通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2008.04.01 00:00 - 2008.06.16 12:15 (2008.04.01 - 2008.06.17)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	16508	Ticks modelled	462361	Modelling quality	90.00%
Mismatched charts errors	18
Initial deposit	1000.00
Total net profit	361.80	Gross profit	535.60	Gross loss	-173.80
Profit factor	3.08	Expected payoff	5.02
Absolute drawdown	58.20	Maximal drawdown	73.20 (7.21%)	Relative drawdown	7.21% (73.20)
Total trades	72	Short positions (won %)	35 (91.43%)	Long positions (won %)	37 (94.59%)
		Profit trades (% of total)	67 (93.06%)	Loss trades (% of total)	5 (6.94%)
Largest		profit trade	10.10	loss trade	-35.80
Average		profit trade	7.99	loss trade	-34.76
Maximum		consecutive wins (profit in money)	27 (215.80)	consecutive losses (loss in money)	1 (-35.80)
Maximal		consecutive profit (count of wins)	215.80 (27)	consecutive loss (count of losses)	-35.80 (1)
Average		consecutive wins	13	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	2008.04.01 20:51	sell	1	0.10	1.5610	1.5645	1.5602
2	2008.04.01 23:28	t/p	1	0.10	1.5602	1.5645	1.5602	8.00	1008.00
3	2008.04.02 22:55	buy	2	0.10	1.5676	1.5641	1.5684
4	2008.04.03 02:53	s/l	2	0.10	1.5641	1.5641	1.5684	-32.90	975.10
5	2008.04.03 22:31	buy	3	0.10	1.5671	1.5636	1.5679
6	2008.04.04 02:44	t/p	3	0.10	1.5679	1.5636	1.5679	8.70	983.80
7	2008.04.07 16:35	buy	4	0.10	1.5702	1.5667	1.5710
8	2008.04.07 17:43	t/p	4	0.10	1.5710	1.5667	1.5710	8.00	991.80
9	2008.04.07 21:22	buy	5	0.10	1.5701	1.5666	1.5709
10	2008.04.07 21:41	t/p	5	0.10	1.5709	1.5666	1.5709	8.00	999.80
11	2008.04.08 18:00	sell	6	0.10	1.5713	1.5748	1.5705
12	2008.04.08 18:01	t/p	6	0.10	1.5705	1.5748	1.5705	8.00	1007.80
13	2008.04.08 18:08	sell	7	0.10	1.5718	1.5753	1.5710
14	2008.04.08 18:09	t/p	7	0.10	1.5710	1.5753	1.5710	8.00	1015.80
15	2008.04.08 18:15	sell	8	0.10	1.5716	1.5751	1.5708
16	2008.04.08 19:55	t/p	8	0.10	1.5708	1.5751	1.5708	8.00	1023.80
17	2008.04.09 20:30	buy	9	0.10	1.5815	1.5780	1.5823
18	2008.04.09 20:43	t/p	9	0.10	1.5823	1.5780	1.5823	8.00	1031.80
19	2008.04.09 23:12	buy	10	0.10	1.5819	1.5784	1.5827
20	2008.04.10 00:15	t/p	10	0.10	1.5827	1.5784	1.5827	10.10	1041.90
21	2008.04.10 22:47	sell	11	0.10	1.5747	1.5782	1.5739
22	2008.04.11 05:12	s/l	11	0.10	1.5782	1.5782	1.5739	-35.80	1006.10
23	2008.04.14 16:00	buy	12	0.10	1.5827	1.5792	1.5835
24	2008.04.14 16:19	t/p	12	0.10	1.5835	1.5792	1.5835	8.00	1014.10
25	2008.04.14 16:52	buy	13	0.10	1.5818	1.5783	1.5826
26	2008.04.14 17:31	t/p	13	0.10	1.5826	1.5783	1.5826	8.00	1022.10
27	2008.04.14 17:51	buy	14	0.10	1.5815	1.5780	1.5823
28	2008.04.14 20:25	t/p	14	0.10	1.5823	1.5780	1.5823	8.00	1030.10
29	2008.04.14 22:06	sell	15	0.10	1.5837	1.5872	1.5829
30	2008.04.14 22:31	t/p	15	0.10	1.5829	1.5872	1.5829	8.00	1038.10
31	2008.04.15 18:54	sell	16	0.10	1.5792	1.5827	1.5784
32	2008.04.15 19:05	t/p	16	0.10	1.5784	1.5827	1.5784	8.00	1046.10
33	2008.04.15 20:05	sell	17	0.10	1.5790	1.5825	1.5782
34	2008.04.15 20:19	t/p	17	0.10	1.5782	1.5825	1.5782	8.00	1054.10
35	2008.04.15 21:00	sell	18	0.10	1.5796	1.5831	1.5788
36	2008.04.15 21:59	t/p	18	0.10	1.5788	1.5831	1.5788	8.00	1062.10
37	2008.04.16 18:18	buy	19	0.10	1.5945	1.5910	1.5953
38	2008.04.16 18:27	t/p	19	0.10	1.5953	1.5910	1.5953	8.00	1070.10
39	2008.04.16 19:22	buy	20	0.10	1.5942	1.5907	1.5950
40	2008.04.16 19:33	t/p	20	0.10	1.5950	1.5907	1.5950	8.00	1078.10
41	2008.04.16 21:40	buy	21	0.10	1.5946	1.5911	1.5954
42	2008.04.16 22:50	t/p	21	0.10	1.5954	1.5911	1.5954	8.00	1086.10
43	2008.04.16 23:05	sell	22	0.10	1.5954	1.5989	1.5946
44	2008.04.16 23:35	t/p	22	0.10	1.5946	1.5989	1.5946	8.00	1094.10
45	2008.04.17 21:11	sell	23	0.10	1.5909	1.5944	1.5901
46	2008.04.17 21:23	t/p	23	0.10	1.5901	1.5944	1.5901	8.00	1102.10
47	2008.04.17 23:25	sell	24	0.10	1.5908	1.5943	1.5900
48	2008.04.18 00:06	t/p	24	0.10	1.5900	1.5943	1.5900	7.20	1109.30
49	2008.04.21 16:00	buy	25	0.10	1.5882	1.5847	1.5890
50	2008.04.21 16:00	t/p	25	0.10	1.5890	1.5847	1.5890	8.00	1117.30
51	2008.04.21 16:05	buy	26	0.10	1.5889	1.5854	1.5897
52	2008.04.21 18:16	t/p	26	0.10	1.5897	1.5854	1.5897	8.00	1125.30
53	2008.04.22 18:24	buy	27	0.10	1.5977	1.5942	1.5985
54	2008.04.22 18:28	t/p	27	0.10	1.5985	1.5942	1.5985	8.00	1133.30
55	2008.04.22 19:45	buy	28	0.10	1.5983	1.5948	1.5991
56	2008.04.22 20:56	t/p	28	0.10	1.5991	1.5948	1.5991	8.00	1141.30
57	2008.04.22 23:16	buy	29	0.10	1.5981	1.5946	1.5989
58	2008.04.23 03:19	t/p	29	0.10	1.5989	1.5946	1.5989	8.70	1150.00
59	2008.04.23 16:27	sell	30	0.10	1.5908	1.5943	1.5900
60	2008.04.23 16:41	t/p	30	0.10	1.5900	1.5943	1.5900	8.00	1158.00
61	2008.04.23 21:17	sell	31	0.10	1.5896	1.5931	1.5888
62	2008.04.23 21:24	t/p	31	0.10	1.5888	1.5931	1.5888	8.00	1166.00
63	2008.04.24 18:38	sell	32	0.10	1.5676	1.5711	1.5668
64	2008.04.24 21:36	t/p	32	0.10	1.5668	1.5711	1.5668	8.00	1174.00
65	2008.04.24 22:14	sell	33	0.10	1.5687	1.5722	1.5679
66	2008.04.24 23:06	t/p	33	0.10	1.5679	1.5722	1.5679	8.00	1182.00
67	2008.04.24 23:51	buy	34	0.10	1.5675	1.5640	1.5683
68	2008.04.25 00:12	t/p	34	0.10	1.5683	1.5640	1.5683	8.70	1190.70
69	2008.04.28 19:10	sell	35	0.10	1.5646	1.5681	1.5638
70	2008.04.28 20:10	t/p	35	0.10	1.5638	1.5681	1.5638	8.00	1198.70
71	2008.04.28 23:16	buy	36	0.10	1.5643	1.5608	1.5651
72	2008.04.28 23:56	t/p	36	0.10	1.5651	1.5608	1.5651	8.00	1206.70
73	2008.04.30 18:15	buy	37	0.10	1.5557	1.5522	1.5565
74	2008.04.30 18:16	t/p	37	0.10	1.5565	1.5522	1.5565	8.00	1214.70
75	2008.05.01 20:12	sell	38	0.10	1.5465	1.5500	1.5457
76	2008.05.02 01:16	t/p	38	0.10	1.5457	1.5500	1.5457	7.20	1221.90
77	2008.05.06 16:42	buy	39	0.10	1.5537	1.5502	1.5545
78	2008.05.07 01:34	s/l	39	0.10	1.5502	1.5502	1.5545	-34.30	1187.60
79	2008.05.07 18:13	sell	40	0.10	1.5400	1.5435	1.5392
80	2008.05.07 20:20	t/p	40	0.10	1.5392	1.5435	1.5392	8.00	1195.60
81	2008.05.08 20:04	buy	41	0.10	1.5393	1.5358	1.5401
82	2008.05.08 21:05	t/p	41	0.10	1.5401	1.5358	1.5401	8.00	1203.60
83	2008.05.12 19:25	buy	42	0.10	1.5530	1.5495	1.5538
84	2008.05.12 20:05	t/p	42	0.10	1.5538	1.5495	1.5538	8.00	1211.60
85	2008.05.12 22:40	buy	43	0.10	1.5537	1.5502	1.5545
86	2008.05.13 03:23	t/p	43	0.10	1.5545	1.5502	1.5545	8.70	1220.30
87	2008.05.13 16:00	sell	44	0.10	1.5508	1.5543	1.5500
88	2008.05.13 16:01	t/p	44	0.10	1.5500	1.5543	1.5500	8.00	1228.30
89	2008.05.13 16:05	sell	45	0.10	1.5502	1.5537	1.5494
90	2008.05.13 16:06	t/p	45	0.10	1.5494	1.5537	1.5494	8.00	1236.30
91	2008.05.13 16:13	sell	46	0.10	1.5502	1.5537	1.5494
92	2008.05.13 16:18	t/p	46	0.10	1.5494	1.5537	1.5494	8.00	1244.30
93	2008.05.14 17:55	buy	47	0.10	1.5458	1.5423	1.5466
94	2008.05.14 19:48	t/p	47	0.10	1.5466	1.5423	1.5466	8.00	1252.30
95	2008.05.14 23:02	buy	48	0.10	1.5463	1.5428	1.5471
96	2008.05.14 23:55	t/p	48	0.10	1.5471	1.5428	1.5471	8.00	1260.30
97	2008.05.15 19:28	sell	49	0.10	1.5462	1.5497	1.5454
98	2008.05.15 20:27	t/p	49	0.10	1.5454	1.5497	1.5454	8.00	1268.30
99	2008.05.15 22:44	sell	50	0.10	1.5453	1.5488	1.5445
100	2008.05.15 23:06	t/p	50	0.10	1.5445	1.5488	1.5445	8.00	1276.30
101	2008.05.15 23:50	sell	51	0.10	1.5456	1.5491	1.5448
102	2008.05.16 05:41	s/l	51	0.10	1.5491	1.5491	1.5448	-35.80	1240.50
103	2008.05.19 21:14	sell	52	0.10	1.5513	1.5548	1.5505
104	2008.05.20 00:23	t/p	52	0.10	1.5505	1.5548	1.5505	7.20	1247.70
105	2008.05.20 18:00	buy	53	0.10	1.5655	1.5620	1.5663
106	2008.05.20 18:15	t/p	53	0.10	1.5663	1.5620	1.5663	8.00	1255.70
107	2008.05.20 20:25	buy	54	0.10	1.5659	1.5624	1.5667
108	2008.05.21 00:29	t/p	54	0.10	1.5667	1.5624	1.5667	8.70	1264.40
109	2008.05.21 16:48	buy	55	0.10	1.5752	1.5717	1.5760
110	2008.05.21 17:06	t/p	55	0.10	1.5760	1.5717	1.5760	8.00	1272.40
111	2008.05.21 18:02	buy	56	0.10	1.5753	1.5718	1.5761
112	2008.05.21 18:06	t/p	56	0.10	1.5761	1.5718	1.5761	8.00	1280.40
113	2008.05.21 22:59	buy	57	0.10	1.5784	1.5749	1.5792
114	2008.05.22 00:17	t/p	57	0.10	1.5792	1.5749	1.5792	10.10	1290.50
115	2008.05.22 20:00	sell	58	0.10	1.5711	1.5746	1.5703
116	2008.05.23 07:06	t/p	58	0.10	1.5703	1.5746	1.5703	7.20	1297.70
117	2008.05.26 22:01	buy	59	0.10	1.5767	1.5732	1.5775
118	2008.05.26 22:05	t/p	59	0.10	1.5775	1.5732	1.5775	8.00	1305.70
119	2008.05.27 22:36	sell	60	0.10	1.5692	1.5727	1.5684
120	2008.05.28 00:09	t/p	60	0.10	1.5684	1.5727	1.5684	7.20	1312.90
121	2008.05.28 19:11	sell	61	0.10	1.5642	1.5677	1.5634
122	2008.05.29 03:53	t/p	61	0.10	1.5634	1.5677	1.5634	5.60	1318.50
123	2008.05.29 20:50	sell	62	0.10	1.5510	1.5545	1.5502
124	2008.05.30 06:00	t/p	62	0.10	1.5502	1.5545	1.5502	7.20	1325.70
125	2008.06.02 20:56	buy	63	0.10	1.5534	1.5499	1.5542
126	2008.06.02 21:20	t/p	63	0.10	1.5542	1.5499	1.5542	8.00	1333.70
127	2008.06.02 23:54	buy	64	0.10	1.5540	1.5505	1.5548
128	2008.06.03 05:30	t/p	64	0.10	1.5548	1.5505	1.5548	8.70	1342.40
129	2008.06.03 17:53	sell	65	0.10	1.5465	1.5500	1.5457
130	2008.06.03 19:06	t/p	65	0.10	1.5457	1.5500	1.5457	8.00	1350.40
131	2008.06.03 22:51	sell	66	0.10	1.5453	1.5488	1.5445
132	2008.06.04 00:42	t/p	66	0.10	1.5445	1.5488	1.5445	7.20	1357.60
133	2008.06.05 21:37	buy	67	0.10	1.5584	1.5549	1.5592
134	2008.06.05 23:16	t/p	67	0.10	1.5592	1.5549	1.5592	8.00	1365.60
135	2008.06.09 22:40	sell	68	0.10	1.5648	1.5683	1.5640
136	2008.06.10 00:09	t/p	68	0.10	1.5640	1.5683	1.5640	7.20	1372.80
137	2008.06.10 20:40	sell	69	0.10	1.5466	1.5501	1.5458
138	2008.06.10 21:22	t/p	69	0.10	1.5458	1.5501	1.5458	8.00	1380.80
139	2008.06.11 20:47	buy	70	0.10	1.5551	1.5516	1.5559
140	2008.06.11 22:08	t/p	70	0.10	1.5559	1.5516	1.5559	8.00	1388.80
141	2008.06.11 23:03	buy	71	0.10	1.5552	1.5517	1.5560
142	2008.06.11 23:32	t/p	71	0.10	1.5560	1.5517	1.5560	8.00	1396.80
143	2008.06.12 18:00	sell	72	0.10	1.5422	1.5457	1.5414
144	2008.06.12 21:31	s/l	72	0.10	1.5457	1.5457	1.5414	-35.00	1361.80