通貨ペア		EURJPY (Euro vs Japanese Yen)
期間		15分足(M15) 2021.01.04 00:00 - 2021.12.30 23:45 (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=2; p_CCIOption　="---------------------------------------------------"; p_CCIPeriod=12; p_CCIUpperLine=200; p_CCILowerLine=-150; p_RSIOption　="---------------------------------------------------"; p_RSIPERIOD=14; p_RSIupperlimit=70; p_RSIlowerlimit=30; p_envelopesOption　="---------------------------------------------------"; p_envPeriod=10; p_envMethod=1; p_envDeviation=0.15; p_entryOption　="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.5; p_slippage=2; p_stopLoss=50; p_takeProfit=0; p_otherOption　="---------------------------------------------------"; p_maxPosition=1; p_magicNumber=7097853;
テストバー数	24963	モデルティック数	23378780	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	491.73	総利益	1188.86	総損失	-697.12
プロフィットファクタ	1.71	期待利得	7.13
絶対ドローダウン	33.59	最大ドローダウン	210.98 (2.03%)	相対ドローダウン	2.03% (210.98)
総取引数	69	売りポジション(勝率%）	21 (52.38%)	買いポジション(勝率%）	48 (56.25%)
		勝率(%)	38 (55.07%)	負率 (%)	31 (44.93%)
最大		勝トレード	154.94	敗トレード	-54.84
平均		勝トレード	31.29	敗トレード	-22.49
最大		連勝(金額)	6 (143.66)	連敗(金額)	4 (-134.48)
最大		連勝(トレード数)	198.51 (2)	連敗(トレード数)	-134.48 (4)
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	2021.01.08 20:45	buy	1	0.05	126.874	126.367	0.000
2	2021.01.13 15:40	s/l	1	0.05	126.367	126.367	0.000	-17.11	9982.89
3	2021.01.15 17:30	buy	2	0.07	125.434	124.928	0.000
4	2021.01.19 04:45	close	2	0.07	125.756	124.928	0.000	15.50	9998.39
5	2021.01.20 17:00	buy	3	0.05	125.373	124.866	0.000
6	2021.01.28 16:15	close	3	0.05	126.572	124.866	0.000	41.39	10039.78
7	2021.02.02 12:30	buy	4	0.05	126.385	125.881	0.000
8	2021.02.05 16:00	close	4	0.05	126.860	125.881	0.000	16.45	10056.23
9	2021.02.17 16:30	buy	5	0.05	127.586	127.084	0.000
10	2021.02.19 17:30	close	5	0.05	128.151	127.084	0.000	19.46	10075.69
11	2021.02.22 17:00	buy	6	0.05	127.694	127.187	0.000
12	2021.02.24 11:00	close	6	0.05	128.577	127.187	0.000	30.19	10105.88
13	2021.02.25 10:15	sell	7	0.05	129.374	129.878	0.000
14	2021.02.25 14:40	s/l	7	0.05	129.878	129.878	0.000	-17.17	10088.71
15	2021.02.25 20:30	buy	8	0.07	129.353	128.846	0.000
16	2021.02.26 09:18	s/l	8	0.07	128.846	128.846	0.000	-24.10	10064.60
17	2021.02.26 09:30	buy	9	0.11	128.750	128.245	0.000
18	2021.02.26 17:45	close	9	0.11	129.307	128.245	0.000	41.75	10106.35
19	2021.03.02 05:00	buy	10	0.05	128.323	127.817	0.000
20	2021.03.02 18:15	close	10	0.05	128.851	127.817	0.000	17.98	10124.33
21	2021.03.03 11:45	sell	11	0.05	129.431	129.936	0.000
22	2021.03.03 15:15	close	11	0.05	128.818	129.936	0.000	20.88	10145.21
23	2021.03.03 15:15	buy	12	0.05	128.818	128.290	0.000
24	2021.03.08 17:00	close	12	0.05	129.262	128.290	0.000	15.40	10160.61
25	2021.03.09 18:30	buy	13	0.05	129.097	128.591	0.000
26	2021.03.17 21:15	close	13	0.05	130.370	128.591	0.000	43.80	10204.41
27	2021.03.17 21:15	sell	14	0.05	130.370	130.877	0.000
28	2021.03.18 06:15	close	14	0.05	130.237	130.877	0.000	3.85	10208.26
29	2021.03.18 22:45	buy	15	0.05	129.625	129.121	0.000
30	2021.03.22 00:00	s/l	15	0.05	129.121	129.121	0.000	-17.06	10191.20
31	2021.03.22 00:15	buy	16	0.07	129.079	128.518	0.000
32	2021.03.22 15:15	close	16	0.07	129.758	128.518	0.000	32.39	10223.59
33	2021.03.23 11:30	buy	17	0.05	129.349	128.843	0.000
34	2021.03.23 21:31	s/l	17	0.05	128.843	128.843	0.000	-17.24	10206.35
35	2021.03.29 08:15	buy	18	0.07	128.845	128.341	0.000
36	2021.03.31 03:45	close	18	0.07	129.623	128.341	0.000	37.26	10243.61
37	2021.03.31 03:45	sell	19	0.05	129.623	130.127	0.000
38	2021.04.01 13:16	s/l	19	0.05	130.127	130.127	0.000	-17.85	10225.76
39	2021.04.06 16:00	buy	20	0.07	130.003	129.501	0.000
40	2021.04.13 16:15	close	20	0.07	130.413	129.501	0.000	20.09	10245.85
41	2021.04.16 11:00	sell	21	0.05	130.534	131.039	0.000
42	2021.04.19 04:45	close	21	0.05	129.771	131.039	0.000	25.76	10271.61
43	2021.04.19 04:45	buy	22	0.05	129.771	129.267	0.000
44	2021.04.20 09:45	close	22	0.05	130.794	129.267	0.000	34.90	10306.52
45	2021.04.20 09:45	sell	23	0.05	130.794	131.297	0.000
46	2021.04.20 18:30	close	23	0.05	130.146	131.297	0.000	22.08	10328.60
47	2021.04.20 18:30	buy	24	0.05	130.146	129.642	0.000
48	2021.04.21 15:36	s/l	24	0.05	129.642	129.642	0.000	-17.12	10311.48
49	2021.04.23 10:30	sell	25	0.07	130.082	130.596	0.000
50	2021.04.26 00:34	s/l	25	0.07	130.596	130.596	0.000	-24.83	10286.66
51	2021.05.11 16:15	buy	26	0.11	131.866	131.361	0.000
52	2021.05.12 15:45	close	26	0.11	132.187	131.361	0.000	24.18	10310.83
53	2021.05.13 12:00	buy	27	0.05	132.171	131.668	0.000
54	2021.05.27 17:15	close	27	0.05	133.598	131.668	0.000	49.37	10360.21
55	2021.06.10 15:45	sell	28	0.05	133.590	134.094	0.000
56	2021.06.16 21:45	close	28	0.05	132.764	134.094	0.000	27.24	10387.44
57	2021.06.16 21:45	buy	29	0.05	132.764	132.259	0.000
58	2021.06.17 10:30	s/l	29	0.05	132.259	132.259	0.000	-17.05	10370.39
59	2021.06.17 10:45	buy	30	0.07	132.164	131.660	0.000
60	2021.06.17 17:17	s/l	30	0.07	131.660	131.660	0.000	-24.04	10346.35
61	2021.06.17 18:45	buy	31	0.11	131.412	130.907	0.000
62	2021.06.18 09:53	s/l	31	0.11	130.907	130.907	0.000	-37.73	10308.62
63	2021.06.21 06:30	buy	32	0.16	130.268	129.764	0.000
64	2021.06.21 11:00	close	32	0.16	130.739	129.764	0.000	51.35	10359.97
65	2021.06.21 16:45	sell	33	0.05	131.291	131.795	0.000
66	2021.06.22 16:13	s/l	33	0.05	131.795	131.795	0.000	-17.40	10342.57
67	2021.06.22 16:15	sell	34	0.07	131.795	132.300	0.000
68	2021.06.23 09:38	s/l	34	0.07	132.300	132.300	0.000	-24.40	10318.18
69	2021.07.01 10:15	sell	35	0.11	131.915	132.420	0.000
70	2021.07.01 15:09	s/l	35	0.11	132.420	132.420	0.000	-37.85	10280.33
71	2021.07.06 11:30	buy	36	0.16	131.282	130.779	0.000
72	2021.07.06 17:35	s/l	36	0.16	130.779	130.779	0.000	-54.84	10225.49
73	2021.07.08 10:15	buy	37	0.25	129.874	129.366	0.000
74	2021.07.09 17:15	close	37	0.25	130.782	129.366	0.000	154.94	10380.43
75	2021.07.09 17:15	sell	38	0.05	130.782	131.285	0.000
76	2021.07.19 10:45	close	38	0.05	129.450	131.285	0.000	43.57	10424.00
77	2021.07.19 10:45	buy	39	0.05	129.450	128.946	0.000
78	2021.07.19 15:15	s/l	39	0.05	128.946	128.946	0.000	-17.17	10406.83
79	2021.07.21 16:45	sell	40	0.07	129.944	130.448	0.000
80	2021.07.22 18:30	close	40	0.07	129.682	130.448	0.000	11.55	10418.38
81	2021.07.27 10:15	buy	41	0.05	129.695	129.190	0.000
82	2021.08.03 16:50	s/l	41	0.05	129.190	129.190	0.000	-16.83	10401.54
83	2021.08.19 10:15	buy	42	0.07	128.269	127.763	0.000
84	2021.09.22 04:30	close	42	0.07	128.392	127.763	0.000	8.27	10409.81
85	2021.09.22 04:30	sell	43	0.05	128.392	128.897	0.000
86	2021.09.23 10:10	s/l	43	0.05	128.897	128.897	0.000	-17.88	10391.93
87	2021.09.29 10:15	buy	44	0.07	129.936	129.432	0.000
88	2021.09.30 17:02	s/l	44	0.07	129.432	129.432	0.000	-23.81	10368.12
89	2021.10.01 04:15	buy	45	0.11	128.672	128.166	0.000
90	2021.10.08 17:45	close	45	0.11	129.588	128.166	0.000	69.49	10437.61
91	2021.10.11 15:45	sell	46	0.05	130.922	131.426	0.000
92	2021.10.13 20:39	s/l	46	0.05	131.426	131.426	0.000	-17.62	10419.98
93	2021.10.18 04:15	buy	47	0.07	132.192	131.683	0.000
94	2021.10.25 04:15	close	47	0.07	132.530	131.683	0.000	16.65	10436.63
95	2021.10.25 04:15	sell	48	0.05	132.530	133.036	0.000
96	2021.10.25 14:45	close	48	0.05	131.914	133.036	0.000	20.99	10457.62
97	2021.10.25 14:45	buy	49	0.05	131.914	131.410	0.000
98	2021.10.28 15:45	close	49	0.05	132.036	131.410	0.000	4.43	10462.05
99	2021.10.28 16:00	sell	50	0.05	132.218	132.722	0.000
100	2021.10.29 00:02	s/l	50	0.05	132.722	132.722	0.000	-17.40	10444.65
101	2021.10.29 17:15	buy	51	0.07	132.118	131.614	0.000
102	2021.10.29 19:20	s/l	51	0.07	131.614	131.614	0.000	-24.03	10420.62
103	2021.11.02 07:45	buy	52	0.11	131.917	131.411	0.000
104	2021.11.02 15:45	close	52	0.11	132.083	131.411	0.000	12.44	10433.06
105	2021.11.04 11:15	buy	53	0.05	131.991	131.486	0.000
106	2021.11.04 14:12	s/l	53	0.05	131.486	131.486	0.000	-17.20	10415.86
107	2021.11.04 14:15	buy	54	0.07	131.468	130.963	0.000
108	2021.11.05 16:09	s/l	54	0.07	130.963	130.963	0.000	-24.01	10391.85
109	2021.11.05 16:15	buy	55	0.11	130.968	130.462	0.000
110	2021.11.10 16:15	close	55	0.11	131.212	130.462	0.000	18.64	10410.49
111	2021.11.10 16:15	sell	56	0.05	131.212	131.717	0.000
112	2021.11.10 21:30	close	56	0.05	130.748	131.717	0.000	15.81	10426.30
113	2021.11.15 19:30	buy	57	0.05	129.817	129.314	0.000
114	2021.11.17 19:34	s/l	57	0.05	129.314	129.314	0.000	-17.03	10409.27
115	2021.11.17 19:45	buy	58	0.07	129.139	128.634	0.000
116	2021.11.19 12:04	s/l	58	0.07	128.634	128.634	0.000	-23.78	10385.49
117	2021.11.19 12:15	buy	59	0.11	128.533	128.026	0.000
118	2021.11.19 14:56	s/l	59	0.11	128.026	128.026	0.000	-38.00	10347.49
119	2021.11.19 15:00	buy	60	0.16	128.071	127.568	0.000
120	2021.11.19 16:15	close	60	0.16	128.809	127.568	0.000	80.46	10427.95
121	2021.11.24 12:00	buy	61	0.05	128.868	128.358	0.000
122	2021.11.26 09:43	s/l	61	0.05	128.358	128.358	0.000	-17.16	10410.80
123	2021.11.26 09:45	buy	62	0.07	128.306	127.800	0.000
124	2021.11.26 19:59	s/l	62	0.07	127.800	127.800	0.000	-24.13	10386.67
125	2021.11.29 07:45	buy	63	0.11	127.804	127.299	0.000
126	2021.11.30 01:30	close	63	0.11	128.595	127.299	0.000	59.41	10446.07
127	2021.11.30 01:30	sell	64	0.05	128.595	129.100	0.000
128	2021.11.30 07:15	close	64	0.05	128.105	129.100	0.000	16.69	10462.76
129	2021.11.30 07:30	buy	65	0.05	128.048	127.539	0.000
130	2021.12.02 00:01	s/l	65	0.05	127.539	127.539	0.000	-17.14	10445.63
131	2021.12.09 17:45	buy	66	0.07	127.958	127.455	0.000
132	2021.12.15 22:00	close	66	0.07	128.528	127.455	0.000	27.49	10473.12
133	2021.12.15 22:15	sell	67	0.05	128.635	129.148	0.000
134	2021.12.16 10:54	s/l	67	0.05	129.148	129.148	0.000	-18.15	10454.97
135	2021.12.16 15:00	sell	68	0.07	129.323	129.832	0.000
136	2021.12.16 16:45	close	68	0.07	128.934	129.832	0.000	18.55	10473.52
137	2021.12.28 16:45	buy	69	0.05	129.766	129.262	0.000
138	2021.12.29 17:00	close	69	0.05	130.299	129.262	0.000	18.21	10491.73