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 |
7651 | 2017.09.28 18:15 | close | 3570 | 0.10 | 151.366 | 150.357 | 153.957 | 1960.00 | 9698370.00 |
7652 | 2017.09.28 18:15 | sell | 3573 | 0.10 | 151.357 | 152.156 | 148.556 | ||
7653 | 2017.09.28 19:46 | s/l | 3572 | 0.10 | 151.153 | 151.164 | 154.544 | -4080.00 | 9694290.00 |
7654 | 2017.09.28 23:11 | s/l | 3571 | 0.10 | 150.970 | 150.964 | 153.944 | -6010.00 | 9688280.00 |
7655 | 2017.09.29 10:45 | sell | 3574 | 0.10 | 150.722 | 151.100 | 147.720 | ||
7656 | 2017.09.29 11:00 | sell | 3575 | 0.10 | 150.710 | 151.293 | 148.313 | ||
7657 | 2017.09.29 11:45 | close | 3573 | 0.10 | 150.668 | 152.156 | 148.556 | 6890.00 | 9695170.00 |
7658 | 2017.09.29 11:45 | buy | 3576 | 0.10 | 150.679 | 149.849 | 153.449 | ||
7659 | 2017.09.29 17:00 | close | 3575 | 0.10 | 150.619 | 151.293 | 148.313 | 910.00 | 9696080.00 |
7660 | 2017.09.29 17:00 | buy | 3577 | 0.10 | 150.627 | 150.025 | 153.005 | ||
7661 | 2017.09.29 18:01 | s/l | 3574 | 0.10 | 151.109 | 151.100 | 147.720 | -3870.00 | 9692210.00 |
7662 | 2017.10.02 11:00 | close | 3577 | 0.10 | 150.571 | 150.025 | 153.005 | -560.00 | 9691650.00 |
7663 | 2017.10.02 11:00 | sell | 3578 | 0.10 | 150.588 | 151.158 | 148.178 | ||
7664 | 2017.10.02 11:30 | sell | 3579 | 0.10 | 150.376 | 150.748 | 147.368 | ||
7665 | 2017.10.02 15:10 | s/l | 3576 | 0.10 | 149.839 | 149.849 | 153.449 | -8400.00 | 9683250.00 |
7666 | 2017.10.02 15:12 | s/l | 3569 | 0.10 | 149.754 | 149.749 | 152.932 | -17480.00 | 9665770.00 |
7667 | 2017.10.04 09:00 | modify | 3579 | 0.10 | 150.376 | 150.153 | 147.368 | ||
7668 | 2017.10.04 12:45 | close | 3579 | 0.10 | 149.431 | 150.153 | 147.368 | 9450.00 | 9675220.00 |
7669 | 2017.10.05 10:15 | sell | 3580 | 0.10 | 148.657 | 149.029 | 145.649 | ||
7670 | 2017.10.05 14:10 | t/p | 3578 | 0.10 | 148.180 | 151.158 | 148.178 | 24080.00 | 9699300.00 |
7671 | 2017.10.06 13:15 | modify | 3580 | 0.10 | 148.657 | 148.443 | 145.649 | ||
7672 | 2017.10.09 11:30 | close | 3580 | 0.10 | 147.791 | 148.443 | 145.649 | 8660.00 | 9707960.00 |
7673 | 2017.10.09 15:00 | buy | 3581 | 0.10 | 148.430 | 146.944 | 149.854 | ||
7674 | 2017.10.11 21:15 | buy | 3582 | 0.10 | 148.612 | 148.208 | 151.588 | ||
7675 | 2017.10.12 13:36 | s/l | 3582 | 0.10 | 148.199 | 148.208 | 151.588 | -4130.00 | 9703830.00 |
7676 | 2017.10.12 16:00 | sell | 3583 | 0.10 | 147.711 | 151.705 | 146.025 | ||
7677 | 2017.10.12 19:15 | sell | 3584 | 0.10 | 148.530 | 149.336 | 145.736 | ||
7678 | 2017.10.16 15:30 | close | 3584 | 0.10 | 148.699 | 149.336 | 145.736 | -1690.00 | 9702140.00 |
7679 | 2017.10.16 18:30 | sell | 3585 | 0.10 | 148.308 | 148.683 | 145.303 | ||
7680 | 2017.10.16 21:14 | s/l | 3585 | 0.10 | 148.692 | 148.683 | 145.303 | -3840.00 | 9698300.00 |
7681 | 2017.10.16 21:30 | sell | 3586 | 0.10 | 148.331 | 148.710 | 145.330 | ||
7682 | 2017.10.16 22:14 | s/l | 3586 | 0.10 | 148.715 | 148.710 | 145.330 | -3840.00 | 9694460.00 |
7683 | 2017.10.17 11:15 | buy | 3587 | 0.10 | 149.016 | 148.621 | 152.001 | ||
7684 | 2017.10.17 12:23 | s/l | 3587 | 0.10 | 148.615 | 148.621 | 152.001 | -4010.00 | 9690450.00 |
7685 | 2017.10.17 14:00 | sell | 3588 | 0.10 | 148.173 | 148.558 | 145.178 | ||
7686 | 2017.10.17 15:00 | sell | 3589 | 0.10 | 147.915 | 148.494 | 145.514 | ||
7687 | 2017.10.18 11:30 | s/l | 3589 | 0.10 | 148.536 | 148.494 | 145.514 | -6210.00 | 9684240.00 |
7688 | 2017.10.18 11:30 | s/l | 3588 | 0.10 | 148.584 | 148.558 | 145.178 | -4110.00 | 9680130.00 |
7689 | 2017.10.19 11:00 | sell | 3590 | 0.10 | 148.630 | 149.421 | 145.821 | ||
7690 | 2017.10.19 12:15 | close | 3590 | 0.10 | 148.314 | 149.421 | 145.821 | 3160.00 | 9683290.00 |
7691 | 2017.10.19 12:15 | buy | 3591 | 0.10 | 148.326 | 147.504 | 151.104 | ||
7692 | 2017.10.23 00:00 | t/p | 3581 | 0.10 | 150.090 | 146.944 | 149.854 | 16600.00 | 9699890.00 |
7693 | 2017.10.23 03:00 | modify | 3591 | 0.10 | 148.326 | 149.337 | 151.104 | ||
7694 | 2017.10.23 08:30 | close | 3591 | 0.10 | 150.171 | 149.337 | 151.104 | 18450.00 | 9718340.00 |
7695 | 2017.10.25 12:00 | buy | 3592 | 0.10 | 150.380 | 149.989 | 153.369 | ||
7696 | 2017.10.25 13:00 | buy | 3593 | 0.10 | 150.826 | 150.233 | 153.213 | ||
7697 | 2017.10.25 13:45 | buy | 3594 | 0.10 | 151.182 | 150.219 | 154.569 | ||
7698 | 2017.10.26 11:39 | s/l | 3593 | 0.10 | 150.226 | 150.233 | 153.213 | -6000.00 | 9712340.00 |
7699 | 2017.10.26 11:39 | s/l | 3594 | 0.10 | 150.209 | 150.219 | 154.569 | -9730.00 | 9702610.00 |
7700 | 2017.10.26 12:15 | s/l | 3592 | 0.10 | 149.999 | 149.989 | 153.369 | -3810.00 | 9698800.00 |
7701 | 2017.10.31 16:00 | buy | 3595 | 0.10 | 150.123 | 149.514 | 152.494 | ||
7702 | 2017.10.31 17:30 | buy | 3596 | 0.10 | 150.271 | 149.870 | 153.250 | ||
7703 | 2017.11.01 10:30 | modify | 3596 | 0.10 | 150.271 | 150.482 | 153.250 | ||
7704 | 2017.11.01 10:45 | buy | 3597 | 0.10 | 151.462 | 150.492 | 154.842 | ||
7705 | 2017.11.01 12:00 | buy | 3598 | 0.10 | 151.643 | 151.070 | 156.420 | ||
7706 | 2017.11.01 12:30 | s/l | 3583 | 0.10 | 151.703 | 151.705 | 146.025 | -39920.00 | 9658880.00 |
7707 | 2017.11.01 17:28 | s/l | 3598 | 0.10 | 151.078 | 151.070 | 156.420 | -5650.00 | 9653230.00 |
7708 | 2017.11.01 17:30 | close | 3596 | 0.10 | 151.155 | 150.482 | 153.250 | 8840.00 | 9662070.00 |
7709 | 2017.11.01 17:47 | buy | 3599 | 0.10 | 151.294 | 151.272 | 156.622 | ||
7710 | 2017.11.01 17:47 | s/l | 3599 | 0.10 | 151.264 | 151.272 | 156.622 | -300.00 | 9661770.00 |
7711 | 2017.11.01 18:00 | close | 3595 | 0.10 | 151.282 | 149.514 | 152.494 | 11590.00 | 9673360.00 |
7712 | 2017.11.02 15:00 | s/l | 3597 | 0.10 | 150.473 | 150.492 | 154.842 | -9890.00 | 9663470.00 |
7713 | 2017.11.02 17:00 | sell | 3600 | 0.10 | 149.512 | 152.876 | 147.842 | ||
7714 | 2017.11.02 19:00 | close | 3600 | 0.10 | 148.812 | 152.876 | 147.842 | 7000.00 | 9670470.00 |
7715 | 2017.11.02 20:00 | sell | 3601 | 0.10 | 149.052 | 152.876 | 147.376 | ||
7716 | 2017.11.07 11:15 | buy | 3602 | 0.10 | 150.295 | 149.898 | 153.278 | ||
7717 | 2017.11.07 13:45 | s/l | 3602 | 0.10 | 149.896 | 149.898 | 153.278 | -3990.00 | 9666480.00 |
7718 | 2017.11.07 17:15 | sell | 3603 | 0.10 | 149.756 | 150.556 | 146.956 | ||
7719 | 2017.11.08 13:00 | sell | 3604 | 0.10 | 149.131 | 149.704 | 146.724 | ||
7720 | 2017.11.08 14:45 | sell | 3605 | 0.10 | 148.747 | 149.123 | 145.743 | ||
7721 | 2017.11.08 19:54 | s/l | 3605 | 0.10 | 149.126 | 149.123 | 145.743 | -3790.00 | 9662690.00 |
7722 | 2017.11.09 04:49 | s/l | 3604 | 0.10 | 149.700 | 149.704 | 146.724 | -5690.00 | 9657000.00 |
7723 | 2017.11.09 13:30 | close | 3603 | 0.10 | 148.684 | 150.556 | 146.956 | 10720.00 | 9667720.00 |
7724 | 2017.11.15 11:45 | sell | 3606 | 0.10 | 148.437 | 148.820 | 145.440 | ||
7725 | 2017.11.15 17:35 | s/l | 3606 | 0.10 | 148.827 | 148.820 | 145.440 | -3900.00 | 9663820.00 |
7726 | 2017.11.16 12:00 | buy | 3607 | 0.10 | 149.269 | 148.661 | 151.641 | ||
7727 | 2017.11.17 04:30 | sell | 3608 | 0.10 | 148.853 | 149.648 | 146.048 | ||
7728 | 2017.11.17 12:58 | s/l | 3607 | 0.10 | 148.660 | 148.661 | 151.641 | -6090.00 | 9657730.00 |
7729 | 2017.11.17 13:30 | sell | 3609 | 0.10 | 148.461 | 148.849 | 145.469 | ||
7730 | 2017.11.17 16:00 | sell | 3610 | 0.10 | 148.337 | 148.918 | 145.938 | ||
7731 | 2017.11.20 03:00 | close | 3610 | 0.10 | 148.084 | 148.918 | 145.938 | 2530.00 | 9660260.00 |
7732 | 2017.11.20 04:00 | sell | 3611 | 0.10 | 147.860 | 148.420 | 143.070 | ||
7733 | 2017.11.20 09:59 | s/l | 3611 | 0.10 | 148.428 | 148.420 | 143.070 | -5680.00 | 9654580.00 |
7734 | 2017.11.20 10:00 | close | 3608 | 0.10 | 148.413 | 149.648 | 146.048 | 4400.00 | 9658980.00 |
7735 | 2017.11.20 10:00 | buy | 3612 | 0.10 | 148.414 | 147.593 | 151.193 | ||
7736 | 2017.11.20 10:46 | s/l | 3609 | 0.10 | 148.850 | 148.849 | 145.469 | -3890.00 | 9655090.00 |
7737 | 2017.11.21 11:45 | close | 3612 | 0.10 | 148.782 | 147.593 | 151.193 | 3680.00 | 9658770.00 |
7738 | 2017.11.21 11:45 | sell | 3613 | 0.10 | 148.775 | 149.574 | 145.974 | ||
7739 | 2017.11.22 14:15 | sell | 3614 | 0.10 | 148.467 | 148.842 | 145.462 | ||
7740 | 2017.11.22 22:00 | sell | 3615 | 0.10 | 148.069 | 148.658 | 145.678 | ||
7741 | 2017.11.23 08:00 | close | 3613 | 0.10 | 148.328 | 149.574 | 145.974 | 4470.00 | 9663240.00 |
7742 | 2017.11.24 15:30 | close | 3614 | 0.10 | 148.333 | 148.842 | 145.462 | 1340.00 | 9664580.00 |
7743 | 2017.11.24 16:12 | s/l | 3615 | 0.10 | 148.670 | 148.658 | 145.678 | -6010.00 | 9658570.00 |
7744 | 2017.11.24 18:00 | buy | 3616 | 0.10 | 148.891 | 148.286 | 151.266 | ||
7745 | 2017.11.27 04:15 | s/l | 3616 | 0.10 | 148.295 | 148.286 | 151.266 | -5960.00 | 9652610.00 |
7746 | 2017.11.27 15:00 | buy | 3617 | 0.10 | 148.475 | 147.653 | 151.253 | ||
7747 | 2017.11.27 18:00 | sell | 3618 | 0.10 | 148.090 | 148.674 | 145.694 | ||
7748 | 2017.11.28 15:00 | sell | 3619 | 0.10 | 147.725 | 148.100 | 144.720 | ||
7749 | 2017.11.28 15:11 | s/l | 3617 | 0.10 | 147.661 | 147.653 | 151.253 | -8140.00 | 9644470.00 |
7750 | 2017.11.28 17:49 | t/p | 3601 | 0.10 | 147.376 | 152.876 | 147.376 | 16760.00 | 9661230.00 |
7751 | 2017.11.28 18:45 | sell | 3620 | 0.10 | 147.102 | 148.045 | 143.695 | ||
7752 | 2017.11.28 19:46 | s/l | 3620 | 0.10 | 148.045 | 148.045 | 143.695 | -9430.00 | 9651800.00 |
7753 | 2017.11.28 19:46 | s/l | 3619 | 0.10 | 148.091 | 148.100 | 144.720 | -3660.00 | 9648140.00 |
7754 | 2017.11.28 20:00 | close | 3618 | 0.10 | 148.312 | 148.674 | 145.694 | -2220.00 | 9645920.00 |
7755 | 2017.11.30 03:45 | buy | 3621 | 0.10 | 150.795 | 149.818 | 154.168 | ||
7756 | 2017.12.04 00:01 | close | 3621 | 0.10 | 151.568 | 149.818 | 154.168 | 7730.00 | 9653650.00 |
7757 | 2017.12.04 13:45 | buy | 3622 | 0.10 | 152.625 | 151.660 | 156.010 | ||
7758 | 2017.12.04 16:00 | buy | 3623 | 0.10 | 152.635 | 152.065 | 157.415 | ||
7759 | 2017.12.04 17:34 | s/l | 3623 | 0.10 | 152.070 | 152.065 | 157.415 | -5650.00 | 9648000.00 |
7760 | 2017.12.04 17:52 | s/l | 3622 | 0.10 | 151.654 | 151.660 | 156.010 | -9710.00 | 9638290.00 |
7761 | 2017.12.05 00:04 | sell | 3624 | 0.10 | 151.509 | 152.045 | 146.695 | ||
7762 | 2017.12.06 07:00 | sell | 3625 | 0.10 | 150.617 | 152.969 | 148.944 | ||
7763 | 2017.12.06 12:15 | sell | 3626 | 0.10 | 149.976 | 150.770 | 147.170 | ||
7764 | 2017.12.07 10:56 | s/l | 3626 | 0.10 | 150.780 | 150.770 | 147.170 | -8040.00 | 9630250.00 |
7765 | 2017.12.07 20:26 | s/l | 3624 | 0.10 | 152.053 | 152.045 | 146.695 | -5440.00 | 9624810.00 |
7766 | 2017.12.08 06:47 | s/l | 3625 | 0.10 | 152.980 | 152.969 | 148.944 | -23630.00 | 9601180.00 |
7767 | 2017.12.08 08:00 | buy | 3627 | 0.10 | 153.229 | 152.651 | 158.001 | ||
7768 | 2017.12.08 08:58 | s/l | 3627 | 0.10 | 152.628 | 152.651 | 158.001 | -6010.00 | 9595170.00 |
7769 | 2017.12.08 10:00 | buy | 3628 | 0.10 | 153.122 | 152.143 | 156.493 | ||
7770 | 2017.12.08 12:00 | buy | 3629 | 0.10 | 153.061 | 152.487 | 157.837 | ||
7771 | 2017.12.08 14:12 | s/l | 3629 | 0.10 | 152.474 | 152.487 | 157.837 | -5870.00 | 9589300.00 |
7772 | 2017.12.08 15:21 | s/l | 3628 | 0.10 | 152.150 | 152.143 | 156.493 | -9720.00 | 9579580.00 |
7773 | 2017.12.12 13:00 | buy | 3630 | 0.10 | 151.345 | 150.535 | 154.135 | ||
7774 | 2017.12.12 16:00 | close | 3630 | 0.10 | 151.479 | 150.535 | 154.135 | 1340.00 | 9580920.00 |
7775 | 2017.12.12 16:00 | sell | 3631 | 0.10 | 151.490 | 152.280 | 148.680 | ||
7776 | 2017.12.13 15:45 | sell | 3632 | 0.10 | 150.899 | 151.284 | 147.904 | ||
7777 | 2017.12.13 16:45 | close | 3631 | 0.10 | 151.142 | 152.280 | 148.680 | 3480.00 | 9584400.00 |
7778 | 2017.12.13 16:45 | buy | 3633 | 0.10 | 151.135 | 150.317 | 153.917 | ||
7779 | 2017.12.13 16:48 | s/l | 3632 | 0.10 | 151.286 | 151.284 | 147.904 | -3870.00 | 9580530.00 |
7780 | 2017.12.13 21:00 | sell | 3634 | 0.10 | 150.688 | 151.205 | 147.825 | ||
7781 | 2017.12.13 22:00 | sell | 3635 | 0.10 | 150.896 | 153.428 | 149.219 | ||
7782 | 2017.12.14 00:53 | s/l | 3634 | 0.10 | 151.198 | 151.205 | 147.825 | -5100.00 | 9575430.00 |
7783 | 2017.12.14 12:00 | buy | 3636 | 0.10 | 151.753 | 151.158 | 154.138 | ||
7784 | 2017.12.14 14:03 | s/l | 3636 | 0.10 | 151.155 | 151.158 | 154.138 | -5980.00 | 9569450.00 |
7785 | 2017.12.14 16:00 | close | 3633 | 0.10 | 151.195 | 150.317 | 153.917 | 600.00 | 9570050.00 |
7786 | 2017.12.14 16:00 | sell | 3637 | 0.10 | 151.196 | 152.001 | 148.401 | ||
7787 | 2017.12.14 20:00 | sell | 3638 | 0.10 | 150.907 | 151.488 | 148.508 | ||
7788 | 2017.12.14 20:15 | sell | 3639 | 0.10 | 150.675 | 151.052 | 147.672 | ||
7789 | 2017.12.15 00:21 | close | 3638 | 0.10 | 150.982 | 151.488 | 148.508 | -750.00 | 9569300.00 |
7790 | 2017.12.15 00:21 | buy | 3640 | 0.10 | 150.966 | 150.321 | 153.301 | ||
7791 | 2017.12.15 13:00 | close | 3640 | 0.10 | 150.439 | 150.321 | 153.301 | -5270.00 | 9564030.00 |
7792 | 2017.12.15 13:00 | sell | 3641 | 0.10 | 150.430 | 151.011 | 148.031 | ||
7793 | 2017.12.15 16:15 | modify | 3639 | 0.10 | 150.675 | 150.458 | 147.672 | ||
7794 | 2017.12.18 01:00 | close | 3641 | 0.10 | 150.049 | 151.011 | 148.031 | 3810.00 | 9567840.00 |
7795 | 2017.12.18 09:48 | s/l | 3639 | 0.10 | 150.462 | 150.458 | 147.672 | 2130.00 | 9569970.00 |
7796 | 2017.12.18 12:15 | close | 3637 | 0.10 | 150.419 | 152.001 | 148.401 | 7770.00 | 9577740.00 |
7797 | 2017.12.19 19:45 | buy | 3642 | 0.10 | 150.991 | 150.601 | 153.981 | ||
7798 | 2017.12.19 20:00 | buy | 3643 | 0.10 | 151.167 | 150.559 | 153.539 | ||
7799 | 2017.12.21 21:00 | close | 3642 | 0.10 | 151.723 | 150.601 | 153.981 | 7320.00 | 9585060.00 |
7800 | 2017.12.22 11:45 | buy | 3644 | 0.10 | 151.697 | 150.878 | 154.478 |