通貨ペア		AUDJPY (Australian Dollar vs Japanese Yen)
期間		30分足(M30) 2014.01.02 04:30 - 2015.04.21 23:59 (2014.01.01 - 2015.04.22)
モデル		始値のみ (バーの始めにしか動かないEA向け)
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	17136	モデルティック数	33269	モデリング品質	n/a
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	84990.00	総利益	448910.00	総損失	-363920.00
プロフィットファクター	1.23	期待利得	817.21
絶対ドローダウン	25790.00	最大ドローダウン	91790.00 (14.65%)	相対ドローダウン	14.65% (91790.00)
総取引数	104	ショートポジション(勝率%）	52 (40.38%)	ロングポジション(勝率%）	52 (38.46%)
		勝率(%)	41 (39.42%)	負率 (%)	63 (60.58%)
最大		勝トレード	42000.00	負トレード	-21000.00
平均		勝トレード	10949.02	負トレード	-5776.51
最大		連勝(金額)	4 (44430.00)	連敗(金額)	6 (-23170.00)
最大化		連勝(トレード数)	48350.00 (2)	連敗(トレード数)	-42450.00 (4)
平均		連勝	2	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	2014.01.02 16:00	sell	1	0.10	93.770	95.870	89.570
2	2014.01.03 12:00	close	1	0.10	93.792	95.870	89.570	-220.00	499780.00
3	2014.01.03 12:00	buy	2	0.10	93.792	91.692	97.992
4	2014.01.06 08:00	close	2	0.10	93.496	91.692	97.992	-2960.00	496820.00
5	2014.01.07 12:00	sell	3	0.10	93.158	95.258	88.958
6	2014.01.08 07:00	close	3	0.10	93.656	95.258	88.958	-4980.00	491840.00
7	2014.01.08 07:30	buy	4	0.10	93.733	91.633	97.933
8	2014.01.09 07:30	close	4	0.10	93.125	91.633	97.933	-6080.00	485760.00
9	2014.01.09 07:30	sell	5	0.10	93.125	95.225	88.925
10	2014.01.20 14:00	close	5	0.10	91.611	95.225	88.925	15140.00	500900.00
11	2014.01.20 14:00	buy	6	0.10	91.611	89.511	95.811
12	2014.01.23 07:00	close	6	0.10	91.873	89.511	95.811	2620.00	503520.00
13	2014.01.23 07:00	sell	7	0.10	91.873	93.973	87.673
14	2014.01.27 08:30	close	7	0.10	89.271	93.973	87.673	26020.00	529540.00
15	2014.01.27 08:30	buy	8	0.10	89.271	87.171	93.471
16	2014.01.29 14:00	close	8	0.10	89.336	87.171	93.471	650.00	530190.00
17	2014.01.29 14:30	sell	9	0.10	89.310	91.410	85.110
18	2014.01.30 16:00	close	9	0.10	89.983	91.410	85.110	-6730.00	523460.00
19	2014.01.30 16:30	buy	10	0.10	90.072	87.972	94.272
20	2014.01.31 13:00	close	10	0.10	89.046	87.972	94.272	-10260.00	513200.00
21	2014.01.31 13:00	sell	11	0.10	89.046	91.146	84.846
22	2014.02.03 14:00	close	11	0.10	89.634	91.146	84.846	-5880.00	507320.00
23	2014.02.03 21:00	sell	12	0.10	88.357	90.457	84.157
24	2014.02.04 10:00	close	12	0.10	90.315	90.457	84.157	-19580.00	487740.00
25	2014.02.04 10:00	buy	13	0.10	90.315	88.215	94.515
26	2014.02.05 11:00	close	13	0.10	90.384	88.215	94.515	690.00	488430.00
27	2014.02.05 11:00	sell	14	0.10	90.384	92.484	86.184
28	2014.02.06 02:30	close	14	0.10	90.949	92.484	86.184	-5650.00	482780.00
29	2014.02.06 03:30	buy	15	0.10	90.948	88.848	95.148
30	2014.02.13 05:30	close	15	0.10	91.213	88.848	95.148	2650.00	485430.00
31	2014.02.13 05:30	sell	16	0.10	91.213	93.313	87.013
32	2014.02.13 23:30	close	16	0.10	91.861	93.313	87.013	-6480.00	478950.00
33	2014.02.13 23:30	buy	17	0.10	91.861	89.761	96.061
34	2014.02.19 03:00	close	17	0.10	92.076	89.761	96.061	2150.00	481100.00
35	2014.02.19 03:00	sell	18	0.10	92.076	94.176	87.876
36	2014.02.20 23:00	close	18	0.10	92.208	94.176	87.876	-1320.00	479780.00
37	2014.02.20 23:00	buy	19	0.10	92.208	90.108	96.408
38	2014.02.25 23:00	close	19	0.10	92.117	90.108	96.408	-910.00	478870.00
39	2014.02.25 23:00	sell	20	0.10	92.117	94.217	87.917
40	2014.03.04 06:00	close	20	0.10	90.781	94.217	87.917	13360.00	492230.00
41	2014.03.04 06:00	buy	21	0.10	90.781	88.681	94.981
42	2014.03.10 00:00	close	21	0.10	93.421	88.681	94.981	26400.00	518630.00
43	2014.03.10 00:00	sell	22	0.10	93.421	95.521	89.221
44	2014.03.13 02:30	close	22	0.10	93.154	95.521	89.221	2670.00	521300.00
45	2014.03.13 02:30	buy	23	0.10	93.154	91.054	97.354
46	2014.03.13 20:30	close	23	0.10	91.765	91.054	97.354	-13890.00	507410.00
47	2014.03.13 20:30	sell	24	0.10	91.765	93.865	87.565
48	2014.03.17 08:30	close	24	0.10	92.214	93.865	87.565	-4490.00	502920.00
49	2014.03.17 09:00	buy	25	0.10	92.337	90.237	96.537
50	2014.03.18 12:30	close	25	0.10	92.416	90.237	96.537	790.00	503710.00
51	2014.03.18 13:30	sell	26	0.10	92.390	94.490	88.190
52	2014.03.24 10:30	close	26	0.10	93.309	94.490	88.190	-9190.00	494520.00
53	2014.03.24 11:00	buy	27	0.10	93.335	91.235	97.535
54	2014.03.27 03:00	close	27	0.10	94.073	91.235	97.535	7380.00	501900.00
55	2014.03.27 16:00	buy	28	0.10	94.550	92.450	98.750
56	2014.04.07 07:30	close	28	0.10	95.816	92.450	98.750	12660.00	514560.00
57	2014.04.07 08:00	sell	29	0.10	95.754	97.854	91.554
58	2014.04.14 16:00	close	29	0.10	95.800	97.854	91.554	-460.00	514100.00
59	2014.04.14 17:00	buy	30	0.10	95.861	93.761	100.061
60	2014.04.15 18:00	close	30	0.10	95.125	93.761	100.061	-7360.00	506740.00
61	2014.04.15 18:00	sell	31	0.10	95.125	97.225	90.925
62	2014.04.16 07:30	close	31	0.10	95.685	97.225	90.925	-5600.00	501140.00
63	2014.04.16 07:30	buy	32	0.10	95.685	93.585	99.885
64	2014.04.23 07:00	close	32	0.10	95.169	93.585	99.885	-5160.00	495980.00
65	2014.04.23 07:00	sell	33	0.10	95.169	97.269	90.969
66	2014.05.08 09:00	close	33	0.10	95.573	97.269	90.969	-4040.00	491940.00
67	2014.05.08 11:30	buy	34	0.10	95.506	93.406	99.706
68	2014.05.15 02:30	close	34	0.10	95.451	93.406	99.706	-550.00	491390.00
69	2014.05.15 02:30	sell	35	0.10	95.451	97.551	91.251
70	2014.05.22 00:00	close	35	0.10	93.676	97.551	91.251	17750.00	509140.00
71	2014.05.22 00:00	buy	36	0.10	93.676	91.576	97.876
72	2014.06.25 02:00	close	36	0.10	95.427	91.576	97.876	17510.00	526650.00
73	2014.06.25 02:30	sell	37	0.10	95.360	97.460	91.160
74	2014.07.01 10:00	close	37	0.10	95.935	97.460	91.160	-5750.00	520900.00
75	2014.07.01 10:00	buy	38	0.10	95.935	93.835	100.135
76	2014.07.03 09:00	close	38	0.10	95.576	93.835	100.135	-3590.00	517310.00
77	2014.07.03 09:30	sell	39	0.10	95.597	97.697	91.397
78	2014.07.18 13:30	close	39	0.10	95.036	97.697	91.397	5610.00	522920.00
79	2014.07.18 13:30	buy	40	0.10	95.036	92.936	99.236
80	2014.08.07 07:30	close	40	0.10	94.729	92.936	99.236	-3070.00	519850.00
81	2014.08.07 07:30	sell	41	0.10	94.729	96.829	90.529
82	2014.08.10 22:30	close	41	0.10	94.755	96.829	90.529	-260.00	519590.00
83	2014.08.10 23:00	buy	42	0.10	94.729	92.629	98.929
84	2014.09.09 22:00	close	42	0.10	97.754	92.629	98.929	30250.00	549840.00
85	2014.09.09 22:00	sell	43	0.10	97.754	99.854	93.554
86	2014.09.11 06:30	close	43	0.10	98.049	99.854	93.554	-2950.00	546890.00
87	2014.09.11 06:30	buy	44	0.10	98.049	95.949	102.249
88	2014.09.11 16:00	close	44	0.10	97.388	95.949	102.249	-6610.00	540280.00
89	2014.09.11 16:00	sell	45	0.10	97.388	99.488	93.188
90	2014.09.16 21:00	close	45	0.10	97.424	99.488	93.188	-360.00	539920.00
91	2014.09.16 21:00	buy	46	0.10	97.424	95.324	101.624
92	2014.09.22 04:30	close	46	0.10	97.170	95.324	101.624	-2540.00	537380.00
93	2014.09.22 04:30	sell	47	0.10	97.170	99.270	92.970
94	2014.09.24 22:30	close	47	0.10	96.854	99.270	92.970	3160.00	540540.00
95	2014.09.24 22:30	buy	48	0.10	96.854	94.754	101.054
96	2014.09.25 09:30	close	48	0.10	96.291	94.754	101.054	-5630.00	534910.00
97	2014.09.25 09:30	sell	49	0.10	96.291	98.391	92.091
98	2014.09.30 20:00	close	49	0.10	96.027	98.391	92.091	2640.00	537550.00
99	2014.09.30 20:00	buy	50	0.10	96.027	93.927	100.227
100	2014.10.01 07:30	close	50	0.10	95.510	93.927	100.227	-5170.00	532380.00
101	2014.10.01 07:30	sell	51	0.10	95.510	97.610	91.310
102	2014.10.02 07:30	close	51	0.10	95.618	97.610	91.310	-1080.00	531300.00
103	2014.10.02 08:30	buy	52	0.10	95.304	93.204	99.504
104	2014.10.09 20:00	close	52	0.10	94.695	93.204	99.504	-6090.00	525210.00
105	2014.10.09 20:00	sell	53	0.10	94.695	96.795	90.495
106	2014.10.13 16:00	close	53	0.10	94.074	96.795	90.495	6210.00	531420.00
107	2014.10.13 16:00	buy	54	0.10	94.074	91.974	98.274
108	2014.10.14 12:30	close	54	0.10	93.671	91.974	98.274	-4030.00	527390.00
109	2014.10.14 12:30	sell	55	0.10	93.671	95.771	89.471
110	2014.10.17 03:30	close	55	0.10	93.036	95.771	89.471	6350.00	533740.00
111	2014.10.17 03:30	buy	56	0.10	93.036	90.936	97.236
112	2014.10.31 05:30	t/p	56	0.10	97.236	90.936	97.236	42000.00	575740.00
113	2014.11.05 15:30	sell	57	0.10	98.302	100.402	94.102
114	2014.11.07 13:00	close	57	0.10	99.103	100.402	94.102	-8010.00	567730.00
115	2014.11.07 13:00	buy	58	0.10	99.103	97.003	103.303
116	2014.11.17 13:30	close	58	0.10	101.492	97.003	103.303	23890.00	591620.00
117	2014.11.17 13:30	sell	59	0.10	101.492	103.592	97.292
118	2014.11.21 16:00	close	59	0.10	102.086	103.592	97.292	-5940.00	585680.00
119	2014.11.21 16:00	buy	60	0.10	102.086	99.986	106.286
120	2014.11.25 06:00	close	60	0.10	101.395	99.986	106.286	-6910.00	578770.00
121	2014.11.25 06:00	sell	61	0.10	101.395	103.495	97.195
122	2014.11.27 06:30	close	61	0.10	100.732	103.495	97.195	6630.00	585400.00
123	2014.11.27 06:30	buy	62	0.10	100.732	98.632	104.932
124	2014.12.01 04:30	close	62	0.10	100.451	98.632	104.932	-2810.00	582590.00
125	2014.12.01 04:30	sell	63	0.10	100.451	102.551	96.251
126	2014.12.04 03:30	close	63	0.10	100.515	102.551	96.251	-640.00	581950.00
127	2014.12.08 09:30	sell	64	0.10	100.387	102.487	96.187
128	2014.12.10 14:00	close	64	0.10	99.077	102.487	96.187	13100.00	595050.00
129	2014.12.10 14:00	buy	65	0.10	99.077	96.977	103.277
130	2014.12.10 20:00	close	65	0.10	97.937	96.977	103.277	-11400.00	583650.00
131	2014.12.10 20:00	sell	66	0.10	97.937	100.037	93.737
132	2014.12.11 19:00	close	66	0.10	98.688	100.037	93.737	-7510.00	576140.00
133	2014.12.11 19:00	buy	67	0.10	98.688	96.588	102.888
134	2014.12.12 14:30	close	67	0.10	97.904	96.588	102.888	-7840.00	568300.00
135	2014.12.12 14:30	sell	68	0.10	97.904	100.004	93.704
136	2014.12.17 20:00	close	68	0.10	96.186	100.004	93.704	17180.00	585480.00
137	2014.12.17 20:00	buy	69	0.10	96.186	94.086	100.386
138	2015.01.05 06:00	close	69	0.10	96.915	94.086	100.386	7290.00	592770.00
139	2015.01.05 06:00	sell	70	0.10	96.915	99.015	92.715
140	2015.01.08 05:30	close	70	0.10	97.041	99.015	92.715	-1260.00	591510.00
141	2015.01.08 05:30	buy	71	0.10	97.041	94.941	101.241
142	2015.01.12 18:00	close	71	0.10	96.452	94.941	101.241	-5890.00	585620.00
143	2015.01.12 18:00	sell	72	0.10	96.452	98.552	92.252
144	2015.01.15 00:30	close	72	0.10	95.716	98.552	92.252	7360.00	592980.00
145	2015.01.15 00:30	buy	73	0.10	95.716	93.616	99.916
146	2015.01.15 23:00	close	73	0.10	95.166	93.616	99.916	-5500.00	587480.00
147	2015.01.15 23:00	sell	74	0.10	95.166	97.266	90.966
148	2015.01.16 19:00	close	74	0.10	96.692	97.266	90.966	-15260.00	572220.00
149	2015.01.16 19:00	buy	75	0.10	96.692	94.592	100.892
150	2015.01.21 12:00	close	75	0.10	96.301	94.592	100.892	-3910.00	568310.00
151	2015.01.21 12:30	sell	76	0.10	96.635	98.735	92.435
152	2015.01.26 02:00	t/p	76	0.10	92.435	98.735	92.435	42000.00	610310.00
153	2015.01.26 13:30	buy	77	0.10	93.614	91.514	97.814
154	2015.01.29 02:30	close	77	0.10	92.945	91.514	97.814	-6690.00	603620.00
155	2015.01.29 02:30	sell	78	0.10	92.945	95.045	88.745
156	2015.02.02 08:30	close	78	0.10	91.610	95.045	88.745	13350.00	616970.00
157	2015.02.02 08:30	buy	79	0.10	91.610	89.510	95.810
158	2015.02.03 07:00	s/l	79	0.10	89.510	89.510	95.810	-21000.00	595970.00
159	2015.02.03 11:00	sell	80	0.10	89.992	92.092	85.792
160	2015.02.04 01:00	close	80	0.10	91.318	92.092	85.792	-13260.00	582710.00
161	2015.02.04 01:00	buy	81	0.10	91.318	89.218	95.518
162	2015.02.04 19:00	close	81	0.10	91.243	89.218	95.518	-750.00	581960.00
163	2015.02.04 19:00	sell	82	0.10	91.243	93.343	87.043
164	2015.02.05 15:30	close	82	0.10	91.634	93.343	87.043	-3910.00	578050.00
165	2015.02.05 15:30	buy	83	0.10	91.634	89.534	95.834
166	2015.02.12 09:00	close	83	0.10	92.049	89.534	95.834	4150.00	582200.00
167	2015.02.12 09:30	sell	84	0.10	92.151	94.251	87.951
168	2015.02.13 04:00	close	84	0.10	92.100	94.251	87.951	510.00	582710.00
169	2015.02.13 04:00	buy	85	0.10	92.100	90.000	96.300
170	2015.02.19 15:00	close	85	0.10	92.569	90.000	96.300	4690.00	587400.00
171	2015.02.23 01:00	buy	86	0.10	93.349	91.249	97.549
172	2015.02.23 17:30	close	86	0.10	92.663	91.249	97.549	-6860.00	580540.00
173	2015.02.23 17:30	sell	87	0.10	92.663	94.763	88.463
174	2015.02.25 03:00	close	87	0.10	93.253	94.763	88.463	-5900.00	574640.00
175	2015.02.25 05:00	buy	88	0.10	93.523	91.423	97.723
176	2015.02.26 23:30	close	88	0.10	93.133	91.423	97.723	-3900.00	570740.00
177	2015.02.27 00:00	sell	89	0.10	93.098	95.198	88.898
178	2015.02.27 17:00	close	89	0.10	93.128	95.198	88.898	-300.00	570440.00
179	2015.02.27 17:30	buy	90	0.10	93.289	91.189	97.489
180	2015.03.06 23:30	close	90	0.10	93.141	91.189	97.489	-1480.00	568960.00
181	2015.03.06 23:30	sell	91	0.10	93.141	95.241	88.941
182	2015.03.12 14:00	close	91	0.10	93.067	95.241	88.941	740.00	569700.00
183	2015.03.12 14:00	buy	92	0.10	93.067	90.967	97.267
184	2015.03.13 21:30	close	92	0.10	92.459	90.967	97.267	-6080.00	563620.00
185	2015.03.13 21:30	sell	93	0.10	92.459	94.559	88.259
186	2015.03.19 03:00	close	93	0.10	93.401	94.559	88.259	-9420.00	554200.00
187	2015.03.19 03:00	buy	94	0.10	93.401	91.301	97.601
188	2015.03.19 18:00	close	94	0.10	92.191	91.301	97.601	-12100.00	542100.00
189	2015.03.19 18:00	sell	95	0.10	92.191	94.291	87.991
190	2015.03.20 12:00	close	95	0.10	92.898	94.291	87.991	-7070.00	535030.00
191	2015.03.20 13:00	buy	96	0.10	92.879	90.779	97.079
192	2015.03.26 01:00	close	96	0.10	93.745	90.779	97.079	8660.00	543690.00
193	2015.03.26 02:30	sell	97	0.10	93.609	95.709	89.409
194	2015.04.03 10:30	close	97	0.10	90.948	95.709	89.409	26610.00	570300.00
195	2015.04.03 11:00	buy	98	0.10	90.853	88.753	95.053
196	2015.04.06 03:30	close	98	0.10	90.927	88.753	95.053	740.00	571040.00
197	2015.04.06 03:30	sell	99	0.10	90.927	93.027	86.727
198	2015.04.07 13:00	close	99	0.10	92.101	93.027	86.727	-11740.00	559300.00
199	2015.04.07 13:00	buy	100	0.10	92.101	90.001	96.301
200	2015.04.10 16:30	close	100	0.10	92.120	90.001	96.301	190.00	559490.00
201	2015.04.10 16:30	sell	101	0.10	92.120	94.220	87.920
202	2015.04.16 01:30	close	101	0.10	91.474	94.220	87.920	6460.00	565950.00
203	2015.04.16 01:30	buy	102	0.10	91.474	89.374	95.674
204	2015.04.20 00:30	close	102	0.10	92.962	89.374	95.674	14880.00	580830.00
205	2015.04.20 00:30	sell	103	0.10	92.962	95.062	88.762
206	2015.04.21 20:00	close	103	0.10	92.380	95.062	88.762	5820.00	586650.00
207	2015.04.21 20:00	buy	104	0.10	92.380	90.280	96.580
208	2015.04.21 23:59	close at stop	104	0.10	92.214	90.280	96.580	-1660.00	584990.00