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 |
7201 | 2017.01.25 11:18 | s/l | 3357 | 0.10 | 142.875 | 142.780 | 139.180 | -8920.00 | 9230260.00 |
7202 | 2017.01.25 12:00 | modify | 3356 | 0.10 | 141.806 | 142.114 | 144.776 | ||
7203 | 2017.01.25 18:15 | close | 3356 | 0.10 | 143.366 | 142.114 | 144.776 | 15600.00 | 9245860.00 |
7204 | 2017.01.25 18:15 | buy | 3358 | 0.10 | 143.392 | 142.625 | 146.375 | ||
7205 | 2017.01.26 18:30 | close | 3358 | 0.10 | 144.159 | 142.625 | 146.375 | 7670.00 | 9253530.00 |
7206 | 2017.01.26 18:45 | buy | 3359 | 0.10 | 144.332 | 143.569 | 147.319 | ||
7207 | 2017.01.27 12:45 | sell | 3360 | 0.10 | 144.168 | 144.961 | 141.361 | ||
7208 | 2017.01.27 19:00 | close | 3359 | 0.10 | 144.284 | 143.569 | 147.319 | -480.00 | 9253050.00 |
7209 | 2017.01.30 19:15 | modify | 3360 | 0.10 | 144.168 | 143.040 | 141.361 | ||
7210 | 2017.01.30 19:45 | sell | 3361 | 0.10 | 141.743 | 142.500 | 138.750 | ||
7211 | 2017.01.31 09:00 | close | 3360 | 0.10 | 141.882 | 143.040 | 141.361 | 22860.00 | 9275910.00 |
7212 | 2017.01.31 18:00 | close | 3361 | 0.10 | 141.751 | 142.500 | 138.750 | -80.00 | 9275830.00 |
7213 | 2017.01.31 21:45 | buy | 3362 | 0.10 | 141.838 | 141.012 | 144.612 | ||
7214 | 2017.02.01 17:15 | modify | 3362 | 0.10 | 141.838 | 142.887 | 144.612 | ||
7215 | 2017.02.02 05:42 | s/l | 3362 | 0.10 | 142.885 | 142.887 | 144.612 | 10470.00 | 9286300.00 |
7216 | 2017.02.02 18:00 | close | 3353 | 0.10 | 140.842 | 144.949 | 139.269 | 1010.00 | 9287310.00 |
7217 | 2017.02.02 19:00 | sell | 3363 | 0.10 | 141.054 | 145.051 | 139.371 | ||
7218 | 2017.02.06 13:30 | sell | 3364 | 0.10 | 140.057 | 140.799 | 137.049 | ||
7219 | 2017.02.06 20:38 | t/p | 3363 | 0.10 | 139.350 | 145.051 | 139.371 | 17040.00 | 9304350.00 |
7220 | 2017.02.07 10:30 | modify | 3364 | 0.10 | 140.057 | 139.735 | 137.049 | ||
7221 | 2017.02.07 13:45 | close | 3364 | 0.10 | 139.004 | 139.735 | 137.049 | 10530.00 | 9314880.00 |
7222 | 2017.02.09 10:15 | buy | 3365 | 0.10 | 141.129 | 140.359 | 144.109 | ||
7223 | 2017.02.09 13:00 | buy | 3366 | 0.10 | 141.156 | 137.158 | 142.838 | ||
7224 | 2017.02.10 03:15 | modify | 3365 | 0.10 | 141.129 | 141.337 | 144.109 | ||
7225 | 2017.02.10 10:30 | close | 3365 | 0.10 | 141.863 | 141.337 | 144.109 | 7340.00 | 9322220.00 |
7226 | 2017.02.14 07:45 | sell | 3367 | 0.10 | 142.139 | 142.931 | 139.331 | ||
7227 | 2017.02.14 12:00 | close | 3366 | 0.10 | 141.509 | 137.158 | 142.838 | 3530.00 | 9325750.00 |
7228 | 2017.02.15 18:00 | buy | 3368 | 0.10 | 142.713 | 142.119 | 145.099 | ||
7229 | 2017.02.15 19:15 | s/l | 3368 | 0.10 | 142.126 | 142.119 | 145.099 | -5870.00 | 9319880.00 |
7230 | 2017.02.16 04:00 | sell | 3369 | 0.10 | 141.839 | 142.419 | 139.439 | ||
7231 | 2017.02.16 04:00 | close | 3367 | 0.10 | 141.850 | 142.931 | 139.331 | 2890.00 | 9322770.00 |
7232 | 2017.02.16 17:00 | sell | 3370 | 0.10 | 141.998 | 142.795 | 139.195 | ||
7233 | 2017.02.16 17:15 | sell | 3371 | 0.10 | 141.695 | 142.441 | 138.691 | ||
7234 | 2017.02.17 11:45 | modify | 3371 | 0.10 | 141.695 | 141.479 | 138.691 | ||
7235 | 2017.02.17 12:00 | close | 3369 | 0.10 | 140.246 | 142.419 | 139.439 | 15930.00 | 9338700.00 |
7236 | 2017.02.17 12:30 | modify | 3370 | 0.10 | 141.998 | 140.782 | 139.195 | ||
7237 | 2017.02.17 17:30 | close | 3371 | 0.10 | 140.289 | 141.479 | 138.691 | 14060.00 | 9352760.00 |
7238 | 2017.02.17 17:45 | sell | 3372 | 0.10 | 140.250 | 140.998 | 137.248 | ||
7239 | 2017.02.20 10:18 | s/l | 3370 | 0.10 | 140.779 | 140.782 | 139.195 | 12190.00 | 9364950.00 |
7240 | 2017.02.20 11:00 | s/l | 3372 | 0.10 | 140.994 | 140.998 | 137.248 | -7440.00 | 9357510.00 |
7241 | 2017.02.22 01:00 | buy | 3373 | 0.10 | 141.887 | 137.882 | 143.562 | ||
7242 | 2017.02.23 13:00 | sell | 3374 | 0.10 | 140.946 | 141.744 | 138.144 | ||
7243 | 2017.02.24 08:19 | s/l | 3374 | 0.10 | 141.743 | 141.744 | 138.144 | -7970.00 | 9349540.00 |
7244 | 2017.02.24 15:45 | sell | 3375 | 0.10 | 140.618 | 141.359 | 137.609 | ||
7245 | 2017.02.24 22:15 | modify | 3375 | 0.10 | 140.618 | 140.394 | 137.609 | ||
7246 | 2017.02.27 16:00 | close | 3375 | 0.10 | 139.500 | 140.394 | 137.609 | 11180.00 | 9360720.00 |
7247 | 2017.02.28 12:00 | sell | 3376 | 0.10 | 139.576 | 140.370 | 136.770 | ||
7248 | 2017.02.28 19:30 | sell | 3377 | 0.10 | 138.913 | 139.671 | 135.921 | ||
7249 | 2017.02.28 23:07 | s/l | 3377 | 0.10 | 139.671 | 139.671 | 135.921 | -7580.00 | 9353140.00 |
7250 | 2017.03.01 06:31 | s/l | 3376 | 0.10 | 140.364 | 140.370 | 136.770 | -7880.00 | 9345260.00 |
7251 | 2017.03.06 00:20 | buy | 3378 | 0.10 | 140.128 | 139.283 | 142.883 | ||
7252 | 2017.03.06 03:15 | sell | 3379 | 0.10 | 139.747 | 140.503 | 136.753 | ||
7253 | 2017.03.06 09:00 | sell | 3380 | 0.10 | 139.677 | 140.257 | 137.277 | ||
7254 | 2017.03.06 11:40 | s/l | 3378 | 0.10 | 139.278 | 139.283 | 142.883 | -8500.00 | 9336760.00 |
7255 | 2017.03.07 03:30 | close | 3379 | 0.10 | 139.639 | 140.503 | 136.753 | 1080.00 | 9337840.00 |
7256 | 2017.03.07 10:30 | sell | 3381 | 0.10 | 138.989 | 139.748 | 135.998 | ||
7257 | 2017.03.08 06:00 | sell | 3382 | 0.10 | 138.777 | 139.737 | 135.387 | ||
7258 | 2017.03.08 08:00 | sell | 3383 | 0.10 | 138.807 | 139.362 | 134.012 | ||
7259 | 2017.03.08 10:45 | close | 3381 | 0.10 | 138.683 | 139.748 | 135.998 | 3060.00 | 9340900.00 |
7260 | 2017.03.08 13:45 | sell | 3384 | 0.10 | 138.472 | 139.216 | 135.466 | ||
7261 | 2017.03.08 15:00 | s/l | 3384 | 0.10 | 139.209 | 139.216 | 135.466 | -7370.00 | 9333530.00 |
7262 | 2017.03.08 15:15 | s/l | 3383 | 0.10 | 139.364 | 139.362 | 134.012 | -5570.00 | 9327960.00 |
7263 | 2017.03.09 10:51 | s/l | 3382 | 0.10 | 139.740 | 139.737 | 135.387 | -9630.00 | 9318330.00 |
7264 | 2017.03.09 11:00 | close | 3380 | 0.10 | 139.670 | 140.257 | 137.277 | 70.00 | 9318400.00 |
7265 | 2017.03.09 11:00 | buy | 3385 | 0.10 | 139.662 | 139.070 | 142.050 | ||
7266 | 2017.03.09 12:15 | sell | 3386 | 0.10 | 139.360 | 140.169 | 136.569 | ||
7267 | 2017.03.09 16:00 | buy | 3387 | 0.10 | 139.913 | 139.148 | 142.898 | ||
7268 | 2017.03.10 02:22 | s/l | 3386 | 0.10 | 140.166 | 140.169 | 136.569 | -8060.00 | 9310340.00 |
7269 | 2017.03.10 16:15 | close | 3387 | 0.10 | 140.333 | 139.148 | 142.898 | 4200.00 | 9314540.00 |
7270 | 2017.03.10 17:00 | close | 3385 | 0.10 | 139.920 | 139.070 | 142.050 | 2580.00 | 9317120.00 |
7271 | 2017.03.10 18:00 | sell | 3388 | 0.10 | 139.861 | 140.666 | 137.066 | ||
7272 | 2017.03.14 14:15 | close | 3388 | 0.10 | 139.604 | 140.666 | 137.066 | 2570.00 | 9319690.00 |
7273 | 2017.03.14 15:15 | sell | 3389 | 0.10 | 139.391 | 140.146 | 136.396 | ||
7274 | 2017.03.15 09:11 | s/l | 3389 | 0.10 | 140.150 | 140.146 | 136.396 | -7590.00 | 9312100.00 |
7275 | 2017.03.15 21:15 | buy | 3390 | 0.10 | 139.742 | 138.916 | 142.516 | ||
7276 | 2017.03.16 04:00 | sell | 3391 | 0.10 | 138.993 | 139.747 | 135.997 | ||
7277 | 2017.03.16 09:01 | s/l | 3390 | 0.10 | 138.915 | 138.916 | 142.516 | -8270.00 | 9303830.00 |
7278 | 2017.03.16 15:03 | s/l | 3391 | 0.10 | 139.755 | 139.747 | 135.997 | -7620.00 | 9296210.00 |
7279 | 2017.03.17 14:15 | sell | 3392 | 0.10 | 140.028 | 140.819 | 137.219 | ||
7280 | 2017.03.20 19:30 | sell | 3393 | 0.10 | 139.069 | 139.815 | 136.065 | ||
7281 | 2017.03.21 10:15 | close | 3392 | 0.10 | 139.581 | 140.819 | 137.219 | 4470.00 | 9300680.00 |
7282 | 2017.03.21 10:15 | buy | 3394 | 0.10 | 139.579 | 138.754 | 142.354 | ||
7283 | 2017.03.21 12:00 | s/l | 3393 | 0.10 | 139.823 | 139.815 | 136.065 | -7540.00 | 9293140.00 |
7284 | 2017.03.22 11:49 | s/l | 3394 | 0.10 | 138.739 | 138.754 | 142.354 | -8400.00 | 9284740.00 |
7285 | 2017.03.22 12:00 | sell | 3395 | 0.10 | 138.695 | 139.445 | 135.695 | ||
7286 | 2017.03.22 16:30 | sell | 3396 | 0.10 | 138.200 | 139.158 | 134.808 | ||
7287 | 2017.03.22 17:43 | s/l | 3373 | 0.10 | 137.889 | 137.882 | 143.562 | -39980.00 | 9244760.00 |
7288 | 2017.03.23 04:41 | s/l | 3396 | 0.10 | 139.157 | 139.158 | 134.808 | -9570.00 | 9235190.00 |
7289 | 2017.03.23 12:15 | close | 3395 | 0.10 | 138.453 | 139.445 | 135.695 | 2420.00 | 9237610.00 |
7290 | 2017.03.23 12:30 | buy | 3397 | 0.10 | 138.670 | 137.843 | 141.443 | ||
7291 | 2017.03.24 14:00 | sell | 3398 | 0.10 | 138.606 | 139.190 | 136.210 | ||
7292 | 2017.03.24 18:30 | sell | 3399 | 0.10 | 138.518 | 139.278 | 135.528 | ||
7293 | 2017.03.27 00:13 | buy | 3400 | 0.10 | 138.693 | 137.973 | 143.323 | ||
7294 | 2017.03.27 08:45 | close | 3397 | 0.10 | 138.219 | 137.843 | 141.443 | -4510.00 | 9233100.00 |
7295 | 2017.03.27 17:45 | buy | 3401 | 0.10 | 138.937 | 138.111 | 141.711 | ||
7296 | 2017.03.27 18:45 | close | 3399 | 0.10 | 139.063 | 139.278 | 135.528 | -5450.00 | 9227650.00 |
7297 | 2017.03.28 02:33 | s/l | 3398 | 0.10 | 139.191 | 139.190 | 136.210 | -5850.00 | 9221800.00 |
7298 | 2017.03.28 03:00 | buy | 3402 | 0.10 | 139.106 | 138.508 | 141.488 | ||
7299 | 2017.03.28 11:45 | buy | 3403 | 0.10 | 139.344 | 138.584 | 142.334 | ||
7300 | 2017.03.28 13:00 | close | 3402 | 0.10 | 139.102 | 138.508 | 141.488 | -40.00 | 9221760.00 |
7301 | 2017.03.28 13:00 | sell | 3404 | 0.10 | 139.094 | 139.678 | 136.698 | ||
7302 | 2017.03.28 14:35 | s/l | 3403 | 0.10 | 138.580 | 138.584 | 142.334 | -7640.00 | 9214120.00 |
7303 | 2017.03.28 18:14 | s/l | 3401 | 0.10 | 138.120 | 138.111 | 141.711 | -8170.00 | 9205950.00 |
7304 | 2017.03.29 03:05 | s/l | 3400 | 0.10 | 137.980 | 137.973 | 143.323 | -7130.00 | 9198820.00 |
7305 | 2017.03.29 03:15 | sell | 3405 | 0.10 | 137.666 | 138.424 | 134.674 | ||
7306 | 2017.03.29 04:00 | buy | 3406 | 0.10 | 137.902 | 137.340 | 142.690 | ||
7307 | 2017.03.29 14:15 | buy | 3407 | 0.10 | 138.180 | 137.354 | 140.954 | ||
7308 | 2017.03.29 16:00 | close | 3406 | 0.10 | 137.634 | 137.340 | 142.690 | -2680.00 | 9196140.00 |
7309 | 2017.03.29 16:00 | sell | 3408 | 0.10 | 137.627 | 138.178 | 132.828 | ||
7310 | 2017.03.29 21:58 | s/l | 3408 | 0.10 | 138.182 | 138.178 | 132.828 | -5550.00 | 9190590.00 |
7311 | 2017.03.30 03:20 | s/l | 3405 | 0.10 | 138.430 | 138.424 | 134.674 | -7640.00 | 9182950.00 |
7312 | 2017.03.30 16:00 | buy | 3409 | 0.10 | 138.760 | 136.455 | 140.436 | ||
7313 | 2017.03.30 21:15 | buy | 3410 | 0.10 | 139.151 | 138.385 | 142.135 | ||
7314 | 2017.03.31 03:33 | s/l | 3404 | 0.10 | 139.684 | 139.678 | 136.698 | -5900.00 | 9177050.00 |
7315 | 2017.03.31 10:30 | close | 3407 | 0.10 | 139.267 | 137.354 | 140.954 | 10870.00 | 9187920.00 |
7316 | 2017.03.31 21:15 | sell | 3411 | 0.10 | 139.469 | 140.277 | 136.677 | ||
7317 | 2017.03.31 21:30 | close | 3410 | 0.10 | 139.518 | 138.385 | 142.135 | 3670.00 | 9191590.00 |
7318 | 2017.04.03 12:45 | close | 3411 | 0.10 | 139.300 | 140.277 | 136.677 | 1690.00 | 9193280.00 |
7319 | 2017.04.03 12:45 | buy | 3412 | 0.10 | 139.294 | 138.480 | 142.080 | ||
7320 | 2017.04.03 17:56 | s/l | 3412 | 0.10 | 138.476 | 138.480 | 142.080 | -8180.00 | 9185100.00 |
7321 | 2017.04.04 04:00 | sell | 3413 | 0.10 | 138.177 | 138.926 | 135.176 | ||
7322 | 2017.04.04 09:45 | sell | 3414 | 0.10 | 137.251 | 138.202 | 133.852 | ||
7323 | 2017.04.04 12:00 | sell | 3415 | 0.10 | 137.431 | 137.984 | 132.634 | ||
7324 | 2017.04.05 02:44 | s/l | 3415 | 0.10 | 137.985 | 137.984 | 132.634 | -5540.00 | 9179560.00 |
7325 | 2017.04.05 04:15 | close | 3413 | 0.10 | 137.808 | 138.926 | 135.176 | 3690.00 | 9183250.00 |
7326 | 2017.04.05 11:31 | s/l | 3414 | 0.10 | 138.212 | 138.202 | 133.852 | -9610.00 | 9173640.00 |
7327 | 2017.04.05 15:00 | buy | 3416 | 0.10 | 138.660 | 137.834 | 141.434 | ||
7328 | 2017.04.06 01:26 | s/l | 3416 | 0.10 | 137.831 | 137.834 | 141.434 | -8290.00 | 9165350.00 |
7329 | 2017.04.07 08:00 | buy | 3417 | 0.10 | 137.838 | 137.263 | 142.613 | ||
7330 | 2017.04.07 13:15 | sell | 3418 | 0.10 | 137.410 | 138.154 | 134.404 | ||
7331 | 2017.04.07 15:30 | s/l | 3417 | 0.10 | 137.236 | 137.263 | 142.613 | -6020.00 | 9159330.00 |
7332 | 2017.04.10 11:37 | s/l | 3418 | 0.10 | 138.165 | 138.154 | 134.404 | -7550.00 | 9151780.00 |
7333 | 2017.04.10 17:00 | buy | 3419 | 0.10 | 138.182 | 137.575 | 140.555 | ||
7334 | 2017.04.11 01:36 | s/l | 3419 | 0.10 | 137.580 | 137.575 | 140.555 | -6020.00 | 9145760.00 |
7335 | 2017.04.11 10:00 | sell | 3420 | 0.10 | 137.237 | 137.815 | 134.835 | ||
7336 | 2017.04.11 11:00 | sell | 3421 | 0.10 | 137.114 | 137.873 | 134.123 | ||
7337 | 2017.04.11 21:15 | sell | 3422 | 0.10 | 136.904 | 137.857 | 133.507 | ||
7338 | 2017.04.12 00:00 | sell | 3423 | 0.10 | 136.871 | 137.447 | 132.097 | ||
7339 | 2017.04.12 11:15 | close | 3421 | 0.10 | 137.002 | 137.873 | 134.123 | 1120.00 | 9146880.00 |
7340 | 2017.04.12 22:30 | close | 3422 | 0.10 | 136.920 | 137.857 | 133.507 | -160.00 | 9146720.00 |
7341 | 2017.04.12 22:30 | buy | 3424 | 0.10 | 136.920 | 136.105 | 139.705 | ||
7342 | 2017.04.13 20:05 | s/l | 3409 | 0.10 | 136.460 | 136.455 | 140.436 | -23000.00 | 9123720.00 |
7343 | 2017.04.13 20:15 | sell | 3425 | 0.10 | 136.395 | 137.136 | 133.386 | ||
7344 | 2017.04.13 22:45 | close | 3424 | 0.10 | 136.395 | 136.105 | 139.705 | -5250.00 | 9118470.00 |
7345 | 2017.04.13 22:45 | sell | 3426 | 0.10 | 136.402 | 137.351 | 133.001 | ||
7346 | 2017.04.14 19:00 | close | 3420 | 0.10 | 136.126 | 137.815 | 134.835 | 11110.00 | 9129580.00 |
7347 | 2017.04.14 20:30 | close | 3425 | 0.10 | 136.078 | 137.136 | 133.386 | 3170.00 | 9132750.00 |
7348 | 2017.04.17 02:45 | sell | 3427 | 0.10 | 135.768 | 136.510 | 132.760 | ||
7349 | 2017.04.17 17:04 | s/l | 3427 | 0.10 | 136.508 | 136.510 | 132.760 | -7400.00 | 9125350.00 |
7350 | 2017.04.17 19:00 | close | 3426 | 0.10 | 136.526 | 137.351 | 133.001 | -1240.00 | 9124110.00 |