通貨ペア		AUDNZD (Australian Dollar vs New Zealand Dollar)
期間		5分足(M5) 2009.01.01 02:10 - 2023.05.30 23:55 (2009.01.01 - 2023.05.31)
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		lots=0.1; MM=false; Start_Account_Balance=10000; Compound_coefficient=1; Slippage=5; MaxSpread=50; Magic=14573456; TP=40; SL=100; EA_Stop_Before=3; EA_Stop_After=3; Importance_1_Stop=false; Importance_2_Stop=false; Importance_3_Stop=true; Importance_4_Stop=true; Importance_5_Stop=true; Backtest_Mode=true;
テストバー数	1076563	モデルティック数	277823454	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	1060716.71	総利益	4857979.80	総損失	-3797263.09
プロフィットファクタ	1.28	期待利得	138.10
絶対ドローダウン	2221.31	最大ドローダウン	106269.84 (8.43%)	相対ドローダウン	8.43% (106269.84)
総取引数	7681	売りポジション(勝率%）	6027 (65.67%)	買いポジション(勝率%）	1654 (60.58%)
		勝率(%)	4960 (64.57%)	負率 (%)	2721 (35.43%)
最大		勝トレード	9624.91	敗トレード	-11694.91
平均		勝トレード	979.43	敗トレード	-1395.54
最大		連勝(金額)	30 (25652.59)	連敗(金額)	7 (-25048.13)
最大		連勝(トレード数)	30700.10 (16)	連敗(トレード数)	-25048.13 (7)
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	2009.01.01 19:48	sell	1	0.10	1.21267	1.22267	1.20867
2	2009.01.01 19:57	t/p	1	0.10	1.20766	1.22267	1.20867	4247.63	1004247.63
3	2009.01.01 21:06	sell	2	0.10	1.20925	1.21929	1.20529
4	2009.01.01 22:03	close	2	0.10	1.20819	1.21929	1.20529	898.70	1005146.33
5	2009.01.02 00:59	sell	3	0.10	1.21101	1.22099	1.20699
6	2009.01.02 01:37	close	3	0.10	1.20705	1.22099	1.20699	3357.41	1008503.74
7	2009.01.02 14:01	sell	4	0.10	1.19900	1.20903	1.19503
8	2009.01.02 14:36	close	4	0.10	1.19741	1.20903	1.19503	1348.05	1009851.79
9	2009.01.02 14:43	sell	5	0.10	1.20303	1.21297	1.19897
10	2009.01.02 14:50	t/p	5	0.10	1.19877	1.21297	1.19897	3611.75	1013463.54
11	2009.01.02 15:14	sell	6	0.10	1.20348	1.21340	1.19940
12	2009.01.02 15:55	close	6	0.10	1.20250	1.21340	1.19940	830.87	1014294.41
13	2009.01.02 16:38	sell	7	0.10	1.20475	1.21476	1.20076
14	2009.01.02 17:06	close	7	0.10	1.20162	1.21476	1.20076	2653.71	1016948.12
15	2009.01.02 17:59	sell	8	0.10	1.20570	1.21576	1.20176
16	2009.01.02 19:22	close	8	0.10	1.20857	1.21576	1.20176	-2433.27	1014514.85
17	2009.01.02 19:23	buy	9	0.10	1.20592	1.19602	1.21002
18	2009.01.02 20:10	close	9	0.10	1.20778	1.19602	1.21002	1576.61	1016091.46
19	2009.01.02 20:42	sell	10	0.10	1.20947	1.21955	1.20555
20	2009.01.02 21:16	close	10	0.10	1.20566	1.21955	1.20555	3230.23	1019321.69
21	2009.01.02 21:59	sell	11	0.10	1.21052	1.22048	1.20648
22	2009.01.02 22:18	t/p	11	0.10	1.20618	1.22048	1.20648	3679.58	1023001.27
23	2009.01.05 01:20	buy	12	0.10	1.20845	1.19852	1.21252
24	2009.01.05 01:31	t/p	12	0.10	1.21269	1.19852	1.21252	3593.99	1026595.26
25	2009.01.05 12:38	buy	13	0.10	1.21418	1.20423	1.21823
26	2009.01.05 13:03	close	13	0.10	1.21642	1.20423	1.21823	1898.71	1028493.97
27	2009.01.05 13:31	sell	14	0.10	1.21690	1.22682	1.21282
28	2009.01.05 14:12	close	14	0.10	1.21531	1.22682	1.21282	1348.05	1029842.02
29	2009.01.05 14:24	buy	15	0.10	1.21373	1.20380	1.21780
30	2009.01.05 15:49	close	15	0.10	1.21410	1.20380	1.21780	313.62	1030155.64
31	2009.01.05 16:08	buy	16	0.10	1.20922	1.19931	1.21331
32	2009.01.05 16:56	close	16	0.10	1.20985	1.19931	1.21331	534.01	1030689.65
33	2009.01.05 18:12	buy	17	0.10	1.20890	1.19880	1.21280
34	2009.01.05 18:22	close	17	0.10	1.21198	1.19880	1.21280	2610.73	1033300.38
35	2009.01.05 18:34	sell	18	0.10	1.21298	1.22307	1.20907
36	2009.01.05 19:34	close	18	0.10	1.21302	1.22307	1.20907	-33.92	1033266.46
37	2009.01.05 21:20	buy	19	0.10	1.21320	1.20325	1.21725
38	2009.01.05 22:06	close	19	0.10	1.21421	1.20325	1.21725	856.11	1034122.57
39	2009.01.05 22:30	sell	20	0.10	1.21484	1.22494	1.21094
40	2009.01.05 23:33	close	20	0.10	1.21394	1.22494	1.21094	763.05	1034885.62
41	2009.01.06 00:06	buy	21	0.10	1.21045	1.20055	1.21455
42	2009.01.06 01:06	close	21	0.10	1.21148	1.20055	1.21455	873.07	1035758.69
43	2009.01.06 01:14	sell	22	0.10	1.21266	1.22262	1.20862
44	2009.01.06 01:58	close	22	0.10	1.21178	1.22262	1.20862	746.09	1036504.78
45	2009.01.06 12:03	sell	23	0.10	1.21275	1.22270	1.20870
46	2009.01.06 12:36	close	23	0.10	1.21092	1.22270	1.20870	1551.53	1038056.31
47	2009.01.06 12:56	buy	24	0.10	1.21020	1.20016	1.21416
48	2009.01.06 14:09	close	24	0.10	1.21237	1.20016	1.21416	1839.38	1039895.69
49	2009.01.06 17:30	buy	25	0.10	1.20597	1.19606	1.21006
50	2009.01.06 18:11	close	25	0.10	1.20870	1.19606	1.21006	2314.06	1042209.75
51	2009.01.06 19:29	sell	26	0.10	1.21007	1.22012	1.20612
52	2009.01.06 20:02	close	26	0.10	1.20746	1.22012	1.20612	2212.84	1044422.59
53	2009.01.06 21:12	sell	27	0.10	1.21280	1.22290	1.20890
54	2009.01.06 21:15	close	27	0.10	1.20974	1.22290	1.20890	2594.36	1047016.95
55	2009.01.06 21:49	buy	28	0.10	1.20895	1.19898	1.21298
56	2009.01.06 22:04	close	28	0.10	1.21193	1.19898	1.21298	2525.97	1049542.92
57	2009.01.07 00:09	buy	29	0.10	1.20364	1.19363	1.20763
58	2009.01.07 01:16	close	29	0.10	1.20426	1.19363	1.20763	525.54	1050068.46
59	2009.01.07 01:21	sell	30	0.10	1.20513	1.21507	1.20107
60	2009.01.07 02:23	close	30	0.10	1.20602	1.21507	1.20107	-754.57	1049313.89
61	2009.01.07 12:04	sell	31	0.10	1.20868	1.21860	1.20460
62	2009.01.07 14:41	close	31	0.10	1.20618	1.21860	1.20460	2119.57	1051433.46
63	2009.01.07 15:27	sell	32	0.10	1.20735	1.21735	1.20335
64	2009.01.07 15:38	close	32	0.10	1.20540	1.21735	1.20335	1653.27	1053086.73
65	2009.01.07 17:56	sell	33	0.10	1.20158	1.21165	1.19765
66	2009.01.07 18:34	close	33	0.10	1.19921	1.21165	1.19765	2009.36	1055096.09
67	2009.01.07 18:47	sell	34	0.10	1.20184	1.21180	1.19780
68	2009.01.07 19:32	close	34	0.10	1.20027	1.21180	1.19780	1331.10	1056427.19
69	2009.01.07 20:00	sell	35	0.10	1.20207	1.21200	1.19800
70	2009.01.08 02:03	close	35	0.10	1.20502	1.21200	1.19800	-2485.69	1053941.50
71	2009.01.08 12:55	sell	36	0.10	1.19200	1.20210	1.18810
72	2009.01.08 14:27	close	36	0.10	1.19363	1.20210	1.18810	-1381.96	1052559.54
73	2009.01.08 14:40	sell	37	0.10	1.19566	1.20560	1.19160
74	2009.01.08 14:49	close	37	0.10	1.19324	1.20560	1.19160	2051.75	1054611.29
75	2009.01.08 16:19	sell	38	0.10	1.19494	1.20485	1.19085
76	2009.01.08 17:03	close	38	0.10	1.19362	1.20485	1.19085	1119.14	1055730.43
77	2009.01.08 17:09	sell	39	0.10	1.19539	1.20545	1.19145
78	2009.01.08 17:11	close	39	0.10	1.19350	1.20545	1.19145	1602.39	1057332.82
79	2009.01.08 17:48	sell	40	0.10	1.19465	1.20470	1.19070
80	2009.01.08 18:53	close	40	0.10	1.19334	1.20470	1.19070	1110.66	1058443.48
81	2009.01.08 19:42	sell	41	0.10	1.19401	1.20395	1.18995
82	2009.01.08 23:31	close	41	0.10	1.19386	1.20395	1.18995	127.18	1058570.66
83	2009.01.09 00:44	sell	42	0.10	1.19523	1.20530	1.19130
84	2009.01.09 05:30	close	42	0.10	1.19451	1.20530	1.19130	610.44	1059181.10
85	2009.01.09 12:29	sell	43	0.10	1.19215	1.20215	1.18815
86	2009.01.09 15:08	close	43	0.10	1.19417	1.20215	1.18815	-1712.62	1057468.48
87	2009.01.09 17:28	sell	44	0.10	1.19221	1.20215	1.18815
88	2009.01.09 23:59	t/p	44	0.10	1.18762	1.20215	1.18815	3891.54	1061360.02
89	2009.01.12 01:03	sell	45	0.10	1.18741	1.19740	1.18340
90	2009.01.12 02:35	close	45	0.10	1.18774	1.19740	1.18340	-279.78	1061080.24
91	2009.01.12 12:17	sell	46	0.10	1.18478	1.19470	1.18070
92	2009.01.12 13:30	close	46	0.10	1.18294	1.19470	1.18070	1560.01	1062640.25
93	2009.01.12 14:14	sell	47	0.10	1.18334	1.19335	1.17935
94	2009.01.12 14:55	close	47	0.10	1.18299	1.19335	1.17935	296.74	1062936.99
95	2009.01.12 15:14	sell	48	0.10	1.18615	1.19605	1.18205
96	2009.01.12 15:26	close	48	0.10	1.18283	1.19605	1.18205	2814.79	1065751.78
97	2009.01.12 17:59	sell	49	0.10	1.18119	1.19115	1.17715
98	2009.01.12 18:21	close	49	0.10	1.17721	1.19115	1.17715	3374.37	1069126.15
99	2009.01.12 19:08	sell	50	0.10	1.17850	1.18860	1.17460
100	2009.01.12 21:28	close	50	0.10	1.17946	1.18860	1.17460	-813.91	1068312.24
101	2009.01.12 23:00	sell	51	0.10	1.17930	1.18925	1.17525
102	2009.01.13 01:16	s/l	51	0.10	1.18920	1.18925	1.17525	-8388.38	1059923.86
103	2009.01.13 01:16	sell	52	0.10	1.18772	1.19770	1.18370
104	2009.01.13 02:45	s/l	52	0.10	1.19773	1.19770	1.18370	-8486.78	1051437.08
105	2009.01.13 12:23	sell	53	0.10	1.20725	1.21720	1.20320
106	2009.01.13 13:49	close	53	0.10	1.20717	1.21720	1.20320	67.83	1051504.91
107	2009.01.13 14:36	sell	54	0.10	1.20717	1.21720	1.20320
108	2009.01.13 15:41	close	54	0.10	1.20544	1.21720	1.20320	1466.74	1052971.65
109	2009.01.13 15:59	sell	55	0.10	1.20860	1.21855	1.20455
110	2009.01.13 17:02	close	55	0.10	1.20565	1.21855	1.20455	2501.10	1055472.75
111	2009.01.13 17:39	sell	56	0.10	1.20911	1.21905	1.20505
112	2009.01.13 18:14	close	56	0.10	1.20700	1.21905	1.20505	1788.92	1057261.67
113	2009.01.13 18:28	sell	57	0.10	1.21032	1.22025	1.20625
114	2009.01.13 19:08	close	57	0.10	1.20680	1.22025	1.20625	2984.37	1060246.04
115	2009.01.13 20:25	sell	58	0.10	1.20588	1.21590	1.20190
116	2009.01.13 21:41	close	58	0.10	1.20369	1.21590	1.20190	1856.75	1062102.79
117	2009.01.13 22:21	sell	59	0.10	1.20683	1.21685	1.20285
118	2009.01.13 22:47	t/p	59	0.10	1.20255	1.21685	1.20285	3628.71	1065731.50
119	2009.01.14 00:33	sell	60	0.10	1.20306	1.21300	1.19900
120	2009.01.14 03:03	s/l	60	0.10	1.21292	1.21300	1.19900	-8359.60	1057371.90
121	2009.01.14 14:30	sell	61	0.10	1.22527	1.23530	1.22130
122	2009.01.14 15:19	close	61	0.10	1.22530	1.23530	1.22130	-25.44	1057346.46
123	2009.01.14 15:40	sell	62	0.10	1.22763	1.23765	1.22365
124	2009.01.14 15:51	close	62	0.10	1.22502	1.23765	1.22365	2212.83	1059559.29
125	2009.01.14 16:29	sell	63	0.10	1.22762	1.23765	1.22365
126	2009.01.14 17:17	close	63	0.10	1.22437	1.23765	1.22365	2755.44	1062314.73
127	2009.01.14 18:51	sell	64	0.10	1.22382	1.23375	1.21975
128	2009.01.14 20:01	close	64	0.10	1.22047	1.23375	1.21975	2840.23	1065154.96
129	2009.01.14 20:49	sell	65	0.10	1.22158	1.23150	1.21750
130	2009.01.14 22:03	close	65	0.10	1.21776	1.23150	1.21750	3238.71	1068393.67
131	2009.01.14 23:19	sell	66	0.10	1.21828	1.22825	1.21425
132	2009.01.15 02:22	close	66	0.10	1.21982	1.22825	1.21425	-1290.25	1067103.41
133	2009.01.15 12:36	sell	67	0.10	1.23641	1.24645	1.23245
134	2009.01.15 13:29	t/p	67	0.10	1.23248	1.24645	1.23245	3331.97	1070435.38
135	2009.01.15 14:45	sell	68	0.10	1.23611	1.24620	1.23220
136	2009.01.15 14:53	close	68	0.10	1.23315	1.24620	1.23220	2509.58	1072944.96
137	2009.01.15 15:48	sell	69	0.10	1.23650	1.24650	1.23250
138	2009.01.15 16:43	close	69	0.10	1.23484	1.24650	1.23250	1407.40	1074352.36
139	2009.01.15 18:22	sell	70	0.10	1.23793	1.24790	1.23390
140	2009.01.15 19:08	close	70	0.10	1.23436	1.24790	1.23390	3026.75	1077379.11
141	2009.01.15 19:22	sell	71	0.10	1.23724	1.24725	1.23325
142	2009.01.15 21:07	close	71	0.10	1.23704	1.24725	1.23325	169.57	1077548.68
143	2009.01.15 22:18	sell	72	0.10	1.23748	1.24750	1.23350
144	2009.01.16 00:01	t/p	72	0.10	1.23354	1.24750	1.23350	3345.59	1080894.27
145	2009.01.16 00:18	sell	73	0.10	1.23525	1.24525	1.23125
146	2009.01.16 00:51	close	73	0.10	1.23123	1.24525	1.23125	3408.28	1084302.55
147	2009.01.16 12:03	sell	74	0.10	1.23356	1.24350	1.22950
148	2009.01.16 14:55	close	74	0.10	1.23536	1.24350	1.22950	-1526.10	1082776.45
149	2009.01.16 14:59	buy	75	0.10	1.23284	1.22275	1.23675
150	2009.01.16 15:40	close	75	0.10	1.23396	1.22275	1.23675	949.35	1083725.80
151	2009.01.16 15:45	sell	76	0.10	1.23423	1.24415	1.23015
152	2009.01.16 16:09	close	76	0.10	1.23155	1.24415	1.23015	2272.18	1085997.98
153	2009.01.16 16:47	sell	77	0.10	1.23418	1.24415	1.23015
154	2009.01.16 17:17	t/p	77	0.10	1.23007	1.24415	1.23015	3484.58	1089482.56
155	2009.01.16 17:55	sell	78	0.10	1.23147	1.24150	1.22750
156	2009.01.16 18:57	close	78	0.10	1.22961	1.24150	1.22750	1576.96	1091059.52
157	2009.01.16 21:07	sell	79	0.10	1.23173	1.24175	1.22775
158	2009.01.16 21:39	t/p	79	0.10	1.22659	1.24175	1.22775	4357.85	1095417.37
159	2009.01.16 21:39	buy	80	0.10	1.22635	1.21625	1.23025
160	2009.01.16 21:46	t/p	80	0.10	1.23042	1.21625	1.23025	3449.90	1098867.27
161	2009.01.16 22:16	sell	81	0.10	1.22924	1.23925	1.22525
162	2009.01.19 01:44	close	81	0.10	1.22951	1.23925	1.22525	-223.77	1098643.50
163	2009.01.19 12:01	sell	82	0.10	1.23470	1.24470	1.23070
164	2009.01.19 13:07	close	82	0.10	1.23316	1.24470	1.23070	1305.66	1099949.16
165	2009.01.19 14:17	sell	83	0.10	1.23489	1.24480	1.23080
166	2009.01.19 14:59	close	83	0.10	1.23353	1.24480	1.23080	1153.05	1101102.21
167	2009.01.19 17:41	sell	84	0.10	1.23371	1.24365	1.22965
168	2009.01.19 17:59	t/p	84	0.10	1.22958	1.24365	1.22965	3501.54	1104603.75
169	2009.01.19 19:15	sell	85	0.10	1.23162	1.24155	1.22755
170	2009.01.19 23:52	s/l	85	0.10	1.24169	1.24155	1.22755	-8537.65	1096066.10
171	2009.01.19 23:52	sell	86	0.10	1.23859	1.24865	1.23465
172	2009.01.20 01:39	close	86	0.10	1.24159	1.24865	1.23465	-2538.35	1093527.74
173	2009.01.20 12:02	sell	87	0.10	1.24674	1.25675	1.24275
174	2009.01.20 17:01	close	87	0.10	1.24614	1.25675	1.24275	508.69	1094036.43
175	2009.01.20 17:22	sell	88	0.10	1.24918	1.25920	1.24520
176	2009.01.20 18:01	close	88	0.10	1.24631	1.25920	1.24520	2433.27	1096469.70
177	2009.01.20 18:34	sell	89	0.10	1.24848	1.25855	1.24455
178	2009.01.20 21:35	t/p	89	0.10	1.24415	1.25855	1.24455	3671.11	1100140.81
179	2009.01.20 21:37	sell	90	0.10	1.24674	1.25670	1.24270
180	2009.01.20 22:25	close	90	0.10	1.24362	1.25670	1.24270	2645.23	1102786.04
181	2009.01.20 23:08	sell	91	0.10	1.24716	1.25715	1.24315
182	2009.01.20 23:49	close	91	0.10	1.24361	1.25715	1.24315	3009.79	1105795.83
183	2009.01.21 00:44	sell	92	0.10	1.24797	1.25795	1.24395
184	2009.01.21 02:14	close	92	0.10	1.24828	1.25795	1.24395	-262.82	1105533.01
185	2009.01.21 13:10	sell	93	0.10	1.24531	1.25540	1.24140
186	2009.01.21 14:24	close	93	0.10	1.24490	1.25540	1.24140	347.61	1105880.62
187	2009.01.21 14:56	sell	94	0.10	1.24746	1.25745	1.24345
188	2009.01.21 16:35	close	94	0.10	1.24718	1.25745	1.24345	237.39	1106118.01
189	2009.01.21 19:30	sell	95	0.10	1.24905	1.25910	1.24510
190	2009.01.21 21:53	t/p	95	0.10	1.24513	1.25910	1.24510	3323.49	1109441.50
191	2009.01.21 22:38	sell	96	0.10	1.24818	1.25825	1.24425
192	2009.01.21 22:46	t/p	96	0.10	1.24337	1.25825	1.24425	4078.06	1113519.56
193	2009.01.22 00:00	sell	97	0.10	1.24423	1.25415	1.24015
194	2009.01.22 00:12	t/p	97	0.10	1.23994	1.25415	1.24015	3637.19	1117156.75