通貨ペア		AUDJPY (Australian Dollar vs Japanese Yen)
期間		30分足(M30) 2014.03.03 00:00 - 2015.02.27 23:30 (2014.03.01 - 2015.03.01)
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		MagicNo=15031303; Lots=0.1; StopLoss=210; TakeProfit=420; Slippage=10; TradeComment="KAKO10_iIchimoku"; TradeEMail=false; TradeErrorEMail=false;
テストバー数	13353	モデルティック数	31817089	モデリング品質	90.00%
不整合チャートエラー	0
初期証拠金	500000.00			スプレッド	20
総損益	85070.00	総利益	324020.00	総損失	-238950.00
プロフィットファクター	1.36	期待利得	1215.29
絶対ドローダウン	850.00	最大ドローダウン	59310.00 (9.27%)	相対ドローダウン	9.27% (59310.00)
総取引数	70	ショートポジション(勝率%）	34 (41.18%)	ロングポジション(勝率%）	36 (33.33%)
		勝率(%)	26 (37.14%)	負率 (%)	44 (62.86%)
最大		勝トレード	42000.00	負トレード	-21000.00
平均		勝トレード	12462.31	負トレード	-5430.68
最大		連勝(金額)	3 (9440.00)	連敗(金額)	6 (-23170.00)
最大化		連勝(トレード数)	48340.00 (2)	連敗(トレード数)	-38940.00 (4)
平均		連勝	1	連敗	2

#	時間	取引種別	注文番号	数量	価格	S / L	T/P:決済指値	損益	残高
1	2014.03.04 12:00	buy	1	0.10	91.102	89.002	95.302
2	2014.03.10 03:00	close	1	0.10	93.433	89.002	95.302	23310.00	523310.00
3	2014.03.10 03:00	sell	2	0.10	93.433	95.533	89.233
4	2014.03.13 05:30	close	2	0.10	93.168	95.533	89.233	2650.00	525960.00
5	2014.03.13 05:30	buy	3	0.10	93.168	91.068	97.368
6	2014.03.13 23:30	close	3	0.10	91.777	91.068	97.368	-13910.00	512050.00
7	2014.03.13 23:30	sell	4	0.10	91.777	93.877	87.577
8	2014.03.17 11:30	close	4	0.10	92.238	93.877	87.577	-4610.00	507440.00
9	2014.03.17 12:00	buy	5	0.10	92.330	90.230	96.530
10	2014.03.18 15:30	close	5	0.10	92.419	90.230	96.530	890.00	508330.00
11	2014.03.18 16:30	sell	6	0.10	92.403	94.503	88.203
12	2014.03.21 12:00	close	6	0.10	92.785	94.503	88.203	-3820.00	504510.00
13	2014.03.21 12:00	buy	7	0.10	92.785	90.685	96.985
14	2014.03.27 06:00	close	7	0.10	94.083	90.685	96.985	12980.00	517490.00
15	2014.03.27 22:00	buy	8	0.10	94.603	92.503	98.803
16	2014.04.07 10:30	close	8	0.10	95.830	92.503	98.803	12270.00	529760.00
17	2014.04.07 11:00	sell	9	0.10	95.765	97.865	91.565
18	2014.04.14 19:00	close	9	0.10	95.811	97.865	91.565	-460.00	529300.00
19	2014.04.14 20:00	buy	10	0.10	95.870	93.770	100.070
20	2014.04.15 21:00	close	10	0.10	95.136	93.770	100.070	-7340.00	521960.00
21	2014.04.15 21:00	sell	11	0.10	95.136	97.236	90.936
22	2014.04.16 10:30	close	11	0.10	95.696	97.236	90.936	-5600.00	516360.00
23	2014.04.16 10:30	buy	12	0.10	95.696	93.596	99.896
24	2014.04.23 10:00	close	12	0.10	95.180	93.596	99.896	-5160.00	511200.00
25	2014.04.23 10:00	sell	13	0.10	95.180	97.280	90.980
26	2014.05.08 12:00	close	13	0.10	95.584	97.280	90.980	-4040.00	507160.00
27	2014.05.08 14:30	buy	14	0.10	95.517	93.417	99.717
28	2014.05.15 05:30	close	14	0.10	95.460	93.417	99.717	-570.00	506590.00
29	2014.05.15 05:30	sell	15	0.10	95.460	97.560	91.260
30	2014.05.22 03:00	close	15	0.10	93.687	97.560	91.260	17730.00	524320.00
31	2014.05.22 03:00	buy	16	0.10	93.687	91.587	97.887
32	2014.06.25 05:00	close	16	0.10	95.438	91.587	97.887	17510.00	541830.00
33	2014.06.25 05:30	sell	17	0.10	95.371	97.471	91.171
34	2014.07.01 13:00	close	17	0.10	95.946	97.471	91.171	-5750.00	536080.00
35	2014.07.01 13:00	buy	18	0.10	95.946	93.846	100.146
36	2014.07.03 12:00	close	18	0.10	95.586	93.846	100.146	-3600.00	532480.00
37	2014.07.03 12:30	sell	19	0.10	95.608	97.708	91.408
38	2014.07.18 16:30	close	19	0.10	95.047	97.708	91.408	5610.00	538090.00
39	2014.07.18 16:30	buy	20	0.10	95.047	92.947	99.247
40	2014.08.07 10:30	close	20	0.10	94.740	92.947	99.247	-3070.00	535020.00
41	2014.08.07 10:30	sell	21	0.10	94.740	96.840	90.540
42	2014.08.11 01:30	close	21	0.10	94.763	96.840	90.540	-230.00	534790.00
43	2014.08.11 02:00	buy	22	0.10	94.742	92.642	98.942
44	2014.09.10 01:00	close	22	0.10	97.765	92.642	98.942	30230.00	565020.00
45	2014.09.10 01:00	sell	23	0.10	97.765	99.865	93.565
46	2014.09.11 09:30	close	23	0.10	98.062	99.865	93.565	-2970.00	562050.00
47	2014.09.11 09:30	buy	24	0.10	98.062	95.962	102.262
48	2014.09.11 19:00	close	24	0.10	97.399	95.962	102.262	-6630.00	555420.00
49	2014.09.11 19:00	sell	25	0.10	97.399	99.499	93.199
50	2014.09.17 00:00	close	25	0.10	97.441	99.499	93.199	-420.00	555000.00
51	2014.09.17 00:00	buy	26	0.10	97.441	95.341	101.641
52	2014.09.22 07:30	close	26	0.10	97.181	95.341	101.641	-2600.00	552400.00
53	2014.09.22 07:30	sell	27	0.10	97.181	99.281	92.981
54	2014.09.25 01:30	close	27	0.10	96.865	99.281	92.981	3160.00	555560.00
55	2014.09.25 01:30	buy	28	0.10	96.865	94.765	101.065
56	2014.09.25 12:30	close	28	0.10	96.302	94.765	101.065	-5630.00	549930.00
57	2014.09.25 12:30	sell	29	0.10	96.302	98.402	92.102
58	2014.09.30 23:00	close	29	0.10	96.038	98.402	92.102	2640.00	552570.00
59	2014.09.30 23:00	buy	30	0.10	96.038	93.938	100.238
60	2014.10.01 10:30	close	30	0.10	95.522	93.938	100.238	-5160.00	547410.00
61	2014.10.01 10:30	sell	31	0.10	95.522	97.622	91.322
62	2014.10.02 10:30	close	31	0.10	95.630	97.622	91.322	-1080.00	546330.00
63	2014.10.02 11:30	buy	32	0.10	95.314	93.214	99.514
64	2014.10.09 23:00	close	32	0.10	94.706	93.214	99.514	-6080.00	540250.00
65	2014.10.09 23:00	sell	33	0.10	94.706	96.806	90.506
66	2014.10.13 19:00	close	33	0.10	94.085	96.806	90.506	6210.00	546460.00
67	2014.10.13 19:00	buy	34	0.10	94.085	91.985	98.285
68	2014.10.14 15:30	close	34	0.10	93.682	91.985	98.285	-4030.00	542430.00
69	2014.10.14 15:30	sell	35	0.10	93.682	95.782	89.482
70	2014.10.17 06:30	close	35	0.10	93.048	95.782	89.482	6340.00	548770.00
71	2014.10.17 06:30	buy	36	0.10	93.048	90.948	97.248
72	2014.10.31 08:01	t/p	36	0.10	97.248	90.948	97.248	42000.00	590770.00
73	2014.11.05 17:30	sell	37	0.10	98.310	100.410	94.110
74	2014.11.07 15:00	close	37	0.10	99.110	100.410	94.110	-8000.00	582770.00
75	2014.11.07 15:00	buy	38	0.10	99.110	97.010	103.310
76	2014.11.17 17:00	close	38	0.10	101.365	97.010	103.310	22550.00	605320.00
77	2014.11.17 17:00	sell	39	0.10	101.365	103.465	97.165
78	2014.11.21 18:00	close	39	0.10	102.096	103.465	97.165	-7310.00	598010.00
79	2014.11.21 18:00	buy	40	0.10	102.096	99.996	106.296
80	2014.11.25 08:00	close	40	0.10	101.406	99.996	106.296	-6900.00	591110.00
81	2014.11.25 08:00	sell	41	0.10	101.406	103.506	97.206
82	2014.11.27 08:30	close	41	0.10	100.745	103.506	97.206	6610.00	597720.00
83	2014.11.27 08:30	buy	42	0.10	100.745	98.645	104.945
84	2014.12.01 06:30	close	42	0.10	100.462	98.645	104.945	-2830.00	594890.00
85	2014.12.01 06:30	sell	43	0.10	100.462	102.562	96.262
86	2014.12.04 05:30	close	43	0.10	100.526	102.562	96.262	-640.00	594250.00
87	2014.12.08 11:30	sell	44	0.10	100.397	102.497	96.197
88	2014.12.10 16:00	close	44	0.10	99.088	102.497	96.197	13090.00	607340.00
89	2014.12.10 16:00	buy	45	0.10	99.088	96.988	103.288
90	2014.12.10 22:00	close	45	0.10	97.947	96.988	103.288	-11410.00	595930.00
91	2014.12.10 22:00	sell	46	0.10	97.947	100.047	93.747
92	2014.12.11 21:00	close	46	0.10	98.699	100.047	93.747	-7520.00	588410.00
93	2014.12.11 21:00	buy	47	0.10	98.699	96.599	102.899
94	2014.12.12 16:30	close	47	0.10	97.915	96.599	102.899	-7840.00	580570.00
95	2014.12.12 16:30	sell	48	0.10	97.915	100.015	93.715
96	2014.12.17 22:00	close	48	0.10	96.200	100.015	93.715	17150.00	597720.00
97	2014.12.17 22:00	buy	49	0.10	96.200	94.100	100.400
98	2015.01.05 08:00	close	49	0.10	96.924	94.100	100.400	7240.00	604960.00
99	2015.01.05 08:00	sell	50	0.10	96.924	99.024	92.724
100	2015.01.08 07:30	close	50	0.10	97.052	99.024	92.724	-1280.00	603680.00
101	2015.01.08 07:30	buy	51	0.10	97.052	94.952	101.252
102	2015.01.12 20:00	close	51	0.10	96.463	94.952	101.252	-5890.00	597790.00
103	2015.01.12 20:00	sell	52	0.10	96.463	98.563	92.263
104	2015.01.15 02:30	close	52	0.10	95.692	98.563	92.263	7710.00	605500.00
105	2015.01.15 02:30	buy	53	0.10	95.692	93.592	99.892
106	2015.01.16 01:00	close	53	0.10	95.177	93.592	99.892	-5150.00	600350.00
107	2015.01.16 01:00	sell	54	0.10	95.177	97.277	90.977
108	2015.01.16 21:00	close	54	0.10	96.701	97.277	90.977	-15240.00	585110.00
109	2015.01.16 21:00	buy	55	0.10	96.701	94.601	100.901
110	2015.01.21 12:00	close	55	0.10	96.312	94.601	100.901	-3890.00	581220.00
111	2015.01.21 12:30	sell	56	0.10	96.646	98.746	92.446
112	2015.01.26 01:41	t/p	56	0.10	92.446	98.746	92.446	42000.00	623220.00
113	2015.01.26 13:30	buy	57	0.10	93.624	91.524	97.824
114	2015.01.29 02:30	close	57	0.10	92.958	91.524	97.824	-6660.00	616560.00
115	2015.01.29 02:30	sell	58	0.10	92.958	95.058	88.758
116	2015.02.02 08:30	close	58	0.10	91.621	95.058	88.758	13370.00	629930.00
117	2015.02.02 08:30	buy	59	0.10	91.621	89.521	95.821
118	2015.02.03 06:37	s/l	59	0.10	89.521	89.521	95.821	-21000.00	608930.00
119	2015.02.03 11:00	sell	60	0.10	90.001	92.101	85.801
120	2015.02.04 01:00	close	60	0.10	91.328	92.101	85.801	-13270.00	595660.00
121	2015.02.04 01:00	buy	61	0.10	91.328	89.228	95.528
122	2015.02.04 19:00	close	61	0.10	91.253	89.228	95.528	-750.00	594910.00
123	2015.02.04 19:00	sell	62	0.10	91.253	93.353	87.053
124	2015.02.05 15:30	close	62	0.10	91.645	93.353	87.053	-3920.00	590990.00
125	2015.02.05 15:30	buy	63	0.10	91.645	89.545	95.845
126	2015.02.12 09:00	close	63	0.10	92.062	89.545	95.845	4170.00	595160.00
127	2015.02.12 09:30	sell	64	0.10	92.161	94.261	87.961
128	2015.02.13 04:00	close	64	0.10	92.107	94.261	87.961	540.00	595700.00
129	2015.02.13 04:00	buy	65	0.10	92.107	90.007	96.307
130	2015.02.19 15:00	close	65	0.10	92.580	90.007	96.307	4730.00	600430.00
131	2015.02.23 01:00	buy	66	0.10	93.357	91.257	97.557
132	2015.02.23 17:30	close	66	0.10	92.676	91.257	97.557	-6810.00	593620.00
133	2015.02.23 17:30	sell	67	0.10	92.676	94.776	88.476
134	2015.02.25 03:00	close	67	0.10	93.261	94.776	88.476	-5850.00	587770.00
135	2015.02.25 05:00	buy	68	0.10	93.532	91.432	97.732
136	2015.02.26 23:30	close	68	0.10	93.147	91.432	97.732	-3850.00	583920.00
137	2015.02.27 00:01	sell	69	0.10	93.121	95.221	88.921
138	2015.02.27 17:00	close	69	0.10	93.139	95.221	88.921	-180.00	583740.00
139	2015.02.27 17:30	buy	70	0.10	93.301	91.201	97.501
140	2015.02.27 23:58	close at stop	70	0.10	93.434	91.201	97.501	1330.00	585070.00