通貨ペア		GBPCHF (Great Britain Pound vs Swiss Franc)
期間		1分足(M1) 2007.01.01 02:00 - 2024.11.25 01:59 (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		MaxBuyPosition=3; MaxSellPosition=3; Lots=0.01; MaxSpread=5; Magic=4101; WinterGMT_Offset=2; SummerTimeType=2;
テストバー数	6670664	モデルティック数	383097259	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	50977.26	総利益	144127.67	総損失	-93150.41
プロフィットファクタ	1.55	期待利得	102.78
絶対ドローダウン	7368.12	最大ドローダウン	12614.02 (1.24%)	相対ドローダウン	1.24% (12614.02)
総取引数	496	売りポジション(勝率%）	496 (68.55%)	買いポジション(勝率%）	0 (0.00%)
		勝率(%)	340 (68.55%)	負率 (%)	156 (31.45%)
最大		勝トレード	2660.48	敗トレード	-5105.82
平均		勝トレード	423.90	敗トレード	-597.12
最大		連勝(金額)	11 (5648.58)	連敗(金額)	5 (-4742.03)
最大		連勝(トレード数)	9488.27 (10)	連敗(トレード数)	-8446.76 (4)
平均		連勝	4	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	2007.02.02 16:11	sell	1	0.01	2.44803	0.00000	0.00000
2	2007.02.05 03:44	close	1	0.01	2.45216	0.00000	0.00000	-711.15	999288.85
3	2007.02.23 14:28	sell	2	0.01	2.42883	0.00000	0.00000
4	2007.02.23 16:20	close	2	0.01	2.42753	0.00000	0.00000	223.85	999512.70
5	2007.03.09 15:31	sell	3	0.01	2.37447	0.00000	0.00000
6	2007.03.09 16:35	sell	4	0.01	2.38451	0.00000	0.00000
7	2007.03.12 03:44	close	4	0.01	2.38527	0.00000	0.00000	-130.86	999381.84
8	2007.03.12 03:44	close	3	0.01	2.38527	0.00000	0.00000	-1859.67	997522.17
9	2007.04.13 17:51	sell	5	0.01	2.40780	0.00000	0.00000
10	2007.04.16 03:20	close	5	0.01	2.41065	0.00000	0.00000	-490.75	997031.42
11	2007.04.27 12:35	sell	6	0.01	2.40770	0.00000	0.00000
12	2007.04.27 13:37	sell	7	0.01	2.40860	0.00000	0.00000
13	2007.04.27 17:24	sell	8	0.01	2.41110	0.00000	0.00000
14	2007.04.27 20:41	close	8	0.01	2.41085	0.00000	0.00000	43.05	997074.47
15	2007.04.27 20:41	close	7	0.01	2.41085	0.00000	0.00000	-387.43	996687.04
16	2007.04.27 20:41	close	6	0.01	2.41085	0.00000	0.00000	-542.40	996144.64
17	2007.05.11 16:57	sell	9	0.01	2.41520	0.00000	0.00000
18	2007.05.11 21:26	close	9	0.01	2.41455	0.00000	0.00000	111.92	996256.56
19	2007.06.08 15:19	sell	10	0.01	2.42750	0.00000	0.00000
20	2007.06.11 02:22	close	10	0.01	2.43035	0.00000	0.00000	-490.75	995765.81
21	2007.07.06 13:42	sell	11	0.01	2.45460	0.00000	0.00000
22	2007.07.06 16:09	close	11	0.01	2.44945	0.00000	0.00000	886.79	996652.60
23	2007.08.03 10:18	sell	12	0.01	2.45430	0.00000	0.00000
24	2007.08.03 14:57	close	12	0.01	2.45325	0.00000	0.00000	180.80	996833.40
25	2007.08.17 15:21	sell	13	0.01	2.39650	0.00000	0.00000
26	2007.08.17 16:09	sell	14	0.01	2.40380	0.00000	0.00000
27	2007.08.17 17:42	close	14	0.01	2.38835	0.00000	0.00000	2660.48	999493.88
28	2007.08.17 17:42	close	13	0.01	2.38835	0.00000	0.00000	1403.42	1000897.30
29	2007.09.21 10:55	sell	15	0.01	2.35780	0.00000	0.00000
30	2007.09.21 12:40	sell	16	0.01	2.36670	0.00000	0.00000
31	2007.09.21 13:12	sell	17	0.01	2.36930	0.00000	0.00000
32	2007.09.21 19:38	close	17	0.01	2.36805	0.00000	0.00000	215.26	1001112.56
33	2007.09.21 19:38	close	16	0.01	2.36805	0.00000	0.00000	-232.48	1000880.08
34	2007.09.21 19:38	close	15	0.01	2.36805	0.00000	0.00000	-1765.10	999114.98
35	2007.10.19 11:32	sell	18	0.01	2.39560	0.00000	0.00000
36	2007.10.19 13:06	sell	19	0.01	2.39835	0.00000	0.00000
37	2007.10.19 21:10	close	19	0.01	2.39765	0.00000	0.00000	120.54	999235.52
38	2007.10.19 21:10	close	18	0.01	2.39765	0.00000	0.00000	-353.01	998882.51
39	2007.10.26 11:14	sell	20	0.01	2.39490	0.00000	0.00000
40	2007.10.26 12:42	close	20	0.01	2.39190	0.00000	0.00000	516.60	999399.11
41	2007.11.09 09:52	sell	21	0.01	2.37520	0.00000	0.00000
42	2007.11.09 11:13	close	21	0.01	2.37220	0.00000	0.00000	516.61	999915.72
43	2007.11.16 09:11	sell	22	0.01	2.29740	0.00000	0.00000
44	2007.11.16 12:07	close	22	0.01	2.29145	0.00000	0.00000	1024.61	1000940.33
45	2007.11.23 11:08	sell	23	0.01	2.27360	0.00000	0.00000
46	2007.11.23 14:43	close	23	0.01	2.26675	0.00000	0.00000	1179.59	1002119.92
47	2008.01.18 09:34	sell	24	0.01	2.17795	0.00000	0.00000
48	2008.01.18 10:13	close	24	0.01	2.17175	0.00000	0.00000	1067.67	1003187.59
49	2008.02.08 10:18	sell	25	0.01	2.15005	0.00000	0.00000
50	2008.02.08 14:54	close	25	0.01	2.14985	0.00000	0.00000	34.44	1003222.03
51	2008.03.07 09:39	sell	26	0.01	2.06135	0.00000	0.00000
52	2008.03.07 10:36	close	26	0.01	2.05735	0.00000	0.00000	688.81	1003910.84
53	2008.03.14 16:19	sell	27	0.01	2.05350	0.00000	0.00000
54	2008.03.14 16:49	close	27	0.01	2.04490	0.00000	0.00000	1480.95	1005391.79
55	2008.04.18 09:58	sell	28	0.01	2.00770	0.00000	0.00000
56	2008.04.18 20:39	close	28	0.01	2.03735	0.00000	0.00000	-5105.82	1000285.97
57	2008.05.16 10:08	sell	29	0.01	2.05880	0.00000	0.00000
58	2008.05.16 10:44	close	29	0.01	2.05330	0.00000	0.00000	947.12	1001233.09
59	2008.05.16 13:48	sell	30	0.01	2.05720	0.00000	0.00000
60	2008.05.16 14:38	close	30	0.01	2.05470	0.00000	0.00000	430.51	1001663.60
61	2008.05.23 09:30	sell	31	0.01	2.04315	0.00000	0.00000
62	2008.05.23 09:54	close	31	0.01	2.03985	0.00000	0.00000	568.26	1002231.86
63	2008.06.13 10:54	sell	32	0.01	2.03390	0.00000	0.00000
64	2008.06.13 11:58	sell	33	0.01	2.03800	0.00000	0.00000
65	2008.06.13 22:17	close	33	0.01	2.04225	0.00000	0.00000	-731.85	1001500.01
66	2008.06.13 22:17	close	32	0.01	2.04225	0.00000	0.00000	-1437.86	1000062.15
67	2008.08.15 15:35	sell	34	0.01	2.04700	0.00000	0.00000
68	2008.08.15 16:55	close	34	0.01	2.04165	0.00000	0.00000	921.26	1000983.41
69	2008.08.22 17:19	sell	35	0.01	2.03780	0.00000	0.00000
70	2008.08.22 18:04	close	35	0.01	2.03515	0.00000	0.00000	456.33	1001439.74
71	2008.09.05 10:38	sell	36	0.01	1.96070	0.00000	0.00000
72	2008.09.05 11:04	sell	37	0.01	1.96270	0.00000	0.00000
73	2008.09.05 12:49	sell	38	0.01	1.96755	0.00000	0.00000
74	2008.09.05 15:32	close	38	0.01	1.96105	0.00000	0.00000	1119.28	1002559.02
75	2008.09.05 15:32	close	37	0.01	1.96105	0.00000	0.00000	284.12	1002843.14
76	2008.09.05 15:32	close	36	0.01	1.96105	0.00000	0.00000	-60.27	1002782.87
77	2008.10.10 15:51	sell	39	0.01	1.90575	0.00000	0.00000
78	2008.10.10 17:09	sell	40	0.01	1.91945	0.00000	0.00000
79	2008.10.10 18:13	close	40	0.01	1.90535	0.00000	0.00000	2428.02	1005210.89
80	2008.10.10 18:13	close	39	0.01	1.90535	0.00000	0.00000	68.88	1005279.77
81	2008.10.17 10:09	sell	41	0.01	1.97360	0.00000	0.00000
82	2008.10.17 10:29	close	41	0.01	1.96825	0.00000	0.00000	921.27	1006201.04
83	2008.11.14 10:33	sell	42	0.01	1.76730	0.00000	0.00000
84	2008.11.14 14:18	close	42	0.01	1.75855	0.00000	0.00000	1506.76	1007707.80
85	2008.11.21 10:00	sell	43	0.01	1.82460	0.00000	0.00000
86	2008.11.21 11:16	sell	44	0.01	1.82640	0.00000	0.00000
87	2008.11.21 11:45	sell	45	0.01	1.82850	0.00000	0.00000
88	2008.11.21 15:09	close	45	0.01	1.82690	0.00000	0.00000	275.51	1007983.31
89	2008.11.21 15:09	close	44	0.01	1.82690	0.00000	0.00000	-86.10	1007897.21
90	2008.11.21 15:09	close	43	0.01	1.82690	0.00000	0.00000	-396.05	1007501.16
91	2008.12.05 14:12	sell	46	0.01	1.77960	0.00000	0.00000
92	2008.12.05 15:44	close	46	0.01	1.76720	0.00000	0.00000	2135.24	1009636.40
93	2008.12.05 17:50	sell	47	0.01	1.78270	0.00000	0.00000
94	2008.12.08 01:14	close	47	0.01	1.79330	0.00000	0.00000	-1825.29	1007811.11
95	2008.12.19 13:18	sell	48	0.01	1.65630	0.00000	0.00000
96	2008.12.19 17:51	close	48	0.01	1.65265	0.00000	0.00000	628.52	1008439.63
97	2009.01.23 16:07	sell	49	0.01	1.59490	0.00000	0.00000
98	2009.01.23 17:43	close	49	0.01	1.59080	0.00000	0.00000	706.02	1009145.65
99	2009.02.20 14:05	sell	50	0.01	1.70025	0.00000	0.00000
100	2009.02.20 16:14	close	50	0.01	1.69035	0.00000	0.00000	1704.77	1010850.42
101	2009.02.27 17:25	sell	51	0.01	1.66820	0.00000	0.00000
102	2009.02.27 18:02	close	51	0.01	1.65955	0.00000	0.00000	1489.52	1012339.94
103	2009.03.27 17:00	sell	52	0.01	1.64030	0.00000	0.00000
104	2009.03.27 20:26	close	52	0.01	1.63630	0.00000	0.00000	688.80	1013028.74
105	2009.04.24 15:48	sell	53	0.01	1.67690	0.00000	0.00000
106	2009.04.24 17:01	sell	54	0.01	1.67895	0.00000	0.00000
107	2009.04.24 18:39	close	54	0.01	1.67355	0.00000	0.00000	929.87	1013958.61
108	2009.04.24 18:39	close	53	0.01	1.67355	0.00000	0.00000	576.86	1014535.47
109	2009.05.01 12:29	sell	55	0.01	1.69360	0.00000	0.00000
110	2009.05.01 16:22	close	55	0.01	1.68905	0.00000	0.00000	783.51	1015318.98
111	2009.05.15 09:07	sell	56	0.01	1.68620	0.00000	0.00000
112	2009.05.15 10:18	sell	57	0.01	1.68690	0.00000	0.00000
113	2009.05.15 12:11	close	57	0.01	1.68080	0.00000	0.00000	1050.47	1016369.45
114	2009.05.15 12:11	close	56	0.01	1.68080	0.00000	0.00000	929.93	1017299.38
115	2009.05.15 14:57	sell	58	0.01	1.68655	0.00000	0.00000
116	2009.05.15 15:57	sell	59	0.01	1.69065	0.00000	0.00000
117	2009.05.18 07:38	close	59	0.01	1.70275	0.00000	0.00000	-2083.72	1015215.66
118	2009.05.18 07:38	close	58	0.01	1.70275	0.00000	0.00000	-2789.78	1012425.88
119	2009.06.05 13:39	sell	60	0.01	1.72235	0.00000	0.00000
120	2009.06.05 14:13	sell	61	0.01	1.72730	0.00000	0.00000
121	2009.06.08 02:16	close	61	0.01	1.73520	0.00000	0.00000	-1360.42	1011065.46
122	2009.06.08 02:16	close	60	0.01	1.73520	0.00000	0.00000	-2212.84	1008852.62
123	2009.07.10 10:02	sell	62	0.01	1.76780	0.00000	0.00000
124	2009.07.10 11:53	sell	63	0.01	1.77435	0.00000	0.00000
125	2009.07.10 13:49	close	63	0.01	1.76830	0.00000	0.00000	1041.81	1009894.43
126	2009.07.10 13:49	close	62	0.01	1.76830	0.00000	0.00000	-86.10	1009808.33
127	2009.07.17 16:03	sell	64	0.01	1.76115	0.00000	0.00000
128	2009.07.17 16:13	sell	65	0.01	1.76220	0.00000	0.00000
129	2009.07.17 17:54	close	65	0.01	1.75840	0.00000	0.00000	654.36	1010462.69
130	2009.07.17 17:54	close	64	0.01	1.75840	0.00000	0.00000	473.55	1010936.24
131	2009.08.14 15:22	sell	66	0.01	1.77445	0.00000	0.00000
132	2009.08.14 16:30	sell	67	0.01	1.77600	0.00000	0.00000
133	2009.08.14 17:07	close	67	0.01	1.77290	0.00000	0.00000	533.82	1011470.06
134	2009.08.14 17:07	close	66	0.01	1.77290	0.00000	0.00000	266.91	1011736.97
135	2009.08.28 09:24	sell	68	0.01	1.72480	0.00000	0.00000
136	2009.08.28 11:23	sell	69	0.01	1.72980	0.00000	0.00000
137	2009.08.28 16:39	close	69	0.01	1.72550	0.00000	0.00000	740.46	1012477.43
138	2009.08.28 16:39	close	68	0.01	1.72550	0.00000	0.00000	-120.53	1012356.90
139	2009.09.04 12:59	sell	70	0.01	1.73705	0.00000	0.00000
140	2009.09.04 18:36	close	70	0.01	1.74015	0.00000	0.00000	-533.83	1011823.07
141	2009.09.25 11:46	sell	71	0.01	1.64990	0.00000	0.00000
142	2009.09.25 12:35	close	71	0.01	1.64710	0.00000	0.00000	482.16	1012305.23
143	2009.11.27 10:16	sell	72	0.01	1.66000	0.00000	0.00000
144	2009.11.27 12:03	sell	73	0.01	1.66085	0.00000	0.00000
145	2009.11.27 12:59	close	73	0.01	1.65715	0.00000	0.00000	637.14	1012942.37
146	2009.11.27 12:59	close	72	0.01	1.65715	0.00000	0.00000	490.77	1013433.14
147	2009.11.27 16:05	sell	74	0.01	1.66110	0.00000	0.00000
148	2009.11.27 17:14	sell	75	0.01	1.66275	0.00000	0.00000
149	2009.11.27 20:27	close	75	0.01	1.65880	0.00000	0.00000	680.19	1014113.33
150	2009.11.27 20:27	close	74	0.01	1.65880	0.00000	0.00000	396.06	1014509.39
151	2009.12.04 09:48	sell	76	0.01	1.66005	0.00000	0.00000
152	2009.12.04 10:26	sell	77	0.01	1.66150	0.00000	0.00000
153	2009.12.04 10:56	sell	78	0.01	1.66370	0.00000	0.00000
154	2009.12.07 03:33	close	78	0.01	1.67345	0.00000	0.00000	-1678.94	1012830.45
155	2009.12.07 03:33	close	77	0.01	1.67345	0.00000	0.00000	-2057.78	1010772.67
156	2009.12.07 03:33	close	76	0.01	1.67345	0.00000	0.00000	-2307.47	1008465.20
157	2010.02.26 11:06	sell	79	0.01	1.64840	0.00000	0.00000
158	2010.02.26 11:32	close	79	0.01	1.64515	0.00000	0.00000	559.64	1009024.84
159	2010.03.05 14:06	sell	80	0.01	1.62030	0.00000	0.00000
160	2010.03.05 15:30	close	80	0.01	1.62100	0.00000	0.00000	-120.54	1008904.30
161	2010.03.19 16:06	sell	81	0.01	1.60710	0.00000	0.00000
162	2010.03.19 16:47	close	81	0.01	1.60410	0.00000	0.00000	516.59	1009420.89
163	2010.05.14 17:02	sell	82	0.01	1.64330	0.00000	0.00000
164	2010.05.17 02:36	close	82	0.01	1.64455	0.00000	0.00000	-215.25	1009205.64
165	2010.06.18 09:57	sell	83	0.01	1.65015	0.00000	0.00000
166	2010.06.18 10:35	sell	84	0.01	1.65125	0.00000	0.00000
167	2010.06.18 11:08	sell	85	0.01	1.65215	0.00000	0.00000
168	2010.06.18 12:24	close	85	0.01	1.64875	0.00000	0.00000	585.50	1009791.14
169	2010.06.18 12:24	close	84	0.01	1.64875	0.00000	0.00000	430.52	1010221.66
170	2010.06.18 12:24	close	83	0.01	1.64875	0.00000	0.00000	241.09	1010462.75
171	2010.07.02 10:54	sell	86	0.01	1.61300	0.00000	0.00000
172	2010.07.02 13:18	close	86	0.01	1.61380	0.00000	0.00000	-137.76	1010324.99
173	2010.07.09 11:06	sell	87	0.01	1.59800	0.00000	0.00000
174	2010.07.09 11:36	sell	88	0.01	1.60175	0.00000	0.00000
175	2010.07.09 12:00	sell	89	0.01	1.60530	0.00000	0.00000
176	2010.07.09 13:59	close	89	0.01	1.59825	0.00000	0.00000	1214.05	1011539.04
177	2010.07.09 13:59	close	88	0.01	1.59825	0.00000	0.00000	602.72	1012141.76
178	2010.07.09 13:59	close	87	0.01	1.59825	0.00000	0.00000	-43.05	1012098.71
179	2010.08.13 09:58	sell	90	0.01	1.64215	0.00000	0.00000
180	2010.08.13 11:01	close	90	0.01	1.64030	0.00000	0.00000	318.60	1012417.31
181	2010.08.20 15:38	sell	91	0.01	1.60935	0.00000	0.00000
182	2010.08.20 16:45	sell	92	0.01	1.60990	0.00000	0.00000
183	2010.08.20 17:27	sell	93	0.01	1.61080	0.00000	0.00000
184	2010.08.20 18:14	close	93	0.01	1.60700	0.00000	0.00000	654.41	1013071.72
185	2010.08.20 18:14	close	92	0.01	1.60700	0.00000	0.00000	499.42	1013571.14
186	2010.08.20 18:14	close	91	0.01	1.60700	0.00000	0.00000	404.70	1013975.84
187	2010.09.03 09:27	sell	94	0.01	1.56315	0.00000	0.00000
188	2010.09.03 10:00	sell	95	0.01	1.56475	0.00000	0.00000
189	2010.09.03 10:48	sell	96	0.01	1.56665	0.00000	0.00000
190	2010.09.03 11:46	close	96	0.01	1.56270	0.00000	0.00000	680.24	1014656.08
191	2010.09.03 11:46	close	95	0.01	1.56270	0.00000	0.00000	353.04	1015009.12
192	2010.09.03 11:46	close	94	0.01	1.56270	0.00000	0.00000	77.50	1015086.62
193	2010.09.03 12:50	sell	97	0.01	1.56585	0.00000	0.00000
194	2010.09.03 13:25	close	97	0.01	1.56320	0.00000	0.00000	456.36	1015542.98
195	2010.09.03 15:31	sell	98	0.01	1.57635	0.00000	0.00000
196	2010.09.03 17:11	close	98	0.01	1.56875	0.00000	0.00000	1308.81	1016851.79
197	2010.09.10 11:47	sell	99	0.01	1.57890	0.00000	0.00000
198	2010.09.10 13:54	sell	100	0.01	1.58290	0.00000	0.00000
199	2010.09.10 16:07	close	100	0.01	1.57830	0.00000	0.00000	792.17	1017643.96
200	2010.09.10 16:07	close	99	0.01	1.57830	0.00000	0.00000	103.33	1017747.29