通貨ペア		USDJPY (USD/JPY)
期間		4時間足(H4) 2016.01.04 00:00 - 2017.11.15 08:00 (2016.01.01 - 2017.11.16)
モデル		コントロールポイント(おおまかな方法。結果はあまり信頼性はない)
パラメーター		Lots=1; Slippage=4; Sow=15; Slw=30; Tpw=15; Magic=2000;
テストバー数	4019	モデルティック数	147239	モデリング品質	n/a
不整合チャートエラー	41
初期証拠金	10000.00			スプレッド	現在値 (4)
純益	2041.61	総利益	4772.99	総損失	-2731.38
プロフィットファクタ	1.75	期待利得	45.37
絶対ドローダウン	220.81	最大ドローダウン	869.10 (7.78%)	相対ドローダウン	7.78% (869.10)
総取引数	45	売りポジション(勝率%）	26 (76.92%)	買いポジション(勝率%）	19 (78.95%)
		勝率(%)	35 (77.78%)	負率 (%)	10 (22.22%)
最大		勝トレード	149.10	敗トレード	-295.02
平均		勝トレード	136.37	敗トレード	-273.14
最大		連勝(金額)	8 (1061.01)	連敗(金額)	2 (-526.49)
最大		連勝(トレード数)	1061.01 (8)	連敗(トレード数)	-526.49 (2)
平均		連勝	4	連敗	1

#	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	2016.01.04 02:05	buy stop	1	1.00	122.800	122.500	122.950
2	2016.01.04 02:05	sell stop	2	1.00	120.200	120.500	120.050
3	2016.01.04 02:15	sell	2	1.00	120.200	120.500	120.050
4	2016.01.04 05:40	t/p	2	1.00	120.050	120.500	120.050	124.99	10124.99
5	2016.01.19 15:35	sell stop	3	1.00	116.400	116.700	116.250
6	2016.01.19 16:35	delete	1	1.00	122.800	122.500	122.950
7	2016.01.19 16:35	buy stop	4	1.00	118.300	118.000	118.450
8	2016.01.20 12:30	sell	3	1.00	116.400	116.700	116.250
9	2016.01.20 12:40	t/p	3	1.00	116.250	116.700	116.250	129.29	10254.28
10	2016.01.21 20:35	sell stop	5	1.00	115.800	116.100	115.650
11	2016.01.22 05:45	delete	4	1.00	118.300	118.000	118.450
12	2016.01.22 05:45	buy stop	6	1.00	118.100	117.800	118.250
13	2016.01.22 09:40	buy	6	1.00	118.100	117.800	118.250
14	2016.01.22 12:40	t/p	6	1.00	118.250	117.800	118.250	126.81	10381.09
15	2016.02.08 19:30	sell	5	1.00	115.800	116.100	115.650
16	2016.02.08 19:40	t/p	5	1.00	115.650	116.100	115.650	129.81	10510.90
17	2016.02.26 03:45	sell stop	7	1.00	110.800	111.100	110.650
18	2016.02.26 04:45	buy stop	8	1.00	113.400	113.100	113.550
19	2016.02.26 17:40	buy	8	1.00	113.400	113.100	113.550
20	2016.02.26 18:30	t/p	8	1.00	113.550	113.100	113.550	132.05	10642.95
21	2016.03.01 12:35	delete	7	1.00	110.800	111.100	110.650
22	2016.03.01 12:35	sell stop	9	1.00	112.000	112.300	111.850
23	2016.03.08 04:45	buy stop	10	1.00	114.700	114.400	114.850
24	2016.03.08 08:35	delete	9	1.00	112.000	112.300	111.850
25	2016.03.08 08:35	sell stop	11	1.00	112.600	112.900	112.450
26	2016.03.08 19:30	sell	11	1.00	112.600	112.900	112.450
27	2016.03.08 19:40	t/p	11	1.00	112.450	112.900	112.450	133.42	10776.37
28	2016.03.10 20:35	delete	10	1.00	114.700	114.400	114.850
29	2016.03.10 20:35	buy stop	12	1.00	114.600	114.300	114.750
30	2016.03.11 04:45	sell stop	13	1.00	112.600	112.900	112.450
31	2016.03.15 07:45	delete	12	1.00	114.600	114.300	114.750
32	2016.03.15 07:45	buy stop	14	1.00	114.300	114.000	114.450
33	2016.03.16 05:35	delete	13	1.00	112.600	112.900	112.450
34	2016.03.16 05:35	sell stop	15	1.00	112.500	112.800	112.350
35	2016.03.16 22:40	sell	15	1.00	112.500	112.800	112.350
36	2016.03.16 22:55	s/l	15	1.00	112.800	112.800	112.350	-265.65	10510.72
37	2016.03.23 19:35	delete	14	1.00	114.300	114.000	114.450
38	2016.03.23 19:35	buy stop	16	1.00	113.100	112.800	113.250
39	2016.03.25 04:30	buy	16	1.00	113.100	112.800	113.250
40	2016.03.25 04:40	t/p	16	1.00	113.250	112.800	113.250	132.40	10643.12
41	2016.03.30 17:35	sell stop	17	1.00	111.900	112.200	111.750
42	2016.04.01 16:40	sell	17	1.00	111.900	112.200	111.750
43	2016.04.01 18:06	s/l	17	1.00	112.200	112.200	111.750	-267.27	10375.85
44	2016.04.19 17:35	buy stop	18	1.00	109.600	109.300	109.750
45	2016.04.20 20:30	buy	18	1.00	109.600	109.300	109.750
46	2016.04.20 21:30	t/p	18	1.00	109.750	109.300	109.750	136.65	10512.50
47	2016.05.09 17:35	sell stop	19	1.00	105.400	105.700	105.250
48	2016.05.27 16:45	buy stop	20	1.00	110.700	110.400	110.850
49	2016.05.30 02:40	buy	20	1.00	110.700	110.400	110.850
50	2016.05.30 03:40	t/p	20	1.00	110.850	110.400	110.850	135.32	10647.82
51	2016.06.16 06:06	sell	19	1.00	105.400	105.700	105.250
52	2016.06.16 06:20	t/p	19	1.00	105.250	105.700	105.250	142.95	10790.77
53	2016.06.23 14:26	sell stop	21	1.00	103.400	103.700	103.250
54	2016.06.24 03:25	buy stop	22	1.00	107.000	106.700	107.150
55	2016.06.24 03:40	sell	21	1.00	103.400	103.700	103.250
56	2016.06.24 03:55	s/l	21	1.00	103.700	103.700	103.250	-288.08	10502.69
57	2016.07.11 11:35	sell stop	23	1.00	98.800	99.100	98.650
58	2016.07.20 23:40	buy	22	1.00	107.000	106.700	107.150
59	2016.07.21 01:30	t/p	22	1.00	107.150	106.700	107.150	139.83	10642.52
60	2016.07.26 04:45	buy stop	24	1.00	107.600	107.300	107.750
61	2016.07.27 06:35	delete	23	1.00	98.800	99.100	98.650
62	2016.07.27 06:35	sell stop	25	1.00	103.800	104.100	103.650
63	2016.07.29 02:40	sell	25	1.00	103.800	104.100	103.650
64	2016.07.29 02:50	t/p	25	1.00	103.650	104.100	103.650	144.89	10787.41
65	2016.09.06 21:45	delete	24	1.00	107.600	107.300	107.750
66	2016.09.06 21:45	buy stop	26	1.00	104.500	104.200	104.650
67	2016.09.07 01:35	sell stop	27	1.00	101.800	102.100	101.650
68	2016.09.07 03:20	sell	27	1.00	101.800	102.100	101.650
69	2016.09.07 03:30	t/p	27	1.00	101.650	102.100	101.650	147.70	10935.11
70	2016.09.12 02:25	delete	26	1.00	104.500	104.200	104.650
71	2016.09.12 02:25	buy stop	28	1.00	103.200	102.900	103.350
72	2016.09.13 21:45	sell stop	29	1.00	101.300	101.600	101.150
73	2016.09.14 10:30	buy	28	1.00	103.200	102.900	103.350
74	2016.09.14 10:40	t/p	28	1.00	103.350	102.900	103.350	145.14	11080.25
75	2016.09.14 13:45	buy stop	30	1.00	103.500	103.200	103.650
76	2016.09.21 06:33	sell	29	1.00	101.300	101.600	101.150
77	2016.09.21 07:20	s/l	29	1.00	101.600	101.600	101.150	-295.02	10785.23
78	2016.09.21 08:35	sell stop	31	1.00	100.800	101.100	100.650
79	2016.09.21 16:30	sell	31	1.00	100.800	101.100	100.650
80	2016.09.21 16:40	t/p	31	1.00	100.650	101.100	100.650	149.10	10934.33
81	2016.09.29 13:45	delete	30	1.00	103.500	103.200	103.650
82	2016.09.29 13:45	buy stop	32	1.00	101.900	101.600	102.050
83	2016.10.04 04:20	buy	32	1.00	101.900	101.600	102.050
84	2016.10.04 04:40	t/p	32	1.00	102.050	101.600	102.050	146.95	11081.28
85	2016.10.20 04:40	sell stop	33	1.00	103.000	103.300	102.850
86	2016.10.21 12:45	buy stop	34	1.00	104.400	104.100	104.550
87	2016.10.25 04:30	buy	34	1.00	104.400	104.100	104.550
88	2016.10.25 14:30	t/p	34	1.00	104.550	104.100	104.550	143.47	11224.75
89	2016.11.03 06:30	sell	33	1.00	103.000	103.300	102.850
90	2016.11.03 06:40	t/p	33	1.00	102.850	103.300	102.850	145.85	11370.60
91	2016.11.07 03:35	sell stop	35	1.00	102.400	102.700	102.250
92	2016.11.07 04:25	buy stop	36	1.00	104.600	104.300	104.750
93	2016.11.07 13:05	buy	36	1.00	104.600	104.300	104.750
94	2016.11.07 16:30	s/l	36	1.00	104.300	104.300	104.750	-287.65	11082.95
95	2016.11.09 06:33	sell	35	1.00	102.400	102.700	102.250
96	2016.11.09 06:46	t/p	35	1.00	102.250	102.700	102.250	146.71	11229.66
97	2016.11.09 17:45	sell stop	37	1.00	101.000	101.300	100.850
98	2016.12.08 07:45	buy stop	38	1.00	115.000	114.700	115.150
99	2016.12.09 16:20	buy	38	1.00	115.000	114.700	115.150
100	2016.12.09 16:30	t/p	38	1.00	115.150	114.700	115.150	130.26	11359.92
101	2017.01.02 12:45	delete	37	1.00	101.000	101.300	100.850
102	2017.01.02 12:45	sell stop	39	1.00	115.900	116.200	115.750
103	2017.01.02 16:13	buy stop	40	1.00	117.600	117.300	117.750
104	2017.01.02 23:40	buy	40	1.00	117.600	117.300	117.750
105	2017.01.03 02:40	s/l	40	1.00	117.300	117.300	117.750	-255.87	11104.05
106	2017.01.05 10:40	sell	39	1.00	115.900	116.200	115.750
107	2017.01.05 10:45	t/p	39	1.00	115.750	116.200	115.750	129.60	11233.65
108	2017.01.06 22:45	sell stop	41	1.00	114.900	115.200	114.750
109	2017.01.09 13:25	buy stop	42	1.00	117.700	117.400	117.850
110	2017.01.11 19:40	delete	41	1.00	114.900	115.200	114.750
111	2017.01.11 19:40	sell stop	43	1.00	115.000	115.300	114.850
112	2017.01.11 22:30	sell	43	1.00	115.000	115.300	114.850
113	2017.01.11 22:35	t/p	43	1.00	114.850	115.300	114.850	130.67	11364.32
114	2017.01.19 20:26	delete	42	1.00	117.700	117.400	117.850
115	2017.01.19 20:26	buy stop	44	1.00	115.700	115.400	115.850
116	2017.01.26 13:45	sell stop	45	1.00	112.400	112.700	112.250
117	2017.01.26 17:45	delete	44	1.00	115.700	115.400	115.850
118	2017.01.26 17:45	buy stop	46	1.00	114.600	114.300	114.750
119	2017.01.26 19:30	buy	46	1.00	114.600	114.300	114.750
120	2017.01.26 19:40	t/p	46	1.00	114.750	114.300	114.750	130.69	11495.01
121	2017.01.31 18:40	sell	45	1.00	112.400	112.700	112.250
122	2017.01.31 19:05	t/p	45	1.00	112.250	112.700	112.250	133.77	11628.78
123	2017.02.01 19:10	sell stop	47	1.00	111.900	112.200	111.750
124	2017.02.06 22:30	sell	47	1.00	111.900	112.200	111.750
125	2017.02.06 22:40	t/p	47	1.00	111.750	112.200	111.750	134.34	11763.12
126	2017.02.10 01:10	buy stop	48	1.00	113.500	113.200	113.650
127	2017.02.10 04:20	buy	48	1.00	113.500	113.200	113.650
128	2017.02.10 04:40	t/p	48	1.00	113.650	113.200	113.650	131.89	11895.01
129	2017.02.20 06:35	sell stop	49	1.00	112.500	112.800	112.350
130	2017.02.24 13:40	sell	49	1.00	112.500	112.800	112.350
131	2017.02.24 14:40	t/p	49	1.00	112.350	112.800	112.350	133.56	12028.57
132	2017.03.15 22:25	buy stop	50	1.00	115.700	115.400	115.850
133	2017.03.31 00:45	sell stop	51	1.00	110.000	110.300	109.850
134	2017.03.31 17:45	delete	50	1.00	115.700	115.400	115.850
135	2017.03.31 17:45	buy stop	52	1.00	112.300	112.000	112.450
136	2017.04.05 16:35	delete	51	1.00	110.000	110.300	109.850
137	2017.04.05 16:35	sell stop	53	1.00	110.100	110.400	109.950
138	2017.04.06 00:05	delete	52	1.00	112.300	112.000	112.450
139	2017.04.06 00:05	buy stop	54	1.00	111.600	111.300	111.750
140	2017.04.06 19:26	delete	53	1.00	110.100	110.400	109.950
141	2017.04.06 19:26	sell stop	55	1.00	110.100	110.400	109.950
142	2017.04.10 19:45	delete	54	1.00	111.600	111.300	111.750
143	2017.04.10 19:45	buy stop	56	1.00	111.700	111.400	111.850
144	2017.04.11 18:20	sell	55	1.00	110.100	110.400	109.950
145	2017.04.11 18:30	t/p	55	1.00	109.950	110.400	109.950	136.49	12165.06
146	2017.04.24 01:05	sell stop	57	1.00	108.000	108.300	107.850
147	2017.04.26 16:40	buy	56	1.00	111.700	111.400	111.850
148	2017.04.26 17:30	s/l	56	1.00	111.400	111.400	111.850	-269.44	11895.62
149	2017.05.16 18:45	buy stop	58	1.00	114.500	114.200	114.650
150	2017.06.01 16:35	delete	57	1.00	108.000	108.300	107.850
151	2017.06.01 16:35	sell stop	59	1.00	110.100	110.400	109.950
152	2017.06.02 16:25	delete	58	1.00	114.500	114.200	114.650
153	2017.06.02 16:25	buy stop	60	1.00	111.900	111.600	112.050
154	2017.06.06 05:20	sell	59	1.00	110.100	110.400	109.950
155	2017.06.06 05:40	t/p	59	1.00	109.950	110.400	109.950	136.49	12032.11
156	2017.06.09 17:25	sell stop	61	1.00	109.000	109.300	108.850
157	2017.06.14 18:40	sell	61	1.00	109.000	109.300	108.850
158	2017.06.14 22:15	t/p	61	1.00	108.850	109.300	108.850	137.86	12169.97
159	2017.06.26 22:40	buy	60	1.00	111.900	111.600	112.050
160	2017.06.27 05:05	t/p	60	1.00	112.050	111.600	112.050	133.86	12303.83
161	2017.07.12 16:45	buy stop	62	1.00	114.600	114.300	114.750
162	2017.07.13 11:35	sell stop	63	1.00	112.700	113.000	112.550
163	2017.07.14 16:30	sell	63	1.00	112.700	113.000	112.550
164	2017.07.14 16:40	t/p	63	1.00	112.550	113.000	112.550	133.62	12437.45
165	2017.08.16 22:45	delete	62	1.00	114.600	114.300	114.750
166	2017.08.16 22:45	buy stop	64	1.00	111.100	110.800	111.250
167	2017.08.23 04:10	sell stop	65	1.00	108.400	108.700	108.250
168	2017.08.29 02:40	sell	65	1.00	108.400	108.700	108.250
169	2017.08.29 03:20	s/l	65	1.00	108.700	108.700	108.250	-275.91	12161.54
170	2017.09.04 10:45	delete	64	1.00	111.100	110.800	111.250
171	2017.09.04 10:45	buy stop	66	1.00	110.800	110.500	110.950
172	2017.09.05 12:10	sell stop	67	1.00	109.000	109.300	108.850
173	2017.09.05 18:30	sell	67	1.00	109.000	109.300	108.850
174	2017.09.05 18:40	t/p	67	1.00	108.850	109.300	108.850	137.81	12299.35
175	2017.09.12 02:40	delete	66	1.00	110.800	110.500	110.950
176	2017.09.12 02:40	buy stop	68	1.00	109.700	109.400	109.850
177	2017.09.12 12:40	buy	68	1.00	109.700	109.400	109.850
178	2017.09.12 15:30	t/p	68	1.00	109.850	109.400	109.850	136.54	12435.89
179	2017.10.18 11:35	sell stop	69	1.00	111.500	111.800	111.350
180	2017.10.19 14:45	buy stop	70	1.00	113.300	113.000	113.450
181	2017.10.20 06:40	buy	70	1.00	113.300	113.000	113.450
182	2017.10.20 12:05	t/p	70	1.00	113.450	113.000	113.450	132.21	12568.10
183	2017.10.31 00:06	delete	69	1.00	111.500	111.800	111.350
184	2017.10.31 00:06	sell stop	71	1.00	112.900	113.200	112.750
185	2017.11.03 15:45	buy stop	72	1.00	114.400	114.100	114.550
186	2017.11.03 18:05	buy	72	1.00	114.400	114.100	114.550
187	2017.11.03 22:30	s/l	72	1.00	114.100	114.100	114.550	-262.93	12305.17
188	2017.11.07 01:10	delete	71	1.00	112.900	113.200	112.750
189	2017.11.07 01:10	sell stop	73	1.00	113.500	113.800	113.350
190	2017.11.07 19:45	buy stop	74	1.00	114.500	114.200	114.650
191	2017.11.08 07:45	delete	73	1.00	113.500	113.800	113.350
192	2017.11.08 07:45	sell stop	75	1.00	113.500	113.800	113.350
193	2017.11.08 14:30	sell	75	1.00	113.500	113.800	113.350
194	2017.11.08 21:30	s/l	75	1.00	113.800	113.800	113.350	-263.56	12041.61