通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2007.01.01 02:00 - 2024.11.25 01:55 (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=3; Magic=3701; Sell_TP=200; Sell_SL=-100; WinterGMT_Offset=2; SummerTimeType=2;
テストバー数	1340638	モデルティック数	377627311	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	37146.91	総利益	130831.45	総損失	-93684.54
プロフィットファクタ	1.40	期待利得	78.20
絶対ドローダウン	2067.77	最大ドローダウン	6095.14 (0.60%)	相対ドローダウン	0.60% (6095.14)
総取引数	475	売りポジション(勝率%）	475 (52.42%)	買いポジション(勝率%）	0 (0.00%)
		勝率(%)	249 (52.42%)	負率 (%)	226 (47.58%)
最大		勝トレード	3054.93	敗トレード	-1562.41
平均		勝トレード	525.43	敗トレード	-414.53
最大		連勝(金額)	9 (2279.37)	連敗(金額)	9 (-1982.54)
最大		連勝(トレード数)	6103.74 (2)	連敗(トレード数)	-5313.98 (5)
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	2007.01.12 07:00	sell	1	0.01	1.28990	1.29990	1.26990
2	2007.01.12 15:00	close	1	0.01	1.28900	1.29990	1.26990	137.34	1000137.34
3	2007.01.26 07:00	sell	2	0.01	1.29190	1.30190	1.27190
4	2007.01.26 15:00	close	2	0.01	1.29038	1.30190	1.27190	231.95	1000369.29
5	2007.02.23 07:00	sell	3	0.01	1.31204	1.32204	1.29204
6	2007.02.23 15:00	close	3	0.01	1.31307	1.32204	1.29204	-157.18	1000212.11
7	2007.03.02 07:00	sell	4	0.01	1.31697	1.32697	1.29697
8	2007.03.02 15:00	close	4	0.01	1.31617	1.32697	1.29697	122.08	1000334.19
9	2007.03.23 07:00	sell	5	0.01	1.33172	1.34172	1.31172
10	2007.03.23 15:00	close	5	0.01	1.33129	1.34172	1.31172	65.62	1000399.81
11	2007.04.27 07:00	sell	6	0.01	1.36025	1.37025	1.34025
12	2007.04.27 15:00	close	6	0.01	1.36435	1.37025	1.34025	-625.68	999774.13
13	2007.05.04 07:00	sell	7	0.01	1.35427	1.36427	1.33427
14	2007.05.04 15:00	close	7	0.01	1.35626	1.36427	1.33427	-303.68	999470.45
15	2007.05.11 07:00	sell	8	0.01	1.34777	1.35777	1.32777
16	2007.05.11 15:00	close	8	0.01	1.34859	1.35777	1.32777	-125.14	999345.31
17	2007.05.18 07:00	sell	9	0.01	1.34862	1.35862	1.32862
18	2007.05.18 15:00	close	9	0.01	1.34763	1.35862	1.32862	151.08	999496.39
19	2007.05.25 07:00	sell	10	0.01	1.34198	1.35198	1.32198
20	2007.05.25 15:00	close	10	0.01	1.34373	1.35198	1.32198	-267.05	999229.34
21	2007.06.08 07:00	sell	11	0.01	1.34222	1.35222	1.32222
22	2007.06.08 15:00	close	11	0.01	1.33515	1.35222	1.32222	1078.91	1000308.25
23	2007.06.22 07:00	sell	12	0.01	1.33919	1.34919	1.31919
24	2007.06.22 15:00	close	12	0.01	1.34345	1.34919	1.31919	-650.09	999658.16
25	2007.06.29 07:00	sell	13	0.01	1.34370	1.35370	1.32370
26	2007.06.29 15:00	close	13	0.01	1.34975	1.35370	1.32370	-923.26	998734.90
27	2007.07.06 07:00	sell	14	0.01	1.35972	1.36972	1.33972
28	2007.07.06 15:00	close	14	0.01	1.35898	1.36972	1.33972	112.93	998847.83
29	2007.07.20 07:00	sell	15	0.01	1.37922	1.38922	1.35922
30	2007.07.20 15:00	close	15	0.01	1.37940	1.38922	1.35922	-27.47	998820.36
31	2007.07.27 07:15	sell	16	0.01	1.37387	1.38387	1.35387
32	2007.07.27 15:15	close	16	0.01	1.36516	1.38387	1.35387	1329.16	1000149.52
33	2007.08.10 07:00	sell	17	0.01	1.36615	1.37615	1.34615
34	2007.08.10 15:00	close	17	0.01	1.36535	1.37615	1.34615	122.08	1000271.60
35	2007.08.17 07:00	sell	18	0.01	1.34155	1.35155	1.32155
36	2007.08.17 15:00	close	18	0.01	1.34644	1.35155	1.32155	-746.22	999525.38
37	2007.09.14 07:00	sell	19	0.01	1.38692	1.39692	1.36692
38	2007.09.14 15:00	close	19	0.01	1.38576	1.39692	1.36692	177.01	999702.39
39	2007.11.16 07:00	sell	20	0.01	1.46138	1.47138	1.44138
40	2007.11.16 15:00	close	20	0.01	1.46230	1.47138	1.44138	-140.39	999562.00
41	2007.11.30 07:00	sell	21	0.01	1.47368	1.48368	1.45368
42	2007.11.30 15:00	close	21	0.01	1.47550	1.48368	1.45368	-277.73	999284.27
43	2007.12.07 07:00	sell	22	0.01	1.46066	1.47066	1.44066
44	2007.12.07 15:00	close	22	0.01	1.46393	1.47066	1.44066	-499.00	998785.27
45	2007.12.14 07:00	sell	23	0.01	1.46225	1.47225	1.44225
46	2007.12.14 15:00	close	23	0.01	1.44942	1.47225	1.44225	1957.84	1000743.11
47	2008.01.18 07:00	sell	24	0.01	1.46416	1.47416	1.44416
48	2008.01.18 15:00	close	24	0.01	1.46649	1.47416	1.44416	-355.53	1000387.58
49	2008.02.08 07:00	sell	25	0.01	1.44808	1.45808	1.42808
50	2008.02.08 15:00	close	25	0.01	1.45118	1.45808	1.42808	-473.06	999914.52
51	2008.03.21 07:00	sell	26	0.01	1.54191	1.55191	1.52191
52	2008.03.21 15:00	close	26	0.01	1.54319	1.55191	1.52191	-195.33	999719.19
53	2008.04.11 07:00	sell	27	0.01	1.57712	1.58712	1.55712
54	2008.04.11 15:00	close	27	0.01	1.58284	1.58712	1.55712	-872.88	998846.31
55	2008.04.18 07:00	sell	28	0.01	1.58987	1.59987	1.56987
56	2008.04.18 15:00	close	28	0.01	1.57800	1.59987	1.56987	1811.37	1000657.68
57	2008.04.25 07:00	sell	29	0.01	1.56898	1.57898	1.54898
58	2008.04.25 15:00	close	29	0.01	1.56108	1.57898	1.54898	1205.55	1001863.23
59	2008.05.02 07:00	sell	30	0.01	1.54482	1.55482	1.52482
60	2008.05.02 15:00	close	30	0.01	1.54598	1.55482	1.52482	-177.02	1001686.21
61	2008.05.23 07:05	sell	31	0.01	1.57250	1.58250	1.55250
62	2008.05.23 15:05	close	31	0.01	1.57463	1.58250	1.55250	-325.04	1001361.17
63	2008.05.30 07:00	sell	32	0.01	1.55177	1.56177	1.53177
64	2008.05.30 15:00	close	32	0.01	1.55190	1.56177	1.53177	-19.83	1001341.34
65	2008.06.13 07:00	sell	33	0.01	1.54488	1.55488	1.52488
66	2008.06.13 15:00	close	33	0.01	1.53198	1.55488	1.52488	1968.55	1003309.89
67	2008.06.20 07:15	sell	34	0.01	1.55080	1.56080	1.53080
68	2008.06.20 13:04	s/l	34	0.01	1.56093	1.56080	1.53080	-1545.85	1001764.04
69	2008.07.04 07:00	sell	35	0.01	1.57152	1.58152	1.55152
70	2008.07.04 15:00	close	35	0.01	1.56768	1.58152	1.55152	586.00	1002350.04
71	2008.07.18 07:00	sell	36	0.01	1.58447	1.59447	1.56447
72	2008.07.18 15:00	close	36	0.01	1.58281	1.59447	1.56447	253.32	1002603.36
73	2008.07.25 07:05	sell	37	0.01	1.56882	1.57882	1.54882
74	2008.07.25 15:05	close	37	0.01	1.57372	1.57882	1.54882	-747.75	1001855.61
75	2008.08.01 07:00	sell	38	0.01	1.55685	1.56685	1.53685
76	2008.08.01 15:00	close	38	0.01	1.55757	1.56685	1.53685	-109.87	1001745.74
77	2008.08.08 07:00	sell	39	0.01	1.52141	1.53141	1.50141
78	2008.08.08 15:00	close	39	0.01	1.51062	1.53141	1.50141	1646.56	1003392.30
79	2008.08.15 07:00	sell	40	0.01	1.47725	1.48725	1.45725
80	2008.08.15 15:00	close	40	0.01	1.47430	1.48725	1.45725	450.14	1003842.44
81	2008.09.05 07:00	sell	41	0.01	1.42793	1.43793	1.40793
82	2008.09.05 15:00	close	41	0.01	1.42504	1.43793	1.40793	440.99	1004283.43
83	2008.09.12 07:00	sell	42	0.01	1.39733	1.40733	1.37733
84	2008.09.12 10:28	s/l	42	0.01	1.40743	1.40733	1.37733	-1541.17	1002742.26
85	2008.09.19 07:00	sell	43	0.01	1.42105	1.43105	1.40105
86	2008.09.19 15:00	close	43	0.01	1.42129	1.43105	1.40105	-36.62	1002705.64
87	2008.09.26 07:35	sell	44	0.01	1.46530	1.47530	1.44530
88	2008.09.26 15:35	close	44	0.01	1.46429	1.47530	1.44530	154.11	1002859.75
89	2008.10.03 07:00	sell	45	0.01	1.38450	1.39450	1.36450
90	2008.10.03 15:00	close	45	0.01	1.38495	1.39450	1.36450	-68.67	1002791.08
91	2008.10.10 07:00	sell	46	0.01	1.35434	1.36434	1.33434
92	2008.10.10 10:32	s/l	46	0.01	1.36441	1.36434	1.33434	-1536.60	1001254.48
93	2008.10.17 07:00	sell	47	0.01	1.34614	1.35614	1.32614
94	2008.10.17 15:00	close	47	0.01	1.34182	1.35614	1.32614	659.21	1001913.69
95	2008.10.24 07:00	sell	48	0.01	1.27618	1.28618	1.25618
96	2008.10.24 11:39	t/p	48	0.01	1.25616	1.28618	1.25618	3054.93	1004968.62
97	2008.10.31 07:00	sell	49	0.01	1.28530	1.29530	1.26530
98	2008.10.31 15:00	close	49	0.01	1.27240	1.29530	1.26530	1968.49	1006937.11
99	2008.11.07 07:00	sell	50	0.01	1.27575	1.28575	1.25575
100	2008.11.07 15:00	close	50	0.01	1.27810	1.28575	1.25575	-358.60	1006578.51
101	2008.11.21 07:00	sell	51	0.01	1.24850	1.25850	1.22850
102	2008.11.21 11:44	s/l	51	0.01	1.25850	1.25850	1.22850	-1525.97	1005052.54
103	2008.11.28 07:15	sell	52	0.01	1.29000	1.30000	1.27000
104	2008.11.28 14:57	t/p	52	0.01	1.27000	1.30000	1.27000	3051.94	1008104.48
105	2008.12.19 07:00	sell	53	0.01	1.42615	1.43615	1.40615
106	2008.12.19 11:05	t/p	53	0.01	1.40615	1.43615	1.40615	3051.80	1011156.28
107	2009.01.09 07:00	sell	54	0.01	1.36465	1.37465	1.34465
108	2009.01.09 15:00	close	54	0.01	1.36915	1.37465	1.34465	-686.66	1010469.62
109	2009.01.23 07:00	sell	55	0.01	1.29415	1.30415	1.27415
110	2009.01.23 15:00	close	55	0.01	1.28080	1.30415	1.27415	2037.08	1012506.70
111	2009.01.30 07:00	sell	56	0.01	1.28895	1.29895	1.26895
112	2009.01.30 15:00	close	56	0.01	1.28185	1.29895	1.26895	1083.38	1013590.08
113	2009.02.06 07:00	sell	57	0.01	1.27845	1.28845	1.25845
114	2009.02.06 15:00	close	57	0.01	1.27980	1.28845	1.25845	-205.99	1013384.09
115	2009.02.20 07:00	sell	58	0.01	1.25915	1.26915	1.23915
116	2009.02.20 15:00	close	58	0.01	1.26135	1.26915	1.23915	-335.70	1013048.39
117	2009.02.27 07:00	sell	59	0.01	1.27325	1.28325	1.25325
118	2009.02.27 15:00	close	59	0.01	1.26630	1.28325	1.25325	1060.50	1014108.89
119	2009.04.10 07:00	sell	60	0.01	1.31340	1.32340	1.29340
120	2009.04.10 15:00	close	60	0.01	1.31385	1.32340	1.29340	-68.66	1014040.23
121	2009.04.17 07:00	sell	61	0.01	1.31190	1.32190	1.29190
122	2009.04.17 15:00	close	61	0.01	1.30685	1.32190	1.29190	770.57	1014810.80
123	2009.05.01 07:15	sell	62	0.01	1.32485	1.33485	1.30485
124	2009.05.01 15:15	close	62	0.01	1.32975	1.33485	1.30485	-747.68	1014063.12
125	2009.06.19 07:00	sell	63	0.01	1.39181	1.40181	1.37181
126	2009.06.19 15:00	close	63	0.01	1.39285	1.40181	1.37181	-158.68	1013904.44
127	2009.07.03 07:00	sell	64	0.01	1.39843	1.40843	1.37843
128	2009.07.03 15:00	close	64	0.01	1.40063	1.40843	1.37843	-335.67	1013568.77
129	2009.07.10 07:15	sell	65	0.01	1.39714	1.40714	1.37714
130	2009.07.10 15:15	close	65	0.01	1.39044	1.40714	1.37714	1022.28	1014591.05
131	2009.07.24 07:00	sell	66	0.01	1.41589	1.42589	1.39589
132	2009.07.24 15:00	close	66	0.01	1.42432	1.42589	1.39589	-1286.24	1013304.81
133	2009.08.07 07:00	sell	67	0.01	1.43599	1.44599	1.41599
134	2009.08.07 15:00	close	67	0.01	1.43558	1.44599	1.41599	62.56	1013367.37
135	2009.08.21 07:00	sell	68	0.01	1.42235	1.43235	1.40235
136	2009.08.21 13:14	s/l	68	0.01	1.43259	1.43235	1.40235	-1562.41	1011804.96
137	2009.09.04 07:00	sell	69	0.01	1.42498	1.43498	1.40498
138	2009.09.04 15:00	close	69	0.01	1.42627	1.43498	1.40498	-196.83	1011608.13
139	2009.09.18 07:00	sell	70	0.01	1.47148	1.48148	1.45148
140	2009.09.18 15:00	close	70	0.01	1.47108	1.48148	1.45148	61.03	1011669.16
141	2009.09.25 07:00	sell	71	0.01	1.46541	1.47541	1.44541
142	2009.09.25 15:00	close	71	0.01	1.46771	1.47541	1.44541	-350.93	1011318.23
143	2009.10.02 07:00	sell	72	0.01	1.45399	1.46399	1.43399
144	2009.10.02 15:00	close	72	0.01	1.45321	1.46399	1.43399	119.02	1011437.25
145	2009.10.09 07:00	sell	73	0.01	1.47188	1.48188	1.45188
146	2009.10.09 15:00	close	73	0.01	1.47625	1.48188	1.45188	-666.79	1010770.46
147	2009.10.16 08:00	sell	74	0.01	1.49231	1.50231	1.47231
148	2009.10.16 16:00	close	74	0.01	1.48633	1.50231	1.47231	912.45	1011682.91
149	2009.11.13 07:00	sell	75	0.01	1.48578	1.49578	1.46578
150	2009.11.13 15:00	close	75	0.01	1.48639	1.49578	1.46578	-93.07	1011589.84
151	2009.11.27 07:00	sell	76	0.01	1.49342	1.50342	1.47342
152	2009.11.27 15:00	close	76	0.01	1.49100	1.50342	1.47342	369.26	1011959.10
153	2009.12.04 07:00	sell	77	0.01	1.50541	1.51541	1.48541
154	2009.12.04 15:00	close	77	0.01	1.50707	1.51541	1.48541	-253.29	1011705.81
155	2009.12.11 07:00	sell	78	0.01	1.47232	1.48232	1.45232
156	2009.12.11 15:00	close	78	0.01	1.47636	1.48232	1.45232	-616.44	1011089.37
157	2009.12.18 07:00	sell	79	0.01	1.43918	1.44918	1.41918
158	2009.12.18 15:00	close	79	0.01	1.43369	1.44918	1.41918	837.69	1011927.06
159	2010.01.08 07:00	sell	80	0.01	1.43116	1.44116	1.41116
160	2010.01.08 15:00	close	80	0.01	1.42894	1.44116	1.41116	338.74	1012265.80
161	2010.01.15 07:00	sell	81	0.01	1.44162	1.45162	1.42162
162	2010.01.15 15:00	close	81	0.01	1.43814	1.45162	1.42162	531.00	1012796.80
163	2010.01.29 07:00	sell	82	0.01	1.39306	1.40306	1.37306
164	2010.01.29 15:00	close	82	0.01	1.39599	1.40306	1.37306	-447.07	1012349.73
165	2010.02.05 07:00	sell	83	0.01	1.37101	1.38101	1.35101
166	2010.02.05 15:00	close	83	0.01	1.36921	1.38101	1.35101	274.65	1012624.38
167	2010.02.12 07:00	sell	84	0.01	1.36657	1.37657	1.34657
168	2010.02.12 15:00	close	84	0.01	1.35604	1.37657	1.34657	1606.71	1014231.09
169	2010.02.19 07:00	sell	85	0.01	1.34797	1.35797	1.32797
170	2010.02.19 15:00	close	85	0.01	1.35183	1.35797	1.32797	-588.98	1013642.11
171	2010.03.05 07:00	sell	86	0.01	1.35909	1.36909	1.33909
172	2010.03.05 15:00	close	86	0.01	1.35805	1.36909	1.33909	158.69	1013800.80
173	2010.03.19 07:00	sell	87	0.01	1.36244	1.37244	1.34244
174	2010.03.19 15:00	close	87	0.01	1.35659	1.37244	1.34244	892.61	1014693.41
175	2010.04.16 07:00	sell	88	0.01	1.35408	1.36408	1.33408
176	2010.04.16 15:00	close	88	0.01	1.35361	1.36408	1.33408	71.71	1014765.12
177	2010.04.23 07:00	sell	89	0.01	1.32242	1.33242	1.30242
178	2010.04.23 11:50	s/l	89	0.01	1.33245	1.33242	1.30242	-1530.42	1013234.70
179	2010.05.07 07:00	sell	90	0.01	1.27049	1.28049	1.25049
180	2010.05.07 15:00	close	90	0.01	1.27315	1.28049	1.25049	-405.87	1012828.83
181	2010.05.14 07:00	sell	91	0.01	1.25334	1.26334	1.23334
182	2010.05.14 15:00	close	91	0.01	1.24787	1.26334	1.23334	834.63	1013663.46
183	2010.05.28 07:00	sell	92	0.01	1.22999	1.23999	1.20999
184	2010.05.28 11:30	s/l	92	0.01	1.24011	1.23999	1.20999	-1544.14	1012119.32
185	2010.06.04 07:00	sell	93	0.01	1.21756	1.22756	1.19756
186	2010.06.04 15:00	close	93	0.01	1.20520	1.22756	1.19756	1885.93	1014005.25
187	2010.06.25 07:35	sell	94	0.01	1.23131	1.24131	1.21131
188	2010.06.25 15:35	close	94	0.01	1.22847	1.24131	1.21131	433.31	1014438.56
189	2010.08.13 07:00	sell	95	0.01	1.28626	1.29626	1.26626
190	2010.08.13 15:00	close	95	0.01	1.28002	1.29626	1.26626	952.07	1015390.63
191	2010.08.20 07:00	sell	96	0.01	1.28068	1.29068	1.26068
192	2010.08.20 15:00	close	96	0.01	1.27083	1.29068	1.26068	1502.77	1016893.40
193	2010.09.10 07:00	sell	97	0.01	1.26632	1.27632	1.24632
194	2010.09.10 15:00	close	97	0.01	1.27299	1.27632	1.24632	-1017.61	1015875.79
195	2010.09.24 07:20	sell	98	0.01	1.33313	1.34313	1.31313
196	2010.09.24 13:01	s/l	98	0.01	1.34318	1.34313	1.31313	-1533.26	1014342.53
197	2010.10.15 07:00	sell	99	0.01	1.40368	1.41368	1.38368
198	2010.10.15 15:00	close	99	0.01	1.40964	1.41368	1.38368	-909.34	1013433.19
199	2010.10.22 07:00	sell	100	0.01	1.39278	1.40278	1.37278
200	2010.10.22 15:00	close	100	0.01	1.39473	1.40278	1.37278	-297.52	1013135.67