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_MFIOption　="---------------------------------------------------"; p_MFIPeriod=13; p_MFIUpperLine=60; p_MFILowerLine=45; p_MFIKessaiUpperLine=70; p_MFIKessaiLowerLine=25; p_forceOption="---------------------------------------------------"; p_forcePeriod=10; p_forceMethod=0; p_enveOption　="---------------------------------------------------"; p_envePeriod=150; p_enveDeviation=0.05; p_enveMethod=0; p_entryOption　="---------------------------------------------------"; p_entryLot=0.05; p_multiplierLots=1.3; p_slippage=2; p_stopLoss=100; p_takeProfit=50; 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	161.19	総利益	344.65	総損失	-183.47
プロフィットファクタ	1.88	期待利得	2.07
絶対ドローダウン	5.26	最大ドローダウン	64.49 (0.64%)	相対ドローダウン	0.64% (64.49)
総取引数	78	売りポジション(勝率%）	51 (47.06%)	買いポジション(勝率%）	27 (55.56%)
		勝率(%)	39 (50.00%)	負率 (%)	39 (50.00%)
最大		勝トレード	41.17	敗トレード	-29.21
平均		勝トレード	8.84	敗トレード	-4.70
最大		連勝(金額)	5 (48.78)	連敗(金額)	6 (-54.49)
最大		連勝(トレード数)	48.78 (5)	連敗(トレード数)	-54.49 (6)
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	2021.01.04 05:15	buy	1	0.05	126.216	125.210	126.716
2	2021.01.04 09:30	close	1	0.05	126.287	125.210	126.716	2.48	10002.48
3	2021.01.05 21:15	sell	2	0.05	126.242	127.250	125.742
4	2021.01.05 22:00	close	2	0.05	126.282	127.250	125.742	-1.40	10001.08
5	2021.01.06 20:45	buy	3	0.06	126.988	125.984	127.488
6	2021.01.07 09:45	close	3	0.06	127.248	125.984	127.488	10.99	10012.07
7	2021.01.11 21:15	sell	4	0.05	126.708	127.712	126.208
8	2021.01.12 09:30	close	4	0.05	126.717	127.712	126.208	-0.52	10011.55
9	2021.01.13 07:00	sell	5	0.06	126.535	127.545	126.035
10	2021.01.13 07:30	close	5	0.06	126.575	127.545	126.035	-1.68	10009.87
11	2021.01.18 01:45	sell	6	0.08	125.419	126.426	124.919
12	2021.01.19 02:15	close	6	0.08	125.286	126.426	124.919	7.13	10017.00
13	2021.01.25 21:45	sell	7	0.05	125.965	126.971	125.465
14	2021.01.25 23:15	close	7	0.05	125.970	126.971	125.465	-0.17	10016.83
15	2021.02.02 17:30	sell	8	0.06	126.416	127.419	125.916
16	2021.02.03 03:00	close	8	0.06	126.421	127.419	125.916	-0.45	10016.38
17	2021.02.04 15:45	sell	9	0.08	126.183	127.188	125.683
18	2021.02.04 16:30	close	9	0.08	126.284	127.188	125.683	-5.66	10010.72
19	2021.02.09 13:30	sell	10	0.10	126.675	127.678	126.175
20	2021.02.09 21:45	close	10	0.10	126.729	127.678	126.175	-3.78	10006.94
21	2021.02.10 07:45	buy	11	0.14	126.826	125.821	127.326
22	2021.02.10 08:15	close	11	0.14	126.774	125.821	127.326	-5.09	10001.85
23	2021.02.17 15:45	sell	12	0.18	127.793	128.795	127.293
24	2021.02.17 18:00	close	12	0.18	127.466	128.795	127.293	41.17	10043.02
25	2021.02.18 01:15	sell	13	0.05	127.492	128.496	126.992
26	2021.02.18 15:00	close	13	0.05	127.674	128.496	126.992	-6.37	10036.65
27	2021.02.25 17:30	buy	14	0.06	129.804	128.799	130.304
28	2021.02.25 19:15	close	14	0.06	129.917	128.799	130.304	4.74	10041.39
29	2021.03.01 10:15	sell	15	0.05	128.695	129.701	128.195
30	2021.03.01 11:45	close	15	0.05	128.485	129.701	128.195	7.34	10048.73
31	2021.03.03 02:15	buy	16	0.05	129.014	128.009	129.514
32	2021.03.03 03:30	close	16	0.05	129.113	128.009	129.514	3.47	10052.20
33	2021.03.03 08:30	buy	17	0.05	129.098	128.093	129.598
34	2021.03.03 11:45	close	17	0.05	129.431	128.093	129.598	11.65	10063.85
35	2021.03.08 00:00	sell	18	0.05	129.111	130.137	128.611
36	2021.03.08 00:30	close	18	0.05	129.175	130.137	128.611	-2.24	10061.61
37	2021.03.25 17:15	buy	19	0.06	128.794	127.790	129.294
38	2021.03.25 18:00	close	19	0.06	128.731	127.790	129.294	-2.65	10058.96
39	2021.03.29 20:30	buy	20	0.08	129.251	128.248	129.751
40	2021.03.29 21:45	close	20	0.08	129.210	128.248	129.751	-2.29	10056.67
41	2021.04.02 03:30	buy	21	0.10	130.227	129.223	130.727
42	2021.04.02 09:30	close	21	0.10	130.097	129.223	130.727	-9.09	10047.58
43	2021.04.16 01:45	sell	22	0.14	130.113	131.117	129.613
44	2021.04.16 08:45	close	22	0.14	130.205	131.117	129.613	-9.01	10038.57
45	2021.04.19 09:00	sell	23	0.18	129.859	130.863	129.359
46	2021.04.19 13:15	close	23	0.18	130.091	130.863	129.359	-29.21	10009.36
47	2021.04.21 03:15	sell	24	0.24	130.040	131.043	129.540
48	2021.04.21 10:30	close	24	0.24	129.877	131.043	129.540	27.36	10036.72
49	2021.04.30 17:15	sell	25	0.05	131.606	132.610	131.106
50	2021.04.30 21:00	close	25	0.05	131.423	132.610	131.106	6.40	10043.12
51	2021.05.12 06:30	sell	26	0.05	131.982	132.987	131.482
52	2021.05.12 09:45	close	26	0.05	132.011	132.987	131.482	-1.01	10042.11
53	2021.05.31 11:00	sell	27	0.06	133.753	134.758	133.253
54	2021.05.31 12:00	close	27	0.06	133.793	134.758	133.253	-1.67	10040.44
55	2021.06.15 08:45	buy	28	0.08	133.456	132.450	133.956
56	2021.06.15 10:30	close	28	0.08	133.597	132.450	133.956	7.89	10048.33
57	2021.06.18 04:15	sell	29	0.05	131.308	132.315	130.808
58	2021.06.18 09:15	close	29	0.05	131.028	132.315	130.808	9.79	10058.12
59	2021.06.29 11:45	sell	30	0.05	131.717	132.721	131.217
60	2021.06.29 14:30	close	30	0.05	131.612	132.721	131.217	3.67	10061.79
61	2021.06.30 00:10	sell	31	0.05	131.443	132.584	130.943
62	2021.06.30 10:00	close	31	0.05	131.588	132.584	130.943	-5.07	10056.72
63	2021.07.05 09:30	sell	32	0.06	131.709	132.715	131.209
64	2021.07.05 22:30	close	32	0.06	131.661	132.715	131.209	2.01	10058.73
65	2021.07.07 14:15	sell	33	0.05	130.844	131.848	130.344
66	2021.07.07 16:00	close	33	0.05	130.666	131.848	130.344	6.22	10064.95
67	2021.07.14 04:00	sell	34	0.05	130.279	131.284	129.779
68	2021.07.14 16:30	close	34	0.05	130.148	131.284	129.779	4.58	10069.53
69	2021.07.14 20:45	sell	35	0.05	130.107	131.110	129.607
70	2021.07.15 03:45	close	35	0.05	129.990	131.110	129.607	3.49	10073.02
71	2021.07.16 19:45	buy	36	0.05	130.031	129.026	130.531
72	2021.07.16 21:45	close	36	0.05	129.999	129.026	130.531	-1.12	10071.90
73	2021.07.21 16:00	buy	37	0.06	129.656	128.651	130.156
74	2021.07.21 17:30	close	37	0.06	130.054	128.651	130.156	16.70	10088.60
75	2021.07.23 15:00	buy	38	0.05	130.004	128.997	130.504
76	2021.07.23 17:00	close	38	0.05	129.902	128.997	130.504	-3.57	10085.03
77	2021.07.27 16:45	sell	39	0.06	129.731	130.734	129.231
78	2021.07.28 11:00	close	39	0.06	129.846	130.734	129.231	-5.07	10079.96
79	2021.08.03 01:00	sell	40	0.08	129.753	130.801	129.253
80	2021.08.03 16:43	t/p	40	0.08	129.253	130.801	129.253	27.98	10107.94
81	2021.08.05 08:45	buy	41	0.05	129.805	128.802	130.305
82	2021.08.05 14:00	close	41	0.05	129.670	128.802	130.305	-4.72	10103.22
83	2021.08.05 20:30	buy	42	0.06	129.932	128.928	130.432
84	2021.08.06 03:15	close	42	0.06	129.945	128.928	130.432	0.58	10103.79
85	2021.08.09 09:00	sell	43	0.05	129.563	130.569	129.063
86	2021.08.10 01:15	close	43	0.05	129.484	130.569	129.063	2.57	10106.36
87	2021.08.10 05:00	sell	44	0.05	129.452	130.457	128.952
88	2021.08.10 06:00	close	44	0.05	129.529	130.457	128.952	-2.70	10103.66
89	2021.08.16 03:15	sell	45	0.06	129.140	130.143	128.640
90	2021.08.16 05:00	close	45	0.06	129.120	130.143	128.640	0.84	10104.50
91	2021.08.18 04:15	sell	46	0.05	128.290	129.296	127.790
92	2021.08.18 07:00	close	46	0.05	128.467	129.296	127.790	-6.19	10098.31
93	2021.08.20 08:30	sell	47	0.06	128.107	129.111	127.607
94	2021.08.20 16:15	close	47	0.06	128.190	129.111	127.607	-3.48	10094.83
95	2021.08.23 10:00	buy	48	0.08	128.780	127.775	129.280
96	2021.08.23 11:45	close	48	0.08	128.969	127.775	129.280	10.58	10105.41
97	2021.09.06 14:30	sell	49	0.05	130.356	131.361	129.856
98	2021.09.06 16:15	close	49	0.05	130.375	131.361	129.856	-0.66	10104.75
99	2021.09.13 13:45	sell	50	0.06	129.714	130.718	129.214
100	2021.09.13 15:15	close	50	0.06	129.633	130.718	129.214	3.40	10108.15
101	2021.09.16 04:30	sell	51	0.05	129.231	130.239	128.731
102	2021.09.16 07:00	close	51	0.05	129.103	130.239	128.731	4.47	10112.62
103	2021.09.20 09:30	sell	52	0.05	128.683	129.687	128.183
104	2021.09.20 10:15	close	52	0.05	128.554	129.687	128.183	4.51	10117.13
105	2021.09.24 13:45	buy	53	0.05	129.547	128.542	130.047
106	2021.09.24 20:30	close	53	0.05	129.770	128.542	130.047	7.80	10124.93
107	2021.09.29 08:30	buy	54	0.05	130.223	129.218	130.723
108	2021.09.29 09:45	close	54	0.05	130.130	129.218	130.723	-3.25	10121.68
109	2021.09.30 09:00	sell	55	0.06	129.693	130.697	129.193
110	2021.09.30 10:00	close	55	0.06	129.960	130.697	129.193	-11.20	10110.48
111	2021.10.01 16:45	sell	56	0.08	128.743	129.749	128.243
112	2021.10.04 03:30	close	56	0.08	128.757	129.749	128.243	-1.11	10109.37
113	2021.10.05 22:15	buy	57	0.10	129.321	128.316	129.821
114	2021.10.06 04:00	close	57	0.10	129.430	128.316	129.821	7.68	10117.05
115	2021.10.06 23:45	sell	58	0.05	128.767	129.775	128.267
116	2021.10.07 10:15	close	58	0.05	128.791	129.775	128.267	-1.44	10115.60
117	2021.10.07 10:30	sell	59	0.06	128.677	129.681	128.177
118	2021.10.07 12:00	close	59	0.06	128.801	129.681	128.177	-5.20	10110.40
119	2021.10.12 02:00	buy	60	0.08	130.962	129.957	131.462
120	2021.10.12 03:15	close	60	0.08	131.048	129.957	131.462	4.81	10115.21
121	2021.10.14 13:30	buy	61	0.05	131.611	130.605	132.111
122	2021.10.14 21:45	close	61	0.05	131.780	130.605	132.111	5.91	10121.12
123	2021.10.27 23:15	sell	62	0.05	132.059	133.067	131.559
124	2021.10.28 15:45	close	62	0.05	132.043	133.067	131.559	-0.04	10121.08
125	2021.11.01 22:00	buy	63	0.05	132.296	131.289	132.796
126	2021.11.02 01:00	close	63	0.05	132.285	131.289	132.796	-0.37	10120.72
127	2021.11.02 21:00	sell	64	0.06	131.897	132.902	131.397
128	2021.11.02 22:15	close	64	0.06	132.025	132.902	131.397	-5.37	10115.35
129	2021.11.05 04:00	sell	65	0.08	131.374	132.379	130.874
130	2021.11.05 17:02	t/p	65	0.08	130.874	132.379	130.874	27.98	10143.33
131	2021.11.09 09:30	sell	66	0.05	130.833	131.839	130.333
132	2021.11.09 17:30	close	66	0.05	130.800	131.839	130.333	1.16	10144.49
133	2021.11.15 17:45	sell	67	0.05	130.189	131.196	129.689
134	2021.11.15 20:30	close	67	0.05	129.882	131.196	129.689	10.74	10155.23
135	2021.11.16 06:15	sell	68	0.05	129.947	130.953	129.447
136	2021.11.16 08:00	close	68	0.05	129.870	130.953	129.447	2.69	10157.92
137	2021.11.22 21:45	buy	69	0.05	129.132	128.126	129.632
138	2021.11.23 05:00	close	69	0.05	129.309	128.126	129.632	6.21	10164.13
139	2021.11.24 19:15	sell	70	0.05	129.087	130.092	128.587
140	2021.11.24 19:45	close	70	0.05	129.222	130.092	128.587	-4.72	10159.41
141	2021.11.26 15:45	sell	71	0.06	128.547	129.551	128.047
142	2021.11.26 17:13	t/p	71	0.06	128.047	129.551	128.047	20.99	10180.40
143	2021.11.26 23:46	sell	72	0.05	128.246	129.441	127.746
144	2021.11.29 05:00	close	72	0.05	128.042	129.441	127.746	6.94	10187.34
145	2021.12.08 22:30	buy	73	0.05	129.030	128.024	129.530
146	2021.12.09 09:45	close	73	0.05	128.531	128.024	129.530	-17.38	10169.96
147	2021.12.10 02:00	sell	74	0.06	128.118	129.123	127.618
148	2021.12.10 15:45	close	74	0.06	128.224	129.123	127.618	-4.45	10165.51
149	2021.12.17 20:15	sell	75	0.08	128.006	129.010	127.506
150	2021.12.17 22:45	close	75	0.08	127.889	129.010	127.506	6.55	10172.06
151	2021.12.20 19:15	buy	76	0.05	128.191	127.186	128.691
152	2021.12.20 19:30	close	76	0.05	128.107	127.186	128.691	-2.94	10169.12
153	2021.12.29 21:15	buy	77	0.06	130.439	129.436	130.939
154	2021.12.29 23:15	close	77	0.06	130.515	129.436	130.939	3.19	10172.31
155	2021.12.30 04:45	buy	78	0.05	130.480	129.474	130.980
156	2021.12.30 11:00	close	78	0.05	130.162	129.474	130.980	-11.12	10161.19