通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2008.04.01 00:00 - 2008.05.16 09:30 (2008.04.01 - 2008.05.17)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	10576	Ticks modelled	294924	Modelling quality	90.00%
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1009.20	Gross profit	1148.80	Gross loss	-139.60
Profit factor	8.23	Expected payoff	11.73
Absolute drawdown	266.00	Maximal drawdown	357.00 (3.26%)	Relative drawdown	3.48% (351.00)
Total trades	86	Short positions (won %)	41 (65.85%)	Long positions (won %)	45 (57.78%)
		Profit trades (% of total)	53 (61.63%)	Loss trades (% of total)	33 (38.37%)
Largest		profit trade	99.00	loss trade	-8.00
Average		profit trade	21.68	loss trade	-4.23
Maximum		consecutive wins (profit in money)	5 (79.00)	consecutive losses (loss in money)	2 (-14.00)
Maximal		consecutive profit (count of wins)	114.00 (2)	consecutive loss (count of losses)	-14.00 (2)
Average		consecutive wins	2	consecutive losses	1

#	時間	取引種別	注文番号	数量	Price	S/L:決済逆指値	T/P:決済指値	損益	Balance
1	2008.04.02 19:05	buy	1	0.10	1.5675	1.5630	0.0000
2	2008.04.02 19:10	close	1	0.10	1.5682	1.5630	0.0000	7.00	10007.00
3	2008.04.03 17:20	buy	2	0.10	1.5674	1.5629	0.0000
4	2008.04.03 17:20	close	2	0.10	1.5679	1.5629	0.0000	5.00	10012.00
5	2008.04.04 19:00	sell	3	0.10	1.5719	1.5764	0.0000
6	2008.04.04 19:05	close	3	0.10	1.5714	1.5764	0.0000	5.00	10017.00
7	2008.04.07 17:38	buy	4	0.10	1.5706	1.5661	0.0000
8	2008.04.07 17:58	buy	5	0.30	1.5700	1.5660	0.0000
9	2008.04.07 18:15	close	5	0.30	1.5705	1.5660	0.0000	15.00	10032.00
10	2008.04.07 18:15	close	4	0.10	1.5705	1.5661	0.0000	-1.00	10031.00
11	2008.04.07 18:45	sell	6	0.10	1.5700	1.5745	0.0000
12	2008.04.07 18:55	sell	7	0.30	1.5706	1.5746	0.0000
13	2008.04.07 20:32	sell	8	0.90	1.5712	1.5747	0.0000
14	2008.04.07 20:57	close	8	0.90	1.5707	1.5747	0.0000	45.00	10076.00
15	2008.04.07 20:57	close	7	0.30	1.5707	1.5746	0.0000	-3.00	10073.00
16	2008.04.07 20:57	close	6	0.10	1.5707	1.5745	0.0000	-7.00	10066.00
17	2008.04.08 17:20	sell	9	0.10	1.5701	1.5746	0.0000
18	2008.04.08 17:34	sell	10	0.30	1.5708	1.5748	0.0000
19	2008.04.08 17:52	close	10	0.30	1.5703	1.5748	0.0000	15.00	10081.00
20	2008.04.08 17:52	close	9	0.10	1.5703	1.5746	0.0000	-2.00	10079.00
21	2008.04.08 19:30	sell	11	0.10	1.5715	1.5760	0.0000
22	2008.04.08 19:54	close	11	0.10	1.5709	1.5760	0.0000	6.00	10085.00
23	2008.04.09 18:20	buy	12	0.10	1.5847	1.5802	0.0000
24	2008.04.09 18:28	buy	13	0.30	1.5841	1.5801	0.0000
25	2008.04.09 18:30	buy	14	0.90	1.5836	1.5801	0.0000
26	2008.04.10 00:23	close	14	0.90	1.5842	1.5801	0.0000	70.20	10155.20
27	2008.04.10 00:23	close	13	0.30	1.5842	1.5801	0.0000	8.40	10163.60
28	2008.04.10 00:23	close	12	0.10	1.5842	1.5802	0.0000	-3.20	10160.40
29	2008.04.10 17:10	sell	15	0.10	1.5737	1.5782	0.0000
30	2008.04.10 17:13	sell	16	0.30	1.5743	1.5783	0.0000
31	2008.04.10 17:35	close	16	0.30	1.5738	1.5783	0.0000	15.00	10175.40
32	2008.04.10 17:35	close	15	0.10	1.5738	1.5782	0.0000	-1.00	10174.40
33	2008.04.10 17:35	sell	17	0.10	1.5734	1.5779	0.0000
34	2008.04.10 17:38	sell	18	0.30	1.5739	1.5779	0.0000
35	2008.04.10 17:44	close	18	0.30	1.5733	1.5779	0.0000	18.00	10192.40
36	2008.04.10 17:44	close	17	0.10	1.5733	1.5779	0.0000	1.00	10193.40
37	2008.04.10 17:45	sell	19	0.10	1.5734	1.5779	0.0000
38	2008.04.10 17:45	sell	20	0.30	1.5739	1.5779	0.0000
39	2008.04.10 17:45	close	20	0.30	1.5734	1.5779	0.0000	15.00	10208.40
40	2008.04.10 17:45	close	19	0.10	1.5734	1.5779	0.0000	0.00	10208.40
41	2008.04.10 19:25	sell	21	0.10	1.5734	1.5779	0.0000
42	2008.04.10 19:25	sell	22	0.30	1.5739	1.5779	0.0000
43	2008.04.10 19:31	sell	23	0.90	1.5745	1.5780	0.0000
44	2008.04.10 22:58	close	23	0.90	1.5740	1.5780	0.0000	45.00	10253.40
45	2008.04.10 22:58	close	22	0.30	1.5740	1.5779	0.0000	-3.00	10250.40
46	2008.04.10 22:58	close	21	0.10	1.5740	1.5779	0.0000	-6.00	10244.40
47	2008.04.14 17:31	buy	24	0.10	1.5828	1.5783	0.0000
48	2008.04.14 17:45	buy	25	0.30	1.5822	1.5782	0.0000
49	2008.04.14 17:51	buy	26	0.90	1.5817	1.5782	0.0000
50	2008.04.14 18:12	close	26	0.90	1.5822	1.5782	0.0000	45.00	10289.40
51	2008.04.14 18:12	close	25	0.30	1.5822	1.5782	0.0000	0.00	10289.40
52	2008.04.14 18:12	close	24	0.10	1.5822	1.5783	0.0000	-6.00	10283.40
53	2008.04.15 19:15	sell	27	0.10	1.5777	1.5822	0.0000
54	2008.04.15 19:31	close	27	0.10	1.5772	1.5822	0.0000	5.00	10288.40
55	2008.04.16 16:30	buy	28	0.10	1.5963	1.5918	0.0000
56	2008.04.16 16:30	close	28	0.10	1.5968	1.5918	0.0000	5.00	10293.40
57	2008.04.16 18:55	buy	29	0.10	1.5960	1.5915	0.0000
58	2008.04.16 18:57	buy	30	0.30	1.5955	1.5915	0.0000
59	2008.04.16 19:11	buy	31	0.90	1.5949	1.5914	0.0000
60	2008.04.16 19:37	close	31	0.90	1.5955	1.5914	0.0000	54.00	10347.40
61	2008.04.16 19:37	close	30	0.30	1.5955	1.5915	0.0000	0.00	10347.40
62	2008.04.16 19:37	close	29	0.10	1.5955	1.5915	0.0000	-5.00	10342.40
63	2008.04.16 19:40	buy	32	0.10	1.5956	1.5911	0.0000
64	2008.04.16 20:24	buy	33	0.30	1.5949	1.5909	0.0000
65	2008.04.16 21:44	buy	34	0.90	1.5943	1.5908	0.0000
66	2008.04.16 22:47	close	34	0.90	1.5948	1.5908	0.0000	45.00	10387.40
67	2008.04.16 22:47	close	33	0.30	1.5948	1.5909	0.0000	-3.00	10384.40
68	2008.04.16 22:47	close	32	0.10	1.5948	1.5911	0.0000	-8.00	10376.40
69	2008.04.17 16:15	sell	35	0.10	1.5911	1.5956	0.0000
70	2008.04.17 16:19	sell	36	0.30	1.5917	1.5957	0.0000
71	2008.04.17 16:21	sell	37	0.90	1.5923	1.5958	0.0000
72	2008.04.17 16:25	close	37	0.90	1.5918	1.5958	0.0000	45.00	10421.40
73	2008.04.17 16:25	close	36	0.30	1.5918	1.5957	0.0000	-3.00	10418.40
74	2008.04.17 16:25	close	35	0.10	1.5918	1.5956	0.0000	-7.00	10411.40
75	2008.04.22 17:15	buy	38	0.10	1.5996	1.5951	0.0000
76	2008.04.22 17:24	buy	39	0.30	1.5990	1.5950	0.0000
77	2008.04.22 17:49	close	39	0.30	1.5995	1.5950	0.0000	15.00	10426.40
78	2008.04.22 17:49	close	38	0.10	1.5995	1.5951	0.0000	-1.00	10425.40
79	2008.04.22 18:53	buy	40	0.10	1.5999	1.5954	0.0000
80	2008.04.22 19:41	buy	41	0.30	1.5993	1.5953	0.0000
81	2008.04.22 19:43	buy	42	0.90	1.5987	1.5952	0.0000
82	2008.04.22 20:56	close	42	0.90	1.5993	1.5952	0.0000	54.00	10479.40
83	2008.04.22 20:56	close	41	0.30	1.5993	1.5953	0.0000	0.00	10479.40
84	2008.04.22 20:56	close	40	0.10	1.5993	1.5954	0.0000	-6.00	10473.40
85	2008.04.23 17:00	sell	43	0.10	1.5896	1.5941	0.0000
86	2008.04.23 17:06	sell	44	0.30	1.5901	1.5941	0.0000
87	2008.04.23 17:17	close	44	0.30	1.5896	1.5941	0.0000	15.00	10488.40
88	2008.04.23 17:17	close	43	0.10	1.5896	1.5941	0.0000	0.00	10488.40
89	2008.04.23 18:25	sell	45	0.10	1.5889	1.5934	0.0000
90	2008.04.23 18:29	sell	46	0.30	1.5896	1.5936	0.0000
91	2008.04.23 18:55	close	46	0.30	1.5891	1.5936	0.0000	15.00	10503.40
92	2008.04.23 18:55	close	45	0.10	1.5891	1.5934	0.0000	-2.00	10501.40
93	2008.04.25 19:11	buy	47	0.10	1.5609	1.5564	0.0000
94	2008.04.25 19:15	buy	48	0.30	1.5603	1.5563	0.0000
95	2008.04.25 19:32	buy	49	0.90	1.5597	1.5562	0.0000
96	2008.04.25 20:19	close	49	0.90	1.5602	1.5562	0.0000	45.00	10546.40
97	2008.04.25 20:19	close	48	0.30	1.5602	1.5563	0.0000	-3.00	10543.40
98	2008.04.25 20:19	close	47	0.10	1.5602	1.5564	0.0000	-7.00	10536.40
99	2008.04.28 17:31	sell	50	0.10	1.5639	1.5684	0.0000
100	2008.04.28 18:00	close	50	0.10	1.5634	1.5684	0.0000	5.00	10541.40
101	2008.04.28 19:55	sell	51	0.10	1.5638	1.5683	0.0000
102	2008.04.28 20:30	sell	52	0.30	1.5644	1.5684	0.0000
103	2008.04.28 20:40	sell	53	0.90	1.5650	1.5685	0.0000
104	2008.04.28 23:08	close	53	0.90	1.5644	1.5685	0.0000	54.00	10595.40
105	2008.04.28 23:08	close	52	0.30	1.5644	1.5684	0.0000	0.00	10595.40
106	2008.04.28 23:08	close	51	0.10	1.5644	1.5683	0.0000	-6.00	10589.40
107	2008.04.29 18:45	sell	54	0.10	1.5564	1.5609	0.0000
108	2008.04.29 20:42	sell	55	0.30	1.5570	1.5610	0.0000
109	2008.04.29 20:45	sell	56	0.90	1.5575	1.5610	0.0000
110	2008.04.29 21:09	close	56	0.90	1.5569	1.5610	0.0000	54.00	10643.40
111	2008.04.29 21:09	close	55	0.30	1.5569	1.5610	0.0000	3.00	10646.40
112	2008.04.29 21:09	close	54	0.10	1.5569	1.5609	0.0000	-5.00	10641.40
113	2008.04.30 16:00	sell	57	0.10	1.5564	1.5609	0.0000
114	2008.04.30 16:09	close	57	0.10	1.5559	1.5609	0.0000	5.00	10646.40
115	2008.04.30 16:23	buy	58	0.10	1.5574	1.5529	0.0000
116	2008.04.30 16:52	buy	59	0.30	1.5568	1.5528	0.0000
117	2008.04.30 17:00	close	59	0.30	1.5573	1.5528	0.0000	15.00	10661.40
118	2008.04.30 17:00	close	58	0.10	1.5573	1.5529	0.0000	-1.00	10660.40
119	2008.04.30 18:30	buy	60	0.10	1.5589	1.5544	0.0000
120	2008.04.30 18:30	close	60	0.10	1.5597	1.5544	0.0000	8.00	10668.40
121	2008.05.01 16:15	sell	61	0.10	1.5451	1.5496	0.0000
122	2008.05.01 16:19	sell	62	0.30	1.5456	1.5496	0.0000
123	2008.05.01 16:21	sell	63	0.90	1.5462	1.5497	0.0000
124	2008.05.01 16:40	close	63	0.90	1.5457	1.5497	0.0000	45.00	10713.40
125	2008.05.01 16:40	close	62	0.30	1.5457	1.5496	0.0000	-3.00	10710.40
126	2008.05.01 16:40	close	61	0.10	1.5457	1.5496	0.0000	-6.00	10704.40
127	2008.05.01 16:50	sell	64	0.10	1.5454	1.5499	0.0000
128	2008.05.01 17:01	close	64	0.10	1.5449	1.5499	0.0000	5.00	10709.40
129	2008.05.02 16:22	sell	65	0.10	1.5423	1.5468	0.0000
130	2008.05.02 16:24	close	65	0.10	1.5418	1.5468	0.0000	5.00	10714.40
131	2008.05.06 18:40	buy	66	0.10	1.5537	1.5492	0.0000
132	2008.05.06 18:51	buy	67	0.30	1.5531	1.5491	0.0000
133	2008.05.06 19:04	buy	68	0.90	1.5524	1.5489	0.0000
134	2008.05.06 19:28	close	68	0.90	1.5529	1.5489	0.0000	45.00	10759.40
135	2008.05.06 19:28	close	67	0.30	1.5529	1.5491	0.0000	-6.00	10753.40
136	2008.05.06 19:28	close	66	0.10	1.5529	1.5492	0.0000	-8.00	10745.40
137	2008.05.08 16:05	buy	69	0.10	1.5407	1.5362	0.0000
138	2008.05.08 16:10	close	69	0.10	1.5412	1.5362	0.0000	5.00	10750.40
139	2008.05.08 18:20	buy	70	0.10	1.5415	1.5370	0.0000
140	2008.05.08 18:21	buy	71	0.30	1.5409	1.5369	0.0000
141	2008.05.08 18:33	buy	72	0.90	1.5403	1.5368	0.0000
142	2008.05.08 18:43	close	72	0.90	1.5408	1.5368	0.0000	45.00	10795.40
143	2008.05.08 18:43	close	71	0.30	1.5408	1.5369	0.0000	-3.00	10792.40
144	2008.05.08 18:43	close	70	0.10	1.5408	1.5370	0.0000	-7.00	10785.40
145	2008.05.09 17:31	sell	73	0.10	1.5455	1.5500	0.0000
146	2008.05.09 17:38	sell	74	0.30	1.5462	1.5502	0.0000
147	2008.05.09 17:46	sell	75	0.90	1.5468	1.5503	0.0000
148	2008.05.11 21:03	close	75	0.90	1.5457	1.5503	0.0000	99.00	10884.40
149	2008.05.11 21:03	close	74	0.30	1.5457	1.5502	0.0000	15.00	10899.40
150	2008.05.11 21:03	close	73	0.10	1.5457	1.5500	0.0000	-2.00	10897.40
151	2008.05.12 18:15	buy	76	0.10	1.5557	1.5512	0.0000
152	2008.05.12 18:25	buy	77	0.30	1.5552	1.5512	0.0000
153	2008.05.12 18:28	buy	78	0.90	1.5546	1.5511	0.0000
154	2008.05.12 20:50	close	78	0.90	1.5551	1.5511	0.0000	45.00	10942.40
155	2008.05.12 20:50	close	77	0.30	1.5551	1.5512	0.0000	-3.00	10939.40
156	2008.05.12 20:50	close	76	0.10	1.5551	1.5512	0.0000	-6.00	10933.40
157	2008.05.13 16:32	sell	79	0.10	1.5488	1.5533	0.0000
158	2008.05.13 16:34	close	79	0.10	1.5483	1.5533	0.0000	5.00	10938.40
159	2008.05.13 16:55	buy	80	0.10	1.5503	1.5458	0.0000
160	2008.05.13 16:57	close	80	0.10	1.5508	1.5458	0.0000	5.00	10943.40
161	2008.05.13 17:20	buy	81	0.10	1.5504	1.5459	0.0000
162	2008.05.13 17:21	buy	82	0.30	1.5498	1.5458	0.0000
163	2008.05.13 17:22	close	82	0.30	1.5503	1.5458	0.0000	15.00	10958.40
164	2008.05.13 17:22	close	81	0.10	1.5503	1.5459	0.0000	-1.00	10957.40
165	2008.05.13 19:25	buy	83	0.10	1.5486	1.5441	0.0000
166	2008.05.13 19:47	buy	84	0.30	1.5480	1.5440	0.0000
167	2008.05.13 20:39	buy	85	0.90	1.5475	1.5440	0.0000
168	2008.05.14 00:04	close	85	0.90	1.5480	1.5440	0.0000	50.40	11007.80
169	2008.05.14 00:04	close	84	0.30	1.5480	1.5440	0.0000	1.80	11009.60
170	2008.05.14 00:04	close	83	0.10	1.5480	1.5441	0.0000	-5.40	11004.20
171	2008.05.14 19:05	buy	86	0.10	1.5461	1.5416	0.0000
172	2008.05.14 19:48	close	86	0.10	1.5466	1.5416	0.0000	5.00	11009.20