通貨ペア		NZDCAD (New Zealand Dollar vs Canadian Dollar)
期間		15分足(M15) 2007.01.02 09:45 - 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=3301; WinterGMT_Offset=2; SummerTimeType=2;
テストバー数	446358	モデルティック数	265872447	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	57865.13	総利益	242015.10	総損失	-184149.97
プロフィットファクタ	1.31	期待利得	61.82
絶対ドローダウン	16236.93	最大ドローダウン	20487.92 (2.04%)	相対ドローダウン	2.04% (20487.92)
総取引数	936	売りポジション(勝率%）	536 (63.99%)	買いポジション(勝率%）	400 (69.25%)
		勝率(%)	620 (66.24%)	負率 (%)	316 (33.76%)
最大		勝トレード	2857.83	敗トレード	-5461.51
平均		勝トレード	390.35	敗トレード	-582.75
最大		連勝(金額)	13 (13700.98)	連敗(金額)	6 (-2614.76)
最大		連勝(トレード数)	13700.98 (13)	連敗(トレード数)	-12959.19 (4)
平均		連勝	3	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	2007.01.16 18:30	sell	1	0.01	0.81620	0.00000	0.00000
2	2007.01.17 01:16	close	1	0.01	0.81209	0.00000	0.00000	438.29	1000438.29
3	2007.02.07 18:16	sell	2	0.01	0.81181	0.00000	0.00000
4	2007.02.08 21:15	close	2	0.01	0.80987	0.00000	0.00000	181.66	1000619.95
5	2007.02.20 20:00	sell	3	0.01	0.82042	0.00000	0.00000
6	2007.02.23 02:30	close	3	0.01	0.81718	0.00000	0.00000	303.49	1000923.45
7	2007.03.05 07:45	buy	4	0.01	0.80071	0.00000	0.00000
8	2007.03.06 22:30	close	4	0.01	0.80263	0.00000	0.00000	209.65	1001133.10
9	2007.03.08 01:30	buy	5	0.01	0.79722	0.00000	0.00000
10	2007.03.08 11:15	close	5	0.01	0.80649	0.00000	0.00000	1011.03	1002144.13
11	2007.03.14 01:15	buy	6	0.01	0.80535	0.00000	0.00000
12	2007.03.14 16:00	close	6	0.01	0.80871	0.00000	0.00000	366.46	1002510.59
13	2007.04.02 15:15	sell	7	0.01	0.83205	0.00000	0.00000
14	2007.04.04 02:45	close	7	0.01	0.83163	0.00000	0.00000	25.87	1002536.45
15	2007.04.13 15:46	sell	8	0.01	0.83675	0.00000	0.00000
16	2007.04.18 15:15	close	8	0.01	0.83887	0.00000	0.00000	-261.17	1002275.28
17	2007.04.18 23:30	sell	9	0.01	0.84335	0.00000	0.00000
18	2007.04.19 04:00	close	9	0.01	0.83886	0.00000	0.00000	459.81	1002735.09
19	2007.04.19 09:45	buy	10	0.01	0.83327	0.00000	0.00000
20	2007.04.19 16:30	close	10	0.01	0.83768	0.00000	0.00000	480.96	1003216.05
21	2007.05.11 16:31	sell	11	0.01	0.81627	0.00000	0.00000
22	2007.05.15 01:30	close	11	0.01	0.81538	0.00000	0.00000	77.13	1003293.17
23	2007.05.18 10:00	buy	12	0.01	0.79843	0.00000	0.00000
24	2007.05.29 11:15	close	12	0.01	0.78856	0.00000	0.00000	-1074.21	1002218.97
25	2007.06.08 21:15	sell	13	0.01	0.80539	0.00000	0.00000
26	2007.06.11 06:00	close	13	0.01	0.80111	0.00000	0.00000	456.86	1002675.83
27	2007.06.18 16:16	sell	14	0.01	0.81100	0.00000	0.00000
28	2007.06.22 22:30	close	14	0.01	0.81515	0.00000	0.00000	-512.52	1002163.31
29	2007.07.05 15:00	sell	15	0.01	0.83298	0.00000	0.00000
30	2007.07.06 08:45	close	15	0.01	0.82583	0.00000	0.00000	769.90	1002933.21
31	2007.07.09 04:01	buy	16	0.01	0.81703	0.00000	0.00000
32	2007.07.10 17:45	close	16	0.01	0.81957	0.00000	0.00000	277.27	1003210.48
33	2007.08.01 08:15	buy	17	0.01	0.80792	0.00000	0.00000
34	2007.08.08 15:45	close	17	0.01	0.80497	0.00000	0.00000	-319.99	1002890.49
35	2007.08.10 02:45	buy	18	0.01	0.79160	0.00000	0.00000
36	2007.08.13 08:15	buy	19	0.01	0.78183	0.00000	0.00000
37	2007.08.15 07:31	buy	20	0.01	0.76702	0.00000	0.00000
38	2007.08.16 23:15	close	20	0.01	0.74151	0.00000	0.00000	-2781.47	1000109.02
39	2007.08.16 23:15	close	19	0.01	0.74151	0.00000	0.00000	-4396.21	995712.80
40	2007.08.16 23:15	close	18	0.01	0.74151	0.00000	0.00000	-5461.51	990251.29
41	2007.08.17 07:15	buy	21	0.01	0.72422	0.00000	0.00000
42	2007.08.20 10:45	close	21	0.01	0.74196	0.00000	0.00000	1935.02	992186.31
43	2007.09.10 04:00	buy	22	0.01	0.72232	0.00000	0.00000
44	2007.09.10 11:00	close	22	0.01	0.73082	0.00000	0.00000	927.03	993113.34
45	2007.09.11 20:45	sell	23	0.01	0.73459	0.00000	0.00000
46	2007.09.14 01:15	close	23	0.01	0.73281	0.00000	0.00000	144.26	993257.60
47	2007.09.18 04:30	buy	24	0.01	0.72078	0.00000	0.00000
48	2007.09.18 21:30	close	24	0.01	0.72883	0.00000	0.00000	877.97	994135.57
49	2007.09.18 23:45	sell	25	0.01	0.73508	0.00000	0.00000
50	2007.09.20 23:15	close	25	0.01	0.73686	0.00000	0.00000	-234.06	993901.52
51	2007.10.04 01:45	buy	26	0.01	0.75093	0.00000	0.00000
52	2007.10.04 17:45	close	26	0.01	0.75442	0.00000	0.00000	380.63	994282.15
53	2007.10.19 04:15	buy	27	0.01	0.72714	0.00000	0.00000
54	2007.10.22 02:40	buy	28	0.01	0.71729	0.00000	0.00000
55	2007.10.22 16:45	close	28	0.01	0.72611	0.00000	0.00000	961.94	995244.09
56	2007.10.22 16:45	close	27	0.01	0.72611	0.00000	0.00000	-112.09	995131.99
57	2007.11.07 22:30	sell	29	0.01	0.72426	0.00000	0.00000
58	2007.11.08 02:00	close	29	0.01	0.71792	0.00000	0.00000	661.64	995793.63
59	2007.11.08 19:15	sell	30	0.01	0.72454	0.00000	0.00000
60	2007.11.12 01:15	close	30	0.01	0.71816	0.00000	0.00000	675.98	996469.61
61	2007.11.12 06:15	buy	31	0.01	0.71300	0.00000	0.00000
62	2007.11.12 17:45	close	31	0.01	0.72072	0.00000	0.00000	842.01	997311.62
63	2007.11.14 19:15	sell	32	0.01	0.73457	0.00000	0.00000
64	2007.11.16 19:00	close	32	0.01	0.73490	0.00000	0.00000	-75.90	997235.72
65	2007.12.04 16:15	sell	33	0.01	0.77158	0.00000	0.00000
66	2007.12.07 14:15	close	33	0.01	0.77952	0.00000	0.00000	-916.00	996319.72
67	2007.12.10 18:30	sell	34	0.01	0.78719	0.00000	0.00000
68	2007.12.11 21:45	close	34	0.01	0.78662	0.00000	0.00000	52.19	996371.92
69	2007.12.12 16:30	sell	35	0.01	0.79949	0.00000	0.00000
70	2007.12.14 12:30	close	35	0.01	0.79273	0.00000	0.00000	697.46	997069.38
71	2007.12.17 07:00	buy	36	0.01	0.77378	0.00000	0.00000
72	2007.12.19 10:30	close	36	0.01	0.76318	0.00000	0.00000	-1155.60	995913.78
73	2008.01.09 16:30	sell	37	0.01	0.77900	0.00000	0.00000
74	2008.01.10 17:00	sell	38	0.01	0.78863	0.00000	0.00000
75	2008.01.11 15:46	sell	39	0.01	0.80341	0.00000	0.00000
76	2008.01.15 17:45	close	39	0.01	0.79780	0.00000	0.00000	592.00	996505.77
77	2008.01.15 17:45	close	38	0.01	0.79780	0.00000	0.00000	-1030.21	995475.56
78	2008.01.15 17:45	close	37	0.01	0.79780	0.00000	0.00000	-2110.60	993364.96
79	2008.01.18 03:30	buy	40	0.01	0.78181	0.00000	0.00000
80	2008.01.22 16:00	close	40	0.01	0.77791	0.00000	0.00000	-424.86	992940.10
81	2008.02.15 17:30	sell	41	0.01	0.79117	0.00000	0.00000
82	2008.02.19 16:00	sell	42	0.01	0.80752	0.00000	0.00000
83	2008.02.20 06:30	close	42	0.01	0.80635	0.00000	0.00000	117.64	993057.74
84	2008.02.20 06:30	close	41	0.01	0.80635	0.00000	0.00000	-1685.77	991371.97
85	2008.03.03 21:30	sell	43	0.01	0.79971	0.00000	0.00000
86	2008.03.04 06:30	close	43	0.01	0.79390	0.00000	0.00000	623.78	991995.75
87	2008.03.11 16:15	sell	44	0.01	0.79628	0.00000	0.00000
88	2008.03.12 12:30	close	44	0.01	0.79051	0.00000	0.00000	619.41	992615.17
89	2008.03.12 21:30	sell	45	0.01	0.79952	0.00000	0.00000
90	2008.03.14 15:15	sell	46	0.01	0.81049	0.00000	0.00000
91	2008.03.17 06:15	close	46	0.01	0.79708	0.00000	0.00000	1452.77	994067.94
92	2008.03.17 06:15	close	45	0.01	0.79708	0.00000	0.00000	216.26	994284.20
93	2008.03.19 15:00	sell	47	0.01	0.81245	0.00000	0.00000
94	2008.03.20 18:45	close	47	0.01	0.80775	0.00000	0.00000	482.74	994766.94
95	2008.04.07 15:45	sell	48	0.01	0.80337	0.00000	0.00000
96	2008.04.09 18:00	sell	49	0.01	0.81308	0.00000	0.00000
97	2008.04.14 01:45	close	49	0.01	0.80834	0.00000	0.00000	467.14	995234.09
98	2008.04.14 01:45	close	48	0.01	0.80834	0.00000	0.00000	-611.95	994622.14
99	2008.04.16 09:30	buy	50	0.01	0.79417	0.00000	0.00000
100	2008.04.17 18:15	close	50	0.01	0.79817	0.00000	0.00000	437.01	995059.15
101	2008.05.06 17:00	sell	51	0.01	0.79890	0.00000	0.00000
102	2008.05.07 01:15	close	51	0.01	0.79328	0.00000	0.00000	603.03	995662.18
103	2008.05.07 09:00	buy	52	0.01	0.78949	0.00000	0.00000
104	2008.05.08 19:00	close	52	0.01	0.78415	0.00000	0.00000	-581.65	995080.53
105	2008.05.15 02:00	buy	53	0.01	0.75903	0.00000	0.00000
106	2008.05.15 22:00	close	53	0.01	0.76435	0.00000	0.00000	580.22	995660.75
107	2008.05.16 21:15	sell	54	0.01	0.77333	0.00000	0.00000
108	2008.05.19 17:00	close	54	0.01	0.76608	0.00000	0.00000	780.81	996441.56
109	2008.06.02 18:45	sell	55	0.01	0.78655	0.00000	0.00000
110	2008.06.05 01:15	close	55	0.01	0.78244	0.00000	0.00000	398.42	996839.98
111	2008.06.05 03:30	buy	56	0.01	0.78094	0.00000	0.00000
112	2008.06.06 15:15	close	56	0.01	0.78217	0.00000	0.00000	134.40	996974.38
113	2008.07.11 15:00	sell	57	0.01	0.77237	0.00000	0.00000
114	2008.07.14 01:15	close	57	0.01	0.76605	0.00000	0.00000	679.38	997653.77
115	2008.08.01 03:30	buy	58	0.01	0.74687	0.00000	0.00000
116	2008.08.04 12:45	close	58	0.01	0.75105	0.00000	0.00000	456.14	998109.91
117	2008.08.04 18:00	sell	59	0.01	0.75510	0.00000	0.00000
118	2008.08.06 10:30	close	59	0.01	0.75479	0.00000	0.00000	13.87	998123.77
119	2008.08.08 03:30	buy	60	0.01	0.74571	0.00000	0.00000
120	2008.08.08 14:30	close	60	0.01	0.74846	0.00000	0.00000	299.94	998423.71
121	2008.08.13 01:15	buy	61	0.01	0.73830	0.00000	0.00000
122	2008.08.13 05:20	buy	62	0.01	0.72871	0.00000	0.00000
123	2008.08.13 11:00	close	62	0.01	0.74015	0.00000	0.00000	1247.74	999671.45
124	2008.08.13 11:00	close	61	0.01	0.74015	0.00000	0.00000	201.78	999873.23
125	2008.08.19 17:15	sell	63	0.01	0.75777	0.00000	0.00000
126	2008.08.20 13:30	close	63	0.01	0.75625	0.00000	0.00000	155.82	1000029.05
127	2008.09.02 09:30	buy	64	0.01	0.73588	0.00000	0.00000
128	2008.09.03 07:05	buy	65	0.01	0.72618	0.00000	0.00000
129	2008.09.03 15:45	close	65	0.01	0.73267	0.00000	0.00000	707.85	1000736.90
130	2008.09.03 15:45	close	64	0.01	0.73267	0.00000	0.00000	-349.87	1000387.03
131	2008.09.05 01:15	buy	66	0.01	0.70884	0.00000	0.00000
132	2008.09.09 13:00	close	66	0.01	0.71926	0.00000	0.00000	1137.00	1001524.03
133	2008.09.11 01:15	buy	67	0.01	0.70127	0.00000	0.00000
134	2008.09.11 19:00	close	67	0.01	0.70179	0.00000	0.00000	56.71	1001580.74
135	2008.09.16 03:45	buy	68	0.01	0.69733	0.00000	0.00000
136	2008.09.16 15:15	close	68	0.01	0.70275	0.00000	0.00000	591.19	1002171.93
137	2008.09.17 21:30	sell	69	0.01	0.71356	0.00000	0.00000
138	2008.09.19 15:46	sell	70	0.01	0.72466	0.00000	0.00000
139	2008.09.23 01:15	close	70	0.01	0.71407	0.00000	0.00000	1135.38	1003307.31
140	2008.09.23 01:15	close	69	0.01	0.71407	0.00000	0.00000	-115.50	1003191.81
141	2008.10.03 18:00	sell	71	0.01	0.71922	0.00000	0.00000
142	2008.10.06 02:00	close	71	0.01	0.71182	0.00000	0.00000	797.33	1003989.14
143	2008.10.06 07:45	buy	72	0.01	0.70374	0.00000	0.00000
144	2008.10.07 16:15	close	72	0.01	0.70438	0.00000	0.00000	70.06	1004059.20
145	2008.10.08 08:30	buy	73	0.01	0.67997	0.00000	0.00000
146	2008.10.09 11:00	close	73	0.01	0.69495	0.00000	0.00000	1634.80	1005694.00
147	2008.10.10 17:15	sell	74	0.01	0.70911	0.00000	0.00000
148	2008.10.10 21:32	sell	75	0.01	0.71882	0.00000	0.00000
149	2008.10.13 08:30	close	75	0.01	0.69641	0.00000	0.00000	2434.84	1008128.84
150	2008.10.13 08:30	close	74	0.01	0.69641	0.00000	0.00000	1375.53	1009504.37
151	2008.10.15 15:00	sell	76	0.01	0.72494	0.00000	0.00000
152	2008.10.15 23:00	close	76	0.01	0.71472	0.00000	0.00000	1114.95	1010619.32
153	2008.10.20 18:00	sell	77	0.01	0.73847	0.00000	0.00000
154	2008.10.21 10:15	close	77	0.01	0.73209	0.00000	0.00000	686.07	1011305.39
155	2008.10.21 18:00	sell	78	0.01	0.74793	0.00000	0.00000
156	2008.10.23 22:00	close	78	0.01	0.72979	0.00000	0.00000	1939.11	1013244.51
157	2008.11.10 16:45	sell	79	0.01	0.71303	0.00000	0.00000
158	2008.11.10 19:45	close	79	0.01	0.69374	0.00000	0.00000	2104.39	1015348.90
159	2008.11.14 10:00	buy	80	0.01	0.67934	0.00000	0.00000
160	2008.11.19 16:15	close	80	0.01	0.68189	0.00000	0.00000	278.90	1015627.79
161	2008.12.01 10:00	buy	81	0.01	0.66572	0.00000	0.00000
162	2008.12.02 22:45	close	81	0.01	0.66738	0.00000	0.00000	181.32	1015809.11
163	2008.12.09 16:15	sell	82	0.01	0.68551	0.00000	0.00000
164	2008.12.10 22:15	close	82	0.01	0.68098	0.00000	0.00000	484.18	1016293.30
165	2008.12.16 15:30	sell	83	0.01	0.69269	0.00000	0.00000
166	2008.12.17 16:45	sell	84	0.01	0.70749	0.00000	0.00000
167	2008.12.18 22:30	close	84	0.01	0.70172	0.00000	0.00000	599.49	1016892.79
168	2008.12.18 22:30	close	83	0.01	0.70172	0.00000	0.00000	-1024.96	1015867.83
169	2009.01.13 02:45	buy	85	0.01	0.68997	0.00000	0.00000
170	2009.01.13 09:30	buy	86	0.01	0.68040	0.00000	0.00000
171	2009.01.16 08:30	close	86	0.01	0.68334	0.00000	0.00000	321.95	1016189.77
172	2009.01.16 08:30	close	85	0.01	0.68334	0.00000	0.00000	-721.95	1015467.82
173	2009.01.20 01:16	buy	87	0.01	0.67317	0.00000	0.00000
174	2009.01.21 05:15	close	87	0.01	0.66768	0.00000	0.00000	-598.61	1014869.21
175	2009.02.02 05:00	buy	88	0.01	0.61928	0.00000	0.00000
176	2009.02.02 17:30	close	88	0.01	0.62318	0.00000	0.00000	425.43	1015294.64
177	2009.02.06 15:30	sell	89	0.01	0.64927	0.00000	0.00000
178	2009.02.09 03:30	close	89	0.01	0.64155	0.00000	0.00000	832.22	1016126.86
179	2009.02.09 15:27	sell	90	0.01	0.65650	0.00000	0.00000
180	2009.02.10 02:00	close	90	0.01	0.65173	0.00000	0.00000	510.38	1016637.25
181	2009.02.17 08:00	buy	91	0.01	0.63859	0.00000	0.00000
182	2009.02.18 09:45	close	91	0.01	0.64640	0.00000	0.00000	852.16	1017489.41
183	2009.02.20 03:45	buy	92	0.01	0.63753	0.00000	0.00000
184	2009.02.20 20:30	close	92	0.01	0.64346	0.00000	0.00000	646.84	1018136.25
185	2009.03.02 02:30	buy	93	0.01	0.62862	0.00000	0.00000
186	2009.03.02 16:45	close	93	0.01	0.63577	0.00000	0.00000	779.91	1018916.16
187	2009.03.03 16:15	sell	94	0.01	0.64556	0.00000	0.00000
188	2009.03.04 02:45	close	94	0.01	0.63616	0.00000	0.00000	1015.48	1019931.64
189	2009.03.11 19:15	sell	95	0.01	0.65018	0.00000	0.00000
190	2009.03.16 19:00	sell	96	0.01	0.67630	0.00000	0.00000
191	2009.03.16 19:00	sell	97	0.01	0.67632	0.00000	0.00000
192	2009.03.17 13:30	close	97	0.01	0.67273	0.00000	0.00000	381.65	1020313.29
193	2009.03.17 13:30	close	96	0.01	0.67273	0.00000	0.00000	379.47	1020692.76
194	2009.03.17 13:30	close	95	0.01	0.67273	0.00000	0.00000	-2519.84	1018172.92
195	2009.03.18 21:30	sell	98	0.01	0.67831	0.00000	0.00000
196	2009.03.19 18:17	sell	99	0.01	0.68789	0.00000	0.00000
197	2009.03.25 04:15	close	99	0.01	0.68989	0.00000	0.00000	-258.09	1017914.83
198	2009.03.25 04:15	close	98	0.01	0.68989	0.00000	0.00000	-1333.10	1016581.73
199	2009.04.01 22:45	sell	100	0.01	0.71571	0.00000	0.00000
200	2009.04.03 17:45	close	100	0.01	0.71644	0.00000	0.00000	-119.55	1016462.19