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 |
8101 | 2018.07.10 11:00 | buy | 3786 | 0.10 | 147.618 | 147.217 | 150.597 | ||
8102 | 2018.07.10 11:45 | s/l | 3786 | 0.10 | 147.221 | 147.217 | 150.597 | -3970.00 | 10002510.00 |
8103 | 2018.07.10 16:00 | buy | 3787 | 0.10 | 147.609 | 147.218 | 150.598 | ||
8104 | 2018.07.11 00:01 | s/l | 3787 | 0.10 | 147.217 | 147.218 | 150.598 | -3920.00 | 9998590.00 |
8105 | 2018.07.11 16:00 | buy | 3788 | 0.10 | 147.433 | 146.610 | 150.210 | ||
8106 | 2018.07.11 19:00 | buy | 3789 | 0.10 | 147.664 | 147.057 | 150.037 | ||
8107 | 2018.07.11 19:45 | buy | 3790 | 0.10 | 147.915 | 147.509 | 150.889 | ||
8108 | 2018.07.13 12:15 | close | 3788 | 0.10 | 147.833 | 146.610 | 150.210 | 4000.00 | 10002590.00 |
8109 | 2018.07.13 12:15 | buy | 3791 | 0.10 | 147.852 | 146.891 | 151.241 | ||
8110 | 2018.07.13 21:00 | close | 3790 | 0.10 | 148.619 | 147.509 | 150.889 | 7040.00 | 10009630.00 |
8111 | 2018.07.13 21:00 | buy | 3792 | 0.10 | 148.649 | 148.066 | 153.416 | ||
8112 | 2018.07.16 18:00 | close | 3789 | 0.10 | 148.678 | 147.057 | 150.037 | 10140.00 | 10019770.00 |
8113 | 2018.07.17 08:30 | close | 3791 | 0.10 | 148.910 | 146.891 | 151.241 | 10580.00 | 10030350.00 |
8114 | 2018.07.17 12:00 | buy | 3793 | 0.10 | 149.019 | 148.421 | 151.401 | ||
8115 | 2018.07.17 15:32 | s/l | 3793 | 0.10 | 148.414 | 148.421 | 151.401 | -6050.00 | 10024300.00 |
8116 | 2018.07.17 20:29 | s/l | 3792 | 0.10 | 148.063 | 148.066 | 153.416 | -5860.00 | 10018440.00 |
8117 | 2018.07.18 00:00 | sell | 3794 | 0.10 | 148.006 | 148.559 | 143.209 | ||
8118 | 2018.07.20 13:00 | close | 3769 | 0.10 | 146.373 | 143.715 | 149.395 | -13490.00 | 10004950.00 |
8119 | 2018.07.24 04:00 | sell | 3795 | 0.10 | 145.704 | 146.287 | 143.307 | ||
8120 | 2018.07.24 04:30 | sell | 3796 | 0.10 | 145.573 | 145.963 | 142.583 | ||
8121 | 2018.07.24 10:15 | buy | 3797 | 0.10 | 145.737 | 144.926 | 148.526 | ||
8122 | 2018.07.24 10:32 | s/l | 3796 | 0.10 | 145.957 | 145.963 | 142.583 | -3840.00 | 10001110.00 |
8123 | 2018.07.24 19:14 | s/l | 3795 | 0.10 | 146.287 | 146.287 | 143.307 | -5830.00 | 9995280.00 |
8124 | 2018.07.25 03:00 | buy | 3798 | 0.10 | 146.339 | 143.195 | 148.017 | ||
8125 | 2018.07.26 06:30 | close | 3797 | 0.10 | 146.230 | 144.926 | 148.526 | 4930.00 | 10000210.00 |
8126 | 2018.07.27 05:00 | sell | 3799 | 0.10 | 145.419 | 145.991 | 143.011 | ||
8127 | 2018.07.27 20:00 | sell | 3800 | 0.10 | 145.338 | 146.297 | 141.947 | ||
8128 | 2018.07.31 07:03 | s/l | 3799 | 0.10 | 145.996 | 145.991 | 143.011 | -5770.00 | 9994440.00 |
8129 | 2018.07.31 07:15 | buy | 3801 | 0.10 | 146.114 | 145.722 | 149.102 | ||
8130 | 2018.07.31 09:00 | buy | 3802 | 0.10 | 146.061 | 145.461 | 148.441 | ||
8131 | 2018.07.31 09:32 | s/l | 3800 | 0.10 | 146.304 | 146.297 | 141.947 | -9660.00 | 9984780.00 |
8132 | 2018.08.01 17:00 | close | 3802 | 0.10 | 146.821 | 145.461 | 148.441 | 7600.00 | 9992380.00 |
8133 | 2018.08.02 08:30 | close | 3801 | 0.10 | 146.196 | 145.722 | 149.102 | 820.00 | 9993200.00 |
8134 | 2018.08.03 17:00 | sell | 3803 | 0.10 | 144.567 | 145.522 | 141.172 | ||
8135 | 2018.08.07 13:15 | close | 3803 | 0.10 | 144.193 | 145.522 | 141.172 | 3740.00 | 9996940.00 |
8136 | 2018.08.08 04:00 | close | 3794 | 0.10 | 144.147 | 148.559 | 143.209 | 38590.00 | 10035530.00 |
8137 | 2018.08.08 10:00 | sell | 3804 | 0.10 | 143.733 | 144.311 | 141.331 | ||
8138 | 2018.08.08 10:15 | sell | 3805 | 0.10 | 143.623 | 144.568 | 140.218 | ||
8139 | 2018.08.08 10:30 | sell | 3806 | 0.10 | 143.415 | 143.788 | 140.408 | ||
8140 | 2018.08.08 11:28 | s/l | 3798 | 0.10 | 143.176 | 143.195 | 148.017 | -31630.00 | 10003900.00 |
8141 | 2018.08.08 12:00 | sell | 3807 | 0.10 | 143.199 | 143.749 | 138.399 | ||
8142 | 2018.08.10 04:15 | modify | 3806 | 0.10 | 143.415 | 143.190 | 140.408 | ||
8143 | 2018.08.10 06:30 | close | 3805 | 0.10 | 142.391 | 144.568 | 140.218 | 12320.00 | 10016220.00 |
8144 | 2018.08.10 09:30 | sell | 3808 | 0.10 | 141.915 | 142.862 | 138.512 | ||
8145 | 2018.08.10 10:40 | t/p | 3804 | 0.10 | 141.321 | 144.311 | 141.331 | 24120.00 | 10040340.00 |
8146 | 2018.08.10 11:45 | close | 3806 | 0.10 | 141.394 | 143.190 | 140.408 | 20210.00 | 10060550.00 |
8147 | 2018.08.14 05:45 | close | 3808 | 0.10 | 141.502 | 142.862 | 138.512 | 4130.00 | 10064680.00 |
8148 | 2018.08.15 14:30 | sell | 3809 | 0.10 | 140.940 | 141.316 | 137.936 | ||
8149 | 2018.08.15 18:00 | sell | 3810 | 0.10 | 139.898 | 140.856 | 136.506 | ||
8150 | 2018.08.15 18:15 | close | 3809 | 0.10 | 140.483 | 141.316 | 137.936 | 4570.00 | 10069250.00 |
8151 | 2018.08.16 04:35 | s/l | 3810 | 0.10 | 140.859 | 140.856 | 136.506 | -9610.00 | 10059640.00 |
8152 | 2018.08.17 16:00 | close | 3807 | 0.10 | 140.509 | 143.749 | 138.399 | 26900.00 | 10086540.00 |
8153 | 2018.08.17 16:00 | buy | 3811 | 0.10 | 140.492 | 139.931 | 145.281 | ||
8154 | 2018.08.20 20:00 | buy | 3812 | 0.10 | 141.065 | 140.466 | 143.446 | ||
8155 | 2018.08.21 08:00 | buy | 3813 | 0.10 | 141.241 | 139.896 | 142.912 | ||
8156 | 2018.08.21 17:00 | buy | 3814 | 0.10 | 142.130 | 141.722 | 145.102 | ||
8157 | 2018.08.23 13:47 | t/p | 3813 | 0.10 | 142.921 | 139.896 | 142.912 | 16800.00 | 10103340.00 |
8158 | 2018.08.23 18:15 | close | 3814 | 0.10 | 142.638 | 141.722 | 145.102 | 5080.00 | 10108420.00 |
8159 | 2018.08.24 05:00 | close | 3812 | 0.10 | 142.601 | 140.466 | 143.446 | 15360.00 | 10123780.00 |
8160 | 2018.08.24 12:00 | buy | 3815 | 0.10 | 143.016 | 139.896 | 144.699 | ||
8161 | 2018.08.24 13:15 | buy | 3816 | 0.10 | 143.142 | 142.738 | 146.118 | ||
8162 | 2018.08.24 14:00 | buy | 3817 | 0.10 | 143.218 | 142.622 | 145.602 | ||
8163 | 2018.08.24 20:41 | s/l | 3816 | 0.10 | 142.728 | 142.738 | 146.118 | -4140.00 | 10119640.00 |
8164 | 2018.08.27 05:30 | sell | 3818 | 0.10 | 142.696 | 143.503 | 139.903 | ||
8165 | 2018.08.27 05:42 | s/l | 3817 | 0.10 | 142.627 | 142.622 | 145.602 | -5910.00 | 10113730.00 |
8166 | 2018.08.28 15:00 | buy | 3819 | 0.10 | 143.433 | 142.830 | 145.810 | ||
8167 | 2018.08.28 15:46 | s/l | 3818 | 0.10 | 143.498 | 143.503 | 139.903 | -8020.00 | 10105710.00 |
8168 | 2018.08.28 18:00 | close | 3819 | 0.10 | 143.151 | 142.830 | 145.810 | -2820.00 | 10102890.00 |
8169 | 2018.08.29 17:00 | buy | 3820 | 0.10 | 144.521 | 144.128 | 147.508 | ||
8170 | 2018.08.29 17:00 | buy | 3821 | 0.10 | 144.523 | 143.558 | 147.908 | ||
8171 | 2018.08.29 17:01 | t/p | 3815 | 0.10 | 144.710 | 139.896 | 144.699 | 16940.00 | 10119830.00 |
8172 | 2018.08.29 17:58 | t/p | 3811 | 0.10 | 145.288 | 139.931 | 145.281 | 47960.00 | 10167790.00 |
8173 | 2018.08.29 20:00 | buy | 3822 | 0.10 | 145.346 | 141.339 | 147.019 | ||
8174 | 2018.08.31 10:18 | s/l | 3820 | 0.10 | 144.137 | 144.128 | 147.508 | -3840.00 | 10163950.00 |
8175 | 2018.08.31 13:15 | close | 3821 | 0.10 | 144.000 | 143.558 | 147.908 | -5230.00 | 10158720.00 |
8176 | 2018.09.05 12:45 | sell | 3823 | 0.10 | 142.996 | 143.789 | 140.189 | ||
8177 | 2018.09.05 16:05 | s/l | 3823 | 0.10 | 143.802 | 143.789 | 140.189 | -8060.00 | 10150660.00 |
8178 | 2018.09.06 18:15 | sell | 3824 | 0.10 | 143.391 | 144.195 | 140.595 | ||
8179 | 2018.09.07 13:47 | s/l | 3824 | 0.10 | 144.196 | 144.195 | 140.595 | -8050.00 | 10142610.00 |
8180 | 2018.09.11 17:30 | sell | 3825 | 0.10 | 145.012 | 145.815 | 142.215 | ||
8181 | 2018.09.12 20:00 | close | 3825 | 0.10 | 145.391 | 145.815 | 142.215 | -3790.00 | 10138820.00 |
8182 | 2018.09.12 20:00 | buy | 3826 | 0.10 | 145.385 | 144.565 | 148.165 | ||
8183 | 2018.09.13 04:00 | buy | 3827 | 0.10 | 145.393 | 144.792 | 147.772 | ||
8184 | 2018.09.13 14:00 | buy | 3828 | 0.10 | 145.702 | 145.261 | 148.641 | ||
8185 | 2018.09.14 02:00 | modify | 3828 | 0.10 | 145.702 | 145.946 | 148.641 | ||
8186 | 2018.09.14 15:30 | close | 3826 | 0.10 | 146.622 | 144.565 | 148.165 | 12370.00 | 10151190.00 |
8187 | 2018.09.14 15:30 | sell | 3829 | 0.10 | 146.636 | 147.414 | 143.814 | ||
8188 | 2018.09.14 16:00 | close | 3827 | 0.10 | 146.646 | 144.792 | 147.772 | 12530.00 | 10163720.00 |
8189 | 2018.09.17 14:59 | t/p | 3822 | 0.10 | 147.038 | 141.339 | 147.019 | 16920.00 | 10180640.00 |
8190 | 2018.09.17 15:15 | close | 3828 | 0.10 | 147.153 | 145.946 | 148.641 | 14510.00 | 10195150.00 |
8191 | 2018.09.17 15:15 | buy | 3830 | 0.10 | 147.163 | 146.772 | 150.152 | ||
8192 | 2018.09.17 16:00 | buy | 3831 | 0.10 | 147.245 | 146.675 | 152.025 | ||
8193 | 2018.09.17 16:00 | close | 3829 | 0.10 | 147.242 | 147.414 | 143.814 | -6060.00 | 10189090.00 |
8194 | 2018.09.17 16:00 | buy | 3832 | 0.10 | 147.242 | 146.275 | 150.625 | ||
8195 | 2018.09.18 10:00 | buy | 3833 | 0.10 | 147.568 | 146.978 | 149.958 | ||
8196 | 2018.09.18 10:15 | close | 3830 | 0.10 | 147.157 | 146.772 | 150.152 | -60.00 | 10189030.00 |
8197 | 2018.09.18 11:00 | close | 3833 | 0.10 | 147.074 | 146.978 | 149.958 | -4940.00 | 10184090.00 |
8198 | 2018.09.19 12:15 | close | 3832 | 0.10 | 148.190 | 146.275 | 150.625 | 9480.00 | 10193570.00 |
8199 | 2018.09.19 13:15 | buy | 3834 | 0.10 | 148.112 | 147.148 | 151.498 | ||
8200 | 2018.09.20 11:15 | buy | 3835 | 0.10 | 148.158 | 147.757 | 151.137 | ||
8201 | 2018.09.20 12:00 | buy | 3836 | 0.10 | 148.086 | 147.492 | 150.472 | ||
8202 | 2018.09.20 22:45 | modify | 3835 | 0.10 | 148.158 | 148.375 | 151.137 | ||
8203 | 2018.09.21 09:30 | close | 3834 | 0.10 | 149.535 | 147.148 | 151.498 | 14230.00 | 10207800.00 |
8204 | 2018.09.21 11:00 | close | 3836 | 0.10 | 148.904 | 147.492 | 150.472 | 8180.00 | 10215980.00 |
8205 | 2018.09.21 15:01 | s/l | 3835 | 0.10 | 148.377 | 148.375 | 151.137 | 2190.00 | 10218170.00 |
8206 | 2018.09.24 20:00 | close | 3831 | 0.10 | 147.844 | 146.675 | 152.025 | 5990.00 | 10224160.00 |
8207 | 2018.09.24 20:00 | sell | 3837 | 0.10 | 147.839 | 148.390 | 143.040 | ||
8208 | 2018.09.25 10:57 | s/l | 3837 | 0.10 | 148.401 | 148.390 | 143.040 | -5620.00 | 10218540.00 |
8209 | 2018.09.26 10:45 | sell | 3838 | 0.10 | 148.412 | 149.219 | 145.619 | ||
8210 | 2018.09.27 10:00 | sell | 3839 | 0.10 | 147.997 | 149.732 | 146.327 | ||
8211 | 2018.09.28 07:00 | close | 3838 | 0.10 | 148.482 | 149.219 | 145.619 | -700.00 | 10217840.00 |
8212 | 2018.09.28 13:00 | sell | 3840 | 0.10 | 148.039 | 148.615 | 145.635 | ||
8213 | 2018.09.28 14:45 | sell | 3841 | 0.10 | 147.776 | 148.162 | 144.782 | ||
8214 | 2018.09.28 17:57 | s/l | 3841 | 0.10 | 148.165 | 148.162 | 144.782 | -3890.00 | 10213950.00 |
8215 | 2018.09.28 18:00 | close | 3840 | 0.10 | 148.142 | 148.615 | 145.635 | -1030.00 | 10212920.00 |
8216 | 2018.10.01 11:00 | buy | 3842 | 0.10 | 148.877 | 148.270 | 151.250 | ||
8217 | 2018.10.01 11:00 | buy | 3843 | 0.10 | 148.867 | 148.470 | 151.850 | ||
8218 | 2018.10.01 14:47 | s/l | 3843 | 0.10 | 148.469 | 148.470 | 151.850 | -3980.00 | 10208940.00 |
8219 | 2018.10.01 15:22 | s/l | 3842 | 0.10 | 148.265 | 148.270 | 151.250 | -6120.00 | 10202820.00 |
8220 | 2018.10.01 15:45 | buy | 3844 | 0.10 | 148.945 | 148.537 | 151.917 | ||
8221 | 2018.10.01 18:30 | s/l | 3844 | 0.10 | 148.542 | 148.537 | 151.917 | -4030.00 | 10198790.00 |
8222 | 2018.10.05 09:45 | buy | 3845 | 0.10 | 148.659 | 148.253 | 151.633 | ||
8223 | 2018.10.05 11:24 | s/l | 3845 | 0.10 | 148.260 | 148.253 | 151.633 | -3990.00 | 10194800.00 |
8224 | 2018.10.05 15:45 | buy | 3846 | 0.10 | 148.764 | 148.363 | 151.743 | ||
8225 | 2018.10.05 17:15 | close | 3846 | 0.10 | 148.620 | 148.363 | 151.743 | -1440.00 | 10193360.00 |
8226 | 2018.10.05 17:30 | buy | 3847 | 0.10 | 148.836 | 148.434 | 151.814 | ||
8227 | 2018.10.05 21:00 | buy | 3848 | 0.10 | 149.084 | 148.475 | 151.455 | ||
8228 | 2018.10.08 10:00 | close | 3848 | 0.10 | 148.878 | 148.475 | 151.455 | -2060.00 | 10191300.00 |
8229 | 2018.10.08 11:18 | s/l | 3847 | 0.10 | 148.443 | 148.434 | 151.814 | -3930.00 | 10187370.00 |
8230 | 2018.10.10 21:45 | sell | 3849 | 0.10 | 148.607 | 149.399 | 145.799 | ||
8231 | 2018.10.12 10:00 | buy | 3850 | 0.10 | 148.922 | 148.316 | 151.296 | ||
8232 | 2018.10.12 11:33 | s/l | 3850 | 0.10 | 148.315 | 148.316 | 151.296 | -6070.00 | 10181300.00 |
8233 | 2018.10.12 16:00 | sell | 3851 | 0.10 | 148.063 | 148.653 | 145.673 | ||
8234 | 2018.10.12 17:00 | sell | 3852 | 0.10 | 147.863 | 148.233 | 144.853 | ||
8235 | 2018.10.12 18:00 | close | 3849 | 0.10 | 147.526 | 149.399 | 145.799 | 10810.00 | 10192110.00 |
8236 | 2018.10.15 00:15 | modify | 3852 | 0.10 | 147.863 | 147.627 | 144.853 | ||
8237 | 2018.10.15 04:00 | sell | 3853 | 0.10 | 146.839 | 147.785 | 143.435 | ||
8238 | 2018.10.15 18:45 | close | 3853 | 0.10 | 147.292 | 147.785 | 143.435 | -4530.00 | 10187580.00 |
8239 | 2018.10.15 18:45 | buy | 3854 | 0.10 | 147.298 | 146.471 | 150.071 | ||
8240 | 2018.10.15 19:00 | close | 3851 | 0.10 | 147.255 | 148.653 | 145.673 | 8080.00 | 10195660.00 |
8241 | 2018.10.16 09:44 | s/l | 3852 | 0.10 | 147.624 | 147.627 | 144.853 | 2390.00 | 10198050.00 |
8242 | 2018.10.17 15:00 | close | 3854 | 0.10 | 147.164 | 146.471 | 150.071 | -1340.00 | 10196710.00 |
8243 | 2018.10.18 14:30 | sell | 3855 | 0.10 | 147.482 | 148.285 | 144.685 | ||
8244 | 2018.10.18 19:54 | t/p | 3839 | 0.10 | 146.303 | 149.732 | 146.327 | 16940.00 | 10213650.00 |
8245 | 2018.10.18 20:00 | sell | 3856 | 0.10 | 146.300 | 146.841 | 141.491 | ||
8246 | 2018.10.18 20:00 | sell | 3857 | 0.10 | 146.296 | 149.732 | 144.611 | ||
8247 | 2018.10.19 16:43 | s/l | 3856 | 0.10 | 146.855 | 146.841 | 141.491 | -5550.00 | 10208100.00 |
8248 | 2018.10.19 16:43 | sell | 3858 | 0.10 | 146.817 | 147.005 | 141.655 | ||
8249 | 2018.10.19 16:53 | s/l | 3858 | 0.10 | 147.013 | 147.005 | 141.655 | -1960.00 | 10206140.00 |
8250 | 2018.10.22 10:45 | close | 3855 | 0.10 | 147.457 | 148.285 | 144.685 | 250.00 | 10206390.00 |