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 |
7501 | 2017.06.28 20:00 | buy | 3501 | 0.10 | 145.124 | 144.562 | 149.912 | ||
7502 | 2017.06.29 10:00 | t/p | 3497 | 0.10 | 145.687 | 142.939 | 145.697 | 29760.00 | 9505520.00 |
7503 | 2017.06.30 13:30 | close | 3500 | 0.10 | 145.359 | 144.363 | 148.713 | 290.00 | 9505810.00 |
7504 | 2017.07.03 18:30 | buy | 3502 | 0.10 | 146.770 | 145.791 | 150.141 | ||
7505 | 2017.07.05 11:00 | buy | 3503 | 0.10 | 146.585 | 145.989 | 148.969 | ||
7506 | 2017.07.05 11:15 | close | 3502 | 0.10 | 146.524 | 145.791 | 150.141 | -2460.00 | 9503350.00 |
7507 | 2017.07.05 11:15 | sell | 3504 | 0.10 | 146.515 | 147.315 | 143.715 | ||
7508 | 2017.07.05 17:00 | close | 3503 | 0.10 | 146.481 | 145.989 | 148.969 | -1040.00 | 9502310.00 |
7509 | 2017.07.05 21:15 | close | 3504 | 0.10 | 146.456 | 147.315 | 143.715 | 590.00 | 9502900.00 |
7510 | 2017.07.05 21:15 | buy | 3505 | 0.10 | 146.460 | 145.640 | 149.240 | ||
7511 | 2017.07.05 22:00 | buy | 3506 | 0.10 | 146.608 | 146.003 | 148.983 | ||
7512 | 2017.07.06 12:00 | close | 3501 | 0.10 | 146.371 | 144.562 | 149.912 | 12470.00 | 9515370.00 |
7513 | 2017.07.06 12:00 | sell | 3507 | 0.10 | 146.375 | 146.931 | 141.581 | ||
7514 | 2017.07.06 12:30 | buy | 3508 | 0.10 | 146.770 | 146.364 | 149.744 | ||
7515 | 2017.07.06 12:53 | s/l | 3507 | 0.10 | 146.939 | 146.931 | 141.581 | -5640.00 | 9509730.00 |
7516 | 2017.07.06 16:39 | s/l | 3508 | 0.10 | 146.364 | 146.364 | 149.744 | -4060.00 | 9505670.00 |
7517 | 2017.07.06 18:30 | buy | 3509 | 0.10 | 146.828 | 146.427 | 149.807 | ||
7518 | 2017.07.06 20:00 | buy | 3510 | 0.10 | 146.980 | 146.400 | 151.750 | ||
7519 | 2017.07.07 15:30 | s/l | 3509 | 0.10 | 146.417 | 146.427 | 149.807 | -4110.00 | 9501560.00 |
7520 | 2017.07.07 17:30 | close | 3505 | 0.10 | 146.556 | 145.640 | 149.240 | 960.00 | 9502520.00 |
7521 | 2017.07.11 07:00 | close | 3506 | 0.10 | 147.052 | 146.003 | 148.983 | 4440.00 | 9506960.00 |
7522 | 2017.07.11 08:00 | buy | 3511 | 0.10 | 147.259 | 146.668 | 149.648 | ||
7523 | 2017.07.11 10:00 | buy | 3512 | 0.10 | 147.368 | 146.962 | 150.342 | ||
7524 | 2017.07.11 16:00 | close | 3511 | 0.10 | 147.184 | 146.668 | 149.648 | -750.00 | 9506210.00 |
7525 | 2017.07.11 16:08 | s/l | 3512 | 0.10 | 146.965 | 146.962 | 150.342 | -4030.00 | 9502180.00 |
7526 | 2017.07.11 19:24 | s/l | 3510 | 0.10 | 146.400 | 146.400 | 151.750 | -5800.00 | 9496380.00 |
7527 | 2017.07.11 20:00 | sell | 3513 | 0.10 | 146.402 | 146.981 | 144.001 | ||
7528 | 2017.07.11 22:00 | sell | 3514 | 0.10 | 146.280 | 148.127 | 144.603 | ||
7529 | 2017.07.12 12:00 | close | 3513 | 0.10 | 145.793 | 146.981 | 144.001 | 6090.00 | 9502470.00 |
7530 | 2017.07.20 10:45 | buy | 3515 | 0.10 | 145.943 | 145.116 | 148.716 | ||
7531 | 2017.07.20 14:00 | sell | 3516 | 0.10 | 145.332 | 145.718 | 142.338 | ||
7532 | 2017.07.20 17:39 | s/l | 3515 | 0.10 | 145.122 | 145.116 | 148.716 | -8210.00 | 9494260.00 |
7533 | 2017.07.21 16:34 | t/p | 3514 | 0.10 | 144.610 | 148.127 | 144.603 | 16700.00 | 9510960.00 |
7534 | 2017.07.21 18:00 | sell | 3517 | 0.10 | 144.332 | 148.127 | 142.660 | ||
7535 | 2017.07.21 18:45 | modify | 3516 | 0.10 | 145.332 | 145.077 | 142.338 | ||
7536 | 2017.07.24 15:15 | close | 3516 | 0.10 | 144.491 | 145.077 | 142.338 | 8410.00 | 9519370.00 |
7537 | 2017.07.27 13:00 | buy | 3518 | 0.10 | 146.421 | 146.011 | 149.391 | ||
7538 | 2017.07.27 17:07 | s/l | 3518 | 0.10 | 146.002 | 146.011 | 149.391 | -4190.00 | 9515180.00 |
7539 | 2017.07.28 04:00 | sell | 3519 | 0.10 | 145.081 | 145.666 | 142.686 | ||
7540 | 2017.07.28 05:00 | close | 3519 | 0.10 | 145.337 | 145.666 | 142.686 | -2560.00 | 9512620.00 |
7541 | 2017.07.28 05:00 | buy | 3520 | 0.10 | 145.348 | 144.740 | 147.720 | ||
7542 | 2017.08.01 12:00 | buy | 3521 | 0.10 | 146.102 | 145.693 | 149.073 | ||
7543 | 2017.08.01 16:55 | s/l | 3521 | 0.10 | 145.695 | 145.693 | 149.073 | -4070.00 | 9508550.00 |
7544 | 2017.08.02 07:15 | buy | 3522 | 0.10 | 146.337 | 145.938 | 149.318 | ||
7545 | 2017.08.02 14:00 | close | 3520 | 0.10 | 146.514 | 144.740 | 147.720 | 11660.00 | 9520210.00 |
7546 | 2017.08.02 17:58 | s/l | 3522 | 0.10 | 145.926 | 145.938 | 149.318 | -4110.00 | 9516100.00 |
7547 | 2017.08.07 17:30 | sell | 3523 | 0.10 | 144.250 | 144.631 | 141.251 | ||
7548 | 2017.08.08 14:15 | sell | 3524 | 0.10 | 143.810 | 144.756 | 140.406 | ||
7549 | 2017.08.08 15:00 | sell | 3525 | 0.10 | 143.694 | 144.266 | 141.286 | ||
7550 | 2017.08.09 01:30 | modify | 3523 | 0.10 | 144.250 | 144.038 | 141.251 | ||
7551 | 2017.08.09 03:49 | t/p | 3517 | 0.10 | 142.667 | 148.127 | 142.660 | 16650.00 | 9532750.00 |
7552 | 2017.08.09 18:45 | close | 3523 | 0.10 | 142.918 | 144.038 | 141.251 | 13320.00 | 9546070.00 |
7553 | 2017.08.10 08:00 | sell | 3526 | 0.10 | 142.901 | 143.461 | 138.111 | ||
7554 | 2017.08.10 10:30 | close | 3524 | 0.10 | 142.684 | 144.756 | 140.406 | 11260.00 | 9557330.00 |
7555 | 2017.08.10 17:15 | sell | 3527 | 0.10 | 142.130 | 142.505 | 139.125 | ||
7556 | 2017.08.10 18:00 | sell | 3528 | 0.10 | 142.029 | 142.977 | 138.627 | ||
7557 | 2017.08.11 11:46 | t/p | 3525 | 0.10 | 141.285 | 144.266 | 141.286 | 24090.00 | 9581420.00 |
7558 | 2017.08.14 06:55 | s/l | 3527 | 0.10 | 142.511 | 142.505 | 139.125 | -3810.00 | 9577610.00 |
7559 | 2017.08.14 14:15 | close | 3528 | 0.10 | 142.334 | 142.977 | 138.627 | -3050.00 | 9574560.00 |
7560 | 2017.08.14 17:15 | sell | 3529 | 0.10 | 141.967 | 142.763 | 139.163 | ||
7561 | 2017.08.15 03:26 | s/l | 3529 | 0.10 | 142.770 | 142.763 | 139.163 | -8030.00 | 9566530.00 |
7562 | 2017.08.15 05:00 | buy | 3530 | 0.10 | 142.865 | 138.855 | 144.535 | ||
7563 | 2017.08.15 17:15 | sell | 3531 | 0.10 | 142.281 | 143.072 | 139.472 | ||
7564 | 2017.08.16 11:30 | s/l | 3531 | 0.10 | 143.066 | 143.072 | 139.472 | -7850.00 | 9558680.00 |
7565 | 2017.08.16 11:45 | buy | 3532 | 0.10 | 143.031 | 142.624 | 146.004 | ||
7566 | 2017.08.16 13:33 | s/l | 3532 | 0.10 | 142.613 | 142.624 | 146.004 | -4180.00 | 9554500.00 |
7567 | 2017.08.16 18:15 | sell | 3533 | 0.10 | 142.377 | 143.185 | 139.585 | ||
7568 | 2017.08.16 22:00 | sell | 3534 | 0.10 | 141.911 | 142.492 | 139.512 | ||
7569 | 2017.08.18 14:30 | close | 3533 | 0.10 | 140.406 | 143.185 | 139.585 | 19710.00 | 9574210.00 |
7570 | 2017.08.18 14:30 | sell | 3535 | 0.10 | 140.400 | 141.343 | 136.993 | ||
7571 | 2017.08.18 19:00 | close | 3534 | 0.10 | 140.439 | 142.492 | 139.512 | 14720.00 | 9588930.00 |
7572 | 2017.08.22 10:45 | close | 3535 | 0.10 | 140.455 | 141.343 | 136.993 | -550.00 | 9588380.00 |
7573 | 2017.08.22 13:00 | sell | 3536 | 0.10 | 140.310 | 140.881 | 137.901 | ||
7574 | 2017.08.22 16:00 | sell | 3537 | 0.10 | 140.180 | 140.553 | 137.173 | ||
7575 | 2017.08.22 19:56 | s/l | 3537 | 0.10 | 140.552 | 140.553 | 137.173 | -3720.00 | 9584660.00 |
7576 | 2017.08.23 11:15 | sell | 3538 | 0.10 | 140.097 | 140.483 | 137.103 | ||
7577 | 2017.08.23 15:30 | sell | 3539 | 0.10 | 139.627 | 140.568 | 136.218 | ||
7578 | 2017.08.25 03:53 | s/l | 3538 | 0.10 | 140.488 | 140.483 | 137.103 | -3910.00 | 9580750.00 |
7579 | 2017.08.25 03:54 | s/l | 3539 | 0.10 | 140.558 | 140.568 | 136.218 | -9310.00 | 9571440.00 |
7580 | 2017.08.25 23:59 | s/l | 3536 | 0.10 | 140.902 | 140.881 | 137.901 | -5920.00 | 9565520.00 |
7581 | 2017.08.28 16:45 | buy | 3540 | 0.10 | 141.268 | 140.861 | 144.241 | ||
7582 | 2017.08.29 00:23 | s/l | 3540 | 0.10 | 140.859 | 140.861 | 144.241 | -4090.00 | 9561430.00 |
7583 | 2017.08.29 21:15 | buy | 3541 | 0.10 | 141.404 | 140.995 | 144.375 | ||
7584 | 2017.08.30 19:15 | modify | 3541 | 0.10 | 141.404 | 141.623 | 144.375 | ||
7585 | 2017.08.31 12:00 | close | 3526 | 0.10 | 142.505 | 143.461 | 138.111 | 3960.00 | 9565390.00 |
7586 | 2017.08.31 18:45 | s/l | 3541 | 0.10 | 141.591 | 141.623 | 144.375 | 1870.00 | 9567260.00 |
7587 | 2017.09.01 18:00 | buy | 3542 | 0.10 | 142.955 | 142.356 | 145.336 | ||
7588 | 2017.09.01 18:00 | buy | 3543 | 0.10 | 142.959 | 142.556 | 145.936 | ||
7589 | 2017.09.04 00:00 | s/l | 3542 | 0.10 | 141.923 | 142.356 | 145.336 | -10320.00 | 9556940.00 |
7590 | 2017.09.04 00:00 | s/l | 3543 | 0.10 | 141.926 | 142.556 | 145.936 | -10330.00 | 9546610.00 |
7591 | 2017.09.04 01:15 | buy | 3544 | 0.10 | 142.293 | 141.460 | 145.060 | ||
7592 | 2017.09.04 10:00 | sell | 3545 | 0.10 | 141.841 | 142.431 | 139.451 | ||
7593 | 2017.09.04 10:15 | sell | 3546 | 0.10 | 141.739 | 142.117 | 138.737 | ||
7594 | 2017.09.04 13:00 | close | 3545 | 0.10 | 141.878 | 142.431 | 139.451 | -370.00 | 9546240.00 |
7595 | 2017.09.04 13:00 | buy | 3547 | 0.10 | 141.874 | 141.282 | 144.262 | ||
7596 | 2017.09.04 14:05 | s/l | 3546 | 0.10 | 142.112 | 142.117 | 138.737 | -3730.00 | 9542510.00 |
7597 | 2017.09.05 05:16 | s/l | 3544 | 0.10 | 141.465 | 141.460 | 145.060 | -8280.00 | 9534230.00 |
7598 | 2017.09.05 05:18 | s/l | 3547 | 0.10 | 141.246 | 141.282 | 144.262 | -6280.00 | 9527950.00 |
7599 | 2017.09.05 21:00 | buy | 3548 | 0.10 | 141.711 | 140.894 | 144.494 | ||
7600 | 2017.09.06 17:00 | buy | 3549 | 0.10 | 142.341 | 141.723 | 144.703 | ||
7601 | 2017.09.07 17:00 | close | 3549 | 0.10 | 142.266 | 141.723 | 144.703 | -750.00 | 9527200.00 |
7602 | 2017.09.07 17:15 | close | 3548 | 0.10 | 142.207 | 140.894 | 144.494 | 4960.00 | 9532160.00 |
7603 | 2017.09.08 09:00 | sell | 3550 | 0.10 | 141.595 | 142.167 | 139.187 | ||
7604 | 2017.09.08 11:00 | close | 3550 | 0.10 | 141.597 | 142.167 | 139.187 | -20.00 | 9532140.00 |
7605 | 2017.09.08 11:00 | buy | 3551 | 0.10 | 141.593 | 140.994 | 143.974 | ||
7606 | 2017.09.08 18:00 | close | 3551 | 0.10 | 142.270 | 140.994 | 143.974 | 6770.00 | 9538910.00 |
7607 | 2017.09.08 18:00 | sell | 3552 | 0.10 | 142.282 | 143.073 | 139.473 | ||
7608 | 2017.09.11 00:44 | buy | 3553 | 0.10 | 142.806 | 142.363 | 145.743 | ||
7609 | 2017.09.11 02:00 | buy | 3554 | 0.10 | 142.932 | 142.337 | 145.317 | ||
7610 | 2017.09.11 09:35 | s/l | 3552 | 0.10 | 143.066 | 143.073 | 139.473 | -7840.00 | 9531070.00 |
7611 | 2017.09.11 14:00 | buy | 3555 | 0.10 | 143.424 | 142.451 | 146.801 | ||
7612 | 2017.09.11 21:00 | modify | 3553 | 0.10 | 142.806 | 143.062 | 145.743 | ||
7613 | 2017.09.12 09:57 | t/p | 3530 | 0.10 | 144.534 | 138.855 | 144.535 | 16690.00 | 9547760.00 |
7614 | 2017.09.12 11:33 | t/p | 3554 | 0.10 | 145.311 | 142.337 | 145.317 | 23790.00 | 9571550.00 |
7615 | 2017.09.12 12:00 | modify | 3555 | 0.10 | 143.424 | 144.480 | 146.801 | ||
7616 | 2017.09.12 13:41 | t/p | 3553 | 0.10 | 145.747 | 143.062 | 145.743 | 29410.00 | 9600960.00 |
7617 | 2017.09.13 10:15 | close | 3555 | 0.10 | 146.638 | 144.480 | 146.801 | 32140.00 | 9633100.00 |
7618 | 2017.09.13 18:30 | sell | 3556 | 0.10 | 146.225 | 147.034 | 143.434 | ||
7619 | 2017.09.14 14:07 | s/l | 3556 | 0.10 | 147.049 | 147.034 | 143.434 | -8240.00 | 9624860.00 |
7620 | 2017.09.14 14:15 | buy | 3557 | 0.10 | 146.959 | 146.550 | 149.930 | ||
7621 | 2017.09.14 14:30 | buy | 3558 | 0.10 | 147.484 | 146.523 | 150.873 | ||
7622 | 2017.09.14 16:00 | buy | 3559 | 0.10 | 147.661 | 147.101 | 152.451 | ||
7623 | 2017.09.14 18:30 | modify | 3557 | 0.10 | 146.959 | 147.216 | 149.930 | ||
7624 | 2017.09.15 01:01 | s/l | 3557 | 0.10 | 147.212 | 147.216 | 149.930 | 2530.00 | 9627390.00 |
7625 | 2017.09.15 01:01 | s/l | 3559 | 0.10 | 147.093 | 147.101 | 152.451 | -5680.00 | 9621710.00 |
7626 | 2017.09.15 04:00 | buy | 3560 | 0.10 | 147.502 | 146.940 | 152.290 | ||
7627 | 2017.09.15 12:15 | modify | 3558 | 0.10 | 147.484 | 148.811 | 150.873 | ||
7628 | 2017.09.15 12:52 | t/p | 3558 | 0.10 | 150.866 | 148.811 | 150.873 | 33820.00 | 9655530.00 |
7629 | 2017.09.20 11:45 | buy | 3561 | 0.10 | 151.319 | 150.914 | 154.294 | ||
7630 | 2017.09.20 11:45 | sell | 3562 | 0.10 | 151.301 | 152.094 | 148.494 | ||
7631 | 2017.09.20 12:20 | s/l | 3561 | 0.10 | 150.902 | 150.914 | 154.294 | -4170.00 | 9651360.00 |
7632 | 2017.09.20 17:45 | buy | 3563 | 0.10 | 151.336 | 150.945 | 154.325 | ||
7633 | 2017.09.20 21:00 | s/l | 3562 | 0.10 | 152.084 | 152.094 | 148.494 | -7830.00 | 9643530.00 |
7634 | 2017.09.21 01:00 | buy | 3564 | 0.10 | 151.590 | 150.976 | 153.956 | ||
7635 | 2017.09.21 18:00 | t/p | 3560 | 0.10 | 152.288 | 146.940 | 152.290 | 47860.00 | 9691390.00 |
7636 | 2017.09.21 18:00 | buy | 3565 | 0.10 | 152.306 | 151.149 | 156.499 | ||
7637 | 2017.09.21 19:00 | buy | 3566 | 0.10 | 152.462 | 151.497 | 155.847 | ||
7638 | 2017.09.21 19:15 | modify | 3563 | 0.10 | 151.336 | 151.547 | 154.325 | ||
7639 | 2017.09.22 04:00 | close | 3564 | 0.10 | 152.353 | 150.976 | 153.956 | 7630.00 | 9699020.00 |
7640 | 2017.09.22 11:15 | close | 3566 | 0.10 | 152.021 | 151.497 | 155.847 | -4410.00 | 9694610.00 |
7641 | 2017.09.22 11:15 | sell | 3567 | 0.10 | 152.017 | 152.820 | 149.220 | ||
7642 | 2017.09.22 16:35 | s/l | 3563 | 0.10 | 151.538 | 151.547 | 154.325 | 2020.00 | 9696630.00 |
7643 | 2017.09.22 16:50 | s/l | 3565 | 0.10 | 151.153 | 151.149 | 156.499 | -11530.00 | 9685100.00 |
7644 | 2017.09.25 20:00 | sell | 3568 | 0.10 | 150.102 | 150.642 | 145.292 | ||
7645 | 2017.09.26 01:30 | s/l | 3568 | 0.10 | 150.645 | 150.642 | 145.292 | -5430.00 | 9679670.00 |
7646 | 2017.09.26 07:30 | close | 3567 | 0.10 | 150.343 | 152.820 | 149.220 | 16740.00 | 9696410.00 |
7647 | 2017.09.27 15:00 | buy | 3569 | 0.10 | 151.502 | 149.749 | 152.932 | ||
7648 | 2017.09.28 13:45 | buy | 3570 | 0.10 | 151.170 | 150.357 | 153.957 | ||
7649 | 2017.09.28 18:00 | buy | 3571 | 0.10 | 151.571 | 150.964 | 153.944 | ||
7650 | 2017.09.28 18:00 | buy | 3572 | 0.10 | 151.561 | 151.164 | 154.544 |