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 |
7051 | 2016.11.18 14:47 | s/l | 3288 | 0.10 | 135.990 | 135.993 | 140.343 | -9030.00 | 8919400.00 |
7052 | 2016.11.21 00:04 | sell | 3289 | 0.10 | 137.007 | 137.698 | 134.098 | ||
7053 | 2016.11.21 15:26 | s/l | 3289 | 0.10 | 137.691 | 137.698 | 134.098 | -6840.00 | 8912560.00 |
7054 | 2016.11.21 15:30 | buy | 3290 | 0.10 | 138.014 | 137.236 | 140.986 | ||
7055 | 2016.11.21 23:15 | close | 3290 | 0.10 | 138.193 | 137.236 | 140.986 | 1790.00 | 8914350.00 |
7056 | 2016.11.23 16:00 | buy | 3291 | 0.10 | 138.861 | 138.094 | 141.844 | ||
7057 | 2016.11.23 16:00 | buy | 3292 | 0.10 | 138.858 | 137.894 | 142.244 | ||
7058 | 2016.11.23 18:04 | t/p | 3285 | 0.10 | 140.190 | 134.850 | 140.200 | 47720.00 | 8962070.00 |
7059 | 2016.11.23 18:15 | modify | 3291 | 0.10 | 138.861 | 139.174 | 141.844 | ||
7060 | 2016.11.23 20:00 | buy | 3293 | 0.10 | 140.271 | 139.708 | 145.058 | ||
7061 | 2016.11.24 00:12 | s/l | 3293 | 0.10 | 139.697 | 139.708 | 145.058 | -5740.00 | 8956330.00 |
7062 | 2016.11.24 10:30 | modify | 3292 | 0.10 | 138.858 | 139.916 | 142.244 | ||
7063 | 2016.11.24 16:15 | close | 3291 | 0.10 | 141.048 | 139.174 | 141.844 | 21870.00 | 8978200.00 |
7064 | 2016.11.25 12:00 | buy | 3294 | 0.10 | 141.023 | 140.450 | 145.800 | ||
7065 | 2016.11.25 12:15 | close | 3292 | 0.10 | 140.739 | 139.916 | 142.244 | 18810.00 | 8997010.00 |
7066 | 2016.11.25 12:45 | s/l | 3294 | 0.10 | 140.449 | 140.450 | 145.800 | -5740.00 | 8991270.00 |
7067 | 2016.11.25 16:00 | buy | 3295 | 0.10 | 140.441 | 139.866 | 145.216 | ||
7068 | 2016.11.28 03:19 | s/l | 3295 | 0.10 | 139.868 | 139.866 | 145.216 | -5730.00 | 8985540.00 |
7069 | 2016.11.30 00:04 | sell | 3296 | 0.10 | 140.364 | 140.877 | 135.527 | ||
7070 | 2016.11.30 06:21 | s/l | 3296 | 0.10 | 140.894 | 140.877 | 135.527 | -5300.00 | 8980240.00 |
7071 | 2016.11.30 18:15 | buy | 3297 | 0.10 | 142.598 | 141.637 | 145.987 | ||
7072 | 2016.11.30 20:00 | buy | 3298 | 0.10 | 142.663 | 142.083 | 147.433 | ||
7073 | 2016.12.01 14:30 | modify | 3297 | 0.10 | 142.598 | 143.641 | 145.987 | ||
7074 | 2016.12.01 20:57 | s/l | 3297 | 0.10 | 143.649 | 143.641 | 145.987 | 10510.00 | 8990750.00 |
7075 | 2016.12.02 16:45 | buy | 3299 | 0.10 | 143.867 | 143.054 | 146.654 | ||
7076 | 2016.12.05 00:04 | s/l | 3299 | 0.10 | 142.984 | 143.054 | 146.654 | -8830.00 | 8981920.00 |
7077 | 2016.12.05 00:20 | buy | 3300 | 0.10 | 143.377 | 142.419 | 146.019 | ||
7078 | 2016.12.05 10:15 | buy | 3301 | 0.10 | 144.985 | 144.216 | 147.966 | ||
7079 | 2016.12.05 12:00 | buy | 3302 | 0.10 | 145.102 | 141.102 | 146.522 | ||
7080 | 2016.12.05 12:30 | modify | 3300 | 0.10 | 143.377 | 144.510 | 146.019 | ||
7081 | 2016.12.05 17:30 | t/p | 3300 | 0.10 | 146.025 | 144.510 | 146.019 | 26480.00 | 9008400.00 |
7082 | 2016.12.05 18:00 | close | 3301 | 0.10 | 145.347 | 144.216 | 147.966 | 3620.00 | 9012020.00 |
7083 | 2016.12.06 02:15 | sell | 3303 | 0.10 | 144.751 | 145.556 | 141.956 | ||
7084 | 2016.12.06 08:58 | s/l | 3303 | 0.10 | 145.555 | 145.556 | 141.956 | -8040.00 | 9003980.00 |
7085 | 2016.12.06 15:00 | buy | 3304 | 0.10 | 145.148 | 144.328 | 147.928 | ||
7086 | 2016.12.06 19:37 | s/l | 3304 | 0.10 | 144.335 | 144.328 | 147.928 | -8130.00 | 8995850.00 |
7087 | 2016.12.07 14:00 | sell | 3305 | 0.10 | 143.573 | 144.323 | 140.573 | ||
7088 | 2016.12.08 14:15 | close | 3305 | 0.10 | 143.953 | 144.323 | 140.573 | -3800.00 | 8992050.00 |
7089 | 2016.12.09 16:00 | buy | 3306 | 0.10 | 144.648 | 143.879 | 147.629 | ||
7090 | 2016.12.12 10:00 | modify | 3306 | 0.10 | 144.648 | 144.968 | 147.629 | ||
7091 | 2016.12.12 14:15 | buy | 3307 | 0.10 | 146.303 | 145.328 | 149.678 | ||
7092 | 2016.12.12 16:15 | close | 3306 | 0.10 | 146.274 | 144.968 | 147.629 | 16260.00 | 9008310.00 |
7093 | 2016.12.13 11:27 | t/p | 3302 | 0.10 | 146.527 | 141.102 | 146.522 | 14250.00 | 9022560.00 |
7094 | 2016.12.13 17:45 | close | 3307 | 0.10 | 146.071 | 145.328 | 149.678 | -2320.00 | 9020240.00 |
7095 | 2016.12.14 21:00 | buy | 3308 | 0.10 | 146.769 | 145.983 | 148.963 | ||
7096 | 2016.12.14 21:00 | buy | 3309 | 0.10 | 146.773 | 145.813 | 149.563 | ||
7097 | 2016.12.14 22:00 | buy | 3310 | 0.10 | 146.617 | 143.369 | 148.047 | ||
7098 | 2016.12.15 02:19 | t/p | 3298 | 0.10 | 147.442 | 142.083 | 147.433 | 47790.00 | 9068030.00 |
7099 | 2016.12.15 02:19 | buy | 3311 | 0.10 | 147.405 | 146.444 | 151.794 | ||
7100 | 2016.12.15 12:18 | t/p | 3310 | 0.10 | 148.043 | 143.369 | 148.047 | 14260.00 | 9082290.00 |
7101 | 2016.12.15 12:30 | modify | 3309 | 0.10 | 146.773 | 147.105 | 149.563 | ||
7102 | 2016.12.15 12:30 | buy | 3312 | 0.10 | 148.073 | 147.094 | 151.444 | ||
7103 | 2016.12.15 14:00 | close | 3308 | 0.10 | 147.775 | 145.983 | 148.963 | 10060.00 | 9092350.00 |
7104 | 2016.12.15 14:00 | buy | 3313 | 0.10 | 147.821 | 144.918 | 149.234 | ||
7105 | 2016.12.15 14:30 | close | 3309 | 0.10 | 147.335 | 147.105 | 149.563 | 5620.00 | 9097970.00 |
7106 | 2016.12.15 15:06 | s/l | 3312 | 0.10 | 147.095 | 147.094 | 151.444 | -9780.00 | 9088190.00 |
7107 | 2016.12.15 19:19 | s/l | 3311 | 0.10 | 146.433 | 146.444 | 151.794 | -9720.00 | 9078470.00 |
7108 | 2016.12.16 19:45 | sell | 3314 | 0.10 | 147.002 | 147.794 | 144.194 | ||
7109 | 2016.12.19 08:00 | sell | 3315 | 0.10 | 146.337 | 146.884 | 141.534 | ||
7110 | 2016.12.19 13:00 | sell | 3316 | 0.10 | 146.148 | 146.905 | 143.155 | ||
7111 | 2016.12.19 15:26 | s/l | 3313 | 0.10 | 144.927 | 144.918 | 149.234 | -28940.00 | 9049530.00 |
7112 | 2016.12.19 15:45 | modify | 3316 | 0.10 | 146.148 | 145.800 | 143.155 | ||
7113 | 2016.12.19 15:45 | modify | 3314 | 0.10 | 147.002 | 145.900 | 144.194 | ||
7114 | 2016.12.20 05:04 | s/l | 3316 | 0.10 | 145.802 | 145.800 | 143.155 | 3460.00 | 9052990.00 |
7115 | 2016.12.20 07:14 | s/l | 3314 | 0.10 | 145.899 | 145.900 | 144.194 | 11030.00 | 9064020.00 |
7116 | 2016.12.20 17:15 | sell | 3317 | 0.10 | 145.413 | 146.218 | 142.618 | ||
7117 | 2016.12.22 03:00 | close | 3317 | 0.10 | 145.512 | 146.218 | 142.618 | -990.00 | 9063030.00 |
7118 | 2016.12.22 03:00 | buy | 3318 | 0.10 | 145.520 | 144.695 | 148.295 | ||
7119 | 2016.12.22 11:00 | sell | 3319 | 0.10 | 145.052 | 145.630 | 142.650 | ||
7120 | 2016.12.22 17:07 | s/l | 3318 | 0.10 | 144.697 | 144.695 | 148.295 | -8230.00 | 9054800.00 |
7121 | 2016.12.22 17:15 | sell | 3320 | 0.10 | 144.857 | 145.606 | 141.856 | ||
7122 | 2016.12.23 12:00 | close | 3319 | 0.10 | 144.058 | 145.630 | 142.650 | 9940.00 | 9064740.00 |
7123 | 2016.12.23 15:45 | modify | 3320 | 0.10 | 144.857 | 144.523 | 141.856 | ||
7124 | 2016.12.23 17:30 | close | 3320 | 0.10 | 143.752 | 144.523 | 141.856 | 11050.00 | 9075790.00 |
7125 | 2016.12.27 01:00 | buy | 3321 | 0.10 | 143.819 | 142.988 | 146.588 | ||
7126 | 2016.12.27 21:00 | buy | 3322 | 0.10 | 144.249 | 143.373 | 145.670 | ||
7127 | 2016.12.28 03:00 | buy | 3323 | 0.10 | 144.494 | 143.888 | 146.868 | ||
7128 | 2016.12.28 03:00 | buy | 3324 | 0.10 | 144.490 | 143.718 | 147.468 | ||
7129 | 2016.12.28 12:43 | s/l | 3323 | 0.10 | 143.880 | 143.888 | 146.868 | -6140.00 | 9069650.00 |
7130 | 2016.12.28 14:59 | s/l | 3324 | 0.10 | 143.719 | 143.718 | 147.468 | -7710.00 | 9061940.00 |
7131 | 2016.12.28 15:00 | sell | 3325 | 0.10 | 143.722 | 144.295 | 141.315 | ||
7132 | 2016.12.28 20:55 | s/l | 3322 | 0.10 | 143.377 | 143.373 | 145.670 | -8720.00 | 9053220.00 |
7133 | 2016.12.28 21:00 | sell | 3326 | 0.10 | 143.127 | 143.868 | 140.118 | ||
7134 | 2016.12.28 21:15 | close | 3321 | 0.10 | 143.087 | 142.988 | 146.588 | -7320.00 | 9045900.00 |
7135 | 2016.12.28 22:00 | sell | 3327 | 0.10 | 143.179 | 147.189 | 141.509 | ||
7136 | 2016.12.29 11:00 | close | 3325 | 0.10 | 142.845 | 144.295 | 141.315 | 8770.00 | 9054670.00 |
7137 | 2016.12.29 12:00 | sell | 3328 | 0.10 | 142.654 | 143.597 | 139.247 | ||
7138 | 2016.12.29 21:15 | close | 3326 | 0.10 | 142.675 | 143.868 | 140.118 | 4520.00 | 9059190.00 |
7139 | 2016.12.30 01:45 | close | 3328 | 0.10 | 142.968 | 143.597 | 139.247 | -3140.00 | 9056050.00 |
7140 | 2016.12.30 01:45 | buy | 3329 | 0.10 | 142.952 | 142.127 | 145.727 | ||
7141 | 2017.01.02 22:30 | close | 3329 | 0.10 | 144.415 | 142.127 | 145.727 | 14630.00 | 9070680.00 |
7142 | 2017.01.03 09:30 | buy | 3330 | 0.10 | 144.723 | 143.955 | 147.705 | ||
7143 | 2017.01.03 10:00 | sell | 3331 | 0.10 | 144.788 | 145.592 | 141.992 | ||
7144 | 2017.01.03 19:00 | close | 3331 | 0.10 | 144.243 | 145.592 | 141.992 | 5450.00 | 9076130.00 |
7145 | 2017.01.03 19:00 | buy | 3332 | 0.10 | 144.253 | 143.426 | 147.026 | ||
7146 | 2017.01.03 20:01 | s/l | 3330 | 0.10 | 143.963 | 143.955 | 147.705 | -7600.00 | 9068530.00 |
7147 | 2017.01.05 03:00 | sell | 3333 | 0.10 | 143.673 | 144.426 | 140.676 | ||
7148 | 2017.01.05 05:06 | s/l | 3332 | 0.10 | 143.414 | 143.426 | 147.026 | -8390.00 | 9060140.00 |
7149 | 2017.01.06 03:15 | close | 3333 | 0.10 | 143.626 | 144.426 | 140.676 | 470.00 | 9060610.00 |
7150 | 2017.01.06 13:15 | buy | 3334 | 0.10 | 143.437 | 142.626 | 146.226 | ||
7151 | 2017.01.06 17:15 | close | 3334 | 0.10 | 143.471 | 142.626 | 146.226 | 340.00 | 9060950.00 |
7152 | 2017.01.06 17:15 | sell | 3335 | 0.10 | 143.485 | 144.278 | 140.678 | ||
7153 | 2017.01.09 09:00 | sell | 3336 | 0.10 | 142.969 | 143.713 | 139.963 | ||
7154 | 2017.01.09 12:00 | close | 3315 | 0.10 | 142.201 | 146.884 | 141.534 | 41360.00 | 9102310.00 |
7155 | 2017.01.09 15:15 | modify | 3336 | 0.10 | 142.969 | 142.689 | 139.963 | ||
7156 | 2017.01.09 15:19 | t/p | 3327 | 0.10 | 141.497 | 147.189 | 141.509 | 16820.00 | 9119130.00 |
7157 | 2017.01.09 15:45 | modify | 3335 | 0.10 | 143.485 | 142.393 | 140.678 | ||
7158 | 2017.01.09 16:00 | sell | 3337 | 0.10 | 141.426 | 141.968 | 136.618 | ||
7159 | 2017.01.09 17:00 | sell | 3338 | 0.10 | 141.304 | 145.303 | 139.623 | ||
7160 | 2017.01.10 04:38 | t/p | 3335 | 0.10 | 140.683 | 142.393 | 140.678 | 28020.00 | 9147150.00 |
7161 | 2017.01.10 05:00 | close | 3338 | 0.10 | 140.649 | 145.303 | 139.623 | 6550.00 | 9153700.00 |
7162 | 2017.01.10 06:30 | sell | 3339 | 0.10 | 140.323 | 141.267 | 136.917 | ||
7163 | 2017.01.10 09:15 | close | 3336 | 0.10 | 140.547 | 142.689 | 139.963 | 24220.00 | 9177920.00 |
7164 | 2017.01.10 14:54 | s/l | 3339 | 0.10 | 141.260 | 141.267 | 136.917 | -9370.00 | 9168550.00 |
7165 | 2017.01.11 20:00 | sell | 3340 | 0.10 | 140.275 | 141.031 | 137.281 | ||
7166 | 2017.01.11 20:45 | close | 3340 | 0.10 | 140.507 | 141.031 | 137.281 | -2320.00 | 9166230.00 |
7167 | 2017.01.12 02:45 | sell | 3341 | 0.10 | 140.184 | 140.943 | 137.193 | ||
7168 | 2017.01.12 04:00 | sell | 3342 | 0.10 | 140.055 | 144.059 | 138.379 | ||
7169 | 2017.01.12 04:00 | sell | 3343 | 0.10 | 140.064 | 140.639 | 137.659 | ||
7170 | 2017.01.12 18:00 | close | 3343 | 0.10 | 139.348 | 140.639 | 137.659 | 7160.00 | 9173390.00 |
7171 | 2017.01.12 18:45 | sell | 3344 | 0.10 | 139.167 | 140.115 | 135.765 | ||
7172 | 2017.01.12 19:15 | modify | 3341 | 0.10 | 140.184 | 139.945 | 137.193 | ||
7173 | 2017.01.13 03:00 | close | 3341 | 0.10 | 139.833 | 139.945 | 137.193 | 3510.00 | 9176900.00 |
7174 | 2017.01.13 10:45 | close | 3344 | 0.10 | 139.863 | 140.115 | 135.765 | -6960.00 | 9169940.00 |
7175 | 2017.01.13 10:45 | buy | 3345 | 0.10 | 139.865 | 139.052 | 142.652 | ||
7176 | 2017.01.16 00:00 | t/p | 3342 | 0.10 | 137.229 | 144.059 | 138.379 | 28260.00 | 9198200.00 |
7177 | 2017.01.16 00:00 | s/l | 3345 | 0.10 | 137.128 | 139.052 | 142.652 | -27370.00 | 9170830.00 |
7178 | 2017.01.16 00:30 | sell | 3346 | 0.10 | 137.697 | 138.356 | 134.606 | ||
7179 | 2017.01.16 09:15 | sell | 3347 | 0.10 | 136.804 | 137.748 | 133.398 | ||
7180 | 2017.01.16 09:23 | t/p | 3337 | 0.10 | 136.613 | 141.968 | 136.618 | 48130.00 | 9218960.00 |
7181 | 2017.01.16 10:00 | close | 3346 | 0.10 | 137.400 | 138.356 | 134.606 | 2970.00 | 9221930.00 |
7182 | 2017.01.16 10:48 | s/l | 3347 | 0.10 | 137.747 | 137.748 | 133.398 | -9430.00 | 9212500.00 |
7183 | 2017.01.17 12:45 | buy | 3348 | 0.10 | 137.470 | 136.646 | 140.246 | ||
7184 | 2017.01.17 15:00 | modify | 3348 | 0.10 | 137.470 | 138.503 | 140.246 | ||
7185 | 2017.01.18 22:59 | t/p | 3348 | 0.10 | 140.240 | 138.503 | 140.246 | 27700.00 | 9240200.00 |
7186 | 2017.01.19 10:15 | buy | 3349 | 0.10 | 141.308 | 140.547 | 144.297 | ||
7187 | 2017.01.20 10:00 | sell | 3350 | 0.10 | 141.545 | 142.352 | 138.752 | ||
7188 | 2017.01.20 10:30 | close | 3349 | 0.10 | 141.620 | 140.547 | 144.297 | 3120.00 | 9243320.00 |
7189 | 2017.01.20 19:45 | close | 3350 | 0.10 | 141.744 | 142.352 | 138.752 | -1990.00 | 9241330.00 |
7190 | 2017.01.20 19:45 | buy | 3351 | 0.10 | 141.737 | 140.920 | 144.520 | ||
7191 | 2017.01.23 01:46 | s/l | 3351 | 0.10 | 140.922 | 140.920 | 144.520 | -8150.00 | 9233180.00 |
7192 | 2017.01.23 16:45 | sell | 3352 | 0.10 | 141.839 | 142.645 | 139.045 | ||
7193 | 2017.01.23 19:00 | sell | 3353 | 0.10 | 140.943 | 144.949 | 139.269 | ||
7194 | 2017.01.24 12:00 | close | 3352 | 0.10 | 141.323 | 142.645 | 139.045 | 5160.00 | 9238340.00 |
7195 | 2017.01.24 12:00 | buy | 3354 | 0.10 | 141.315 | 140.493 | 144.093 | ||
7196 | 2017.01.24 15:00 | sell | 3355 | 0.10 | 140.831 | 141.417 | 138.437 | ||
7197 | 2017.01.24 17:49 | s/l | 3355 | 0.10 | 141.421 | 141.417 | 138.437 | -5900.00 | 9232440.00 |
7198 | 2017.01.24 18:00 | buy | 3356 | 0.10 | 141.806 | 141.026 | 144.776 | ||
7199 | 2017.01.25 09:30 | close | 3354 | 0.10 | 141.989 | 140.493 | 144.093 | 6740.00 | 9239180.00 |
7200 | 2017.01.25 09:30 | sell | 3357 | 0.10 | 141.983 | 142.780 | 139.180 |