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 |
7351 | 2017.04.17 23:00 | buy | 3428 | 0.10 | 136.873 | 135.597 | 138.546 | ||
7352 | 2017.04.18 00:00 | close | 3423 | 0.10 | 136.874 | 137.447 | 132.097 | -30.00 | 9124080.00 |
7353 | 2017.04.18 00:00 | buy | 3429 | 0.10 | 136.879 | 136.278 | 141.628 | ||
7354 | 2017.04.18 12:30 | s/l | 3429 | 0.10 | 136.276 | 136.278 | 141.628 | -6030.00 | 9118050.00 |
7355 | 2017.04.18 13:45 | buy | 3430 | 0.10 | 137.399 | 136.638 | 140.388 | ||
7356 | 2017.04.18 16:00 | buy | 3431 | 0.10 | 138.345 | 137.781 | 143.131 | ||
7357 | 2017.04.18 16:26 | t/p | 3428 | 0.10 | 138.544 | 135.597 | 138.546 | 16710.00 | 9134760.00 |
7358 | 2017.04.18 17:00 | modify | 3430 | 0.10 | 137.399 | 137.644 | 140.388 | ||
7359 | 2017.04.18 18:00 | buy | 3432 | 0.10 | 138.772 | 135.597 | 140.448 | ||
7360 | 2017.04.18 22:00 | close | 3432 | 0.10 | 139.298 | 135.597 | 140.448 | 5260.00 | 9140020.00 |
7361 | 2017.04.19 14:00 | close | 3430 | 0.10 | 139.755 | 137.644 | 140.388 | 23560.00 | 9163580.00 |
7362 | 2017.04.20 17:15 | buy | 3433 | 0.10 | 140.194 | 139.416 | 143.166 | ||
7363 | 2017.04.20 19:15 | buy | 3434 | 0.10 | 140.335 | 139.370 | 143.720 | ||
7364 | 2017.04.21 11:15 | close | 3434 | 0.10 | 139.913 | 139.370 | 143.720 | -4220.00 | 9159360.00 |
7365 | 2017.04.21 11:15 | sell | 3435 | 0.10 | 139.904 | 140.714 | 137.114 | ||
7366 | 2017.04.21 13:36 | s/l | 3433 | 0.10 | 139.411 | 139.416 | 143.166 | -7830.00 | 9151530.00 |
7367 | 2017.04.24 00:01 | s/l | 3435 | 0.10 | 141.875 | 140.714 | 137.114 | -19710.00 | 9131820.00 |
7368 | 2017.04.24 00:17 | buy | 3436 | 0.10 | 141.564 | 140.748 | 144.498 | ||
7369 | 2017.04.24 04:35 | s/l | 3436 | 0.10 | 140.756 | 140.748 | 144.498 | -8080.00 | 9123740.00 |
7370 | 2017.04.24 11:15 | buy | 3437 | 0.10 | 141.220 | 140.448 | 144.198 | ||
7371 | 2017.04.24 17:58 | s/l | 3437 | 0.10 | 140.436 | 140.448 | 144.198 | -7840.00 | 9115900.00 |
7372 | 2017.04.25 15:30 | buy | 3438 | 0.10 | 141.897 | 141.136 | 144.886 | ||
7373 | 2017.04.25 16:45 | buy | 3439 | 0.10 | 141.986 | 141.015 | 145.365 | ||
7374 | 2017.04.26 15:34 | t/p | 3431 | 0.10 | 143.134 | 137.781 | 143.131 | 47890.00 | 9163790.00 |
7375 | 2017.04.26 15:45 | close | 3438 | 0.10 | 143.181 | 141.136 | 144.886 | 12840.00 | 9176630.00 |
7376 | 2017.04.27 04:00 | buy | 3440 | 0.10 | 142.925 | 142.362 | 147.712 | ||
7377 | 2017.04.27 06:45 | close | 3439 | 0.10 | 142.983 | 141.015 | 145.365 | 9970.00 | 9186600.00 |
7378 | 2017.04.27 06:45 | sell | 3441 | 0.10 | 142.986 | 143.793 | 140.193 | ||
7379 | 2017.04.27 10:15 | buy | 3442 | 0.10 | 143.589 | 142.824 | 146.574 | ||
7380 | 2017.04.27 14:30 | close | 3441 | 0.10 | 143.691 | 143.793 | 140.193 | -7050.00 | 9179550.00 |
7381 | 2017.04.27 14:30 | buy | 3443 | 0.10 | 143.705 | 142.725 | 147.075 | ||
7382 | 2017.04.28 10:30 | close | 3442 | 0.10 | 143.809 | 142.824 | 146.574 | 2200.00 | 9181750.00 |
7383 | 2017.04.28 10:45 | buy | 3444 | 0.10 | 143.940 | 143.177 | 146.927 | ||
7384 | 2017.04.28 12:00 | close | 3443 | 0.10 | 143.856 | 142.725 | 147.075 | 1510.00 | 9183260.00 |
7385 | 2017.04.28 12:00 | sell | 3445 | 0.10 | 143.871 | 144.665 | 141.065 | ||
7386 | 2017.04.28 19:45 | close | 3445 | 0.10 | 144.295 | 144.665 | 141.065 | -4240.00 | 9179020.00 |
7387 | 2017.04.28 19:45 | buy | 3446 | 0.10 | 144.310 | 143.330 | 147.680 | ||
7388 | 2017.05.01 11:00 | close | 3444 | 0.10 | 144.473 | 143.177 | 146.927 | 5330.00 | 9184350.00 |
7389 | 2017.05.02 11:45 | close | 3446 | 0.10 | 144.530 | 143.330 | 147.680 | 2200.00 | 9186550.00 |
7390 | 2017.05.02 11:45 | sell | 3447 | 0.10 | 144.545 | 145.335 | 141.735 | ||
7391 | 2017.05.02 12:15 | buy | 3448 | 0.10 | 144.682 | 143.908 | 147.658 | ||
7392 | 2017.05.02 13:00 | close | 3447 | 0.10 | 144.891 | 145.335 | 141.735 | -3460.00 | 9183090.00 |
7393 | 2017.05.02 13:00 | buy | 3449 | 0.10 | 144.886 | 143.918 | 148.268 | ||
7394 | 2017.05.03 04:00 | buy | 3450 | 0.10 | 145.083 | 144.491 | 147.471 | ||
7395 | 2017.05.03 08:00 | close | 3450 | 0.10 | 144.732 | 144.491 | 147.471 | -3510.00 | 9179580.00 |
7396 | 2017.05.03 12:30 | close | 3448 | 0.10 | 144.882 | 143.908 | 147.658 | 2000.00 | 9181580.00 |
7397 | 2017.05.04 09:15 | close | 3449 | 0.10 | 145.221 | 143.918 | 148.268 | 3350.00 | 9184930.00 |
7398 | 2017.05.04 11:30 | buy | 3451 | 0.10 | 145.440 | 144.664 | 148.414 | ||
7399 | 2017.05.04 12:15 | buy | 3452 | 0.10 | 145.622 | 144.661 | 149.011 | ||
7400 | 2017.05.04 16:00 | buy | 3453 | 0.10 | 145.612 | 145.005 | 147.985 | ||
7401 | 2017.05.05 06:42 | s/l | 3453 | 0.10 | 144.996 | 145.005 | 147.985 | -6160.00 | 9178770.00 |
7402 | 2017.05.05 11:45 | close | 3451 | 0.10 | 145.311 | 144.664 | 148.414 | -1290.00 | 9177480.00 |
7403 | 2017.05.05 15:45 | close | 3452 | 0.10 | 145.526 | 144.661 | 149.011 | -960.00 | 9176520.00 |
7404 | 2017.05.05 15:45 | sell | 3454 | 0.10 | 145.532 | 146.326 | 142.726 | ||
7405 | 2017.05.05 16:00 | buy | 3455 | 0.10 | 145.775 | 145.177 | 148.157 | ||
7406 | 2017.05.05 16:00 | buy | 3456 | 0.10 | 145.769 | 145.007 | 148.757 | ||
7407 | 2017.05.05 18:30 | close | 3454 | 0.10 | 146.013 | 146.326 | 142.726 | -4810.00 | 9171710.00 |
7408 | 2017.05.05 18:30 | buy | 3457 | 0.10 | 146.005 | 145.037 | 149.387 | ||
7409 | 2017.05.09 10:00 | modify | 3456 | 0.10 | 145.769 | 145.976 | 148.757 | ||
7410 | 2017.05.09 14:45 | close | 3457 | 0.10 | 147.063 | 145.037 | 149.387 | 10580.00 | 9182290.00 |
7411 | 2017.05.09 17:15 | close | 3456 | 0.10 | 147.463 | 145.976 | 148.757 | 16940.00 | 9199230.00 |
7412 | 2017.05.09 17:15 | buy | 3458 | 0.10 | 147.465 | 146.503 | 150.853 | ||
7413 | 2017.05.09 17:32 | t/p | 3440 | 0.10 | 147.723 | 142.362 | 147.712 | 47980.00 | 9247210.00 |
7414 | 2017.05.09 23:00 | close | 3455 | 0.10 | 147.343 | 145.177 | 148.157 | 15680.00 | 9262890.00 |
7415 | 2017.05.10 20:00 | buy | 3459 | 0.10 | 147.622 | 147.056 | 152.406 | ||
7416 | 2017.05.11 13:30 | close | 3458 | 0.10 | 147.365 | 146.503 | 150.853 | -1000.00 | 9261890.00 |
7417 | 2017.05.11 14:00 | s/l | 3459 | 0.10 | 147.014 | 147.056 | 152.406 | -6080.00 | 9255810.00 |
7418 | 2017.05.12 12:00 | sell | 3460 | 0.10 | 145.990 | 146.531 | 141.181 | ||
7419 | 2017.05.15 09:14 | s/l | 3460 | 0.10 | 146.531 | 146.531 | 141.181 | -5410.00 | 9250400.00 |
7420 | 2017.05.16 04:00 | buy | 3461 | 0.10 | 146.821 | 146.230 | 149.210 | ||
7421 | 2017.05.16 11:45 | sell | 3462 | 0.10 | 146.901 | 147.699 | 144.099 | ||
7422 | 2017.05.16 12:00 | close | 3461 | 0.10 | 146.539 | 146.230 | 149.210 | -2820.00 | 9247580.00 |
7423 | 2017.05.16 13:15 | close | 3462 | 0.10 | 146.504 | 147.699 | 144.099 | 3970.00 | 9251550.00 |
7424 | 2017.05.16 13:15 | buy | 3463 | 0.10 | 146.503 | 145.689 | 149.289 | ||
7425 | 2017.05.16 17:45 | sell | 3464 | 0.10 | 145.891 | 146.275 | 142.895 | ||
7426 | 2017.05.16 18:00 | sell | 3465 | 0.10 | 145.971 | 146.558 | 143.578 | ||
7427 | 2017.05.16 18:55 | s/l | 3464 | 0.10 | 146.281 | 146.275 | 142.895 | -3900.00 | 9247650.00 |
7428 | 2017.05.17 01:46 | s/l | 3463 | 0.10 | 145.689 | 145.689 | 149.289 | -8140.00 | 9239510.00 |
7429 | 2017.05.17 02:15 | sell | 3466 | 0.10 | 145.664 | 146.043 | 142.663 | ||
7430 | 2017.05.17 03:00 | sell | 3467 | 0.10 | 145.546 | 148.127 | 143.871 | ||
7431 | 2017.05.17 17:15 | modify | 3466 | 0.10 | 145.664 | 145.240 | 142.663 | ||
7432 | 2017.05.17 20:32 | t/p | 3467 | 0.10 | 143.875 | 148.127 | 143.871 | 16710.00 | 9256220.00 |
7433 | 2017.05.17 22:00 | sell | 3468 | 0.10 | 143.951 | 147.958 | 142.278 | ||
7434 | 2017.05.18 00:06 | t/p | 3465 | 0.10 | 143.569 | 146.558 | 143.578 | 24020.00 | 9280240.00 |
7435 | 2017.05.18 11:45 | close | 3466 | 0.10 | 144.705 | 145.240 | 142.663 | 9590.00 | 9289830.00 |
7436 | 2017.05.18 20:45 | buy | 3469 | 0.10 | 144.058 | 143.230 | 146.830 | ||
7437 | 2017.05.22 17:00 | close | 3469 | 0.10 | 144.713 | 143.230 | 146.830 | 6550.00 | 9296380.00 |
7438 | 2017.05.23 09:45 | sell | 3470 | 0.10 | 143.978 | 144.368 | 140.988 | ||
7439 | 2017.05.23 10:14 | s/l | 3470 | 0.10 | 144.378 | 144.368 | 140.988 | -4000.00 | 9292380.00 |
7440 | 2017.05.24 03:00 | buy | 3471 | 0.10 | 145.077 | 144.472 | 147.452 | ||
7441 | 2017.05.25 11:30 | buy | 3472 | 0.10 | 145.422 | 145.022 | 148.402 | ||
7442 | 2017.05.25 11:31 | s/l | 3472 | 0.10 | 145.005 | 145.022 | 148.402 | -4170.00 | 9288210.00 |
7443 | 2017.05.26 02:26 | s/l | 3471 | 0.10 | 144.469 | 144.472 | 147.452 | -6080.00 | 9282130.00 |
7444 | 2017.05.26 03:45 | sell | 3473 | 0.10 | 144.137 | 144.522 | 141.142 | ||
7445 | 2017.05.26 04:00 | sell | 3474 | 0.10 | 144.303 | 144.886 | 141.906 | ||
7446 | 2017.05.26 11:15 | sell | 3475 | 0.10 | 143.094 | 144.047 | 139.697 | ||
7447 | 2017.05.26 11:45 | modify | 3473 | 0.10 | 144.137 | 143.928 | 141.142 | ||
7448 | 2017.05.26 17:59 | t/p | 3468 | 0.10 | 142.267 | 147.958 | 142.278 | 16840.00 | 9298970.00 |
7449 | 2017.05.26 18:00 | sell | 3476 | 0.10 | 142.266 | 146.274 | 140.594 | ||
7450 | 2017.05.30 04:10 | t/p | 3474 | 0.10 | 141.913 | 144.886 | 141.906 | 23900.00 | 9322870.00 |
7451 | 2017.05.30 04:10 | sell | 3477 | 0.10 | 141.826 | 142.652 | 137.302 | ||
7452 | 2017.05.30 05:00 | close | 3473 | 0.10 | 141.910 | 143.928 | 141.142 | 22270.00 | 9345140.00 |
7453 | 2017.05.30 07:30 | close | 3475 | 0.10 | 142.102 | 144.047 | 139.697 | 9920.00 | 9355060.00 |
7454 | 2017.05.30 09:30 | sell | 3478 | 0.10 | 142.045 | 142.427 | 139.047 | ||
7455 | 2017.05.30 10:05 | s/l | 3478 | 0.10 | 142.430 | 142.427 | 139.047 | -3850.00 | 9351210.00 |
7456 | 2017.05.30 10:54 | s/l | 3477 | 0.10 | 142.646 | 142.652 | 137.302 | -8200.00 | 9343010.00 |
7457 | 2017.05.30 11:34 | sell | 3479 | 0.10 | 142.606 | 142.635 | 137.285 | ||
7458 | 2017.05.30 11:34 | s/l | 3479 | 0.10 | 142.627 | 142.635 | 137.285 | -210.00 | 9342800.00 |
7459 | 2017.05.30 14:45 | buy | 3480 | 0.10 | 142.957 | 142.132 | 145.732 | ||
7460 | 2017.05.31 00:30 | s/l | 3480 | 0.10 | 142.133 | 142.132 | 145.732 | -8240.00 | 9334560.00 |
7461 | 2017.05.31 08:00 | sell | 3481 | 0.10 | 142.215 | 142.802 | 139.822 | ||
7462 | 2017.05.31 09:15 | buy | 3482 | 0.10 | 142.183 | 141.353 | 144.953 | ||
7463 | 2017.05.31 12:00 | sell | 3483 | 0.10 | 141.652 | 142.202 | 136.852 | ||
7464 | 2017.05.31 13:00 | close | 3481 | 0.10 | 142.064 | 142.802 | 139.822 | 1510.00 | 9336070.00 |
7465 | 2017.05.31 13:25 | s/l | 3483 | 0.10 | 142.193 | 142.202 | 136.852 | -5410.00 | 9330660.00 |
7466 | 2017.06.02 05:30 | close | 3482 | 0.10 | 143.756 | 141.353 | 144.953 | 15730.00 | 9346390.00 |
7467 | 2017.06.06 10:15 | sell | 3484 | 0.10 | 141.584 | 142.527 | 138.177 | ||
7468 | 2017.06.06 16:00 | sell | 3485 | 0.10 | 141.020 | 141.568 | 136.218 | ||
7469 | 2017.06.07 16:23 | s/l | 3485 | 0.10 | 141.580 | 141.568 | 136.218 | -5600.00 | 9340790.00 |
7470 | 2017.06.07 20:00 | sell | 3486 | 0.10 | 141.398 | 141.946 | 136.596 | ||
7471 | 2017.06.07 20:56 | s/l | 3486 | 0.10 | 141.951 | 141.946 | 136.596 | -5530.00 | 9335260.00 |
7472 | 2017.06.08 03:02 | s/l | 3484 | 0.10 | 142.521 | 142.527 | 138.177 | -9370.00 | 9325890.00 |
7473 | 2017.06.09 00:01 | t/p | 3476 | 0.10 | 140.581 | 146.274 | 140.594 | 16850.00 | 9342740.00 |
7474 | 2017.06.09 02:30 | sell | 3487 | 0.10 | 140.283 | 141.232 | 136.882 | ||
7475 | 2017.06.09 08:00 | sell | 3488 | 0.10 | 140.649 | 141.198 | 135.848 | ||
7476 | 2017.06.12 22:45 | close | 3487 | 0.10 | 139.017 | 141.232 | 136.882 | 12660.00 | 9355400.00 |
7477 | 2017.06.13 09:15 | buy | 3489 | 0.10 | 139.519 | 138.707 | 142.307 | ||
7478 | 2017.06.14 11:00 | buy | 3490 | 0.10 | 140.845 | 136.839 | 142.519 | ||
7479 | 2017.06.14 20:00 | close | 3488 | 0.10 | 139.594 | 141.198 | 135.848 | 10550.00 | 9365950.00 |
7480 | 2017.06.14 20:00 | buy | 3491 | 0.10 | 139.600 | 139.026 | 144.376 | ||
7481 | 2017.06.15 05:30 | close | 3489 | 0.10 | 139.700 | 138.707 | 142.307 | 1810.00 | 9367760.00 |
7482 | 2017.06.16 14:00 | close | 3490 | 0.10 | 142.149 | 136.839 | 142.519 | 13040.00 | 9380800.00 |
7483 | 2017.06.20 10:15 | buy | 3492 | 0.10 | 142.495 | 142.101 | 145.481 | ||
7484 | 2017.06.20 10:30 | s/l | 3492 | 0.10 | 142.076 | 142.101 | 145.481 | -4190.00 | 9376610.00 |
7485 | 2017.06.20 14:00 | sell | 3493 | 0.10 | 141.303 | 141.885 | 138.905 | ||
7486 | 2017.06.21 12:00 | close | 3493 | 0.10 | 140.185 | 141.885 | 138.905 | 11180.00 | 9387790.00 |
7487 | 2017.06.23 04:00 | buy | 3494 | 0.10 | 141.337 | 140.727 | 143.707 | ||
7488 | 2017.06.23 10:00 | buy | 3495 | 0.10 | 141.619 | 141.217 | 144.597 | ||
7489 | 2017.06.23 14:00 | buy | 3496 | 0.10 | 141.699 | 137.697 | 143.377 | ||
7490 | 2017.06.27 11:15 | close | 3495 | 0.10 | 142.155 | 141.217 | 144.597 | 5360.00 | 9393150.00 |
7491 | 2017.06.27 14:45 | buy | 3497 | 0.10 | 142.711 | 142.317 | 145.697 | ||
7492 | 2017.06.27 17:57 | t/p | 3496 | 0.10 | 143.377 | 137.697 | 143.377 | 16780.00 | 9409930.00 |
7493 | 2017.06.27 18:45 | buy | 3498 | 0.10 | 143.552 | 142.578 | 146.928 | ||
7494 | 2017.06.27 18:56 | t/p | 3494 | 0.10 | 143.713 | 140.727 | 143.707 | 23760.00 | 9433690.00 |
7495 | 2017.06.27 22:30 | modify | 3497 | 0.10 | 142.711 | 142.939 | 145.697 | ||
7496 | 2017.06.28 10:15 | close | 3498 | 0.10 | 143.782 | 142.578 | 146.928 | 2300.00 | 9435990.00 |
7497 | 2017.06.28 10:15 | sell | 3499 | 0.10 | 143.794 | 144.588 | 140.988 | ||
7498 | 2017.06.28 16:35 | t/p | 3491 | 0.10 | 144.380 | 139.026 | 144.376 | 47800.00 | 9483790.00 |
7499 | 2017.06.28 16:35 | s/l | 3499 | 0.10 | 144.597 | 144.588 | 140.988 | -8030.00 | 9475760.00 |
7500 | 2017.06.28 17:15 | buy | 3500 | 0.10 | 145.330 | 144.363 | 148.713 |