通貨ペア		AUDUSD (Australian Dollar vs US Dollar)
期間		30分足(M30) 2021.01.04 00:00 - 2021.12.30 23:30 (2021.01.01 - 2021.12.31)
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		switchbuysell=1; p_CCIOption　="---------------------------------------------------"; p_CCIPeriod=20; p_CCIUpperLine=100; p_CCILowerLine=-100; p_RSIOption　="---------------------------------------------------"; p_RSIPERIOD=10; p_RSIupperlimit=70; p_RSIlowerlimit=30; p_envelopesOption　="---------------------------------------------------"; p_envPeriod=10; p_envMethod=2; p_envDeviation=0.2; p_entryOption　="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.7; p_slippage=2; p_stopLoss=150; p_takeProfit=100; p_otherOption　="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数	12532	モデルティック数	15283089	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	10000.00			スプレッド	変動
純益	508.02	総利益	1198.39	総損失	-690.37
プロフィットファクタ	1.74	期待利得	5.58
絶対ドローダウン	29.05	最大ドローダウン	178.77 (1.72%)	相対ドローダウン	1.72% (178.77)
総取引数	91	売りポジション(勝率%）	91 (67.03%)	買いポジション(勝率%）	0 (0.00%)
		勝率(%)	61 (67.03%)	負率 (%)	30 (32.97%)
最大		勝トレード	118.69	敗トレード	-122.56
平均		勝トレード	19.65	敗トレード	-23.01
最大		連勝(金額)	7 (102.55)	連敗(金額)	3 (-43.83)
最大		連勝(トレード数)	142.61 (6)	連敗(トレード数)	-158.31 (2)
平均		連勝	3	連敗	1

#	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	2021.01.04 11:30	sell	1	0.05	0.77369	0.78880	0.76369
2	2021.01.04 17:30	close	1	0.05	0.76845	0.78880	0.76369	26.20	10026.20
3	2021.01.05 05:30	sell	2	0.05	0.77058	0.78569	0.76058
4	2021.01.06 05:00	close	2	0.05	0.77349	0.78569	0.76058	-14.71	10011.49
5	2021.01.06 09:30	sell	3	0.08	0.77926	0.79438	0.76926
6	2021.01.06 16:30	close	3	0.08	0.77709	0.79438	0.76926	17.36	10028.85
7	2021.01.07 02:00	sell	4	0.05	0.78152	0.79665	0.77152
8	2021.01.07 11:30	close	4	0.05	0.77680	0.79665	0.77152	23.60	10052.45
9	2021.01.12 09:30	sell	5	0.05	0.77268	0.78778	0.76268
10	2021.01.13 12:30	close	5	0.05	0.77446	0.78778	0.76268	-9.06	10043.40
11	2021.01.14 19:00	sell	6	0.08	0.77889	0.79399	0.76889
12	2021.01.15 09:00	close	6	0.08	0.77464	0.79399	0.76889	33.75	10077.14
13	2021.01.19 03:30	sell	7	0.05	0.77033	0.78540	0.76033
14	2021.01.21 19:30	close	7	0.05	0.77445	0.78540	0.76033	-21.23	10055.91
15	2021.01.25 06:30	sell	8	0.08	0.77398	0.78907	0.76398
16	2021.01.25 17:00	close	8	0.08	0.77110	0.78907	0.76398	23.04	10078.95
17	2021.01.26 14:30	sell	9	0.05	0.77249	0.78756	0.76249
18	2021.01.27 14:00	close	9	0.05	0.77095	0.78756	0.76249	7.54	10086.50
19	2021.01.28 17:30	sell	10	0.05	0.76665	0.78175	0.75665
20	2021.01.29 06:00	close	10	0.05	0.76437	0.78175	0.75665	11.24	10097.74
21	2021.01.29 14:30	sell	11	0.05	0.76831	0.78341	0.75831
22	2021.01.29 19:30	close	11	0.05	0.76515	0.78341	0.75831	15.80	10113.54
23	2021.02.05 10:30	sell	12	0.05	0.76172	0.77679	0.75172
24	2021.02.10 12:00	close	12	0.05	0.77219	0.77679	0.75172	-52.82	10060.72
25	2021.02.11 09:00	sell	13	0.08	0.77499	0.79009	0.76499
26	2021.02.12 11:00	close	13	0.08	0.77239	0.79009	0.76499	20.55	10081.26
27	2021.02.12 19:00	sell	14	0.05	0.77607	0.79115	0.76607
28	2021.02.16 16:00	close	14	0.05	0.77554	0.79115	0.76607	2.33	10083.60
29	2021.02.18 11:00	sell	15	0.05	0.77771	0.79282	0.76771
30	2021.02.18 17:30	close	15	0.05	0.77411	0.79282	0.76771	18.00	10101.60
31	2021.02.19 08:30	sell	16	0.05	0.77861	0.79369	0.76861
32	2021.02.22 09:30	close	16	0.05	0.78599	0.79369	0.76861	-37.06	10064.54
33	2021.02.22 17:30	sell	17	0.08	0.79120	0.80628	0.78120
34	2021.02.25 18:00	close	17	0.08	0.79581	0.80628	0.78120	-38.14	10026.40
35	2021.03.01 18:00	sell	18	0.14	0.77824	0.79333	0.76824
36	2021.03.02 05:00	close	18	0.14	0.77475	0.79333	0.76824	48.42	10074.82
37	2021.03.02 13:00	sell	19	0.05	0.77892	0.79400	0.76892
38	2021.03.03 15:30	close	19	0.05	0.77939	0.79400	0.76892	-2.51	10072.31
39	2021.03.09 11:00	sell	20	0.08	0.77009	0.78518	0.76009
40	2021.03.10 04:00	close	20	0.08	0.76913	0.78518	0.76009	7.43	10079.74
41	2021.03.10 16:30	sell	21	0.05	0.77376	0.78885	0.76376
42	2021.03.11 17:30	close	21	0.05	0.77438	0.78885	0.76376	-3.57	10076.17
43	2021.03.17 21:30	sell	22	0.08	0.77611	0.79122	0.76611
44	2021.03.18 15:30	close	22	0.08	0.77882	0.79122	0.76611	-22.44	10053.73
45	2021.03.26 05:00	sell	23	0.14	0.76060	0.77568	0.75060
46	2021.03.30 14:00	close	23	0.14	0.76181	0.77568	0.75060	-17.82	10035.91
47	2021.03.31 17:30	sell	24	0.24	0.76324	0.77832	0.75324
48	2021.04.01 03:30	close	24	0.24	0.75820	0.77832	0.75324	118.69	10154.60
49	2021.04.01 16:30	sell	25	0.05	0.75939	0.77448	0.74939
50	2021.04.06 11:30	close	25	0.05	0.76244	0.77448	0.74939	-15.72	10138.88
51	2021.04.06 18:00	sell	26	0.08	0.76568	0.78077	0.75568
52	2021.04.07 10:30	close	26	0.08	0.76371	0.78077	0.75568	15.51	10154.39
53	2021.04.08 08:30	sell	27	0.05	0.76339	0.77847	0.75339
54	2021.04.09 08:30	close	27	0.05	0.76247	0.77847	0.75339	4.44	10158.83
55	2021.04.12 12:30	sell	28	0.05	0.76287	0.77796	0.75287
56	2021.04.19 03:00	close	28	0.05	0.77137	0.77796	0.75287	-43.60	10115.23
57	2021.04.19 11:00	sell	29	0.08	0.77661	0.79171	0.76661
58	2021.04.20 14:00	close	29	0.08	0.77694	0.79171	0.76661	-2.89	10112.34
59	2021.04.21 18:30	sell	30	0.14	0.77546	0.79055	0.76546
60	2021.04.22 16:30	close	30	0.14	0.77274	0.79055	0.76546	36.76	10149.09
61	2021.04.23 22:00	sell	31	0.05	0.77566	0.79074	0.76566
62	2021.04.27 12:00	close	31	0.05	0.77715	0.79074	0.76566	-7.77	10141.33
63	2021.04.28 17:30	sell	32	0.08	0.77682	0.79191	0.76682
64	2021.04.29 17:00	close	32	0.08	0.77713	0.79191	0.76682	-3.24	10138.09
65	2021.05.03 15:30	sell	33	0.14	0.77435	0.78944	0.76435
66	2021.05.04 11:00	close	33	0.14	0.77220	0.78944	0.76435	29.66	10167.75
67	2021.05.05 05:00	sell	34	0.05	0.77325	0.78834	0.76325
68	2021.05.06 06:00	close	34	0.05	0.77173	0.78834	0.76325	7.13	10174.88
69	2021.05.06 22:30	sell	35	0.05	0.77821	0.79330	0.76821
70	2021.05.10 21:30	close	35	0.05	0.78500	0.79330	0.76821	-34.27	10140.61
71	2021.05.14 15:30	sell	36	0.08	0.77538	0.79052	0.76538
72	2021.05.17 05:30	close	36	0.08	0.77528	0.79052	0.76538	0.55	10141.16
73	2021.05.18 04:30	sell	37	0.05	0.77926	0.79435	0.76926
74	2021.05.19 10:30	close	37	0.05	0.77695	0.79435	0.76926	11.39	10152.55
75	2021.05.20 16:30	sell	38	0.05	0.77674	0.79183	0.76674
76	2021.05.21 17:30	close	38	0.05	0.77396	0.79183	0.76674	13.74	10166.30
77	2021.05.25 10:30	sell	39	0.05	0.77744	0.79252	0.76744
78	2021.05.25 18:30	close	39	0.05	0.77420	0.79252	0.76744	16.20	10182.50
79	2021.05.26 05:30	sell	40	0.05	0.77751	0.79260	0.76751
80	2021.05.26 16:30	close	40	0.05	0.77463	0.79260	0.76751	14.40	10196.90
81	2021.06.01 04:30	sell	41	0.05	0.77572	0.79081	0.76572
82	2021.06.02 09:30	close	41	0.05	0.77375	0.79081	0.76572	9.69	10206.59
83	2021.06.04 16:00	sell	42	0.05	0.77152	0.78660	0.76152
84	2021.06.11 15:00	close	42	0.05	0.77344	0.78660	0.76152	-10.70	10195.89
85	2021.06.21 20:00	sell	43	0.08	0.75357	0.76867	0.74357
86	2021.06.22 11:30	close	43	0.08	0.74959	0.76867	0.74357	31.59	10227.47
87	2021.06.22 20:00	sell	44	0.05	0.75407	0.76916	0.74407
88	2021.06.28 15:00	close	44	0.05	0.75609	0.76916	0.74407	-11.04	10216.43
89	2021.07.02 16:00	sell	45	0.08	0.74887	0.76395	0.73887
90	2021.07.06 17:00	close	45	0.08	0.75466	0.76395	0.73887	-46.82	10169.60
91	2021.07.07 15:30	sell	46	0.14	0.75255	0.76765	0.74255
92	2021.07.07 17:30	close	46	0.14	0.74729	0.76765	0.74255	73.64	10243.24
93	2021.07.09 13:00	sell	47	0.05	0.74589	0.76099	0.73589
94	2021.07.12 13:30	close	47	0.05	0.74519	0.76099	0.73589	3.34	10246.59
95	2021.07.12 18:00	sell	48	0.05	0.74905	0.76414	0.73905
96	2021.07.13 16:00	close	48	0.05	0.74314	0.76414	0.73905	29.39	10275.98
97	2021.07.14 16:00	sell	49	0.05	0.74828	0.76340	0.73828
98	2021.07.15 06:00	close	49	0.05	0.74543	0.76340	0.73828	13.78	10289.76
99	2021.07.21 17:00	sell	50	0.05	0.73359	0.74869	0.72359
100	2021.07.26 11:30	close	50	0.05	0.73335	0.74869	0.72359	0.41	10290.17
101	2021.07.26 18:00	sell	51	0.05	0.73885	0.75395	0.72885
102	2021.07.27 10:30	close	51	0.05	0.73441	0.75395	0.72885	22.04	10312.21
103	2021.07.28 22:00	sell	52	0.05	0.73665	0.75176	0.72665
104	2021.07.30 14:00	close	52	0.05	0.73715	0.75176	0.72665	-3.13	10309.08
105	2021.08.02 17:00	sell	53	0.08	0.73755	0.75267	0.72755
106	2021.08.03 17:00	close	53	0.08	0.73632	0.75267	0.72755	9.59	10318.67
107	2021.08.04 11:00	sell	54	0.05	0.74228	0.75740	0.73228
108	2021.08.04 17:30	close	54	0.05	0.73897	0.75740	0.73228	16.55	10335.22
109	2021.08.11 16:00	sell	55	0.05	0.73745	0.75254	0.72745
110	2021.08.12 17:00	close	55	0.05	0.73422	0.75254	0.72745	15.68	10350.90
111	2021.08.13 17:30	sell	56	0.05	0.73633	0.75142	0.72633
112	2021.08.16 06:30	close	56	0.05	0.73421	0.75142	0.72633	10.44	10361.34
113	2021.08.23 04:30	sell	57	0.05	0.71553	0.73061	0.70553
114	2021.08.27 03:30	close	57	0.05	0.72249	0.73061	0.70553	-35.74	10325.60
115	2021.08.27 17:30	sell	58	0.08	0.72893	0.74403	0.71893
116	2021.09.03 15:15	s/l	58	0.08	0.74403	0.74403	0.71893	-122.56	10203.03
117	2021.09.03 16:00	sell	59	0.14	0.74575	0.76085	0.73575
118	2021.09.07 08:30	close	59	0.14	0.74221	0.76085	0.73575	48.68	10251.71
119	2021.09.09 11:30	sell	60	0.05	0.73792	0.75302	0.72792
120	2021.09.10 18:00	close	60	0.05	0.73784	0.75302	0.72792	0.24	10251.95
121	2021.09.14 16:30	sell	61	0.05	0.73655	0.75165	0.72655
122	2021.09.14 22:00	close	61	0.05	0.73193	0.75165	0.72655	23.10	10275.05
123	2021.09.17 10:30	sell	62	0.05	0.73155	0.74667	0.72155
124	2021.09.17 17:30	close	62	0.05	0.72786	0.74667	0.72155	18.45	10293.50
125	2021.09.22 04:30	sell	63	0.05	0.72674	0.74185	0.71674
126	2021.09.23 06:00	close	63	0.05	0.72239	0.74185	0.71674	21.28	10314.78
127	2021.09.23 11:30	sell	64	0.05	0.72730	0.74239	0.71730
128	2021.09.24 10:30	close	64	0.05	0.72778	0.74239	0.71730	-2.56	10312.22
129	2021.09.27 04:30	sell	65	0.08	0.72818	0.74329	0.71818
130	2021.09.28 10:00	close	65	0.08	0.72715	0.74329	0.71818	7.99	10320.21
131	2021.09.30 17:00	sell	66	0.05	0.72233	0.73742	0.71233
132	2021.10.01 09:30	close	66	0.05	0.71998	0.73742	0.71233	11.59	10331.80
133	2021.10.01 15:00	sell	67	0.05	0.72593	0.74104	0.71593
134	2021.10.05 04:30	close	67	0.05	0.72665	0.74104	0.71593	-3.92	10327.89
135	2021.10.07 19:00	sell	68	0.08	0.73204	0.74715	0.72204
136	2021.10.13 03:00	close	68	0.08	0.73339	0.74715	0.72204	-11.81	10316.08
137	2021.10.13 12:00	sell	69	0.14	0.73606	0.75116	0.72606
138	2021.10.13 16:00	close	69	0.14	0.73293	0.75116	0.72606	43.82	10359.90
139	2021.10.14 10:30	sell	70	0.05	0.74039	0.75548	0.73039
140	2021.10.18 13:30	close	70	0.05	0.73838	0.75548	0.73039	9.74	10369.63
141	2021.10.19 05:00	sell	71	0.05	0.74407	0.75918	0.73407
142	2021.10.21 08:30	close	71	0.05	0.75020	0.75918	0.73407	-31.28	10338.35
143	2021.10.22 10:30	sell	72	0.08	0.74958	0.76472	0.73958
144	2021.10.22 18:30	close	72	0.08	0.74740	0.76472	0.73958	17.44	10355.79
145	2021.10.25 11:00	sell	73	0.05	0.74998	0.76510	0.73998
146	2021.10.27 12:00	close	73	0.05	0.74919	0.76510	0.73998	3.64	10359.43
147	2021.10.28 17:30	sell	74	0.05	0.75448	0.76959	0.74448
148	2021.10.29 17:30	close	74	0.05	0.75087	0.76959	0.74448	17.89	10377.32
149	2021.11.01 19:00	sell	75	0.05	0.75337	0.76847	0.74337
150	2021.11.02 07:00	close	75	0.05	0.75052	0.76847	0.74337	14.09	10391.41
151	2021.11.04 02:30	sell	76	0.05	0.74634	0.76144	0.73634
152	2021.11.04 10:00	close	76	0.05	0.74307	0.76144	0.73634	16.35	10407.76
153	2021.11.08 17:30	sell	77	0.05	0.74237	0.75747	0.73237
154	2021.11.09 05:30	close	77	0.05	0.73962	0.75747	0.73237	13.59	10421.36
155	2021.11.10 16:30	sell	78	0.05	0.73869	0.75379	0.72869
156	2021.11.10 20:30	close	78	0.05	0.73478	0.75379	0.72869	19.55	10440.91
157	2021.11.12 17:30	sell	79	0.05	0.73157	0.74667	0.72157
158	2021.11.16 16:30	close	79	0.05	0.73202	0.74667	0.72157	-2.56	10438.34
159	2021.11.18 09:30	sell	80	0.08	0.72906	0.74416	0.71906
160	2021.11.18 16:00	close	80	0.08	0.72623	0.74416	0.71906	22.64	10460.98
161	2021.11.22 16:00	sell	81	0.05	0.72701	0.74211	0.71701
162	2021.11.22 19:00	close	81	0.05	0.72359	0.74211	0.71701	17.10	10478.08
163	2021.11.30 16:00	sell	82	0.05	0.71518	0.73029	0.70518
164	2021.11.30 18:00	close	82	0.05	0.70930	0.73029	0.70518	29.40	10507.48
165	2021.12.01 04:30	sell	83	0.05	0.71459	0.72969	0.70459
166	2021.12.01 19:00	close	83	0.05	0.71323	0.72969	0.70459	6.80	10514.28
167	2021.12.06 16:00	sell	84	0.05	0.70444	0.71954	0.69444
168	2021.12.09 13:30	close	84	0.05	0.71456	0.71954	0.69444	-51.39	10462.89
169	2021.12.10 16:00	sell	85	0.08	0.71771	0.73281	0.70771
170	2021.12.13 09:30	close	85	0.08	0.71510	0.73281	0.70771	20.63	10483.52
171	2021.12.15 11:00	sell	86	0.05	0.71304	0.72817	0.70304
172	2021.12.15 17:30	close	86	0.05	0.71124	0.72817	0.70304	9.00	10492.52
173	2021.12.15 22:30	sell	87	0.05	0.71660	0.73171	0.70660
174	2021.12.16 21:30	close	87	0.05	0.71736	0.73171	0.70660	-4.27	10488.25
175	2021.12.21 21:00	sell	88	0.08	0.71507	0.73016	0.70507
176	2021.12.22 07:30	close	88	0.08	0.71237	0.73016	0.70507	21.35	10509.60
177	2021.12.22 12:30	sell	89	0.05	0.71585	0.73095	0.70585
178	2021.12.27 11:30	close	89	0.05	0.72084	0.73095	0.70585	-25.74	10483.86
179	2021.12.28 15:30	sell	90	0.08	0.72613	0.74124	0.71613
180	2021.12.28 17:30	close	90	0.08	0.72317	0.74124	0.71613	23.68	10507.54
181	2021.12.29 17:30	sell	91	0.05	0.72574	0.74081	0.71574
182	2021.12.30 23:59	close at stop	91	0.05	0.72555	0.74081	0.71574	0.48	10508.02