通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		5分足(M5) 2010.06.01 00:00 - 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=3; 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=-2; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	19613	Ticks modelled	429337	Modelling quality	79.30%
Mismatched charts errors	3
Initial deposit	10000.00
Total net profit	790.31	Gross profit	809.42	Gross loss	-19.11
Profit factor	42.36	Expected payoff	8.88
Absolute drawdown	33.11	Maximal drawdown	112.73 (1.08%)	Relative drawdown	1.08% (112.73)
Total trades	89	Short positions (won %)	62 (95.16%)	Long positions (won %)	27 (100.00%)
		Profit trades (% of total)	86 (96.63%)	Loss trades (% of total)	3 (3.37%)
Largest		profit trade	26.15	loss trade	-16.88
Average		profit trade	9.41	loss trade	-6.37
Maximum		consecutive wins (profit in money)	44 (415.99)	consecutive losses (loss in money)	1 (-16.88)
Maximal		consecutive profit (count of wins)	415.99 (44)	consecutive loss (count of losses)	-16.88 (1)
Average		consecutive wins	22	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	2010.06.01 00:00	sell	1	0.10	91.25	92.15	90.35
2	2010.06.01 00:00	sell	2	0.10	91.27	92.17	90.37
3	2010.06.01 01:00	close	2	0.10	91.17	92.17	90.37	10.97	10010.97
4	2010.06.01 01:00	close	1	0.10	91.17	92.15	90.35	8.77	10019.74
5	2010.06.02 00:00	buy	3	0.10	90.95	90.05	91.85
6	2010.06.02 00:02	buy	4	0.10	90.93	90.03	91.83
7	2010.06.02 00:03	buy	5	0.10	90.91	90.01	91.81
8	2010.06.02 01:20	close	5	0.10	91.06	90.01	91.81	16.47	10036.21
9	2010.06.02 01:20	close	4	0.10	91.06	90.03	91.83	14.28	10050.49
10	2010.06.02 01:20	close	3	0.10	91.06	90.05	91.85	12.08	10062.57
11	2010.06.07 00:02	sell	6	0.10	91.78	92.68	90.88
12	2010.06.07 00:05	sell	7	0.10	91.80	92.70	90.90
13	2010.06.07 00:06	sell	8	0.10	91.82	92.72	90.92
14	2010.06.07 00:13	sell	9	0.10	91.84	92.74	90.94
15	2010.06.07 00:28	sell	10	0.10	91.86	92.76	90.96
16	2010.06.07 00:31	sell	11	0.10	91.88	92.78	90.98
17	2010.06.07 00:33	sell	12	0.10	91.90	92.80	91.00
18	2010.06.07 00:37	sell	13	0.10	91.92	92.82	91.02
19	2010.06.07 01:22	close	13	0.10	91.79	92.82	91.02	14.16	10076.73
20	2010.06.07 01:22	close	12	0.10	91.79	92.80	91.00	11.98	10088.71
21	2010.06.07 01:22	close	11	0.10	91.79	92.78	90.98	9.80	10098.51
22	2010.06.07 01:22	close	10	0.10	91.79	92.76	90.96	7.63	10106.14
23	2010.06.07 01:22	close	9	0.10	91.79	92.74	90.94	5.45	10111.59
24	2010.06.07 01:22	close	8	0.10	91.79	92.72	90.92	3.27	10114.86
25	2010.06.07 01:22	close	7	0.10	91.79	92.70	90.90	1.09	10115.95
26	2010.06.07 01:22	close	6	0.10	91.79	92.68	90.88	-1.09	10114.86
27	2010.06.08 00:00	buy	14	0.10	91.40	90.50	92.30
28	2010.06.08 00:00	buy	15	0.10	91.38	90.48	92.28
29	2010.06.08 00:01	buy	16	0.10	91.36	90.46	92.26
30	2010.06.08 00:02	buy	17	0.10	91.34	90.44	92.24
31	2010.06.08 01:02	close	17	0.10	91.52	90.44	92.24	19.67	10134.53
32	2010.06.08 01:02	close	16	0.10	91.52	90.46	92.26	17.48	10152.01
33	2010.06.08 01:02	close	15	0.10	91.52	90.48	92.28	15.30	10167.31
34	2010.06.08 01:02	close	14	0.10	91.52	90.50	92.30	13.11	10180.42
35	2010.06.09 00:00	sell	18	0.10	91.44	92.34	90.54
36	2010.06.09 00:00	sell	19	0.10	91.46	92.36	90.56
37	2010.06.09 00:00	sell	20	0.10	91.48	92.38	90.58
38	2010.06.09 00:02	sell	21	0.10	91.50	92.40	90.60
39	2010.06.09 00:10	sell	22	0.10	91.52	92.42	90.62
40	2010.06.09 00:11	sell	23	0.10	91.54	92.44	90.64
41	2010.06.09 00:25	sell	24	0.10	91.56	92.46	90.66
42	2010.06.09 00:30	sell	25	0.10	91.58	92.48	90.68
43	2010.06.09 00:33	sell	26	0.10	91.60	92.50	90.70
44	2010.06.09 01:05	close	26	0.10	91.43	92.50	90.70	18.59	10199.01
45	2010.06.09 01:05	close	25	0.10	91.43	92.48	90.68	16.41	10215.42
46	2010.06.09 01:05	close	24	0.10	91.43	92.46	90.66	14.22	10229.64
47	2010.06.09 01:05	close	23	0.10	91.43	92.44	90.64	12.03	10241.67
48	2010.06.09 01:05	close	22	0.10	91.43	92.42	90.62	9.84	10251.51
49	2010.06.09 01:05	close	21	0.10	91.43	92.40	90.60	7.66	10259.17
50	2010.06.09 01:05	close	20	0.10	91.43	92.38	90.58	5.47	10264.64
51	2010.06.09 01:05	close	19	0.10	91.43	92.36	90.56	3.28	10267.92
52	2010.06.09 01:05	close	18	0.10	91.43	92.34	90.54	1.09	10269.01
53	2010.06.10 00:20	sell	27	0.10	91.31	92.21	90.41
54	2010.06.10 00:20	sell	28	0.10	91.33	92.23	90.43
55	2010.06.10 00:32	close	28	0.10	91.22	92.23	90.43	12.06	10281.07
56	2010.06.10 00:32	close	27	0.10	91.22	92.21	90.41	9.87	10290.94
57	2010.06.10 00:53	sell	29	0.10	91.31	92.21	90.41
58	2010.06.10 02:25	close	29	0.10	91.29	92.21	90.41	2.19	10293.13
59	2010.06.11 00:02	sell	30	0.10	91.34	92.24	90.44
60	2010.06.11 00:09	sell	31	0.10	91.36	92.26	90.46
61	2010.06.11 00:17	sell	32	0.10	91.38	92.28	90.48
62	2010.06.11 00:18	sell	33	0.10	91.40	92.30	90.50
63	2010.06.11 01:16	close	33	0.10	91.32	92.30	90.50	8.76	10301.89
64	2010.06.11 01:16	close	32	0.10	91.32	92.28	90.48	6.57	10308.46
65	2010.06.11 01:16	close	31	0.10	91.32	92.26	90.46	4.38	10312.84
66	2010.06.11 01:16	close	30	0.10	91.32	92.24	90.44	2.19	10315.03
67	2010.06.14 00:00	sell	34	0.10	91.87	92.77	90.97
68	2010.06.14 01:10	close	34	0.10	91.70	92.77	90.97	18.54	10333.57
69	2010.06.15 00:30	sell	35	0.10	91.63	92.53	90.73
70	2010.06.15 00:30	sell	36	0.10	91.65	92.55	90.75
71	2010.06.15 03:20	close	36	0.10	91.62	92.55	90.75	3.27	10336.84
72	2010.06.15 03:20	close	35	0.10	91.62	92.53	90.73	1.09	10337.93
73	2010.06.18 00:00	sell	37	0.10	91.00	91.90	90.10
74	2010.06.18 00:01	sell	38	0.10	91.04	91.94	90.14
75	2010.06.18 00:02	sell	39	0.10	91.06	91.96	90.16
76	2010.06.18 00:47	close	39	0.10	90.92	91.96	90.16	15.40	10353.33
77	2010.06.18 00:47	close	38	0.10	90.92	91.94	90.14	13.20	10366.53
78	2010.06.18 00:47	close	37	0.10	90.92	91.90	90.10	8.80	10375.33
79	2010.06.21 00:00	buy	40	0.10	90.33	89.43	91.23
80	2010.06.21 00:00	buy	41	0.10	90.29	89.39	91.19
81	2010.06.21 02:31	close	41	0.10	90.50	89.39	91.19	23.20	10398.53
82	2010.06.21 02:31	close	40	0.10	90.50	89.43	91.23	18.78	10417.31
83	2010.06.24 00:00	buy	42	0.10	89.84	88.94	90.74
84	2010.06.24 00:01	buy	43	0.10	89.82	88.92	90.72
85	2010.06.24 00:35	close	43	0.10	89.88	88.92	90.72	6.68	10423.99
86	2010.06.24 00:35	close	42	0.10	89.88	88.94	90.74	4.45	10428.44
87	2010.06.25 00:00	sell	44	0.10	89.65	90.55	88.75
88	2010.06.25 00:12	close	44	0.10	89.56	90.55	88.75	10.05	10438.49
89	2010.07.01 00:01	buy	45	0.10	88.39	87.49	89.29
90	2010.07.01 01:38	close	45	0.10	88.43	87.49	89.29	4.52	10443.01
91	2010.07.02 00:12	sell	46	0.10	87.67	88.57	86.77
92	2010.07.02 00:23	sell	47	0.10	87.69	88.59	86.79
93	2010.07.02 00:27	sell	48	0.10	87.71	88.61	86.81
94	2010.07.02 00:45	sell	49	0.10	87.73	88.63	86.83
95	2010.07.02 00:45	sell	50	0.10	87.75	88.65	86.85
96	2010.07.02 00:53	sell	51	0.10	87.77	88.67	86.87
97	2010.07.02 01:41	close	51	0.10	87.64	88.67	86.87	14.83	10457.84
98	2010.07.02 01:41	close	50	0.10	87.64	88.65	86.85	12.55	10470.39
99	2010.07.02 01:41	close	49	0.10	87.64	88.63	86.83	10.27	10480.66
100	2010.07.02 01:41	close	48	0.10	87.64	88.61	86.81	7.99	10488.65
101	2010.07.02 01:41	close	47	0.10	87.64	88.59	86.79	5.71	10494.36
102	2010.07.02 01:41	close	46	0.10	87.64	88.57	86.77	3.42	10497.78
103	2010.07.07 00:07	sell	52	0.10	87.57	88.47	86.67
104	2010.07.07 01:47	close	52	0.10	87.53	88.47	86.67	4.57	10502.35
105	2010.07.08 00:00	sell	53	0.10	87.70	88.60	86.80
106	2010.07.08 00:12	sell	54	0.10	87.72	88.62	86.82
107	2010.07.08 00:41	sell	55	0.10	87.74	88.64	86.84
108	2010.07.08 00:45	sell	56	0.10	87.76	88.66	86.86
109	2010.07.08 00:45	sell	57	0.10	87.78	88.68	86.88
110	2010.07.08 00:45	sell	58	0.10	87.80	88.70	86.90
111	2010.07.08 01:50	close	58	0.10	87.71	88.70	86.90	10.26	10512.61
112	2010.07.08 01:50	close	57	0.10	87.71	88.68	86.88	7.98	10520.59
113	2010.07.08 01:50	close	56	0.10	87.71	88.66	86.86	5.70	10526.29
114	2010.07.08 01:50	close	55	0.10	87.71	88.64	86.84	3.42	10529.71
115	2010.07.08 01:50	close	54	0.10	87.71	88.62	86.82	1.14	10530.85
116	2010.07.08 01:50	close	53	0.10	87.71	88.60	86.80	-1.14	10529.71
117	2010.07.09 00:18	sell	59	0.10	88.44	89.34	87.54
118	2010.07.09 00:20	sell	60	0.10	88.46	89.36	87.56
119	2010.07.09 03:10	close	60	0.10	88.44	89.36	87.56	2.26	10531.97
120	2010.07.09 03:10	close	59	0.10	88.44	89.34	87.54	0.00	10531.97
121	2010.07.14 00:00	sell	61	0.10	88.71	89.61	87.81
122	2010.07.14 04:21	close	61	0.10	88.86	89.61	87.81	-16.88	10515.09
123	2010.07.15 00:00	sell	62	0.10	88.43	89.33	87.53
124	2010.07.15 00:02	sell	63	0.10	88.45	89.35	87.55
125	2010.07.15 00:04	sell	64	0.10	88.47	89.37	87.57
126	2010.07.15 00:08	sell	65	0.10	88.49	89.39	87.59
127	2010.07.15 01:05	close	65	0.10	88.34	89.39	87.59	16.98	10532.07
128	2010.07.15 01:05	close	64	0.10	88.34	89.37	87.57	14.72	10546.79
129	2010.07.15 01:05	close	63	0.10	88.34	89.35	87.55	12.45	10559.24
130	2010.07.15 01:05	close	62	0.10	88.34	89.33	87.53	10.19	10569.43
131	2010.07.19 00:00	buy	66	0.10	86.54	85.64	87.44
132	2010.07.19 01:01	close	66	0.10	86.64	85.64	87.44	11.54	10580.97
133	2010.07.20 00:00	buy	67	0.10	86.70	85.80	87.60
134	2010.07.20 00:47	close	67	0.10	86.80	85.80	87.60	11.52	10592.49
135	2010.07.21 00:00	sell	68	0.10	87.50	88.40	86.60
136	2010.07.21 01:04	close	68	0.10	87.44	88.40	86.60	6.86	10599.35
137	2010.07.22 00:36	buy	69	0.10	86.94	86.04	87.84
138	2010.07.22 03:05	close	69	0.10	86.95	86.04	87.84	1.15	10600.50
139	2010.07.26 00:11	sell	70	0.10	87.51	88.41	86.61
140	2010.07.26 00:24	sell	71	0.10	87.53	88.43	86.63
141	2010.07.26 00:31	sell	72	0.10	87.55	88.45	86.65
142	2010.07.26 00:59	sell	73	0.10	87.57	88.47	86.67
143	2010.07.26 01:02	close	73	0.10	87.45	88.47	86.67	13.72	10614.22
144	2010.07.26 01:02	close	72	0.10	87.45	88.45	86.65	11.44	10625.66
145	2010.07.26 01:02	close	71	0.10	87.45	88.43	86.63	9.15	10634.81
146	2010.07.26 01:02	close	70	0.10	87.45	88.41	86.61	6.86	10641.67
147	2010.07.27 00:38	sell	74	0.10	86.99	87.89	86.09
148	2010.07.27 00:38	sell	75	0.10	87.01	87.91	86.11
149	2010.07.27 02:35	close	75	0.10	86.95	87.91	86.11	6.90	10648.57
150	2010.07.27 02:35	close	74	0.10	86.95	87.89	86.09	4.60	10653.17
151	2010.07.30 00:00	buy	76	0.10	86.79	85.89	87.69
152	2010.07.30 00:22	close	76	0.10	86.89	85.89	87.69	11.51	10664.68
153	2010.07.30 00:22	sell	77	0.10	86.97	87.87	86.07
154	2010.07.30 01:25	close	77	0.10	86.89	87.87	86.07	9.21	10673.89
155	2010.08.10 00:44	sell	78	0.10	85.98	86.88	85.08
156	2010.08.10 01:51	close	78	0.10	85.92	86.88	85.08	6.98	10680.87
157	2010.08.12 00:15	buy	79	0.10	85.22	84.32	86.12
158	2010.08.12 00:25	close	79	0.10	85.31	84.32	86.12	10.55	10691.42
159	2010.08.19 00:38	buy	80	0.10	85.36	84.46	86.26
160	2010.08.19 01:22	close	80	0.10	85.44	84.46	86.26	9.36	10700.78
161	2010.08.20 00:47	buy	81	0.10	85.26	84.36	86.16
162	2010.08.20 01:58	close	81	0.10	85.35	84.36	86.16	10.54	10711.32
163	2010.08.23 00:00	buy	82	0.10	85.60	84.70	86.50
164	2010.08.23 00:35	close	82	0.10	85.67	84.70	86.50	8.17	10719.49
165	2010.08.24 00:07	buy	83	0.10	85.17	84.27	86.07
166	2010.08.24 00:09	buy	84	0.10	85.15	84.25	86.05
167	2010.08.24 00:09	buy	85	0.10	85.13	84.23	86.03
168	2010.08.24 00:10	buy	86	0.10	85.11	84.21	86.01
169	2010.08.24 00:10	buy	87	0.10	85.09	84.19	85.99
170	2010.08.24 01:15	close	87	0.10	85.19	84.19	85.99	11.74	10731.23
171	2010.08.24 01:15	close	86	0.10	85.19	84.21	86.01	9.39	10740.62
172	2010.08.24 01:15	close	85	0.10	85.19	84.23	86.03	7.04	10747.66
173	2010.08.24 01:15	close	84	0.10	85.19	84.25	86.05	4.70	10752.36
174	2010.08.24 01:15	close	83	0.10	85.19	84.27	86.07	2.35	10754.71
175	2010.08.25 00:00	buy	88	0.10	83.92	83.02	84.82
176	2010.08.25 00:49	close	88	0.10	84.14	83.02	84.82	26.15	10780.86
177	2010.08.26 00:00	buy	89	0.10	84.58	83.68	85.48
178	2010.08.26 01:50	close	89	0.10	84.66	83.68	85.48	9.45	10790.31