通貨ペア		GBPJPY (Great Britain Pound vs Japanese Yen)
期間		15分足(M15) 2007.01.01 02:00 - 2024.11.25 01:45 (2007.01.01 - 2024.11.26)
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		Lots=0.01; MaxSpread=5; Magic=3501; Buy_TP=500; Buy_SL=-100; Sell_TP=200; Sell_SL=-100;
テストバー数	446963	モデルティック数	488081918	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	1000000.00			スプレッド	変動
純益	173514.00	総利益	782515.00	総損失	-609001.00
プロフィットファクタ	1.28	期待利得	76.98
絶対ドローダウン	265.00	最大ドローダウン	16081.00 (1.42%)	相対ドローダウン	1.42% (16081.00)
総取引数	2254	売りポジション(勝率%）	1392 (51.08%)	買いポジション(勝率%）	862 (32.60%)
		勝率(%)	992 (44.01%)	負率 (%)	1262 (55.99%)
最大		勝トレード	5035.00	敗トレード	-2352.00
平均		勝トレード	788.83	敗トレード	-482.57
最大		連勝(金額)	8 (6598.00)	連敗(金額)	12 (-4082.00)
最大		連勝(トレード数)	9385.00 (4)	連敗(トレード数)	-6695.00 (9)
平均		連勝	2	連敗	2

#	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
1	2007.01.02 04:00	buy	1	0.01	233.212	232.212	238.212
2	2007.01.03 18:15	close	1	0.01	233.195	232.212	238.212	-17.00	999983.00
3	2007.01.05 01:55	sell	2	0.01	230.754	231.754	228.754
4	2007.01.05 10:55	close	2	0.01	229.235	231.754	228.754	1519.00	1001502.00
5	2007.01.08 01:55	sell	3	0.01	228.860	229.860	226.860
6	2007.01.08 10:55	close	3	0.01	228.936	229.860	226.860	-76.00	1001426.00
7	2007.01.11 01:55	sell	4	0.01	230.924	231.924	228.924
8	2007.01.11 07:30	buy	5	0.01	231.509	230.509	236.509
9	2007.01.11 08:59	s/l	4	0.01	231.924	231.924	228.924	-1000.00	1000426.00
10	2007.01.15 11:01	t/p	5	0.01	236.509	230.509	236.509	5000.00	1005426.00
11	2007.01.22 01:55	sell	6	0.01	239.322	240.322	237.322
12	2007.01.22 10:55	close	6	0.01	239.785	240.322	237.322	-463.00	1004963.00
13	2007.01.25 01:55	sell	7	0.01	237.956	238.956	235.956
14	2007.01.25 10:55	close	7	0.01	237.976	238.956	235.956	-20.00	1004943.00
15	2007.01.26 05:15	buy	8	0.01	238.682	237.682	243.682
16	2007.01.26 16:59	s/l	8	0.01	237.681	237.682	243.682	-1001.00	1003942.00
17	2007.02.09 01:55	sell	9	0.01	237.273	238.273	235.273
18	2007.02.09 10:55	close	9	0.01	236.847	238.273	235.273	426.00	1004368.00
19	2007.02.12 02:15	buy	10	0.01	238.090	237.090	243.090
20	2007.02.12 12:20	s/l	10	0.01	237.066	237.090	243.090	-1024.00	1003344.00
21	2007.02.15 01:55	sell	11	0.01	236.168	237.168	234.168
22	2007.02.15 10:55	close	11	0.01	236.209	237.168	234.168	-41.00	1003303.00
23	2007.02.16 01:55	sell	12	0.01	232.902	233.902	230.902
24	2007.02.16 10:55	close	12	0.01	232.775	233.902	230.902	127.00	1003430.00
25	2007.02.26 02:00	sell	13	0.01	237.607	238.607	235.607
26	2007.02.26 10:55	close	13	0.01	236.868	238.607	235.607	739.00	1004169.00
27	2007.02.28 01:55	sell	14	0.01	231.838	232.838	229.838
28	2007.02.28 03:17	s/l	14	0.01	232.842	232.838	229.838	-1004.00	1003165.00
29	2007.03.05 01:55	sell	15	0.01	224.700	225.700	222.700
30	2007.03.05 02:12	t/p	15	0.01	222.686	225.700	222.700	2014.00	1005179.00
31	2007.03.08 01:55	sell	16	0.01	223.091	224.091	221.091
32	2007.03.08 04:47	s/l	16	0.01	224.101	224.091	221.091	-1010.00	1004169.00
33	2007.03.14 01:55	sell	17	0.01	223.851	224.851	221.851
34	2007.03.14 10:55	close	17	0.01	223.038	224.851	221.851	813.00	1004982.00
35	2007.03.19 01:55	sell	18	0.01	225.641	226.641	223.641
36	2007.03.19 03:52	s/l	18	0.01	226.642	226.641	223.641	-1001.00	1003981.00
37	2007.03.26 14:15	buy	19	0.01	231.956	230.956	236.956
38	2007.03.27 20:00	close	19	0.01	231.693	230.956	236.956	-263.00	1003718.00
39	2007.03.28 01:55	sell	20	0.01	231.460	232.460	229.460
40	2007.03.28 10:55	close	20	0.01	230.452	232.460	229.460	1008.00	1004726.00
41	2007.03.29 01:55	sell	21	0.01	229.292	230.292	227.292
42	2007.03.29 06:51	s/l	21	0.01	230.300	230.292	227.292	-1008.00	1003718.00
43	2007.03.29 15:00	buy	22	0.01	230.645	229.645	235.645
44	2007.04.05 06:15	close	22	0.01	234.150	229.645	235.645	3505.00	1007223.00
45	2007.04.06 02:01	sell	23	0.01	233.930	234.930	231.930
46	2007.04.06 10:55	close	23	0.01	234.075	234.930	231.930	-145.00	1007078.00
47	2007.04.06 18:00	buy	24	0.01	234.455	233.455	239.455
48	2007.04.09 17:15	close	24	0.01	234.000	233.455	239.455	-455.00	1006623.00
49	2007.04.10 10:45	buy	25	0.01	234.555	233.555	239.555
50	2007.04.12 01:59	sell	26	0.01	235.702	236.702	233.702
51	2007.04.12 10:55	close	26	0.01	235.905	236.702	233.702	-203.00	1006420.00
52	2007.04.12 20:15	close	25	0.01	235.440	233.555	239.555	885.00	1007305.00
53	2007.04.13 19:30	buy	27	0.01	236.565	235.565	241.565
54	2007.04.18 15:45	close	27	0.01	237.080	235.565	241.565	515.00	1007820.00
55	2007.04.20 05:45	buy	28	0.01	237.545	236.545	242.545
56	2007.04.23 09:48	s/l	28	0.01	236.540	236.545	242.545	-1005.00	1006815.00
57	2007.04.24 17:30	buy	29	0.01	237.325	236.325	242.325
58	2007.04.24 22:45	close	29	0.01	237.220	236.325	242.325	-105.00	1006710.00
59	2007.04.24 23:00	buy	30	0.01	237.415	236.415	242.415
60	2007.05.02 18:30	close	30	0.01	239.020	236.415	242.415	1605.00	1008315.00
61	2007.05.03 12:00	buy	31	0.01	239.475	238.475	244.475
62	2007.05.03 19:30	close	31	0.01	239.200	238.475	244.475	-275.00	1008040.00
63	2007.05.03 20:30	buy	32	0.01	239.425	238.425	244.425
64	2007.05.03 21:00	close	32	0.01	239.200	238.425	244.425	-225.00	1007815.00
65	2007.05.03 23:00	buy	33	0.01	239.395	238.395	244.395
66	2007.05.04 05:45	close	33	0.01	238.920	238.395	244.395	-475.00	1007340.00
67	2007.05.04 19:15	buy	34	0.01	239.485	238.485	244.485
68	2007.05.08 05:45	close	34	0.01	239.170	238.485	244.485	-315.00	1007025.00
69	2007.05.09 17:15	buy	35	0.01	239.255	238.255	244.255
70	2007.05.10 19:28	s/l	35	0.01	238.250	238.255	244.255	-1005.00	1006020.00
71	2007.05.11 01:55	sell	36	0.01	237.220	238.220	235.220
72	2007.05.11 10:55	close	36	0.01	237.025	238.220	235.220	195.00	1006215.00
73	2007.05.14 03:30	buy	37	0.01	238.295	237.295	243.295
74	2007.05.15 01:56	sell	38	0.01	238.200	239.200	236.200
75	2007.05.15 10:55	close	38	0.01	238.115	239.200	236.200	85.00	1006300.00
76	2007.05.15 13:30	close	37	0.01	237.870	237.295	243.295	-425.00	1005875.00
77	2007.05.15 19:30	buy	39	0.01	238.795	237.795	243.795
78	2007.05.17 01:55	sell	40	0.01	238.640	239.640	236.640
79	2007.05.17 10:55	close	40	0.01	239.145	239.640	236.640	-505.00	1005370.00
80	2007.05.18 15:15	close	39	0.01	238.280	237.795	243.795	-515.00	1004855.00
81	2007.05.18 22:45	buy	41	0.01	239.155	238.155	244.155
82	2007.05.21 02:30	close	41	0.01	239.229	238.155	244.155	74.00	1004929.00
83	2007.05.21 05:30	buy	42	0.01	239.430	238.430	244.430
84	2007.05.21 13:15	close	42	0.01	239.160	238.430	244.430	-270.00	1004659.00
85	2007.05.21 18:30	buy	43	0.01	239.505	238.505	244.505
86	2007.05.25 01:57	sell	44	0.01	240.880	241.880	238.880
87	2007.05.25 10:55	close	44	0.01	241.035	241.880	238.880	-155.00	1004504.00
88	2007.05.29 05:45	close	43	0.01	240.690	238.505	244.505	1185.00	1005689.00
89	2007.05.29 17:15	buy	45	0.01	241.395	240.395	246.395
90	2007.05.29 19:45	close	45	0.01	241.170	240.395	246.395	-225.00	1005464.00
91	2007.05.30 01:55	sell	46	0.01	240.835	241.835	238.835
92	2007.05.30 10:55	close	46	0.01	240.525	241.835	238.835	310.00	1005774.00
93	2007.05.31 18:00	buy	47	0.01	240.975	239.975	245.975
94	2007.06.05 20:00	close	47	0.01	241.850	239.975	245.975	875.00	1006649.00
95	2007.06.06 01:56	sell	48	0.01	241.800	242.800	239.800
96	2007.06.06 10:55	close	48	0.01	241.885	242.800	239.800	-85.00	1006564.00
97	2007.06.07 01:55	sell	49	0.01	241.060	242.060	239.060
98	2007.06.07 10:12	s/l	49	0.01	242.065	242.060	239.060	-1005.00	1005559.00
99	2007.06.08 01:55	sell	50	0.01	239.090	240.090	237.090
100	2007.06.08 05:11	s/l	50	0.01	240.095	240.090	237.090	-1005.00	1004554.00
101	2007.06.11 01:56	sell	51	0.01	239.350	240.350	237.350
102	2007.06.11 10:55	close	51	0.01	239.225	240.350	237.350	125.00	1004679.00
103	2007.06.13 02:00	sell	52	0.01	240.170	241.170	238.170
104	2007.06.13 07:29	s/l	52	0.01	241.195	241.170	238.170	-1025.00	1003654.00
105	2007.06.20 11:45	buy	53	0.01	245.555	244.555	250.555
106	2007.06.25 15:00	close	53	0.01	246.620	244.555	250.555	1065.00	1004719.00
107	2007.06.25 21:15	buy	54	0.01	247.165	246.165	252.165
108	2007.06.25 22:15	close	54	0.01	247.000	246.165	252.165	-165.00	1004554.00
109	2007.06.26 01:55	sell	55	0.01	246.910	247.910	244.910
110	2007.06.26 10:55	close	55	0.01	246.125	247.910	244.910	785.00	1005339.00
111	2007.06.27 01:55	sell	56	0.01	245.900	246.900	243.900
112	2007.06.27 10:55	close	56	0.01	244.485	246.900	243.900	1415.00	1006754.00
113	2007.06.28 04:15	buy	57	0.01	245.805	244.805	250.805
114	2007.07.02 12:30	close	57	0.01	246.530	244.805	250.805	725.00	1007479.00
115	2007.07.03 12:00	buy	58	0.01	247.035	246.035	252.035
116	2007.07.03 15:30	close	58	0.01	246.850	246.035	252.035	-185.00	1007294.00
117	2007.07.03 23:45	buy	59	0.01	246.965	245.965	251.965
118	2007.07.05 21:45	close	59	0.01	247.150	245.965	251.965	185.00	1007479.00
119	2007.07.11 01:55	sell	60	0.01	246.240	247.240	244.240
120	2007.07.11 10:55	close	60	0.01	246.065	247.240	244.240	175.00	1007654.00
121	2007.07.11 19:15	buy	61	0.01	248.205	247.205	253.205
122	2007.07.13 21:00	close	61	0.01	248.270	247.205	253.205	65.00	1007719.00
123	2007.07.16 01:55	sell	62	0.01	248.070	249.070	246.070
124	2007.07.16 10:55	close	62	0.01	248.245	249.070	246.070	-175.00	1007544.00
125	2007.07.17 02:05	sell	63	0.01	248.050	249.050	246.050
126	2007.07.17 07:15	buy	64	0.01	248.355	247.355	253.355
127	2007.07.17 10:55	close	63	0.01	248.335	249.050	246.050	-285.00	1007259.00
128	2007.07.19 15:00	close	64	0.01	250.000	247.355	253.355	1645.00	1008904.00
129	2007.07.20 01:16	buy	65	0.01	250.161	249.161	255.161
130	2007.07.20 17:33	s/l	65	0.01	249.160	249.161	255.161	-1001.00	1007903.00
131	2007.07.23 02:03	sell	66	0.01	249.360	250.360	247.360
132	2007.07.23 10:55	close	66	0.01	248.915	250.360	247.360	445.00	1008348.00
133	2007.07.25 01:55	sell	67	0.01	247.870	248.870	245.870
134	2007.07.25 10:55	close	67	0.01	246.985	248.870	245.870	885.00	1009233.00
135	2007.07.26 01:55	sell	68	0.01	247.310	248.310	245.310
136	2007.07.26 10:55	close	68	0.01	246.825	248.310	245.310	485.00	1009718.00
137	2007.07.27 01:55	sell	69	0.01	242.360	243.360	240.360
138	2007.07.27 02:48	s/l	69	0.01	243.365	243.360	240.360	-1005.00	1008713.00
139	2007.07.30 01:55	sell	70	0.01	239.400	240.400	237.400
140	2007.07.30 10:01	s/l	70	0.01	240.405	240.400	237.400	-1005.00	1007708.00
141	2007.08.06 01:56	sell	71	0.01	239.700	240.700	237.700
142	2007.08.06 10:04	s/l	71	0.01	240.705	240.700	237.700	-1005.00	1006703.00
143	2007.08.10 01:55	sell	72	0.01	239.270	240.270	237.270
144	2007.08.10 10:55	close	72	0.01	238.765	240.270	237.270	505.00	1007208.00
145	2007.08.14 01:55	sell	73	0.01	237.910	238.910	235.910
146	2007.08.14 10:55	close	73	0.01	236.765	238.910	235.910	1145.00	1008353.00
147	2007.08.15 01:55	sell	74	0.01	234.490	235.490	232.490
148	2007.08.15 09:07	t/p	74	0.01	232.485	235.490	232.490	2005.00	1010358.00
149	2007.08.16 01:55	sell	75	0.01	230.950	231.950	228.950
150	2007.08.16 10:55	close	75	0.01	230.365	231.950	228.950	585.00	1010943.00
151	2007.08.17 01:55	sell	76	0.01	226.610	227.610	224.610
152	2007.08.17 04:14	t/p	76	0.01	224.605	227.610	224.610	2005.00	1012948.00
153	2007.08.22 01:56	sell	77	0.01	225.980	226.980	223.980
154	2007.08.22 02:58	s/l	77	0.01	226.985	226.980	223.980	-1005.00	1011943.00
155	2007.08.28 01:55	sell	78	0.01	232.300	233.300	230.300
156	2007.08.28 10:55	close	78	0.01	231.540	233.300	230.300	760.00	1012703.00
157	2007.08.29 01:58	sell	79	0.01	228.555	229.555	226.555
158	2007.08.29 10:55	close	79	0.01	229.215	229.555	226.555	-660.00	1012043.00
159	2007.09.03 07:15	buy	80	0.01	233.685	232.685	238.685
160	2007.09.03 18:45	close	80	0.01	233.630	232.685	238.685	-55.00	1011988.00
161	2007.09.03 22:30	buy	81	0.01	234.125	233.125	239.125
162	2007.09.04 03:00	close	81	0.01	233.510	233.125	239.125	-615.00	1011373.00
163	2007.09.04 22:15	buy	82	0.01	234.185	233.185	239.185
164	2007.09.05 07:12	s/l	82	0.01	233.185	233.185	239.185	-1000.00	1010373.00
165	2007.09.06 11:00	buy	83	0.01	233.465	232.465	238.465
166	2007.09.06 14:01	s/l	83	0.01	232.465	232.465	238.465	-1000.00	1009373.00
167	2007.09.10 01:56	sell	84	0.01	228.420	229.420	226.420
168	2007.09.10 02:50	s/l	84	0.01	229.425	229.420	226.420	-1005.00	1008368.00
169	2007.09.13 01:56	sell	85	0.01	231.670	232.670	229.670
170	2007.09.13 10:55	close	85	0.01	232.020	232.670	229.670	-350.00	1008018.00
171	2007.09.14 02:02	sell	86	0.01	231.270	232.270	229.270
172	2007.09.14 03:15	s/l	86	0.01	232.275	232.270	229.270	-1005.00	1007013.00
173	2007.09.14 10:00	buy	87	0.01	233.245	232.245	238.245
174	2007.09.14 10:50	s/l	87	0.01	232.240	232.245	238.245	-1005.00	1006008.00
175	2007.09.18 01:56	sell	88	0.01	229.460	230.460	227.460
176	2007.09.18 10:55	close	88	0.01	229.395	230.460	227.460	65.00	1006073.00
177	2007.09.20 02:00	sell	89	0.01	232.040	233.040	230.040
178	2007.09.20 10:55	close	89	0.01	231.655	233.040	230.040	385.00	1006458.00
179	2007.09.21 01:55	sell	90	0.01	230.590	231.590	228.590
180	2007.09.21 03:37	s/l	90	0.01	231.605	231.590	228.590	-1015.00	1005443.00
181	2007.09.21 13:30	buy	91	0.01	233.005	232.005	238.005
182	2007.09.24 20:58	s/l	91	0.01	232.005	232.005	238.005	-1000.00	1004443.00
183	2007.09.25 01:55	sell	92	0.01	232.100	233.100	230.100
184	2007.09.25 10:55	close	92	0.01	230.495	233.100	230.100	1605.00	1006048.00
185	2007.09.28 13:15	buy	93	0.01	234.105	233.105	239.105
186	2007.10.04 12:15	close	93	0.01	236.770	233.105	239.105	2665.00	1008713.00
187	2007.10.04 13:45	buy	94	0.01	237.075	236.075	242.075
188	2007.10.09 01:55	sell	95	0.01	238.850	239.850	236.850
189	2007.10.09 07:30	close	94	0.01	238.090	236.075	242.075	1015.00	1009728.00
190	2007.10.09 10:55	close	95	0.01	238.535	239.850	236.850	315.00	1010043.00
191	2007.10.10 03:30	buy	96	0.01	239.125	238.125	244.125
192	2007.10.11 02:05	sell	97	0.01	238.940	239.940	236.940
193	2007.10.11 10:55	close	97	0.01	238.995	239.940	236.940	-55.00	1009988.00
194	2007.10.11 22:10	s/l	96	0.01	238.125	238.125	244.125	-1000.00	1008988.00
195	2007.10.12 01:55	sell	98	0.01	238.680	239.680	236.680
196	2007.10.12 10:55	close	98	0.01	237.775	239.680	236.680	905.00	1009893.00
197	2007.10.12 20:30	buy	99	0.01	239.015	238.015	244.015
198	2007.10.16 10:29	s/l	99	0.01	238.010	238.015	244.015	-1005.00	1008888.00
199	2007.10.18 04:45	buy	100	0.01	237.900	236.900	242.900
200	2007.10.18 11:04	s/l	100	0.01	236.895	236.900	242.900	-1005.00	1007883.00