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 |
7951 | 2018.04.05 15:23 | s/l | 3716 | 0.10 | 150.040 | 150.060 | 155.410 | -5820.00 | 9660210.00 |
7952 | 2018.04.06 16:45 | buy | 3717 | 0.10 | 150.833 | 150.429 | 153.809 | ||
7953 | 2018.04.06 17:00 | buy | 3718 | 0.10 | 150.910 | 149.939 | 154.289 | ||
7954 | 2018.04.06 20:00 | sell | 3719 | 0.10 | 150.847 | 151.405 | 146.055 | ||
7955 | 2018.04.06 22:07 | s/l | 3717 | 0.10 | 150.432 | 150.429 | 153.809 | -4010.00 | 9656200.00 |
7956 | 2018.04.09 08:00 | close | 3719 | 0.10 | 150.860 | 151.405 | 146.055 | -130.00 | 9656070.00 |
7957 | 2018.04.09 08:00 | buy | 3720 | 0.10 | 150.855 | 150.290 | 155.640 | ||
7958 | 2018.04.09 10:00 | buy | 3721 | 0.10 | 151.016 | 150.423 | 153.403 | ||
7959 | 2018.04.10 13:15 | close | 3718 | 0.10 | 151.581 | 149.939 | 154.289 | 6710.00 | 9662780.00 |
7960 | 2018.04.10 17:45 | buy | 3722 | 0.10 | 151.890 | 150.918 | 155.268 | ||
7961 | 2018.04.11 10:30 | t/p | 3712 | 0.10 | 152.215 | 146.515 | 152.195 | 16970.00 | 9679750.00 |
7962 | 2018.04.12 14:00 | close | 3722 | 0.10 | 152.005 | 150.918 | 155.268 | 1150.00 | 9680900.00 |
7963 | 2018.04.12 14:45 | buy | 3723 | 0.10 | 152.269 | 151.872 | 155.252 | ||
7964 | 2018.04.12 17:30 | buy | 3724 | 0.10 | 152.581 | 151.601 | 155.951 | ||
7965 | 2018.04.12 19:00 | close | 3721 | 0.10 | 152.850 | 150.423 | 153.403 | 18340.00 | 9699240.00 |
7966 | 2018.04.12 19:00 | buy | 3725 | 0.10 | 152.871 | 152.265 | 155.245 | ||
7967 | 2018.04.13 10:30 | modify | 3723 | 0.10 | 152.269 | 152.562 | 155.252 | ||
7968 | 2018.04.16 13:45 | close | 3724 | 0.10 | 153.423 | 151.601 | 155.951 | 8420.00 | 9707660.00 |
7969 | 2018.04.16 16:00 | close | 3723 | 0.10 | 153.581 | 152.562 | 155.252 | 13120.00 | 9720780.00 |
7970 | 2018.04.18 04:00 | close | 3725 | 0.10 | 153.237 | 152.265 | 155.245 | 3660.00 | 9724440.00 |
7971 | 2018.04.18 12:00 | close | 3720 | 0.10 | 152.268 | 150.290 | 155.640 | 14130.00 | 9738570.00 |
7972 | 2018.04.18 12:00 | sell | 3726 | 0.10 | 152.256 | 152.808 | 147.458 | ||
7973 | 2018.04.18 13:00 | sell | 3727 | 0.10 | 152.167 | 156.176 | 150.496 | ||
7974 | 2018.04.19 11:45 | buy | 3728 | 0.10 | 152.278 | 151.453 | 155.053 | ||
7975 | 2018.04.19 13:44 | s/l | 3726 | 0.10 | 152.821 | 152.808 | 147.458 | -5650.00 | 9732920.00 |
7976 | 2018.04.19 20:31 | s/l | 3728 | 0.10 | 151.443 | 151.453 | 155.053 | -8350.00 | 9724570.00 |
7977 | 2018.04.24 12:00 | buy | 3729 | 0.10 | 151.863 | 151.266 | 154.246 | ||
7978 | 2018.04.25 20:00 | sell | 3730 | 0.10 | 152.248 | 153.049 | 149.449 | ||
7979 | 2018.04.26 15:45 | buy | 3731 | 0.10 | 152.697 | 152.296 | 155.676 | ||
7980 | 2018.04.26 18:00 | close | 3729 | 0.10 | 152.403 | 151.266 | 154.246 | 5400.00 | 9729970.00 |
7981 | 2018.04.26 18:03 | s/l | 3731 | 0.10 | 152.294 | 152.296 | 155.676 | -4030.00 | 9725940.00 |
7982 | 2018.04.27 10:45 | sell | 3732 | 0.10 | 151.779 | 152.166 | 148.786 | ||
7983 | 2018.04.27 11:00 | sell | 3733 | 0.10 | 151.840 | 152.413 | 149.433 | ||
7984 | 2018.04.27 13:59 | t/p | 3727 | 0.10 | 150.499 | 156.176 | 150.496 | 16680.00 | 9742620.00 |
7985 | 2018.04.27 14:15 | modify | 3732 | 0.10 | 151.779 | 151.398 | 148.786 | ||
7986 | 2018.04.27 16:15 | close | 3730 | 0.10 | 150.439 | 153.049 | 149.449 | 18090.00 | 9760710.00 |
7987 | 2018.05.01 12:00 | close | 3732 | 0.10 | 149.967 | 151.398 | 148.786 | 18120.00 | 9778830.00 |
7988 | 2018.05.01 12:30 | buy | 3734 | 0.10 | 150.066 | 149.248 | 152.848 | ||
7989 | 2018.05.01 14:15 | sell | 3735 | 0.10 | 149.994 | 150.380 | 147.000 | ||
7990 | 2018.05.01 16:30 | close | 3734 | 0.10 | 149.519 | 149.248 | 152.848 | -5470.00 | 9773360.00 |
7991 | 2018.05.01 16:30 | sell | 3736 | 0.10 | 149.531 | 150.476 | 146.126 | ||
7992 | 2018.05.01 17:39 | t/p | 3733 | 0.10 | 149.439 | 152.413 | 149.433 | 24010.00 | 9797370.00 |
7993 | 2018.05.02 12:00 | sell | 3737 | 0.10 | 149.804 | 150.363 | 145.013 | ||
7994 | 2018.05.03 12:30 | modify | 3735 | 0.10 | 149.994 | 149.699 | 147.000 | ||
7995 | 2018.05.03 12:45 | close | 3736 | 0.10 | 148.961 | 150.476 | 146.126 | 5700.00 | 9803070.00 |
7996 | 2018.05.03 13:45 | sell | 3738 | 0.10 | 148.823 | 149.771 | 145.421 | ||
7997 | 2018.05.03 15:30 | close | 3735 | 0.10 | 148.583 | 149.699 | 147.000 | 14110.00 | 9817180.00 |
7998 | 2018.05.07 10:00 | close | 3738 | 0.10 | 147.925 | 149.771 | 145.421 | 8980.00 | 9826160.00 |
7999 | 2018.05.08 10:45 | sell | 3739 | 0.10 | 147.428 | 147.798 | 144.418 | ||
8000 | 2018.05.08 19:16 | s/l | 3739 | 0.10 | 147.788 | 147.798 | 144.418 | -3600.00 | 9822560.00 |
8001 | 2018.05.09 05:00 | buy | 3740 | 0.10 | 148.288 | 144.985 | 149.974 | ||
8002 | 2018.05.09 11:00 | buy | 3741 | 0.10 | 148.485 | 147.895 | 150.875 | ||
8003 | 2018.05.09 11:00 | buy | 3742 | 0.10 | 148.504 | 148.095 | 151.475 | ||
8004 | 2018.05.10 14:00 | sell | 3743 | 0.10 | 148.949 | 149.780 | 146.180 | ||
8005 | 2018.05.10 14:15 | close | 3742 | 0.10 | 148.238 | 148.095 | 151.475 | -2660.00 | 9819900.00 |
8006 | 2018.05.10 16:57 | s/l | 3741 | 0.10 | 147.893 | 147.895 | 150.875 | -5920.00 | 9813980.00 |
8007 | 2018.05.14 10:15 | close | 3743 | 0.10 | 148.614 | 149.780 | 146.180 | 3350.00 | 9817330.00 |
8008 | 2018.05.14 12:45 | buy | 3744 | 0.10 | 148.916 | 148.510 | 151.890 | ||
8009 | 2018.05.15 16:21 | s/l | 3744 | 0.10 | 148.508 | 148.510 | 151.890 | -4080.00 | 9813250.00 |
8010 | 2018.05.17 00:15 | buy | 3745 | 0.10 | 149.043 | 148.193 | 151.793 | ||
8011 | 2018.05.17 01:00 | buy | 3746 | 0.10 | 149.061 | 148.448 | 151.428 | ||
8012 | 2018.05.17 02:15 | buy | 3747 | 0.10 | 149.475 | 149.067 | 152.447 | ||
8013 | 2018.05.17 13:00 | close | 3747 | 0.10 | 149.411 | 149.067 | 152.447 | -640.00 | 9812610.00 |
8014 | 2018.05.17 14:00 | close | 3746 | 0.10 | 149.227 | 148.448 | 151.428 | 1660.00 | 9814270.00 |
8015 | 2018.05.17 14:00 | sell | 3748 | 0.10 | 149.235 | 149.815 | 146.835 | ||
8016 | 2018.05.17 18:22 | s/l | 3748 | 0.10 | 149.825 | 149.815 | 146.835 | -5900.00 | 9808370.00 |
8017 | 2018.05.18 05:37 | t/p | 3740 | 0.10 | 149.980 | 144.985 | 149.974 | 16920.00 | 9825290.00 |
8018 | 2018.05.18 09:45 | close | 3745 | 0.10 | 149.688 | 148.193 | 151.793 | 6450.00 | 9831740.00 |
8019 | 2018.05.18 09:45 | sell | 3749 | 0.10 | 149.687 | 150.489 | 146.889 | ||
8020 | 2018.05.21 17:00 | sell | 3750 | 0.10 | 149.184 | 149.772 | 146.792 | ||
8021 | 2018.05.21 19:30 | sell | 3751 | 0.10 | 148.918 | 149.294 | 145.914 | ||
8022 | 2018.05.22 06:00 | close | 3749 | 0.10 | 148.839 | 150.489 | 146.889 | 8480.00 | 9840220.00 |
8023 | 2018.05.22 10:12 | s/l | 3751 | 0.10 | 149.307 | 149.294 | 145.914 | -3890.00 | 9836330.00 |
8024 | 2018.05.23 04:45 | sell | 3752 | 0.10 | 148.253 | 148.632 | 145.252 | ||
8025 | 2018.05.23 11:30 | t/p | 3750 | 0.10 | 146.776 | 149.772 | 146.792 | 24080.00 | 9860410.00 |
8026 | 2018.05.23 11:45 | modify | 3752 | 0.10 | 148.253 | 147.974 | 145.252 | ||
8027 | 2018.05.23 12:45 | sell | 3753 | 0.10 | 146.299 | 147.252 | 142.902 | ||
8028 | 2018.05.23 16:00 | close | 3737 | 0.10 | 146.435 | 150.363 | 145.013 | 33690.00 | 9894100.00 |
8029 | 2018.05.24 00:11 | sell | 3754 | 0.10 | 146.819 | 147.455 | 142.105 | ||
8030 | 2018.05.24 11:31 | s/l | 3753 | 0.10 | 147.265 | 147.252 | 142.902 | -9660.00 | 9884440.00 |
8031 | 2018.05.25 06:00 | close | 3752 | 0.10 | 146.510 | 147.974 | 145.252 | 17430.00 | 9901870.00 |
8032 | 2018.05.25 10:30 | buy | 3755 | 0.10 | 146.155 | 145.339 | 148.939 | ||
8033 | 2018.05.25 16:44 | s/l | 3755 | 0.10 | 145.336 | 145.339 | 148.939 | -8190.00 | 9893680.00 |
8034 | 2018.05.28 15:30 | sell | 3756 | 0.10 | 145.521 | 146.478 | 142.128 | ||
8035 | 2018.05.29 04:15 | sell | 3757 | 0.10 | 145.089 | 145.468 | 142.088 | ||
8036 | 2018.05.29 11:45 | modify | 3757 | 0.10 | 145.089 | 144.402 | 142.088 | ||
8037 | 2018.05.29 11:45 | modify | 3756 | 0.10 | 145.521 | 144.502 | 142.128 | ||
8038 | 2018.05.29 12:58 | s/l | 3757 | 0.10 | 144.408 | 144.402 | 142.088 | 6810.00 | 9900490.00 |
8039 | 2018.05.29 13:13 | s/l | 3756 | 0.10 | 144.506 | 144.502 | 142.128 | 10150.00 | 9910640.00 |
8040 | 2018.05.31 10:00 | sell | 3758 | 0.10 | 144.606 | 145.413 | 141.813 | ||
8041 | 2018.05.31 13:00 | buy | 3759 | 0.10 | 145.196 | 143.195 | 146.872 | ||
8042 | 2018.05.31 18:00 | close | 3758 | 0.10 | 144.572 | 145.413 | 141.813 | 340.00 | 9910980.00 |
8043 | 2018.05.31 18:00 | buy | 3760 | 0.10 | 144.579 | 143.752 | 147.352 | ||
8044 | 2018.06.01 12:00 | buy | 3761 | 0.10 | 145.217 | 144.809 | 148.189 | ||
8045 | 2018.06.01 16:00 | close | 3754 | 0.10 | 146.051 | 147.455 | 142.105 | 7680.00 | 9918660.00 |
8046 | 2018.06.01 16:00 | buy | 3762 | 0.10 | 146.063 | 145.483 | 150.833 | ||
8047 | 2018.06.04 03:15 | modify | 3761 | 0.10 | 145.217 | 145.457 | 148.189 | ||
8048 | 2018.06.04 04:15 | modify | 3760 | 0.10 | 144.579 | 145.667 | 147.352 | ||
8049 | 2018.06.04 12:27 | t/p | 3759 | 0.10 | 146.882 | 143.195 | 146.872 | 16860.00 | 9935520.00 |
8050 | 2018.06.04 14:15 | close | 3760 | 0.10 | 146.546 | 145.667 | 147.352 | 19670.00 | 9955190.00 |
8051 | 2018.06.05 13:00 | buy | 3763 | 0.10 | 146.886 | 143.195 | 148.564 | ||
8052 | 2018.06.05 13:15 | close | 3761 | 0.10 | 146.861 | 145.457 | 148.189 | 16440.00 | 9971630.00 |
8053 | 2018.06.06 09:30 | buy | 3764 | 0.10 | 147.594 | 146.768 | 150.368 | ||
8054 | 2018.06.07 14:15 | close | 3764 | 0.10 | 147.816 | 146.768 | 150.368 | 2220.00 | 9973850.00 |
8055 | 2018.06.07 14:15 | sell | 3765 | 0.10 | 147.820 | 148.621 | 145.021 | ||
8056 | 2018.06.07 15:00 | close | 3763 | 0.10 | 147.380 | 143.195 | 148.564 | 4940.00 | 9978790.00 |
8057 | 2018.06.08 10:00 | sell | 3766 | 0.10 | 146.902 | 147.484 | 144.504 | ||
8058 | 2018.06.11 09:07 | s/l | 3766 | 0.10 | 147.479 | 147.484 | 144.504 | -5770.00 | 9973020.00 |
8059 | 2018.06.11 10:30 | close | 3765 | 0.10 | 147.840 | 148.621 | 145.021 | -200.00 | 9972820.00 |
8060 | 2018.06.12 03:00 | buy | 3767 | 0.10 | 147.631 | 147.028 | 150.008 | ||
8061 | 2018.06.12 11:30 | sell | 3768 | 0.10 | 147.699 | 148.504 | 144.904 | ||
8062 | 2018.06.12 12:00 | buy | 3769 | 0.10 | 147.722 | 143.715 | 149.395 | ||
8063 | 2018.06.14 07:45 | close | 3768 | 0.10 | 147.576 | 148.504 | 144.904 | 1230.00 | 9974050.00 |
8064 | 2018.06.14 15:30 | sell | 3770 | 0.10 | 147.237 | 147.612 | 144.232 | ||
8065 | 2018.06.14 15:54 | s/l | 3767 | 0.10 | 147.034 | 147.028 | 150.008 | -5970.00 | 9968080.00 |
8066 | 2018.06.14 20:00 | sell | 3771 | 0.10 | 146.872 | 147.461 | 144.481 | ||
8067 | 2018.06.15 16:30 | buy | 3772 | 0.10 | 146.867 | 146.049 | 149.649 | ||
8068 | 2018.06.18 11:15 | modify | 3770 | 0.10 | 147.237 | 147.028 | 144.232 | ||
8069 | 2018.06.18 16:45 | close | 3770 | 0.10 | 146.244 | 147.028 | 144.232 | 9930.00 | 9978010.00 |
8070 | 2018.06.18 16:45 | sell | 3773 | 0.10 | 146.237 | 146.609 | 143.229 | ||
8071 | 2018.06.19 02:40 | s/l | 3772 | 0.10 | 146.051 | 146.049 | 149.649 | -8160.00 | 9969850.00 |
8072 | 2018.06.19 07:16 | s/l | 3762 | 0.10 | 145.475 | 145.483 | 150.833 | -5880.00 | 9963970.00 |
8073 | 2018.06.19 10:00 | modify | 3773 | 0.10 | 146.237 | 145.942 | 143.229 | ||
8074 | 2018.06.19 14:22 | t/p | 3771 | 0.10 | 144.478 | 147.461 | 144.481 | 23940.00 | 9987910.00 |
8075 | 2018.06.20 18:00 | close | 3773 | 0.10 | 145.092 | 145.942 | 143.229 | 11450.00 | 9999360.00 |
8076 | 2018.06.26 18:00 | sell | 3774 | 0.10 | 145.403 | 146.194 | 142.594 | ||
8077 | 2018.06.27 10:45 | sell | 3775 | 0.10 | 145.009 | 145.385 | 142.005 | ||
8078 | 2018.06.27 11:00 | sell | 3776 | 0.10 | 144.933 | 145.509 | 142.529 | ||
8079 | 2018.06.27 14:46 | s/l | 3775 | 0.10 | 145.380 | 145.385 | 142.005 | -3710.00 | 9995650.00 |
8080 | 2018.06.27 14:47 | sell | 3777 | 0.10 | 145.215 | 145.253 | 141.873 | ||
8081 | 2018.06.27 14:47 | s/l | 3777 | 0.10 | 145.253 | 145.253 | 141.873 | -380.00 | 9995270.00 |
8082 | 2018.06.27 19:45 | sell | 3778 | 0.10 | 144.948 | 145.319 | 141.939 | ||
8083 | 2018.06.28 14:15 | close | 3774 | 0.10 | 144.340 | 146.194 | 142.594 | 10630.00 | 10005900.00 |
8084 | 2018.06.28 15:45 | sell | 3779 | 0.10 | 143.909 | 144.869 | 140.519 | ||
8085 | 2018.06.28 16:00 | sell | 3780 | 0.10 | 143.798 | 144.348 | 138.998 | ||
8086 | 2018.06.28 16:15 | modify | 3778 | 0.10 | 144.948 | 144.698 | 141.939 | ||
8087 | 2018.06.28 16:59 | s/l | 3780 | 0.10 | 144.350 | 144.348 | 138.998 | -5520.00 | 10000380.00 |
8088 | 2018.06.28 17:00 | close | 3776 | 0.10 | 144.384 | 145.509 | 142.529 | 5490.00 | 10005870.00 |
8089 | 2018.06.29 05:36 | s/l | 3778 | 0.10 | 144.691 | 144.698 | 141.939 | 2570.00 | 10008440.00 |
8090 | 2018.06.29 05:37 | s/l | 3779 | 0.10 | 144.865 | 144.869 | 140.519 | -9560.00 | 9998880.00 |
8091 | 2018.07.03 10:15 | buy | 3781 | 0.10 | 146.179 | 145.364 | 148.964 | ||
8092 | 2018.07.04 21:00 | buy | 3782 | 0.10 | 146.273 | 145.669 | 148.649 | ||
8093 | 2018.07.05 06:30 | close | 3781 | 0.10 | 145.937 | 145.364 | 148.964 | -2420.00 | 9996460.00 |
8094 | 2018.07.05 08:45 | buy | 3783 | 0.10 | 146.295 | 145.471 | 149.071 | ||
8095 | 2018.07.05 09:00 | buy | 3784 | 0.10 | 146.448 | 146.038 | 149.418 | ||
8096 | 2018.07.05 16:38 | s/l | 3784 | 0.10 | 146.039 | 146.038 | 149.418 | -4090.00 | 9992370.00 |
8097 | 2018.07.09 03:15 | buy | 3785 | 0.10 | 146.928 | 146.524 | 149.904 | ||
8098 | 2018.07.09 05:00 | close | 3783 | 0.10 | 146.851 | 145.471 | 149.071 | 5560.00 | 9997930.00 |
8099 | 2018.07.09 17:00 | close | 3785 | 0.10 | 147.248 | 146.524 | 149.904 | 3200.00 | 10001130.00 |
8100 | 2018.07.09 18:00 | close | 3782 | 0.10 | 146.808 | 145.669 | 148.649 | 5350.00 | 10006480.00 |