通貨ペア		USDCHF (US Dollar vs Swiss Franc)
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=4; 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=20; EntryLevel=8; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	18532	Ticks modelled	463328	Modelling quality	80.12%
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	1286.93	Gross profit	1400.83	Gross loss	-113.90
Profit factor	12.30	Expected payoff	11.92
Absolute drawdown	231.69	Maximal drawdown	451.77 (4.42%)	Relative drawdown	4.42% (451.77)
Total trades	108	Short positions (won %)	54 (100.00%)	Long positions (won %)	54 (83.33%)
		Profit trades (% of total)	99 (91.67%)	Loss trades (% of total)	9 (8.33%)
Largest		profit trade	39.80	loss trade	-24.44
Average		profit trade	14.15	loss trade	-12.66
Maximum		consecutive wins (profit in money)	44 (624.22)	consecutive losses (loss in money)	4 (-42.00)
Maximal		consecutive profit (count of wins)	624.22 (44)	consecutive loss (count of losses)	-68.09 (3)
Average		consecutive wins	25	consecutive losses	3

#	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	sell	1	0.10	1.1565	1.1655	1.1475
2	2010.06.02 00:00	sell	2	0.10	1.1567	1.1657	1.1477
3	2010.06.02 00:23	sell	3	0.10	1.1569	1.1659	1.1479
4	2010.06.02 00:24	sell	4	0.10	1.1571	1.1661	1.1481
5	2010.06.02 00:25	sell	5	0.10	1.1573	1.1663	1.1483
6	2010.06.02 00:27	sell	6	0.10	1.1575	1.1665	1.1485
7	2010.06.02 00:28	sell	7	0.10	1.1577	1.1667	1.1487
8	2010.06.02 00:43	sell	8	0.10	1.1579	1.1669	1.1489
9	2010.06.02 00:45	sell	9	0.10	1.1581	1.1671	1.1491
10	2010.06.02 00:45	sell	10	0.10	1.1583	1.1673	1.1493
11	2010.06.02 01:21	close	10	0.10	1.1556	1.1673	1.1493	23.36	10023.36
12	2010.06.02 01:21	close	9	0.10	1.1556	1.1671	1.1491	21.63	10044.99
13	2010.06.02 01:21	close	8	0.10	1.1556	1.1669	1.1489	19.90	10064.89
14	2010.06.02 01:21	close	7	0.10	1.1556	1.1667	1.1487	18.17	10083.06
15	2010.06.02 01:21	close	6	0.10	1.1556	1.1665	1.1485	16.44	10099.50
16	2010.06.02 01:21	close	5	0.10	1.1556	1.1663	1.1483	14.71	10114.21
17	2010.06.02 01:21	close	4	0.10	1.1556	1.1661	1.1481	12.98	10127.19
18	2010.06.02 01:21	close	3	0.10	1.1556	1.1659	1.1479	11.25	10138.44
19	2010.06.02 01:21	close	2	0.10	1.1556	1.1657	1.1477	9.52	10147.96
20	2010.06.02 01:21	close	1	0.10	1.1556	1.1655	1.1475	7.79	10155.75
21	2010.06.07 00:00	sell	11	0.10	1.1646	1.1736	1.1556
22	2010.06.07 02:30	close	11	0.10	1.1627	1.1736	1.1556	16.34	10172.09
23	2010.06.10 00:02	sell	12	0.10	1.1485	1.1575	1.1395
24	2010.06.10 01:37	close	12	0.10	1.1481	1.1575	1.1395	3.48	10175.57
25	2010.06.11 00:00	buy	13	0.10	1.1419	1.1329	1.1509
26	2010.06.11 00:01	buy	14	0.10	1.1417	1.1327	1.1507
27	2010.06.11 01:27	close	14	0.10	1.1433	1.1327	1.1507	13.99	10189.56
28	2010.06.11 01:27	close	13	0.10	1.1433	1.1329	1.1509	12.25	10201.81
29	2010.06.14 00:00	buy	15	0.10	1.1483	1.1393	1.1573
30	2010.06.14 00:00	buy	16	0.10	1.1481	1.1391	1.1571
31	2010.06.14 00:00	buy	17	0.10	1.1479	1.1389	1.1569
32	2010.06.14 05:00	close	17	0.10	1.1455	1.1389	1.1569	-20.95	10180.86
33	2010.06.14 05:00	close	16	0.10	1.1455	1.1391	1.1571	-22.70	10158.16
34	2010.06.14 05:00	close	15	0.10	1.1455	1.1393	1.1573	-24.44	10133.72
35	2010.06.15 00:17	sell	18	0.10	1.1425	1.1515	1.1335
36	2010.06.15 00:42	sell	19	0.10	1.1428	1.1518	1.1338
37	2010.06.15 00:52	sell	20	0.10	1.1430	1.1520	1.1340
38	2010.06.15 01:29	close	20	0.10	1.1420	1.1520	1.1340	8.76	10142.48
39	2010.06.15 01:29	close	19	0.10	1.1420	1.1518	1.1338	7.01	10149.49
40	2010.06.15 01:29	close	18	0.10	1.1420	1.1515	1.1335	4.38	10153.87
41	2010.06.16 00:04	sell	21	0.10	1.1332	1.1422	1.1242
42	2010.06.16 00:08	sell	22	0.10	1.1334	1.1424	1.1244
43	2010.06.16 00:09	sell	23	0.10	1.1336	1.1426	1.1246
44	2010.06.16 02:42	close	23	0.10	1.1331	1.1426	1.1246	4.41	10158.28
45	2010.06.16 02:42	close	22	0.10	1.1331	1.1424	1.1244	2.65	10160.93
46	2010.06.16 02:42	close	21	0.10	1.1331	1.1422	1.1242	0.88	10161.81
47	2010.06.17 00:02	sell	24	0.10	1.1310	1.1400	1.1220
48	2010.06.17 00:16	sell	25	0.10	1.1312	1.1402	1.1222
49	2010.06.17 00:18	sell	26	0.10	1.1314	1.1404	1.1224
50	2010.06.17 00:18	sell	27	0.10	1.1316	1.1406	1.1226
51	2010.06.17 00:19	sell	28	0.10	1.1319	1.1409	1.1229
52	2010.06.17 03:43	close	28	0.10	1.1309	1.1409	1.1229	8.84	10170.65
53	2010.06.17 03:43	close	27	0.10	1.1309	1.1406	1.1226	6.19	10176.84
54	2010.06.17 03:43	close	26	0.10	1.1309	1.1404	1.1224	4.42	10181.26
55	2010.06.17 03:43	close	25	0.10	1.1309	1.1402	1.1222	2.65	10183.91
56	2010.06.17 03:43	close	24	0.10	1.1309	1.1400	1.1220	0.88	10184.79
57	2010.06.21 00:00	buy	29	0.10	1.1045	1.0955	1.1135
58	2010.06.21 00:00	buy	30	0.10	1.1041	1.0951	1.1131
59	2010.06.21 00:03	buy	31	0.10	1.1039	1.0949	1.1129
60	2010.06.21 00:04	buy	32	0.10	1.1036	1.0946	1.1126
61	2010.06.21 00:09	buy	33	0.10	1.1034	1.0944	1.1124
62	2010.06.21 00:10	buy	34	0.10	1.1032	1.0942	1.1122
63	2010.06.21 00:10	buy	35	0.10	1.1030	1.0940	1.1120
64	2010.06.21 00:10	buy	36	0.10	1.1028	1.0938	1.1118
65	2010.06.21 00:10	buy	37	0.10	1.1026	1.0936	1.1116
66	2010.06.21 00:13	buy	38	0.10	1.1023	1.0933	1.1113
67	2010.06.21 00:13	buy	39	0.10	1.1020	1.0930	1.1110
68	2010.06.21 00:14	buy	40	0.10	1.1018	1.0928	1.1108
69	2010.06.21 00:14	buy	41	0.10	1.1016	1.0926	1.1106
70	2010.06.21 00:14	buy	42	0.10	1.1014	1.0924	1.1104
71	2010.06.21 00:16	buy	43	0.10	1.1011	1.0921	1.1101
72	2010.06.21 03:39	close	43	0.10	1.1055	1.0921	1.1101	39.80	10224.59
73	2010.06.21 03:39	close	42	0.10	1.1055	1.0924	1.1104	37.09	10261.68
74	2010.06.21 03:39	close	41	0.10	1.1055	1.0926	1.1106	35.28	10296.96
75	2010.06.21 03:39	close	40	0.10	1.1055	1.0928	1.1108	33.47	10330.43
76	2010.06.21 03:39	close	39	0.10	1.1055	1.0930	1.1110	31.66	10362.09
77	2010.06.21 03:39	close	38	0.10	1.1055	1.0933	1.1113	28.95	10391.04
78	2010.06.21 03:39	close	37	0.10	1.1055	1.0936	1.1116	26.23	10417.27
79	2010.06.21 03:39	close	36	0.10	1.1055	1.0938	1.1118	24.42	10441.69
80	2010.06.21 03:39	close	35	0.10	1.1055	1.0940	1.1120	22.61	10464.30
81	2010.06.21 03:39	close	34	0.10	1.1055	1.0942	1.1122	20.81	10485.11
82	2010.06.21 03:39	close	33	0.10	1.1055	1.0944	1.1124	19.00	10504.11
83	2010.06.21 03:39	close	32	0.10	1.1055	1.0946	1.1126	17.19	10521.30
84	2010.06.21 03:39	close	31	0.10	1.1055	1.0949	1.1129	14.47	10535.77
85	2010.06.21 03:39	close	30	0.10	1.1055	1.0951	1.1131	12.66	10548.43
86	2010.06.21 03:39	close	29	0.10	1.1055	1.0955	1.1135	9.05	10557.48
87	2010.06.23 00:01	sell	44	0.10	1.1076	1.1166	1.0986
88	2010.06.23 00:02	sell	45	0.10	1.1078	1.1168	1.0988
89	2010.06.23 00:02	sell	46	0.10	1.1080	1.1170	1.0990
90	2010.06.23 02:13	close	46	0.10	1.1074	1.1170	1.0990	5.42	10562.90
91	2010.06.23 02:13	close	45	0.10	1.1074	1.1168	1.0988	3.61	10566.51
92	2010.06.23 02:13	close	44	0.10	1.1074	1.1166	1.0986	1.81	10568.32
93	2010.06.24 00:00	buy	47	0.10	1.1049	1.0959	1.1139
94	2010.06.24 00:00	buy	48	0.10	1.1043	1.0953	1.1133
95	2010.06.24 01:12	close	48	0.10	1.1053	1.0953	1.1133	9.05	10577.37
96	2010.06.24 01:12	close	47	0.10	1.1053	1.0959	1.1139	3.62	10580.99
97	2010.07.02 00:00	buy	49	0.10	1.0596	1.0506	1.0686
98	2010.07.02 00:00	buy	50	0.10	1.0594	1.0504	1.0684
99	2010.07.02 00:00	buy	51	0.10	1.0592	1.0502	1.0682
100	2010.07.02 00:00	buy	52	0.10	1.0588	1.0498	1.0678
101	2010.07.02 00:00	buy	53	0.10	1.0584	1.0494	1.0674
102	2010.07.02 01:58	close	53	0.10	1.0612	1.0494	1.0674	26.39	10607.38
103	2010.07.02 01:58	close	52	0.10	1.0612	1.0498	1.0678	22.62	10630.00
104	2010.07.02 01:58	close	51	0.10	1.0612	1.0502	1.0682	18.85	10648.85
105	2010.07.02 01:58	close	50	0.10	1.0612	1.0504	1.0684	16.96	10665.81
106	2010.07.02 01:58	close	49	0.10	1.0612	1.0506	1.0686	15.08	10680.89
107	2010.07.15 00:26	buy	54	0.10	1.0525	1.0435	1.0615
108	2010.07.15 00:31	buy	55	0.10	1.0523	1.0433	1.0613
109	2010.07.15 00:35	buy	56	0.10	1.0521	1.0431	1.0611
110	2010.07.15 00:36	buy	57	0.10	1.0519	1.0429	1.0609
111	2010.07.15 00:37	buy	58	0.10	1.0517	1.0427	1.0607
112	2010.07.15 00:42	buy	59	0.10	1.0515	1.0425	1.0605
113	2010.07.15 00:52	buy	60	0.10	1.0513	1.0423	1.0603
114	2010.07.15 02:59	close	60	0.10	1.0529	1.0423	1.0603	15.20	10696.09
115	2010.07.15 02:59	close	59	0.10	1.0529	1.0425	1.0605	13.30	10709.39
116	2010.07.15 02:59	close	58	0.10	1.0529	1.0427	1.0607	11.40	10720.79
117	2010.07.15 02:59	close	57	0.10	1.0529	1.0429	1.0609	9.50	10730.29
118	2010.07.15 02:59	close	56	0.10	1.0529	1.0431	1.0611	7.60	10737.89
119	2010.07.15 02:59	close	55	0.10	1.0529	1.0433	1.0613	5.70	10743.59
120	2010.07.15 02:59	close	54	0.10	1.0529	1.0435	1.0615	3.80	10747.39
121	2010.07.16 00:00	buy	61	0.10	1.0413	1.0323	1.0503
122	2010.07.16 01:45	close	61	0.10	1.0424	1.0323	1.0503	10.55	10757.94
123	2010.07.19 00:00	buy	62	0.10	1.0492	1.0402	1.0582
124	2010.07.19 00:13	buy	63	0.10	1.0490	1.0400	1.0580
125	2010.07.19 00:14	buy	64	0.10	1.0486	1.0396	1.0576
126	2010.07.19 00:43	buy	65	0.10	1.0484	1.0394	1.0574
127	2010.07.19 05:00	close	65	0.10	1.0477	1.0394	1.0574	-6.68	10751.26
128	2010.07.19 05:00	close	64	0.10	1.0477	1.0396	1.0576	-8.59	10742.67
129	2010.07.19 05:00	close	63	0.10	1.0477	1.0400	1.0580	-12.41	10730.26
130	2010.07.19 05:00	close	62	0.10	1.0477	1.0402	1.0582	-14.32	10715.94
131	2010.07.20 00:00	sell	66	0.10	1.0548	1.0638	1.0458
132	2010.07.20 00:01	sell	67	0.10	1.0550	1.0640	1.0460
133	2010.07.20 00:06	sell	68	0.10	1.0552	1.0642	1.0462
134	2010.07.20 00:38	sell	69	0.10	1.0554	1.0644	1.0464
135	2010.07.20 02:05	close	69	0.10	1.0545	1.0644	1.0464	8.53	10724.47
136	2010.07.20 02:05	close	68	0.10	1.0545	1.0642	1.0462	6.64	10731.11
137	2010.07.20 02:05	close	67	0.10	1.0545	1.0640	1.0460	4.74	10735.85
138	2010.07.20 02:05	close	66	0.10	1.0545	1.0638	1.0458	2.84	10738.69
139	2010.07.21 00:00	sell	70	0.10	1.0527	1.0617	1.0437
140	2010.07.21 00:32	sell	71	0.10	1.0529	1.0619	1.0439
141	2010.07.21 00:32	sell	72	0.10	1.0531	1.0621	1.0441
142	2010.07.21 02:10	close	72	0.10	1.0518	1.0621	1.0441	12.36	10751.05
143	2010.07.21 02:10	close	71	0.10	1.0518	1.0619	1.0439	10.46	10761.51
144	2010.07.21 02:10	close	70	0.10	1.0518	1.0617	1.0437	8.56	10770.07
145	2010.07.26 00:01	sell	73	0.10	1.0547	1.0637	1.0457
146	2010.07.26 02:29	close	73	0.10	1.0538	1.0637	1.0457	8.54	10778.61
147	2010.08.11 00:00	buy	74	0.10	1.0488	1.0398	1.0578
148	2010.08.11 00:00	buy	75	0.10	1.0486	1.0396	1.0576
149	2010.08.11 00:27	buy	76	0.10	1.0484	1.0394	1.0574
150	2010.08.11 00:42	buy	77	0.10	1.0479	1.0389	1.0569
151	2010.08.11 02:36	close	77	0.10	1.0485	1.0389	1.0569	5.72	10784.33
152	2010.08.11 02:36	close	76	0.10	1.0485	1.0394	1.0574	0.95	10785.28
153	2010.08.11 02:36	close	75	0.10	1.0485	1.0396	1.0576	-0.95	10784.33
154	2010.08.11 02:36	close	74	0.10	1.0485	1.0398	1.0578	-2.86	10781.47
155	2010.08.12 00:00	sell	78	0.10	1.0600	1.0690	1.0510
156	2010.08.12 00:09	sell	79	0.10	1.0602	1.0692	1.0512
157	2010.08.12 00:10	sell	80	0.10	1.0605	1.0695	1.0515
158	2010.08.12 00:10	sell	81	0.10	1.0607	1.0697	1.0517
159	2010.08.12 00:13	sell	82	0.10	1.0609	1.0699	1.0519
160	2010.08.12 00:13	sell	83	0.10	1.0611	1.0701	1.0521
161	2010.08.12 00:14	sell	84	0.10	1.0615	1.0705	1.0525
162	2010.08.12 00:14	sell	85	0.10	1.0617	1.0707	1.0527
163	2010.08.12 00:14	sell	86	0.10	1.0619	1.0709	1.0529
164	2010.08.12 00:14	sell	87	0.10	1.0621	1.0711	1.0531
165	2010.08.12 00:14	sell	88	0.10	1.0623	1.0713	1.0533
166	2010.08.12 02:33	close	88	0.10	1.0596	1.0713	1.0533	25.48	10806.95
167	2010.08.12 02:33	close	87	0.10	1.0596	1.0711	1.0531	23.59	10830.54
168	2010.08.12 02:33	close	86	0.10	1.0596	1.0709	1.0529	21.71	10852.25
169	2010.08.12 02:33	close	85	0.10	1.0596	1.0707	1.0527	19.82	10872.07
170	2010.08.12 02:33	close	84	0.10	1.0596	1.0705	1.0525	17.93	10890.00
171	2010.08.12 02:33	close	83	0.10	1.0596	1.0701	1.0521	14.16	10904.16
172	2010.08.12 02:33	close	82	0.10	1.0596	1.0699	1.0519	12.27	10916.43
173	2010.08.12 02:33	close	81	0.10	1.0596	1.0697	1.0517	10.38	10926.81
174	2010.08.12 02:33	close	80	0.10	1.0596	1.0695	1.0515	8.49	10935.30
175	2010.08.12 02:33	close	79	0.10	1.0596	1.0692	1.0512	5.66	10940.96
176	2010.08.12 02:33	close	78	0.10	1.0596	1.0690	1.0510	3.78	10944.74
177	2010.08.16 00:13	buy	89	0.10	1.0503	1.0413	1.0593
178	2010.08.16 00:13	buy	90	0.10	1.0501	1.0411	1.0591
179	2010.08.16 00:13	buy	91	0.10	1.0498	1.0408	1.0588
180	2010.08.16 00:13	buy	92	0.10	1.0496	1.0406	1.0586
181	2010.08.16 00:13	buy	93	0.10	1.0493	1.0403	1.0583
182	2010.08.16 00:13	buy	94	0.10	1.0490	1.0400	1.0580
183	2010.08.16 00:15	buy	95	0.10	1.0487	1.0397	1.0577
184	2010.08.16 00:20	buy	96	0.10	1.0485	1.0395	1.0575
185	2010.08.16 00:20	buy	97	0.10	1.0481	1.0391	1.0571
186	2010.08.16 00:21	buy	98	0.10	1.0479	1.0389	1.0569
187	2010.08.16 00:23	buy	99	0.10	1.0477	1.0387	1.0567
188	2010.08.16 02:40	close	99	0.10	1.0510	1.0387	1.0567	31.40	10976.14
189	2010.08.16 02:40	close	98	0.10	1.0510	1.0389	1.0569	29.50	11005.64
190	2010.08.16 02:40	close	97	0.10	1.0510	1.0391	1.0571	27.59	11033.23
191	2010.08.16 02:40	close	96	0.10	1.0510	1.0395	1.0575	23.79	11057.02
192	2010.08.16 02:40	close	95	0.10	1.0510	1.0397	1.0577	21.88	11078.90
193	2010.08.16 02:40	close	94	0.10	1.0510	1.0400	1.0580	19.03	11097.93
194	2010.08.16 02:40	close	93	0.10	1.0510	1.0403	1.0583	16.18	11114.11
195	2010.08.16 02:40	close	92	0.10	1.0510	1.0406	1.0586	13.32	11127.43
196	2010.08.16 02:40	close	91	0.10	1.0510	1.0408	1.0588	11.42	11138.85
197	2010.08.16 02:40	close	90	0.10	1.0510	1.0411	1.0591	8.56	11147.41
198	2010.08.16 02:40	close	89	0.10	1.0510	1.0413	1.0593	6.66	11154.07
199	2010.08.25 00:00	sell	100	0.10	1.0326	1.0416	1.0236
200	2010.08.25 00:00	sell	101	0.10	1.0328	1.0418	1.0238
201	2010.08.25 00:06	close	101	0.10	1.0308	1.0418	1.0238	19.40	11173.47
202	2010.08.25 00:06	close	100	0.10	1.0308	1.0416	1.0236	17.46	11190.93
203	2010.08.25 00:20	sell	102	0.10	1.0321	1.0411	1.0231
204	2010.08.25 00:36	sell	103	0.10	1.0324	1.0414	1.0234
205	2010.08.25 00:36	sell	104	0.10	1.0329	1.0419	1.0239
206	2010.08.25 00:36	sell	105	0.10	1.0331	1.0421	1.0241
207	2010.08.25 00:36	sell	106	0.10	1.0333	1.0423	1.0243
208	2010.08.25 00:36	sell	107	0.10	1.0336	1.0426	1.0246
209	2010.08.25 02:54	close	107	0.10	1.0314	1.0426	1.0246	21.33	11212.26
210	2010.08.25 02:54	close	106	0.10	1.0314	1.0423	1.0243	18.42	11230.68
211	2010.08.25 02:54	close	105	0.10	1.0314	1.0421	1.0241	16.48	11247.16
212	2010.08.25 02:54	close	104	0.10	1.0314	1.0419	1.0239	14.54	11261.70
213	2010.08.25 02:54	close	103	0.10	1.0314	1.0414	1.0234	9.70	11271.40
214	2010.08.25 02:54	close	102	0.10	1.0314	1.0411	1.0231	6.79	11278.19
215	2010.08.26 00:00	sell	108	0.10	1.0306	1.0396	1.0216
216	2010.08.26 01:49	close	108	0.10	1.0297	1.0396	1.0216	8.74	11286.93