通貨ペア		CADCHF (Canadian Dollar vs Swiss Franc)
期間		1分足(M1) 2007.01.02 09:55 - 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=4401; WinterGMT_Offset=2; SummerTimeType=2;
テストバー数	6646548	モデルティック数	243982246	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	8300.51	総利益	75209.94	総損失	-66909.43
プロフィットファクタ	1.12	期待利得	15.66
絶対ドローダウン	13695.05	最大ドローダウン	13867.25 (1.39%)	相対ドローダウン	1.39% (13867.25)
総取引数	530	売りポジション(勝率%）	0 (0.00%)	買いポジション(勝率%）	530 (57.92%)
		勝率(%)	307 (57.92%)	負率 (%)	223 (42.08%)
最大		勝トレード	1580.98	敗トレード	-4289.55
平均		勝トレード	244.98	敗トレード	-300.04
最大		連勝(金額)	9 (1506.48)	連敗(金額)	6 (-3426.84)
最大		連勝(トレード数)	5871.99 (8)	連敗(トレード数)	-5310.45 (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	2007.01.19 21:16	buy	1	0.01	1.06418	0.00000	0.00000
2	2007.01.22 01:39	close	1	0.01	1.06496	0.00000	0.00000	134.31	1000134.31
3	2007.02.16 18:07	buy	2	0.01	1.06185	0.00000	0.00000
4	2007.02.16 22:51	close	2	0.01	1.06106	0.00000	0.00000	-136.04	999998.27
5	2007.03.02 18:32	buy	3	0.01	1.03618	0.00000	0.00000
6	2007.03.05 03:43	close	3	0.01	1.03452	0.00000	0.00000	-285.84	999712.43
7	2007.06.29 22:04	buy	4	0.01	1.14960	0.00000	0.00000
8	2007.07.02 01:49	close	4	0.01	1.14870	0.00000	0.00000	-154.97	999557.46
9	2007.07.20 17:00	buy	5	0.01	1.15221	0.00000	0.00000
10	2007.07.20 19:36	buy	6	0.01	1.14780	0.00000	0.00000
11	2007.07.20 23:02	buy	7	0.01	1.14422	0.00000	0.00000
12	2007.07.23 01:36	close	7	0.01	1.14558	0.00000	0.00000	234.18	999791.64
13	2007.07.23 01:36	close	6	0.01	1.14558	0.00000	0.00000	-382.27	999409.37
14	2007.07.23 01:36	close	5	0.01	1.14558	0.00000	0.00000	-1141.63	998267.74
15	2007.07.27 22:48	buy	8	0.01	1.13790	0.00000	0.00000
16	2007.07.30 16:06	close	8	0.01	1.12800	0.00000	0.00000	-1704.72	996563.02
17	2007.08.03 21:30	buy	9	0.01	1.13175	0.00000	0.00000
18	2007.08.06 08:17	close	9	0.01	1.11966	0.00000	0.00000	-2081.83	994481.19
19	2007.08.10 17:12	buy	10	0.01	1.13018	0.00000	0.00000
20	2007.08.10 18:08	close	10	0.01	1.13400	0.00000	0.00000	657.79	995138.98
21	2007.09.07 19:22	buy	11	0.01	1.12409	0.00000	0.00000
22	2007.09.10 06:59	close	11	0.01	1.12315	0.00000	0.00000	-161.86	994977.12
23	2007.11.09 17:00	buy	12	0.01	1.19007	0.00000	0.00000
24	2007.11.09 18:47	close	12	0.01	1.19545	0.00000	0.00000	926.41	995903.53
25	2007.11.23 17:01	buy	13	0.01	1.11545	0.00000	0.00000
26	2007.11.23 19:05	buy	14	0.01	1.11508	0.00000	0.00000
27	2007.11.23 19:34	close	14	0.01	1.11736	0.00000	0.00000	392.60	996296.13
28	2007.11.23 19:34	close	13	0.01	1.11736	0.00000	0.00000	328.89	996625.02
29	2007.12.07 23:15	buy	15	0.01	1.12259	0.00000	0.00000
30	2007.12.10 04:43	close	15	0.01	1.12193	0.00000	0.00000	-113.65	996511.37
31	2007.12.28 23:44	buy	16	0.01	1.14780	0.00000	0.00000
32	2007.12.31 06:07	close	16	0.01	1.14795	0.00000	0.00000	25.83	996537.20
33	2008.01.04 21:56	buy	17	0.01	1.10408	0.00000	0.00000
34	2008.01.04 23:22	buy	18	0.01	1.10328	0.00000	0.00000
35	2008.01.07 01:15	close	18	0.01	1.10510	0.00000	0.00000	313.39	996850.59
36	2008.01.07 01:15	close	17	0.01	1.10510	0.00000	0.00000	175.64	997026.23
37	2008.01.11 22:04	buy	19	0.01	1.07945	0.00000	0.00000
38	2008.01.14 05:07	close	19	0.01	1.07979	0.00000	0.00000	58.55	997084.78
39	2008.01.18 17:41	buy	20	0.01	1.07272	0.00000	0.00000
40	2008.01.18 18:19	buy	21	0.01	1.07171	0.00000	0.00000
41	2008.01.18 21:35	buy	22	0.01	1.06871	0.00000	0.00000
42	2008.01.21 01:15	close	22	0.01	1.07178	0.00000	0.00000	528.65	997613.43
43	2008.01.21 01:15	close	21	0.01	1.07178	0.00000	0.00000	12.05	997625.48
44	2008.01.21 01:15	close	20	0.01	1.07178	0.00000	0.00000	-161.87	997463.61
45	2008.02.15 17:28	buy	23	0.01	1.08983	0.00000	0.00000
46	2008.02.15 19:40	buy	24	0.01	1.08662	0.00000	0.00000
47	2008.02.15 22:57	close	24	0.01	1.08528	0.00000	0.00000	-230.75	997232.86
48	2008.02.15 22:57	close	23	0.01	1.08528	0.00000	0.00000	-783.53	996449.33
49	2008.02.22 18:22	buy	25	0.01	1.07014	0.00000	0.00000
50	2008.02.22 19:01	buy	26	0.01	1.06940	0.00000	0.00000
51	2008.02.22 22:42	close	26	0.01	1.06924	0.00000	0.00000	-27.55	996421.78
52	2008.02.22 22:42	close	25	0.01	1.06924	0.00000	0.00000	-154.98	996266.80
53	2008.02.29 21:35	buy	27	0.01	1.06148	0.00000	0.00000
54	2008.03.03 07:09	close	27	0.01	1.04947	0.00000	0.00000	-2068.16	994198.64
55	2008.03.07 21:42	buy	28	0.01	1.03246	0.00000	0.00000
56	2008.03.07 22:25	close	28	0.01	1.03518	0.00000	0.00000	468.39	994667.03
57	2008.03.14 23:43	buy	29	0.01	1.01170	0.00000	0.00000
58	2008.03.17 09:44	close	29	0.01	0.98679	0.00000	0.00000	-4289.55	990377.48
59	2008.03.21 18:05	buy	30	0.01	0.98364	0.00000	0.00000
60	2008.03.21 21:24	close	30	0.01	0.98460	0.00000	0.00000	165.31	990542.79
61	2008.03.28 22:18	buy	31	0.01	0.97654	0.00000	0.00000
62	2008.03.31 02:50	close	31	0.01	0.97410	0.00000	0.00000	-420.17	990122.62
63	2008.04.11 21:44	buy	32	0.01	0.97635	0.00000	0.00000
64	2008.04.14 01:10	close	32	0.01	0.98059	0.00000	0.00000	730.14	990852.76
65	2008.05.23 17:38	buy	33	0.01	1.03947	0.00000	0.00000
66	2008.05.23 23:42	buy	34	0.01	1.03396	0.00000	0.00000
67	2008.05.26 01:10	close	34	0.01	1.03619	0.00000	0.00000	384.02	991236.78
68	2008.05.26 01:10	close	33	0.01	1.03619	0.00000	0.00000	-564.82	990671.96
69	2008.05.30 18:35	buy	35	0.01	1.04908	0.00000	0.00000
70	2008.06.02 04:35	close	35	0.01	1.04805	0.00000	0.00000	-177.37	990494.59
71	2008.06.06 17:04	buy	36	0.01	1.00937	0.00000	0.00000
72	2008.06.06 21:13	buy	37	0.01	1.00275	0.00000	0.00000
73	2008.06.09 03:13	close	37	0.01	0.99962	0.00000	0.00000	-539.00	989955.59
74	2008.06.09 03:13	close	36	0.01	0.99962	0.00000	0.00000	-1678.99	988276.60
75	2008.06.13 23:36	buy	38	0.01	1.01753	0.00000	0.00000
76	2008.06.16 08:37	close	38	0.01	1.01741	0.00000	0.00000	-20.67	988255.93
77	2008.06.20 17:00	buy	39	0.01	1.01612	0.00000	0.00000
78	2008.06.20 22:57	close	39	0.01	1.01652	0.00000	0.00000	68.88	988324.81
79	2008.06.27 20:43	buy	40	0.01	1.00512	0.00000	0.00000
80	2008.06.30 02:12	close	40	0.01	1.00839	0.00000	0.00000	563.10	988887.91
81	2008.07.04 17:13	buy	41	0.01	1.00791	0.00000	0.00000
82	2008.07.04 17:59	buy	42	0.01	1.00742	0.00000	0.00000
83	2008.07.04 19:25	buy	43	0.01	1.00650	0.00000	0.00000
84	2008.07.04 23:13	close	43	0.01	1.00652	0.00000	0.00000	3.45	988891.36
85	2008.07.04 23:13	close	42	0.01	1.00652	0.00000	0.00000	-154.98	988736.38
86	2008.07.04 23:13	close	41	0.01	1.00652	0.00000	0.00000	-239.36	988497.02
87	2008.07.11 23:22	buy	44	0.01	1.00532	0.00000	0.00000
88	2008.07.14 01:10	close	44	0.01	1.00891	0.00000	0.00000	618.21	989115.23
89	2008.07.18 21:08	buy	45	0.01	1.01496	0.00000	0.00000
90	2008.07.18 22:51	close	45	0.01	1.01626	0.00000	0.00000	223.86	989339.09
91	2008.07.25 19:32	buy	46	0.01	1.01977	0.00000	0.00000
92	2008.07.28 03:16	close	46	0.01	1.01809	0.00000	0.00000	-289.30	989049.79
93	2008.08.29 17:59	buy	47	0.01	1.03644	0.00000	0.00000
94	2008.08.29 20:40	buy	48	0.01	1.03568	0.00000	0.00000
95	2008.08.29 23:36	buy	49	0.01	1.03515	0.00000	0.00000
96	2008.09.01 03:17	close	49	0.01	1.03471	0.00000	0.00000	-75.77	988974.02
97	2008.09.01 03:17	close	48	0.01	1.03471	0.00000	0.00000	-167.04	988806.98
98	2008.09.01 03:17	close	47	0.01	1.03471	0.00000	0.00000	-297.91	988509.07
99	2008.09.19 17:07	buy	50	0.01	1.05209	0.00000	0.00000
100	2008.09.19 17:29	close	50	0.01	1.05681	0.00000	0.00000	812.78	989321.85
101	2008.10.03 21:48	buy	51	0.01	1.04239	0.00000	0.00000
102	2008.10.06 06:11	close	51	0.01	1.04258	0.00000	0.00000	32.72	989354.57
103	2008.10.10 17:00	buy	52	0.01	0.94872	0.00000	0.00000
104	2008.10.10 18:07	buy	53	0.01	0.94603	0.00000	0.00000
105	2008.10.10 22:39	close	53	0.01	0.95521	0.00000	0.00000	1580.78	990935.35
106	2008.10.10 22:39	close	52	0.01	0.95521	0.00000	0.00000	1117.56	992052.91
107	2008.10.31 23:17	buy	54	0.01	0.95530	0.00000	0.00000
108	2008.11.03 03:31	close	54	0.01	0.95718	0.00000	0.00000	323.74	992376.65
109	2008.11.21 17:51	buy	55	0.01	0.95162	0.00000	0.00000
110	2008.11.21 18:23	buy	56	0.01	0.95138	0.00000	0.00000
111	2008.11.21 20:27	buy	57	0.01	0.95057	0.00000	0.00000
112	2008.11.21 22:40	close	57	0.01	0.95507	0.00000	0.00000	774.90	993151.55
113	2008.11.21 22:40	close	56	0.01	0.95507	0.00000	0.00000	635.42	993786.97
114	2008.11.21 22:40	close	55	0.01	0.95507	0.00000	0.00000	594.09	994381.06
115	2008.12.12 20:28	buy	58	0.01	0.94707	0.00000	0.00000
116	2008.12.12 22:18	buy	59	0.01	0.94515	0.00000	0.00000
117	2008.12.15 02:20	close	59	0.01	0.94385	0.00000	0.00000	-223.86	994157.20
118	2008.12.15 02:20	close	58	0.01	0.94385	0.00000	0.00000	-554.49	993602.71
119	2008.12.26 19:13	buy	60	0.01	0.87552	0.00000	0.00000
120	2008.12.26 19:57	buy	61	0.01	0.87391	0.00000	0.00000
121	2008.12.26 21:43	buy	62	0.01	0.87297	0.00000	0.00000
122	2008.12.29 01:41	close	62	0.01	0.87546	0.00000	0.00000	428.77	994031.48
123	2008.12.29 01:41	close	61	0.01	0.87546	0.00000	0.00000	266.91	994298.39
124	2008.12.29 01:41	close	60	0.01	0.87546	0.00000	0.00000	-10.33	994288.06
125	2009.01.16 18:22	buy	63	0.01	0.89573	0.00000	0.00000
126	2009.01.16 23:37	close	63	0.01	0.89642	0.00000	0.00000	118.82	994406.88
127	2009.02.20 17:01	buy	64	0.01	0.93444	0.00000	0.00000
128	2009.02.20 19:55	buy	65	0.01	0.92552	0.00000	0.00000
129	2009.02.23 06:38	close	65	0.01	0.92414	0.00000	0.00000	-237.63	994169.25
130	2009.02.23 06:38	close	64	0.01	0.92414	0.00000	0.00000	-1773.64	992395.61
131	2009.02.27 17:46	buy	66	0.01	0.91975	0.00000	0.00000
132	2009.02.27 23:46	buy	67	0.01	0.91757	0.00000	0.00000
133	2009.03.02 03:19	close	67	0.01	0.91736	0.00000	0.00000	-36.16	992359.45
134	2009.03.02 03:19	close	66	0.01	0.91736	0.00000	0.00000	-411.55	991947.90
135	2009.03.13 21:30	buy	68	0.01	0.93102	0.00000	0.00000
136	2009.03.13 22:15	buy	69	0.01	0.93070	0.00000	0.00000
137	2009.03.16 03:55	close	69	0.01	0.93335	0.00000	0.00000	456.32	992404.22
138	2009.03.16 03:55	close	68	0.01	0.93335	0.00000	0.00000	401.22	992805.44
139	2009.04.10 22:46	buy	70	0.01	0.94085	0.00000	0.00000
140	2009.04.13 01:51	close	70	0.01	0.94188	0.00000	0.00000	177.36	992982.80
141	2009.05.01 17:12	buy	71	0.01	0.95408	0.00000	0.00000
142	2009.05.04 07:08	close	71	0.01	0.95965	0.00000	0.00000	959.14	993941.94
143	2009.05.08 19:18	buy	72	0.01	0.96544	0.00000	0.00000
144	2009.05.08 23:29	buy	73	0.01	0.96083	0.00000	0.00000
145	2009.05.11 08:03	close	73	0.01	0.96103	0.00000	0.00000	34.44	993976.38
146	2009.05.11 08:03	close	72	0.01	0.96103	0.00000	0.00000	-759.40	993216.98
147	2009.06.19 19:54	buy	74	0.01	0.95279	0.00000	0.00000
148	2009.06.19 21:25	buy	75	0.01	0.95093	0.00000	0.00000
149	2009.06.22 05:34	close	75	0.01	0.95251	0.00000	0.00000	272.07	993489.05
150	2009.06.22 05:34	close	74	0.01	0.95251	0.00000	0.00000	-48.21	993440.84
151	2009.06.26 17:00	buy	76	0.01	0.94126	0.00000	0.00000
152	2009.06.26 19:16	buy	77	0.01	0.93931	0.00000	0.00000
153	2009.06.26 23:07	buy	78	0.01	0.93705	0.00000	0.00000
154	2009.06.29 02:13	close	78	0.01	0.93936	0.00000	0.00000	397.77	993838.61
155	2009.06.29 02:13	close	77	0.01	0.93936	0.00000	0.00000	8.61	993847.22
156	2009.06.29 02:13	close	76	0.01	0.93936	0.00000	0.00000	-327.18	993520.04
157	2009.07.03 17:30	buy	79	0.01	0.93744	0.00000	0.00000
158	2009.07.03 19:00	buy	80	0.01	0.93545	0.00000	0.00000
159	2009.07.03 21:41	buy	81	0.01	0.93374	0.00000	0.00000
160	2009.07.03 23:08	close	81	0.01	0.93533	0.00000	0.00000	273.79	993793.83
161	2009.07.03 23:08	close	80	0.01	0.93533	0.00000	0.00000	-20.66	993773.17
162	2009.07.03 23:08	close	79	0.01	0.93533	0.00000	0.00000	-363.34	993409.83
163	2009.07.10 22:09	buy	82	0.01	0.93170	0.00000	0.00000
164	2009.07.13 03:01	close	82	0.01	0.93347	0.00000	0.00000	304.80	993714.63
165	2009.07.17 21:56	buy	83	0.01	0.96267	0.00000	0.00000
166	2009.07.17 22:56	close	83	0.01	0.96365	0.00000	0.00000	168.75	993883.38
167	2009.07.31 17:30	buy	84	0.01	0.99819	0.00000	0.00000
168	2009.07.31 22:26	close	84	0.01	0.99113	0.00000	0.00000	-1215.74	992667.64
169	2009.08.28 18:14	buy	85	0.01	0.97352	0.00000	0.00000
170	2009.08.31 01:20	close	85	0.01	0.97101	0.00000	0.00000	-432.23	992235.41
171	2009.09.25 19:02	buy	86	0.01	0.94136	0.00000	0.00000
172	2009.09.25 20:05	buy	87	0.01	0.94086	0.00000	0.00000
173	2009.09.25 22:10	close	87	0.01	0.94222	0.00000	0.00000	234.19	992469.60
174	2009.09.25 22:10	close	86	0.01	0.94222	0.00000	0.00000	148.09	992617.69
175	2009.09.25 23:25	buy	88	0.01	0.94036	0.00000	0.00000
176	2009.09.28 04:56	close	88	0.01	0.94244	0.00000	0.00000	358.18	992975.87
177	2009.10.09 23:34	buy	89	0.01	0.98848	0.00000	0.00000
178	2009.10.12 02:02	close	89	0.01	0.98961	0.00000	0.00000	194.60	993170.47
179	2009.10.30 20:30	buy	90	0.01	0.94733	0.00000	0.00000
180	2009.10.30 23:33	buy	91	0.01	0.94667	0.00000	0.00000
181	2009.11.02 06:10	close	91	0.01	0.94769	0.00000	0.00000	175.66	993346.13
182	2009.11.02 06:10	close	90	0.01	0.94769	0.00000	0.00000	62.00	993408.13
183	2009.11.06 19:41	buy	92	0.01	0.94800	0.00000	0.00000
184	2009.11.09 01:51	close	92	0.01	0.94660	0.00000	0.00000	-241.09	993167.04
185	2009.11.13 20:13	buy	93	0.01	0.96403	0.00000	0.00000
186	2009.11.13 23:49	buy	94	0.01	0.96202	0.00000	0.00000
187	2009.11.16 04:40	close	94	0.01	0.96235	0.00000	0.00000	56.83	993223.87
188	2009.11.16 04:40	close	93	0.01	0.96235	0.00000	0.00000	-289.31	992934.56
189	2009.11.20 18:21	buy	95	0.01	0.95077	0.00000	0.00000
190	2009.11.20 23:26	close	95	0.01	0.95098	0.00000	0.00000	36.16	992970.72
191	2009.12.04 22:54	buy	96	0.01	0.96054	0.00000	0.00000
192	2009.12.07 02:23	close	96	0.01	0.96198	0.00000	0.00000	247.98	993218.70
193	2009.12.18 22:52	buy	97	0.01	0.97779	0.00000	0.00000
194	2009.12.21 03:19	close	97	0.01	0.97567	0.00000	0.00000	-365.07	992853.63
195	2010.01.08 20:21	buy	98	0.01	0.99261	0.00000	0.00000
196	2010.01.11 08:23	close	98	0.01	0.99006	0.00000	0.00000	-439.12	992414.51
197	2010.01.15 19:45	buy	99	0.01	0.99659	0.00000	0.00000
198	2010.01.15 20:18	buy	100	0.01	0.99609	0.00000	0.00000
199	2010.01.18 02:19	close	100	0.01	0.99736	0.00000	0.00000	218.69	992633.20
200	2010.01.18 02:19	close	99	0.01	0.99736	0.00000	0.00000	132.59	992765.79