.681 | 138.850 | 135.678 | 14070.00 | 8844880.00 |
6936 | 2016.09.07 15:00 | sell | 3234 | 0.10 | 135.817 | 138.850 | 134.403 | ||
6937 | 2016.09.07 22:30 | close | 3233 | 0.10 | 135.723 | 136.802 | 134.124 | 14090.00 | 8858970.00 |
6938 | 2016.09.08 17:06 | s/l | 3227 | 0.10 | 135.072 | 135.066 | 140.416 | -5720.00 | 8853250.00 |
6939 | 2016.09.09 16:00 | buy | 3235 | 0.10 | 136.973 | 136.377 | 139.357 | ||
6940 | 2016.09.09 17:00 | close | 3235 | 0.10 | 136.435 | 136.377 | 139.357 | -5380.00 | 8847870.00 |
6941 | 2016.09.12 10:30 | buy | 3236 | 0.10 | 135.849 | 135.038 | 138.638 | ||
6942 | 2016.09.12 12:30 | sell | 3237 | 0.10 | 135.459 | 136.206 | 132.456 | ||
6943 | 2016.09.13 12:45 | close | 3237 | 0.10 | 135.338 | 136.206 | 132.456 | 1210.00 | 8849080.00 |
6944 | 2016.09.13 13:15 | sell | 3238 | 0.10 | 135.109 | 135.860 | 132.110 | ||
6945 | 2016.09.13 16:59 | s/l | 3236 | 0.10 | 135.035 | 135.038 | 138.638 | -8140.00 | 8840940.00 |
6946 | 2016.09.14 04:30 | s/l | 3238 | 0.10 | 135.870 | 135.860 | 132.110 | -7610.00 | 8833330.00 |
6947 | 2016.09.15 11:30 | buy | 3239 | 0.10 | 135.483 | 134.641 | 138.241 | ||
6948 | 2016.09.15 15:30 | sell | 3240 | 0.10 | 134.851 | 135.602 | 131.852 | ||
6949 | 2016.09.16 10:23 | s/l | 3239 | 0.10 | 134.638 | 134.641 | 138.241 | -8450.00 | 8824880.00 |
6950 | 2016.09.16 13:23 | t/p | 3234 | 0.10 | 134.402 | 138.850 | 134.403 | 14150.00 | 8839030.00 |
6951 | 2016.09.16 15:45 | close | 3240 | 0.10 | 134.185 | 135.602 | 131.852 | 6660.00 | 8845690.00 |
6952 | 2016.09.16 15:45 | sell | 3241 | 0.10 | 134.148 | 134.908 | 131.158 | ||
6953 | 2016.09.19 00:00 | modify | 3241 | 0.10 | 134.148 | 133.888 | 131.158 | ||
6954 | 2016.09.19 11:00 | sell | 3242 | 0.10 | 133.276 | 134.068 | 130.468 | ||
6955 | 2016.09.19 16:00 | close | 3241 | 0.10 | 133.086 | 133.888 | 131.158 | 10620.00 | 8856310.00 |
6956 | 2016.09.20 11:30 | sell | 3243 | 0.10 | 132.279 | 133.031 | 129.281 | ||
6957 | 2016.09.21 07:15 | close | 3242 | 0.10 | 132.212 | 134.068 | 130.468 | 10640.00 | 8866950.00 |
6958 | 2016.09.21 07:30 | close | 3243 | 0.10 | 132.583 | 133.031 | 129.281 | -3040.00 | 8863910.00 |
6959 | 2016.09.21 12:00 | sell | 3244 | 0.10 | 132.088 | 132.648 | 127.298 | ||
6960 | 2016.09.21 14:45 | sell | 3245 | 0.10 | 131.348 | 132.106 | 128.356 | ||
6961 | 2016.09.21 17:45 | sell | 3246 | 0.10 | 130.647 | 131.597 | 127.247 | ||
6962 | 2016.09.22 11:12 | s/l | 3246 | 0.10 | 131.591 | 131.597 | 127.247 | -9440.00 | 8854470.00 |
6963 | 2016.09.22 15:00 | close | 3245 | 0.10 | 131.758 | 132.106 | 128.356 | -4100.00 | 8850370.00 |
6964 | 2016.09.26 10:30 | sell | 3247 | 0.10 | 130.099 | 130.853 | 127.103 | ||
6965 | 2016.09.26 10:45 | sell | 3248 | 0.10 | 130.063 | 131.018 | 126.668 | ||
6966 | 2016.09.27 04:48 | s/l | 3247 | 0.10 | 130.848 | 130.853 | 127.103 | -7490.00 | 8842880.00 |
6967 | 2016.09.27 04:48 | s/l | 3248 | 0.10 | 131.037 | 131.018 | 126.668 | -9740.00 | 8833140.00 |
6968 | 2016.09.28 10:45 | buy | 3249 | 0.10 | 131.144 | 130.381 | 134.131 | ||
6969 | 2016.09.28 11:00 | buy | 3250 | 0.10 | 131.061 | 129.211 | 132.745 | ||
6970 | 2016.09.28 17:15 | sell | 3251 | 0.10 | 130.614 | 131.421 | 127.821 | ||
6971 | 2016.09.29 02:08 | s/l | 3251 | 0.10 | 131.432 | 131.421 | 127.821 | -8180.00 | 8824960.00 |
6972 | 2016.09.29 09:15 | modify | 3249 | 0.10 | 131.144 | 131.379 | 134.131 | ||
6973 | 2016.09.29 11:00 | close | 3249 | 0.10 | 132.084 | 131.379 | 134.131 | 9400.00 | 8834360.00 |
6974 | 2016.09.30 16:15 | buy | 3252 | 0.10 | 131.398 | 130.581 | 134.181 | ||
6975 | 2016.10.03 10:01 | s/l | 3252 | 0.10 | 130.575 | 130.581 | 134.181 | -8230.00 | 8826130.00 |
6976 | 2016.10.03 10:15 | sell | 3253 | 0.10 | 130.509 | 131.250 | 127.500 | ||
6977 | 2016.10.04 03:00 | buy | 3254 | 0.10 | 130.967 | 130.150 | 133.750 | ||
6978 | 2016.10.04 04:39 | s/l | 3253 | 0.10 | 131.260 | 131.250 | 127.500 | -7510.00 | 8818620.00 |
6979 | 2016.10.05 16:30 | buy | 3255 | 0.10 | 131.393 | 130.627 | 134.377 | ||
6980 | 2016.10.05 17:00 | buy | 3256 | 0.10 | 131.609 | 131.008 | 133.988 | ||
6981 | 2016.10.05 23:15 | close | 3254 | 0.10 | 131.987 | 130.150 | 133.750 | 10200.00 | 8828820.00 |
6982 | 2016.10.06 13:00 | close | 3256 | 0.10 | 131.693 | 131.008 | 133.988 | 840.00 | 8829660.00 |
6983 | 2016.10.06 16:45 | close | 3255 | 0.10 | 131.513 | 130.627 | 134.377 | 1200.00 | 8830860.00 |
6984 | 2016.10.07 02:07 | s/l | 3250 | 0.10 | 129.176 | 129.211 | 132.745 | -18850.00 | 8812010.00 |
6985 | 2016.10.07 02:07 | t/p | 3244 | 0.10 | 127.226 | 132.648 | 127.298 | 48620.00 | 8860630.00 |
6986 | 2016.10.07 04:00 | sell | 3257 | 0.10 | 128.552 | 129.107 | 123.757 | ||
6987 | 2016.10.07 05:41 | s/l | 3257 | 0.10 | 129.108 | 129.107 | 123.757 | -5560.00 | 8855070.00 |
6988 | 2016.10.11 10:15 | sell | 3258 | 0.10 | 127.453 | 128.212 | 124.462 | ||
6989 | 2016.10.11 19:00 | modify | 3258 | 0.10 | 127.453 | 127.108 | 124.462 | ||
6990 | 2016.10.11 21:15 | close | 3258 | 0.10 | 125.606 | 127.108 | 124.462 | 18470.00 | 8873540.00 |
6991 | 2016.10.11 21:30 | sell | 3259 | 0.10 | 125.337 | 126.095 | 122.345 | ||
6992 | 2016.10.12 01:38 | s/l | 3259 | 0.10 | 126.089 | 126.095 | 122.345 | -7520.00 | 8866020.00 |
6993 | 2016.10.14 10:00 | sell | 3260 | 0.10 | 126.874 | 127.679 | 124.079 | ||
6994 | 2016.10.14 13:11 | s/l | 3260 | 0.10 | 127.673 | 127.679 | 124.079 | -7990.00 | 8858030.00 |
6995 | 2016.10.14 15:00 | buy | 3261 | 0.10 | 127.747 | 124.828 | 129.167 | ||
6996 | 2016.10.18 08:00 | buy | 3262 | 0.10 | 127.097 | 126.496 | 129.476 | ||
6997 | 2016.10.18 13:00 | buy | 3263 | 0.10 | 127.766 | 126.987 | 130.737 | ||
6998 | 2016.10.19 04:00 | close | 3262 | 0.10 | 127.519 | 126.496 | 129.476 | 4220.00 | 8862250.00 |
6999 | 2016.10.19 09:42 | s/l | 3263 | 0.10 | 126.974 | 126.987 | 130.737 | -7920.00 | 8854330.00 |
7000 | 2016.10.20 15:45 | buy | 3264 | 0.10 | 126.878 | 126.052 | 129.652 | ||
7001 | 2016.10.21 14:00 | sell | 3265 | 0.10 | 126.606 | 127.189 | 124.209 | ||
7002 | 2016.10.21 14:00 | sell | 3266 | 0.10 | 126.607 | 127.359 | 123.609 | ||
7003 | 2016.10.21 19:44 | s/l | 3265 | 0.10 | 127.179 | 127.189 | 124.209 | -5730.00 | 8848600.00 |
7004 | 2016.10.24 12:00 | close | 3264 | 0.10 | 127.149 | 126.052 | 129.652 | 2710.00 | 8851310.00 |
7005 | 2016.10.24 14:15 | close | 3266 | 0.10 | 127.238 | 127.359 | 123.609 | -6310.00 | 8845000.00 |
7006 | 2016.10.27 13:30 | buy | 3267 | 0.10 | 128.275 | 127.502 | 131.252 | ||
7007 | 2016.10.28 13:45 | close | 3267 | 0.10 | 127.702 | 127.502 | 131.252 | -5730.00 | 8839270.00 |
7008 | 2016.10.31 19:00 | buy | 3268 | 0.10 | 128.331 | 127.569 | 131.319 | ||
7009 | 2016.11.01 05:00 | buy | 3269 | 0.10 | 128.248 | 127.652 | 130.632 | ||
7010 | 2016.11.01 13:00 | close | 3269 | 0.10 | 128.469 | 127.652 | 130.632 | 2210.00 | 8841480.00 |
7011 | 2016.11.01 13:00 | sell | 3270 | 0.10 | 128.471 | 129.048 | 126.068 | ||
7012 | 2016.11.01 19:15 | close | 3268 | 0.10 | 127.693 | 127.569 | 131.319 | -6380.00 | 8835100.00 |
7013 | 2016.11.02 04:30 | sell | 3271 | 0.10 | 127.052 | 127.812 | 124.062 | ||
7014 | 2016.11.03 04:45 | close | 3271 | 0.10 | 127.290 | 127.812 | 124.062 | -2380.00 | 8832720.00 |
7015 | 2016.11.03 14:00 | close | 3270 | 0.10 | 128.132 | 129.048 | 126.068 | 3390.00 | 8836110.00 |
7016 | 2016.11.04 17:52 | t/p | 3261 | 0.10 | 129.165 | 124.828 | 129.167 | 14180.00 | 8850290.00 |
7017 | 2016.11.04 18:15 | buy | 3272 | 0.10 | 129.303 | 128.334 | 132.684 | ||
7018 | 2016.11.04 20:00 | buy | 3273 | 0.10 | 129.106 | 128.539 | 133.889 | ||
7019 | 2016.11.07 04:00 | buy | 3274 | 0.10 | 129.922 | 125.929 | 131.609 | ||
7020 | 2016.11.08 14:30 | close | 3272 | 0.10 | 129.828 | 128.334 | 132.684 | 5250.00 | 8855540.00 |
7021 | 2016.11.08 18:15 | buy | 3275 | 0.10 | 130.213 | 129.451 | 133.201 | ||
7022 | 2016.11.09 02:45 | s/l | 3275 | 0.10 | 129.435 | 129.451 | 133.201 | -7780.00 | 8847760.00 |
7023 | 2016.11.09 03:00 | buy | 3276 | 0.10 | 130.328 | 129.535 | 133.285 | ||
7024 | 2016.11.09 03:58 | s/l | 3276 | 0.10 | 129.543 | 129.535 | 133.285 | -7850.00 | 8839910.00 |
7025 | 2016.11.09 04:04 | s/l | 3273 | 0.10 | 128.536 | 128.539 | 133.889 | -5700.00 | 8834210.00 |
7026 | 2016.11.09 05:00 | sell | 3277 | 0.10 | 127.868 | 128.667 | 125.067 | ||
7027 | 2016.11.09 05:30 | close | 3277 | 0.10 | 126.931 | 128.667 | 125.067 | 9370.00 | 8843580.00 |
7028 | 2016.11.09 08:30 | sell | 3278 | 0.10 | 127.751 | 128.541 | 124.941 | ||
7029 | 2016.11.09 10:14 | s/l | 3278 | 0.10 | 128.535 | 128.541 | 124.941 | -7840.00 | 8835740.00 |
7030 | 2016.11.09 17:15 | buy | 3279 | 0.10 | 129.607 | 128.789 | 132.389 | ||
7031 | 2016.11.09 21:57 | t/p | 3274 | 0.10 | 131.617 | 125.929 | 131.609 | 16950.00 | 8852690.00 |
7032 | 2016.11.09 22:15 | modify | 3279 | 0.10 | 129.607 | 130.680 | 132.389 | ||
7033 | 2016.11.10 03:54 | s/l | 3279 | 0.10 | 130.671 | 130.680 | 132.389 | 10640.00 | 8863330.00 |
7034 | 2016.11.10 03:54 | buy | 3280 | 0.10 | 130.699 | 129.853 | 134.203 | ||
7035 | 2016.11.10 08:00 | buy | 3281 | 0.10 | 130.851 | 130.269 | 135.619 | ||
7036 | 2016.11.10 15:00 | modify | 3280 | 0.10 | 130.699 | 131.734 | 134.203 | ||
7037 | 2016.11.10 20:54 | t/p | 3280 | 0.10 | 134.210 | 131.734 | 134.203 | 35110.00 | 8898440.00 |
7038 | 2016.11.11 10:45 | buy | 3282 | 0.10 | 134.310 | 133.335 | 137.685 | ||
7039 | 2016.11.14 08:00 | close | 3281 | 0.10 | 135.105 | 130.269 | 135.619 | 42540.00 | 8940980.00 |
7040 | 2016.11.14 13:15 | buy | 3283 | 0.10 | 135.264 | 134.499 | 138.249 | ||
7041 | 2016.11.15 05:30 | close | 3282 | 0.10 | 135.074 | 133.335 | 137.685 | 7640.00 | 8948620.00 |
7042 | 2016.11.15 05:30 | sell | 3284 | 0.10 | 135.056 | 135.866 | 132.266 | ||
7043 | 2016.11.15 10:38 | s/l | 3283 | 0.10 | 134.498 | 134.499 | 138.249 | -7660.00 | 8940960.00 |
7044 | 2016.11.15 20:00 | buy | 3285 | 0.10 | 135.418 | 134.850 | 140.200 | ||
7045 | 2016.11.15 21:00 | buy | 3286 | 0.10 | 135.665 | 134.886 | 138.636 | ||
7046 | 2016.11.15 21:09 | s/l | 3284 | 0.10 | 135.865 | 135.866 | 132.266 | -8090.00 | 8932870.00 |
7047 | 2016.11.16 21:15 | close | 3286 | 0.10 | 136.021 | 134.886 | 138.636 | 3560.00 | 8936430.00 |
7048 | 2016.11.17 23:45 | buy | 3287 | 0.10 | 136.858 | 136.072 | 139.822 | ||
7049 | 2016.11.18 00:54 | buy | 3288 | 0.10 | 136.893 | 135.993 | 140.343 | ||
7050 | 2016.11.18 14:46 | s/l | 3287 | 0.10 | 136.058 | 136.072 | 139.822 | -8000.00 | 8928430.00 |