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 |
7801 | 2017.12.25 06:00 | close | 3643 | 0.10 | 151.349 | 150.559 | 153.539 | 1820.00 | 9586880.00 |
7802 | 2017.12.26 23:45 | close | 3644 | 0.10 | 151.366 | 150.878 | 154.478 | -3310.00 | 9583570.00 |
7803 | 2017.12.27 12:15 | buy | 3645 | 0.10 | 151.956 | 151.564 | 154.944 | ||
7804 | 2017.12.27 23:00 | buy | 3646 | 0.10 | 151.836 | 151.232 | 154.212 | ||
7805 | 2017.12.28 07:57 | s/l | 3645 | 0.10 | 151.561 | 151.564 | 154.944 | -3950.00 | 9579620.00 |
7806 | 2017.12.28 18:00 | close | 3646 | 0.10 | 151.666 | 151.232 | 154.212 | -1700.00 | 9577920.00 |
7807 | 2017.12.29 11:00 | buy | 3647 | 0.10 | 152.059 | 151.467 | 154.447 | ||
7808 | 2017.12.29 18:00 | buy | 3648 | 0.10 | 152.399 | 151.999 | 155.379 | ||
7809 | 2018.01.02 00:04 | s/l | 3648 | 0.10 | 151.964 | 151.999 | 155.379 | -4350.00 | 9573570.00 |
7810 | 2018.01.02 01:30 | buy | 3649 | 0.10 | 152.428 | 152.028 | 155.408 | ||
7811 | 2018.01.02 11:58 | s/l | 3649 | 0.10 | 152.019 | 152.028 | 155.408 | -4090.00 | 9569480.00 |
7812 | 2018.01.02 12:00 | close | 3647 | 0.10 | 152.080 | 151.467 | 154.447 | 210.00 | 9569690.00 |
7813 | 2018.01.02 18:00 | buy | 3650 | 0.10 | 152.295 | 151.705 | 154.685 | ||
7814 | 2018.01.05 04:30 | buy | 3651 | 0.10 | 152.967 | 152.004 | 156.354 | ||
7815 | 2018.01.05 08:04 | s/l | 3635 | 0.10 | 153.434 | 153.428 | 149.219 | -25380.00 | 9544310.00 |
7816 | 2018.01.05 16:00 | buy | 3652 | 0.10 | 153.596 | 153.032 | 158.382 | ||
7817 | 2018.01.08 03:00 | close | 3650 | 0.10 | 153.499 | 151.705 | 154.685 | 12040.00 | 9556350.00 |
7818 | 2018.01.08 12:19 | s/l | 3652 | 0.10 | 153.034 | 153.032 | 158.382 | -5620.00 | 9550730.00 |
7819 | 2018.01.09 00:45 | close | 3651 | 0.10 | 153.488 | 152.004 | 156.354 | 5210.00 | 9555940.00 |
7820 | 2018.01.09 04:00 | sell | 3653 | 0.10 | 152.893 | 153.433 | 148.083 | ||
7821 | 2018.01.09 05:00 | sell | 3654 | 0.10 | 152.871 | 153.688 | 151.185 | ||
7822 | 2018.01.09 10:00 | sell | 3655 | 0.10 | 152.721 | 153.297 | 150.317 | ||
7823 | 2018.01.09 12:15 | sell | 3656 | 0.10 | 152.627 | 153.002 | 149.622 | ||
7824 | 2018.01.10 09:00 | modify | 3656 | 0.10 | 152.627 | 152.416 | 149.622 | ||
7825 | 2018.01.10 09:31 | t/p | 3654 | 0.10 | 151.190 | 153.688 | 151.185 | 16810.00 | 9572750.00 |
7826 | 2018.01.10 11:00 | sell | 3657 | 0.10 | 151.110 | 153.688 | 149.428 | ||
7827 | 2018.01.11 13:30 | close | 3656 | 0.10 | 150.624 | 152.416 | 149.622 | 20030.00 | 9592780.00 |
7828 | 2018.01.11 13:55 | t/p | 3655 | 0.10 | 150.310 | 153.297 | 150.317 | 24110.00 | 9616890.00 |
7829 | 2018.01.17 06:45 | buy | 3658 | 0.10 | 152.775 | 151.952 | 155.552 | ||
7830 | 2018.01.17 07:00 | buy | 3659 | 0.10 | 152.743 | 152.136 | 155.116 | ||
7831 | 2018.01.17 18:00 | buy | 3660 | 0.10 | 153.181 | 152.779 | 156.159 | ||
7832 | 2018.01.17 19:58 | s/l | 3653 | 0.10 | 153.433 | 153.433 | 148.083 | -5400.00 | 9611490.00 |
7833 | 2018.01.17 20:09 | s/l | 3657 | 0.10 | 153.690 | 153.688 | 149.428 | -25800.00 | 9585690.00 |
7834 | 2018.01.17 23:00 | buy | 3661 | 0.10 | 154.003 | 150.495 | 155.420 | ||
7835 | 2018.01.18 13:45 | modify | 3660 | 0.10 | 153.181 | 153.489 | 156.159 | ||
7836 | 2018.01.19 03:00 | close | 3658 | 0.10 | 154.280 | 151.952 | 155.552 | 15050.00 | 9600740.00 |
7837 | 2018.01.19 13:35 | s/l | 3660 | 0.10 | 153.490 | 153.489 | 156.159 | 3090.00 | 9603830.00 |
7838 | 2018.01.19 19:00 | sell | 3662 | 0.10 | 153.180 | 154.599 | 151.491 | ||
7839 | 2018.01.22 16:00 | close | 3659 | 0.10 | 154.181 | 152.136 | 155.116 | 14380.00 | 9618210.00 |
7840 | 2018.01.22 16:00 | buy | 3663 | 0.10 | 154.198 | 153.600 | 156.580 | ||
7841 | 2018.01.22 17:41 | s/l | 3662 | 0.10 | 154.603 | 154.599 | 151.491 | -14230.00 | 9603980.00 |
7842 | 2018.01.22 18:45 | buy | 3664 | 0.10 | 154.836 | 153.862 | 158.212 | ||
7843 | 2018.01.23 14:04 | s/l | 3664 | 0.10 | 153.864 | 153.862 | 158.212 | -9720.00 | 9594260.00 |
7844 | 2018.01.24 17:16 | t/p | 3661 | 0.10 | 155.416 | 150.495 | 155.420 | 14130.00 | 9608390.00 |
7845 | 2018.01.24 19:00 | close | 3663 | 0.10 | 154.965 | 153.600 | 156.580 | 7670.00 | 9616060.00 |
7846 | 2018.01.25 00:04 | buy | 3665 | 0.10 | 155.548 | 154.956 | 160.306 | ||
7847 | 2018.01.25 00:04 | buy | 3666 | 0.10 | 155.556 | 154.556 | 158.906 | ||
7848 | 2018.01.25 11:15 | close | 3666 | 0.10 | 155.415 | 154.556 | 158.906 | -1410.00 | 9614650.00 |
7849 | 2018.01.25 17:15 | sell | 3667 | 0.10 | 155.531 | 156.328 | 152.728 | ||
7850 | 2018.01.25 19:51 | s/l | 3665 | 0.10 | 154.946 | 154.956 | 160.306 | -6020.00 | 9608630.00 |
7851 | 2018.01.26 11:30 | close | 3667 | 0.10 | 155.556 | 156.328 | 152.728 | -250.00 | 9608380.00 |
7852 | 2018.01.26 11:30 | buy | 3668 | 0.10 | 155.576 | 154.539 | 158.139 | ||
7853 | 2018.01.26 16:59 | s/l | 3668 | 0.10 | 154.542 | 154.539 | 158.139 | -10340.00 | 9598040.00 |
7854 | 2018.01.26 20:00 | sell | 3669 | 0.10 | 153.909 | 154.468 | 149.118 | ||
7855 | 2018.01.26 20:00 | sell | 3670 | 0.10 | 153.917 | 156.103 | 152.238 | ||
7856 | 2018.01.26 21:23 | s/l | 3669 | 0.10 | 154.479 | 154.468 | 149.118 | -5700.00 | 9592340.00 |
7857 | 2018.01.29 14:00 | close | 3670 | 0.10 | 152.879 | 156.103 | 152.238 | 10380.00 | 9602720.00 |
7858 | 2018.01.30 16:15 | sell | 3671 | 0.10 | 153.356 | 154.161 | 150.561 | ||
7859 | 2018.01.31 02:24 | s/l | 3671 | 0.10 | 154.163 | 154.161 | 150.561 | -8070.00 | 9594650.00 |
7860 | 2018.01.31 13:30 | sell | 3672 | 0.10 | 153.814 | 154.611 | 151.011 | ||
7861 | 2018.01.31 17:29 | s/l | 3672 | 0.10 | 154.618 | 154.611 | 151.011 | -8040.00 | 9586610.00 |
7862 | 2018.02.01 11:30 | buy | 3673 | 0.10 | 156.325 | 155.362 | 159.712 | ||
7863 | 2018.02.01 12:00 | buy | 3674 | 0.10 | 156.214 | 155.653 | 161.003 | ||
7864 | 2018.02.01 15:36 | s/l | 3674 | 0.10 | 155.650 | 155.653 | 161.003 | -5640.00 | 9580970.00 |
7865 | 2018.02.01 15:45 | close | 3673 | 0.10 | 155.653 | 155.362 | 159.712 | -6720.00 | 9574250.00 |
7866 | 2018.02.02 04:00 | buy | 3675 | 0.10 | 156.112 | 155.547 | 160.897 | ||
7867 | 2018.02.02 22:30 | s/l | 3675 | 0.10 | 155.542 | 155.547 | 160.897 | -5700.00 | 9568550.00 |
7868 | 2018.02.05 04:00 | sell | 3676 | 0.10 | 155.103 | 156.627 | 153.432 | ||
7869 | 2018.02.05 22:05 | t/p | 3676 | 0.10 | 153.423 | 156.627 | 153.432 | 16800.00 | 9585350.00 |
7870 | 2018.02.07 09:30 | sell | 3677 | 0.10 | 152.498 | 153.302 | 149.702 | ||
7871 | 2018.02.08 14:00 | s/l | 3677 | 0.10 | 153.302 | 153.302 | 149.702 | -8040.00 | 9577310.00 |
7872 | 2018.02.08 19:45 | buy | 3678 | 0.10 | 151.413 | 150.594 | 154.194 | ||
7873 | 2018.02.09 03:30 | close | 3678 | 0.10 | 151.737 | 150.594 | 154.194 | 3240.00 | 9580550.00 |
7874 | 2018.02.09 03:30 | sell | 3679 | 0.10 | 151.734 | 152.537 | 148.937 | ||
7875 | 2018.02.09 08:00 | close | 3679 | 0.10 | 151.978 | 152.537 | 148.937 | -2440.00 | 9578110.00 |
7876 | 2018.02.09 08:00 | buy | 3680 | 0.10 | 151.985 | 151.164 | 154.764 | ||
7877 | 2018.02.09 13:38 | s/l | 3680 | 0.10 | 151.161 | 151.164 | 154.764 | -8240.00 | 9569870.00 |
7878 | 2018.02.09 14:30 | sell | 3681 | 0.10 | 150.342 | 151.301 | 146.951 | ||
7879 | 2018.02.09 16:00 | sell | 3682 | 0.10 | 150.809 | 151.361 | 146.011 | ||
7880 | 2018.02.13 10:45 | close | 3681 | 0.10 | 149.227 | 151.301 | 146.951 | 11150.00 | 9581020.00 |
7881 | 2018.02.14 06:15 | sell | 3683 | 0.10 | 148.659 | 149.603 | 145.253 | ||
7882 | 2018.02.14 18:44 | s/l | 3683 | 0.10 | 149.599 | 149.603 | 145.253 | -9400.00 | 9571620.00 |
7883 | 2018.02.16 15:15 | sell | 3684 | 0.10 | 149.013 | 149.393 | 146.013 | ||
7884 | 2018.02.19 08:21 | s/l | 3684 | 0.10 | 149.393 | 149.393 | 146.013 | -3800.00 | 9567820.00 |
7885 | 2018.02.19 16:00 | sell | 3685 | 0.10 | 149.001 | 149.589 | 146.609 | ||
7886 | 2018.02.20 11:06 | s/l | 3685 | 0.10 | 149.600 | 149.589 | 146.609 | -5990.00 | 9561830.00 |
7887 | 2018.02.20 12:00 | buy | 3686 | 0.10 | 150.113 | 149.713 | 153.093 | ||
7888 | 2018.02.20 13:00 | buy | 3687 | 0.10 | 149.946 | 147.961 | 151.616 | ||
7889 | 2018.02.20 13:16 | s/l | 3686 | 0.10 | 149.714 | 149.713 | 153.093 | -3990.00 | 9557840.00 |
7890 | 2018.02.20 13:45 | buy | 3688 | 0.10 | 149.767 | 149.360 | 152.740 | ||
7891 | 2018.02.20 15:00 | buy | 3689 | 0.10 | 149.945 | 149.342 | 152.322 | ||
7892 | 2018.02.21 05:45 | modify | 3688 | 0.10 | 149.767 | 149.998 | 152.740 | ||
7893 | 2018.02.21 11:00 | close | 3689 | 0.10 | 150.126 | 149.342 | 152.322 | 1810.00 | 9559650.00 |
7894 | 2018.02.21 11:01 | s/l | 3688 | 0.10 | 149.992 | 149.998 | 152.740 | 2250.00 | 9561900.00 |
7895 | 2018.02.21 17:30 | sell | 3690 | 0.10 | 150.260 | 151.054 | 147.454 | ||
7896 | 2018.02.23 13:45 | close | 3690 | 0.10 | 149.169 | 151.054 | 147.454 | 10910.00 | 9572810.00 |
7897 | 2018.02.26 12:15 | buy | 3691 | 0.10 | 149.903 | 149.513 | 152.893 | ||
7898 | 2018.02.26 16:00 | sell | 3692 | 0.10 | 149.511 | 150.094 | 147.114 | ||
7899 | 2018.02.26 16:00 | s/l | 3691 | 0.10 | 149.512 | 149.513 | 152.893 | -3910.00 | 9568900.00 |
7900 | 2018.02.28 09:45 | sell | 3693 | 0.10 | 148.820 | 149.201 | 145.821 | ||
7901 | 2018.02.28 11:00 | close | 3692 | 0.10 | 148.957 | 150.094 | 147.114 | 5540.00 | 9574440.00 |
7902 | 2018.02.28 12:00 | sell | 3694 | 0.10 | 148.745 | 149.327 | 146.347 | ||
7903 | 2018.02.28 14:31 | s/l | 3687 | 0.10 | 147.959 | 147.961 | 151.616 | -19870.00 | 9554570.00 |
7904 | 2018.02.28 14:45 | sell | 3695 | 0.10 | 147.676 | 148.636 | 144.286 | ||
7905 | 2018.02.28 15:00 | modify | 3693 | 0.10 | 148.820 | 148.586 | 145.821 | ||
7906 | 2018.03.01 16:00 | close | 3694 | 0.10 | 147.276 | 149.327 | 146.347 | 14690.00 | 9569260.00 |
7907 | 2018.03.01 18:45 | close | 3695 | 0.10 | 147.040 | 148.636 | 144.286 | 6360.00 | 9575620.00 |
7908 | 2018.03.01 18:45 | buy | 3696 | 0.10 | 147.040 | 146.217 | 149.817 | ||
7909 | 2018.03.01 20:48 | s/l | 3696 | 0.10 | 146.213 | 146.217 | 149.817 | -8270.00 | 9567350.00 |
7910 | 2018.03.01 21:00 | sell | 3697 | 0.10 | 146.168 | 147.110 | 142.760 | ||
7911 | 2018.03.02 04:39 | t/p | 3682 | 0.10 | 146.015 | 151.361 | 146.011 | 47940.00 | 9615290.00 |
7912 | 2018.03.02 08:02 | t/p | 3693 | 0.10 | 145.817 | 148.586 | 145.821 | 30030.00 | 9645320.00 |
7913 | 2018.03.05 10:15 | close | 3697 | 0.10 | 145.307 | 147.110 | 142.760 | 8610.00 | 9653930.00 |
7914 | 2018.03.05 10:15 | buy | 3698 | 0.10 | 145.309 | 144.485 | 148.085 | ||
7915 | 2018.03.06 00:02 | buy | 3699 | 0.10 | 147.085 | 145.005 | 148.771 | ||
7916 | 2018.03.06 02:45 | modify | 3698 | 0.10 | 145.309 | 146.339 | 148.085 | ||
7917 | 2018.03.06 16:00 | buy | 3700 | 0.10 | 147.486 | 146.913 | 152.263 | ||
7918 | 2018.03.07 00:30 | close | 3698 | 0.10 | 147.297 | 146.339 | 148.085 | 19880.00 | 9673810.00 |
7919 | 2018.03.07 00:30 | sell | 3701 | 0.10 | 147.284 | 148.088 | 144.488 | ||
7920 | 2018.03.07 00:33 | s/l | 3700 | 0.10 | 146.905 | 146.913 | 152.263 | -5810.00 | 9668000.00 |
7921 | 2018.03.07 16:45 | close | 3701 | 0.10 | 147.228 | 148.088 | 144.488 | 560.00 | 9668560.00 |
7922 | 2018.03.07 16:45 | buy | 3702 | 0.10 | 147.234 | 146.418 | 150.018 | ||
7923 | 2018.03.08 15:00 | close | 3702 | 0.10 | 147.266 | 146.418 | 150.018 | 320.00 | 9668880.00 |
7924 | 2018.03.08 15:00 | sell | 3703 | 0.10 | 147.274 | 148.069 | 144.469 | ||
7925 | 2018.03.09 16:18 | s/l | 3703 | 0.10 | 148.073 | 148.069 | 144.469 | -7990.00 | 9660890.00 |
7926 | 2018.03.12 01:15 | buy | 3704 | 0.10 | 148.120 | 147.289 | 150.889 | ||
7927 | 2018.03.13 11:00 | buy | 3705 | 0.10 | 148.590 | 148.196 | 151.576 | ||
7928 | 2018.03.13 12:26 | t/p | 3699 | 0.10 | 148.775 | 145.005 | 148.771 | 16900.00 | 9677790.00 |
7929 | 2018.03.13 14:00 | buy | 3706 | 0.10 | 148.958 | 144.985 | 150.635 | ||
7930 | 2018.03.13 21:30 | close | 3704 | 0.10 | 148.974 | 147.289 | 150.889 | 8540.00 | 9686330.00 |
7931 | 2018.03.14 18:19 | s/l | 3705 | 0.10 | 148.197 | 148.196 | 151.576 | -3930.00 | 9682400.00 |
7932 | 2018.03.21 12:45 | buy | 3707 | 0.10 | 149.564 | 149.171 | 152.551 | ||
7933 | 2018.03.21 14:43 | s/l | 3707 | 0.10 | 149.166 | 149.171 | 152.551 | -3980.00 | 9678420.00 |
7934 | 2018.03.21 19:15 | buy | 3708 | 0.10 | 149.610 | 149.212 | 152.592 | ||
7935 | 2018.03.21 21:45 | buy | 3709 | 0.10 | 150.217 | 149.240 | 153.590 | ||
7936 | 2018.03.22 15:15 | close | 3709 | 0.10 | 149.504 | 149.240 | 153.590 | -7130.00 | 9671290.00 |
7937 | 2018.03.22 15:15 | sell | 3710 | 0.10 | 149.508 | 150.309 | 146.709 | ||
7938 | 2018.03.22 15:24 | s/l | 3708 | 0.10 | 149.216 | 149.212 | 152.592 | -3940.00 | 9667350.00 |
7939 | 2018.03.22 18:00 | sell | 3711 | 0.10 | 148.671 | 149.248 | 146.268 | ||
7940 | 2018.03.22 20:00 | close | 3711 | 0.10 | 148.981 | 149.248 | 146.268 | -3100.00 | 9664250.00 |
7941 | 2018.03.26 11:30 | close | 3710 | 0.10 | 149.093 | 150.309 | 146.709 | 4150.00 | 9668400.00 |
7942 | 2018.03.27 11:00 | close | 3706 | 0.10 | 149.618 | 144.985 | 150.635 | 6600.00 | 9675000.00 |
7943 | 2018.03.28 22:00 | buy | 3712 | 0.10 | 150.518 | 146.515 | 152.195 | ||
7944 | 2018.04.02 18:45 | sell | 3713 | 0.10 | 148.752 | 149.129 | 145.749 | ||
7945 | 2018.04.02 21:00 | sell | 3714 | 0.10 | 148.445 | 149.029 | 146.049 | ||
7946 | 2018.04.03 08:47 | s/l | 3714 | 0.10 | 149.034 | 149.029 | 146.049 | -5890.00 | 9669110.00 |
7947 | 2018.04.03 09:23 | s/l | 3713 | 0.10 | 149.130 | 149.129 | 145.749 | -3780.00 | 9665330.00 |
7948 | 2018.04.03 16:00 | buy | 3715 | 0.10 | 149.498 | 148.903 | 151.883 | ||
7949 | 2018.04.04 11:00 | close | 3715 | 0.10 | 149.568 | 148.903 | 151.883 | 700.00 | 9666030.00 |
7950 | 2018.04.05 04:00 | buy | 3716 | 0.10 | 150.622 | 150.060 | 155.410 |