通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2010.06.01 00:05 - 2010.08.31 23:55 (2010.06.01 - 2010.09.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=5; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=19; EntryLevel=14; CloseLevel=-8; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	18800	Ticks modelled	654001	Modelling quality	74.06%
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	1429.60	Gross profit	1496.04	Gross loss	-66.44
Profit factor	22.52	Expected payoff	13.88
Absolute drawdown	47.48	Maximal drawdown	444.77 (4.24%)	Relative drawdown	4.24% (444.77)
Total trades	103	Short positions (won %)	58 (96.55%)	Long positions (won %)	45 (86.67%)
		Profit trades (% of total)	95 (92.23%)	Loss trades (% of total)	8 (7.77%)
Largest		profit trade	41.54	loss trade	-27.28
Average		profit trade	15.75	loss trade	-8.30
Maximum		consecutive wins (profit in money)	30 (533.78)	consecutive losses (loss in money)	4 (-22.55)
Maximal		consecutive profit (count of wins)	533.78 (30)	consecutive loss (count of losses)	-27.28 (1)
Average		consecutive wins	16	consecutive losses	2

#	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	2010.06.02 00:00	buy	1	0.10	78.65	77.75	79.55
2	2010.06.02 00:00	buy	2	0.10	78.62	77.72	79.52
3	2010.06.02 00:00	buy	3	0.10	78.60	77.70	79.50
4	2010.06.02 00:37	buy	4	0.10	78.57	77.67	79.47
5	2010.06.02 01:23	close	4	0.10	78.82	77.67	79.47	29.67	10029.67
6	2010.06.02 01:23	close	3	0.10	78.82	77.70	79.50	26.11	10055.78
7	2010.06.02 01:23	close	2	0.10	78.82	77.72	79.52	23.73	10079.51
8	2010.06.02 01:23	close	1	0.10	78.82	77.75	79.55	20.17	10099.68
9	2010.06.07 00:00	buy	5	0.10	78.80	77.90	79.70
10	2010.06.07 00:31	close	5	0.10	78.92	77.90	79.70	14.24	10113.92
11	2010.06.08 00:00	buy	6	0.10	78.60	77.70	79.50
12	2010.06.08 00:01	buy	7	0.10	78.58	77.68	79.48
13	2010.06.08 00:02	buy	8	0.10	78.56	77.66	79.46
14	2010.06.08 00:03	buy	9	0.10	78.54	77.64	79.44
15	2010.06.08 00:03	buy	10	0.10	78.52	77.62	79.42
16	2010.06.08 01:26	close	10	0.10	78.77	77.62	79.42	29.67	10143.59
17	2010.06.08 01:26	close	9	0.10	78.77	77.64	79.44	27.30	10170.89
18	2010.06.08 01:26	close	8	0.10	78.77	77.66	79.46	24.92	10195.81
19	2010.06.08 01:26	close	7	0.10	78.77	77.68	79.48	22.55	10218.36
20	2010.06.08 01:26	close	6	0.10	78.77	77.70	79.50	20.18	10238.54
21	2010.06.09 00:00	sell	11	0.10	79.35	80.25	78.45
22	2010.06.09 00:01	sell	12	0.10	79.37	80.27	78.47
23	2010.06.09 00:03	sell	13	0.10	79.39	80.29	78.49
24	2010.06.09 00:06	sell	14	0.10	79.41	80.31	78.51
25	2010.06.09 00:08	sell	15	0.10	79.43	80.33	78.53
26	2010.06.09 00:12	sell	16	0.10	79.45	80.35	78.55
27	2010.06.09 00:21	sell	17	0.10	79.47	80.37	78.57
28	2010.06.09 00:22	sell	18	0.10	79.49	80.39	78.59
29	2010.06.09 01:15	close	18	0.10	79.30	80.39	78.59	22.54	10261.08
30	2010.06.09 01:15	close	17	0.10	79.30	80.37	78.57	20.17	10281.25
31	2010.06.09 01:15	close	16	0.10	79.30	80.35	78.55	17.79	10299.04
32	2010.06.09 01:15	close	15	0.10	79.30	80.33	78.53	15.42	10314.46
33	2010.06.09 01:15	close	14	0.10	79.30	80.31	78.51	13.05	10327.51
34	2010.06.09 01:15	close	13	0.10	79.30	80.29	78.49	10.68	10338.19
35	2010.06.09 01:15	close	12	0.10	79.30	80.27	78.47	8.30	10346.49
36	2010.06.09 01:15	close	11	0.10	79.30	80.25	78.45	5.93	10352.42
37	2010.06.10 00:01	buy	19	0.10	79.47	78.57	80.37
38	2010.06.10 00:02	buy	20	0.10	79.45	78.55	80.35
39	2010.06.10 00:07	buy	21	0.10	79.43	78.53	80.33
40	2010.06.10 00:43	close	21	0.10	79.50	78.53	80.33	8.30	10360.72
41	2010.06.10 00:43	close	20	0.10	79.50	78.55	80.35	5.93	10366.65
42	2010.06.10 00:43	close	19	0.10	79.50	78.57	80.37	3.56	10370.21
43	2010.06.11 00:00	sell	22	0.10	79.95	80.85	79.05
44	2010.06.11 00:00	sell	23	0.10	79.97	80.87	79.07
45	2010.06.11 00:00	sell	24	0.10	79.99	80.89	79.09
46	2010.06.11 00:01	sell	25	0.10	80.01	80.91	79.11
47	2010.06.11 01:18	close	25	0.10	79.86	80.91	79.11	17.79	10388.00
48	2010.06.11 01:18	close	24	0.10	79.86	80.89	79.09	15.42	10403.42
49	2010.06.11 01:18	close	23	0.10	79.86	80.87	79.07	13.05	10416.47
50	2010.06.11 01:18	close	22	0.10	79.86	80.85	79.05	10.68	10427.15
51	2010.06.14 00:00	sell	26	0.10	80.00	80.90	79.10
52	2010.06.14 05:00	close	26	0.10	80.23	80.90	79.10	-27.28	10399.87
53	2010.06.15 00:06	buy	27	0.10	80.17	79.27	81.07
54	2010.06.15 00:07	buy	28	0.10	80.15	79.25	81.05
55	2010.06.15 00:07	buy	29	0.10	80.13	79.23	81.03
56	2010.06.15 01:00	close	29	0.10	80.18	79.23	81.03	5.94	10405.81
57	2010.06.15 01:00	close	28	0.10	80.18	79.25	81.05	3.56	10409.37
58	2010.06.15 01:00	close	27	0.10	80.18	79.27	81.07	1.19	10410.56
59	2010.06.17 00:02	buy	30	0.10	80.86	79.96	81.76
60	2010.06.17 00:16	buy	31	0.10	80.83	79.93	81.73
61	2010.06.17 00:18	buy	32	0.10	80.81	79.91	81.71
62	2010.06.17 00:18	buy	33	0.10	80.79	79.89	81.69
63	2010.06.17 00:23	buy	34	0.10	80.77	79.87	81.67
64	2010.06.17 00:23	buy	35	0.10	80.75	79.85	81.65
65	2010.06.17 00:38	buy	36	0.10	80.73	79.83	81.63
66	2010.06.17 02:00	close	36	0.10	80.84	79.83	81.63	13.05	10423.61
67	2010.06.17 02:00	close	35	0.10	80.84	79.85	81.65	10.67	10434.28
68	2010.06.17 02:00	close	34	0.10	80.84	79.87	81.67	8.30	10442.58
69	2010.06.17 02:00	close	33	0.10	80.84	79.89	81.69	5.93	10448.51
70	2010.06.17 02:00	close	32	0.10	80.84	79.91	81.71	3.56	10452.07
71	2010.06.17 02:00	close	31	0.10	80.84	79.93	81.73	1.18	10453.25
72	2010.06.17 02:00	close	30	0.10	80.84	79.96	81.76	-2.38	10450.87
73	2010.06.18 00:00	sell	37	0.10	81.82	82.72	80.92
74	2010.06.18 00:02	sell	38	0.10	81.84	82.74	80.94
75	2010.06.18 00:03	sell	39	0.10	81.86	82.76	80.96
76	2010.06.18 00:45	close	39	0.10	81.73	82.76	80.96	15.42	10466.29
77	2010.06.18 00:45	close	38	0.10	81.73	82.74	80.94	13.05	10479.34
78	2010.06.18 00:45	close	37	0.10	81.73	82.72	80.92	10.67	10490.01
79	2010.06.21 00:10	sell	40	0.10	81.93	82.83	81.03
80	2010.06.21 00:10	sell	41	0.10	81.95	82.85	81.05
81	2010.06.21 00:10	sell	42	0.10	81.97	82.87	81.07
82	2010.06.21 00:11	sell	43	0.10	81.99	82.89	81.09
83	2010.06.21 00:11	sell	44	0.10	82.01	82.91	81.11
84	2010.06.21 00:11	sell	45	0.10	82.03	82.93	81.13
85	2010.06.21 00:11	sell	46	0.10	82.05	82.95	81.15
86	2010.06.21 00:12	sell	47	0.10	82.07	82.97	81.17
87	2010.06.21 00:12	sell	48	0.10	82.09	82.99	81.19
88	2010.06.21 00:12	sell	49	0.10	82.11	83.01	81.21
89	2010.06.21 00:12	sell	50	0.10	82.13	83.03	81.23
90	2010.06.21 00:15	sell	51	0.10	82.15	83.05	81.25
91	2010.06.21 00:16	sell	52	0.10	82.17	83.07	81.27
92	2010.06.21 00:16	sell	53	0.10	82.19	83.09	81.29
93	2010.06.21 00:16	sell	54	0.10	82.21	83.11	81.31
94	2010.06.21 01:12	close	54	0.10	81.88	83.11	81.31	39.15	10529.16
95	2010.06.21 01:12	close	53	0.10	81.88	83.09	81.29	36.77	10565.93
96	2010.06.21 01:12	close	52	0.10	81.88	83.07	81.27	34.40	10600.33
97	2010.06.21 01:12	close	51	0.10	81.88	83.05	81.25	32.03	10632.36
98	2010.06.21 01:12	close	50	0.10	81.88	83.03	81.23	29.66	10662.02
99	2010.06.21 01:12	close	49	0.10	81.88	83.01	81.21	27.28	10689.30
100	2010.06.21 01:12	close	48	0.10	81.88	82.99	81.19	24.91	10714.21
101	2010.06.21 01:12	close	47	0.10	81.88	82.97	81.17	22.54	10736.75
102	2010.06.21 01:12	close	46	0.10	81.88	82.95	81.15	20.17	10756.92
103	2010.06.21 01:12	close	45	0.10	81.88	82.93	81.13	17.79	10774.71
104	2010.06.21 01:12	close	44	0.10	81.88	82.91	81.11	15.42	10790.13
105	2010.06.21 01:12	close	43	0.10	81.88	82.89	81.09	13.05	10803.18
106	2010.06.21 01:12	close	42	0.10	81.88	82.87	81.07	10.68	10813.86
107	2010.06.21 01:12	close	41	0.10	81.88	82.85	81.05	8.30	10822.16
108	2010.06.21 01:12	close	40	0.10	81.88	82.83	81.03	5.93	10828.09
109	2010.07.02 00:00	sell	55	0.10	82.68	83.58	81.78
110	2010.07.02 00:00	sell	56	0.10	82.70	83.60	81.80
111	2010.07.02 00:00	sell	57	0.10	82.72	83.62	81.82
112	2010.07.02 00:00	sell	58	0.10	82.74	83.64	81.84
113	2010.07.02 00:04	sell	59	0.10	82.76	83.66	81.86
114	2010.07.02 00:53	sell	60	0.10	82.78	83.68	81.88
115	2010.07.02 00:54	sell	61	0.10	82.80	83.70	81.90
116	2010.07.02 01:41	close	61	0.10	82.58	83.70	81.90	26.09	10854.18
117	2010.07.02 01:41	close	60	0.10	82.58	83.68	81.88	23.72	10877.90
118	2010.07.02 01:41	close	59	0.10	82.58	83.66	81.86	21.35	10899.25
119	2010.07.02 01:41	close	58	0.10	82.58	83.64	81.84	18.98	10918.23
120	2010.07.02 01:41	close	57	0.10	82.58	83.62	81.82	16.60	10934.83
121	2010.07.02 01:41	close	56	0.10	82.58	83.60	81.80	14.23	10949.06
122	2010.07.02 01:41	close	55	0.10	82.58	83.58	81.78	11.86	10960.92
123	2010.07.08 00:00	sell	62	0.10	83.34	84.24	82.44
124	2010.07.08 00:07	sell	63	0.10	83.36	84.26	82.46
125	2010.07.08 00:45	sell	64	0.10	83.38	84.28	82.48
126	2010.07.08 00:45	sell	65	0.10	83.40	84.30	82.50
127	2010.07.08 00:45	sell	66	0.10	83.42	84.32	82.52
128	2010.07.08 01:55	close	66	0.10	83.34	84.32	82.52	9.49	10970.41
129	2010.07.08 01:55	close	65	0.10	83.34	84.30	82.50	7.12	10977.53
130	2010.07.08 01:55	close	64	0.10	83.34	84.28	82.48	4.75	10982.28
131	2010.07.08 01:55	close	63	0.10	83.34	84.26	82.46	2.37	10984.65
132	2010.07.08 01:55	close	62	0.10	83.34	84.24	82.44	0.00	10984.65
133	2010.07.14 00:00	sell	67	0.10	84.11	85.01	83.21
134	2010.07.14 04:15	close	67	0.10	84.21	85.01	83.21	-11.86	10972.79
135	2010.07.15 00:00	sell	68	0.10	83.99	84.89	83.09
136	2010.07.15 00:02	sell	69	0.10	84.01	84.91	83.11
137	2010.07.15 00:04	sell	70	0.10	84.03	84.93	83.13
138	2010.07.15 00:08	sell	71	0.10	84.05	84.95	83.15
139	2010.07.15 00:33	sell	72	0.10	84.07	84.97	83.17
140	2010.07.15 00:36	sell	73	0.10	84.09	84.99	83.19
141	2010.07.15 00:36	sell	74	0.10	84.11	85.01	83.21
142	2010.07.15 00:37	sell	75	0.10	84.13	85.03	83.23
143	2010.07.15 01:25	close	75	0.10	83.89	85.03	83.23	28.47	11001.26
144	2010.07.15 01:25	close	74	0.10	83.89	85.01	83.21	26.10	11027.36
145	2010.07.15 01:25	close	73	0.10	83.89	84.99	83.19	23.73	11051.09
146	2010.07.15 01:25	close	72	0.10	83.89	84.97	83.17	21.36	11072.45
147	2010.07.15 01:25	close	71	0.10	83.89	84.95	83.15	18.98	11091.43
148	2010.07.15 01:25	close	70	0.10	83.89	84.93	83.13	16.61	11108.04
149	2010.07.15 01:25	close	69	0.10	83.89	84.91	83.11	14.24	11122.28
150	2010.07.15 01:25	close	68	0.10	83.89	84.89	83.09	11.87	11134.15
151	2010.07.20 00:00	buy	76	0.10	82.19	81.29	83.09
152	2010.07.20 00:01	buy	77	0.10	82.17	81.27	83.07
153	2010.07.20 01:27	close	77	0.10	82.29	81.27	83.07	14.24	11148.39
154	2010.07.20 01:27	close	76	0.10	82.29	81.29	83.09	11.87	11160.26
155	2010.08.12 00:07	buy	78	0.10	80.46	79.56	81.36
156	2010.08.12 00:09	buy	79	0.10	80.44	79.54	81.34
157	2010.08.12 00:10	buy	80	0.10	80.42	79.52	81.32
158	2010.08.12 00:10	buy	81	0.10	80.40	79.50	81.30
159	2010.08.12 00:13	buy	82	0.10	80.38	79.48	81.28
160	2010.08.12 00:13	buy	83	0.10	80.36	79.46	81.26
161	2010.08.12 00:14	buy	84	0.10	80.34	79.44	81.24
162	2010.08.12 00:14	buy	85	0.10	80.32	79.42	81.22
163	2010.08.12 00:14	buy	86	0.10	80.30	79.40	81.20
164	2010.08.12 00:14	buy	87	0.10	80.28	79.38	81.18
165	2010.08.12 00:14	buy	88	0.10	80.26	79.36	81.16
166	2010.08.12 00:14	buy	89	0.10	80.24	79.34	81.14
167	2010.08.12 02:38	close	89	0.10	80.44	79.34	81.14	23.73	11183.99
168	2010.08.12 02:38	close	88	0.10	80.44	79.36	81.16	21.36	11205.35
169	2010.08.12 02:38	close	87	0.10	80.44	79.38	81.18	18.99	11224.34
170	2010.08.12 02:38	close	86	0.10	80.44	79.40	81.20	16.61	11240.95
171	2010.08.12 02:38	close	85	0.10	80.44	79.42	81.22	14.24	11255.19
172	2010.08.12 02:38	close	84	0.10	80.44	79.44	81.24	11.87	11267.06
173	2010.08.12 02:38	close	83	0.10	80.44	79.46	81.26	9.49	11276.55
174	2010.08.12 02:38	close	82	0.10	80.44	79.48	81.28	7.12	11283.67
175	2010.08.12 02:38	close	81	0.10	80.44	79.50	81.30	4.75	11288.42
176	2010.08.12 02:38	close	80	0.10	80.44	79.52	81.32	2.37	11290.79
177	2010.08.12 02:38	close	79	0.10	80.44	79.54	81.34	0.00	11290.79
178	2010.08.12 02:38	close	78	0.10	80.44	79.56	81.36	-2.37	11288.42
179	2010.08.16 00:13	sell	90	0.10	82.13	83.03	81.23
180	2010.08.16 00:15	sell	91	0.10	82.17	83.07	81.27
181	2010.08.16 00:20	sell	92	0.10	82.20	83.10	81.30
182	2010.08.16 00:20	sell	93	0.10	82.22	83.12	81.32
183	2010.08.16 00:20	sell	94	0.10	82.24	83.14	81.34
184	2010.08.16 00:51	sell	95	0.10	82.26	83.16	81.36
185	2010.08.16 01:14	close	95	0.10	82.07	83.16	81.36	22.54	11310.96
186	2010.08.16 01:14	close	94	0.10	82.07	83.14	81.34	20.16	11331.12
187	2010.08.16 01:14	close	93	0.10	82.07	83.12	81.32	17.79	11348.91
188	2010.08.16 01:14	close	92	0.10	82.07	83.10	81.30	15.42	11364.33
189	2010.08.16 01:14	close	91	0.10	82.07	83.07	81.27	11.86	11376.19
190	2010.08.16 01:14	close	90	0.10	82.07	83.03	81.23	7.12	11383.31
191	2010.08.24 00:01	buy	96	0.10	81.83	80.93	82.73
192	2010.08.24 00:09	buy	97	0.10	81.81	80.91	82.71
193	2010.08.24 00:09	buy	98	0.10	81.79	80.89	82.69
194	2010.08.24 00:10	buy	99	0.10	81.76	80.86	82.66
195	2010.08.24 00:53	buy	100	0.10	81.74	80.84	82.64
196	2010.08.24 03:44	close	100	0.10	81.75	80.84	82.64	1.19	11384.50
197	2010.08.24 03:44	close	99	0.10	81.75	80.86	82.66	-1.19	11383.31
198	2010.08.24 03:44	close	98	0.10	81.75	80.89	82.69	-4.75	11378.56
199	2010.08.24 03:44	close	97	0.10	81.75	80.91	82.71	-7.12	11371.44
200	2010.08.24 03:44	close	96	0.10	81.75	80.93	82.73	-9.49	11361.95
201	2010.08.25 00:00	buy	101	0.10	81.26	80.36	82.16
202	2010.08.25 00:50	close	101	0.10	81.61	80.36	82.16	41.54	11403.49
203	2010.08.26 00:00	buy	102	0.10	82.10	81.20	83.00
204	2010.08.26 00:00	buy	103	0.10	82.08	81.18	82.98
205	2010.08.26 01:48	close	103	0.10	82.20	81.18	82.98	14.24	11417.73
206	2010.08.26 01:48	close	102	0.10	82.20	81.20	83.00	11.87	11429.60