通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		5分足(M5) 2007.03.01 00:00 - 2009.04.29 23:55 (2007.03.01 - 2009.04.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		TYPE_A=false; TYPE_A_TP=15; TYPE_B=false; TYPE_B_TP=20; TYPE_C=false; TYPE_C_TP=15; TYPE_D=false; TYPE_D_TP=15; TYPE_E=true; TYPE_E_TP=10; MaxLose=15000; LoseStop=false; AutoLot=true; OneLotMoney=100000; Lots=0.1; Magic=151515; MaxSpread=6; TimeFilter=false; StartTime=13; EndTime=2; SafetyMode=false; SafetySecureProfit=5; PositionADJ=1; SMail=false; AC_digits=false; UseAlert=false; Trade=false;
Bars in test	160629	Ticks modelled	25959051	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	656.31	Gross profit	955.61	Gross loss	-299.30
Profit factor	3.19	Expected payoff	8.10
Absolute drawdown	166.06	Maximal drawdown	180.93 (1.81%)	Relative drawdown	1.81% (180.93)
Total trades	81	Short positions (won %)	42 (73.81%)	Long positions (won %)	39 (66.67%)
		Profit trades (% of total)	57 (70.37%)	Loss trades (% of total)	24 (29.63%)
Largest		profit trade	90.23	loss trade	-43.15
Average		profit trade	16.77	loss trade	-12.47
Maximum		consecutive wins (profit in money)	7 (78.23)	consecutive losses (loss in money)	2 (-74.53)
Maximal		consecutive profit (count of wins)	90.23 (1)	consecutive loss (count of losses)	-74.53 (2)
Average		consecutive wins	3	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	2007.08.06 05:04	sell	1	0.10	1.1851	0.0000	0.0000
2	2007.08.06 08:33	sell	2	0.20	1.1859	0.0000	0.0000
3	2007.08.06 09:01	close	2	0.20	1.1852	0.0000	0.0000	11.81	10011.81
4	2007.08.06 09:01	close	1	0.10	1.1852	0.0000	0.0000	-0.84	10010.97
5	2008.04.18 19:39	buy	3	0.10	1.0240	0.0000	0.0000
6	2008.04.18 20:43	buy	4	0.20	1.0212	0.0000	0.0000
7	2008.04.21 00:54	buy	5	0.40	1.0173	0.0000	0.0000
8	2008.04.21 03:22	close	5	0.40	1.0196	0.0000	0.0000	90.23	10101.20
9	2008.04.21 03:22	close	4	0.20	1.0196	0.0000	0.0000	-31.38	10069.82
10	2008.04.21 03:22	close	3	0.10	1.0196	0.0000	0.0000	-43.15	10026.67
11	2008.04.24 21:56	buy	6	0.10	1.0354	0.0000	0.0000
12	2008.04.25 00:41	close	6	0.10	1.0365	0.0000	0.0000	10.61	10037.28
13	2008.04.25 00:57	buy	7	0.10	1.0358	0.0000	0.0000
14	2008.04.25 04:07	buy	8	0.20	1.0349	0.0000	0.0000
15	2008.04.25 07:38	close	8	0.20	1.0356	0.0000	0.0000	13.52	10050.80
16	2008.04.25 07:38	close	7	0.10	1.0356	0.0000	0.0000	-1.93	10048.87
17	2008.06.09 03:14	sell	9	0.10	1.0181	0.0000	0.0000
18	2008.06.09 03:55	sell	10	0.20	1.0207	0.0000	0.0000
19	2008.06.09 05:22	close	10	0.20	1.0195	0.0000	0.0000	23.54	10072.41
20	2008.06.09 05:22	close	9	0.10	1.0195	0.0000	0.0000	-13.73	10058.68
21	2008.08.08 19:01	buy	11	0.10	1.0796	0.0000	0.0000
22	2008.08.08 19:31	close	11	0.10	1.0807	0.0000	0.0000	10.18	10068.86
23	2008.09.15 08:05	sell	12	0.10	1.1142	0.0000	0.0000
24	2008.09.15 08:07	close	12	0.10	1.1131	0.0000	0.0000	9.88	10078.74
25	2008.09.15 08:21	sell	13	0.10	1.1141	0.0000	0.0000
26	2008.09.15 08:43	close	13	0.10	1.1130	0.0000	0.0000	9.88	10088.62
27	2008.09.15 09:11	sell	14	0.10	1.1134	0.0000	0.0000
28	2008.09.15 09:13	close	14	0.10	1.1123	0.0000	0.0000	9.89	10098.51
29	2008.09.15 09:26	sell	15	0.10	1.1133	0.0000	0.0000
30	2008.09.15 10:02	sell	16	0.20	1.1160	0.0000	0.0000
31	2008.09.15 10:14	close	16	0.20	1.1147	0.0000	0.0000	23.32	10121.83
32	2008.09.15 10:14	close	15	0.10	1.1147	0.0000	0.0000	-12.56	10109.27
33	2008.09.15 10:26	sell	17	0.10	1.1138	0.0000	0.0000
34	2008.09.15 10:58	close	17	0.10	1.1127	0.0000	0.0000	9.89	10119.16
35	2008.09.15 11:06	sell	18	0.10	1.1137	0.0000	0.0000
36	2008.09.15 11:22	sell	19	0.20	1.1154	0.0000	0.0000
37	2008.09.15 11:37	close	19	0.20	1.1144	0.0000	0.0000	17.95	10137.11
38	2008.09.15 11:37	close	18	0.10	1.1144	0.0000	0.0000	-6.28	10130.83
39	2008.09.18 05:25	sell	20	0.10	1.1009	0.0000	0.0000
40	2008.09.18 06:26	close	20	0.10	1.0998	0.0000	0.0000	10.00	10140.83
41	2008.10.01 04:22	buy	21	0.10	1.1206	0.0000	0.0000
42	2008.10.01 04:28	buy	22	0.20	1.1198	0.0000	0.0000
43	2008.10.01 08:43	close	22	0.20	1.1205	0.0000	0.0000	12.49	10153.32
44	2008.10.01 08:43	close	21	0.10	1.1205	0.0000	0.0000	-0.89	10152.43
45	2008.10.29 19:07	sell	23	0.10	1.1403	0.0000	0.0000
46	2008.10.29 19:10	close	23	0.10	1.1392	0.0000	0.0000	9.66	10162.09
47	2008.10.30 07:07	sell	24	0.10	1.1268	0.0000	0.0000
48	2008.10.30 07:08	close	24	0.10	1.1257	0.0000	0.0000	9.77	10171.86
49	2008.10.30 08:06	sell	25	0.10	1.1262	0.0000	0.0000
50	2008.10.30 08:13	sell	26	0.20	1.1282	0.0000	0.0000
51	2008.10.30 08:23	close	26	0.20	1.1271	0.0000	0.0000	19.52	10191.38
52	2008.10.30 08:23	close	25	0.10	1.1271	0.0000	0.0000	-7.99	10183.39
53	2008.10.30 08:35	sell	27	0.10	1.1264	0.0000	0.0000
54	2008.10.30 08:47	close	27	0.10	1.1253	0.0000	0.0000	9.78	10193.17
55	2008.10.30 09:12	sell	28	0.10	1.1259	0.0000	0.0000
56	2008.10.30 09:13	sell	29	0.20	1.1276	0.0000	0.0000
57	2008.10.30 09:18	close	29	0.20	1.1266	0.0000	0.0000	17.75	10210.92
58	2008.10.30 09:18	close	28	0.10	1.1266	0.0000	0.0000	-6.21	10204.71
59	2008.10.30 10:49	sell	30	0.10	1.1259	0.0000	0.0000
60	2008.10.30 10:52	sell	31	0.20	1.1271	0.0000	0.0000
61	2008.10.30 11:12	sell	32	0.40	1.1307	0.0000	0.0000
62	2008.10.30 11:40	close	32	0.40	1.1288	0.0000	0.0000	67.33	10272.04
63	2008.10.30 11:40	close	31	0.20	1.1288	0.0000	0.0000	-30.12	10241.92
64	2008.10.30 11:40	close	30	0.10	1.1288	0.0000	0.0000	-25.69	10216.23
65	2008.10.31 20:23	buy	33	0.10	1.1589	0.0000	0.0000
66	2008.10.31 20:53	close	33	0.10	1.1601	0.0000	0.0000	10.34	10226.57
67	2008.10.31 21:06	buy	34	0.10	1.1590	0.0000	0.0000
68	2008.10.31 21:12	close	34	0.10	1.1602	0.0000	0.0000	10.34	10236.91
69	2008.10.31 21:26	buy	35	0.10	1.1594	0.0000	0.0000
70	2008.10.31 21:38	buy	36	0.20	1.1567	0.0000	0.0000
71	2008.10.31 22:45	close	36	0.20	1.1583	0.0000	0.0000	27.63	10264.54
72	2008.10.31 22:45	close	35	0.10	1.1583	0.0000	0.0000	-9.50	10255.04
73	2008.11.04 03:05	buy	37	0.10	1.1764	0.0000	0.0000
74	2008.11.04 03:16	close	37	0.10	1.1776	0.0000	0.0000	10.19	10265.23
75	2008.11.04 03:51	buy	38	0.10	1.1770	0.0000	0.0000
76	2008.11.04 04:07	buy	39	0.20	1.1748	0.0000	0.0000
77	2008.11.04 04:39	close	39	0.20	1.1760	0.0000	0.0000	20.41	10285.64
78	2008.11.04 04:39	close	38	0.10	1.1760	0.0000	0.0000	-8.50	10277.14
79	2008.11.04 06:43	buy	40	0.10	1.1784	0.0000	0.0000
80	2008.11.04 07:19	buy	41	0.20	1.1768	0.0000	0.0000
81	2008.11.04 08:51	close	41	0.20	1.1778	0.0000	0.0000	16.98	10294.12
82	2008.11.04 08:51	close	40	0.10	1.1778	0.0000	0.0000	-5.09	10289.03
83	2008.11.25 21:11	sell	42	0.10	1.1881	0.0000	0.0000
84	2008.11.25 22:04	close	42	0.10	1.1869	0.0000	0.0000	10.11	10299.14
85	2008.11.26 01:07	sell	43	0.10	1.1851	0.0000	0.0000
86	2008.11.26 01:26	sell	44	0.20	1.1871	0.0000	0.0000
87	2008.11.26 01:44	close	44	0.20	1.1860	0.0000	0.0000	18.55	10317.69
88	2008.11.26 01:44	close	43	0.10	1.1860	0.0000	0.0000	-7.59	10310.10
89	2008.12.05 21:39	buy	45	0.10	1.2228	0.0000	0.0000
90	2008.12.08 00:00	buy	46	0.20	1.2196	0.0000	0.0000
91	2008.12.08 01:04	close	46	0.20	1.2218	0.0000	0.0000	36.01	10346.11
92	2008.12.08 01:04	close	45	0.10	1.2218	0.0000	0.0000	-8.18	10337.93
93	2008.12.15 21:56	sell	47	0.10	1.1600	0.0000	0.0000
94	2008.12.15 22:29	close	47	0.10	1.1588	0.0000	0.0000	10.36	10348.29
95	2008.12.16 21:06	sell	48	0.10	1.1426	0.0000	0.0000
96	2008.12.16 21:21	close	48	0.10	1.1414	0.0000	0.0000	10.51	10358.80
97	2008.12.29 06:53	sell	49	0.10	1.0596	0.0000	0.0000
98	2008.12.29 07:32	close	49	0.10	1.0585	0.0000	0.0000	10.39	10369.19
99	2009.01.06 08:18	buy	50	0.10	1.1121	0.0000	0.0000
100	2009.01.06 08:30	close	50	0.10	1.1132	0.0000	0.0000	9.88	10379.07
101	2009.01.06 08:45	buy	51	0.10	1.1123	0.0000	0.0000
102	2009.01.06 08:50	buy	52	0.20	1.1111	0.0000	0.0000
103	2009.01.06 08:54	close	52	0.20	1.1119	0.0000	0.0000	14.39	10393.46
104	2009.01.06 08:54	close	51	0.10	1.1119	0.0000	0.0000	-3.60	10389.86
105	2009.01.06 11:23	buy	53	0.10	1.1158	0.0000	0.0000
106	2009.01.06 11:28	close	53	0.10	1.1169	0.0000	0.0000	9.85	10399.71
107	2009.01.06 11:38	buy	54	0.10	1.1160	0.0000	0.0000
108	2009.01.06 11:40	close	54	0.10	1.1171	0.0000	0.0000	9.85	10409.56
109	2009.01.09 22:55	buy	55	0.10	1.1135	0.0000	0.0000
110	2009.01.12 01:56	close	55	0.10	1.1146	0.0000	0.0000	9.87	10419.43
111	2009.02.03 19:39	sell	56	0.10	1.1467	0.0000	0.0000
112	2009.02.03 21:06	close	56	0.10	1.1455	0.0000	0.0000	10.48	10429.91
113	2009.02.23 02:42	sell	57	0.10	1.1573	0.0000	0.0000
114	2009.02.23 03:29	close	57	0.10	1.1561	0.0000	0.0000	10.38	10440.29
115	2009.02.23 08:54	sell	58	0.10	1.1515	0.0000	0.0000
116	2009.02.23 09:16	close	58	0.10	1.1503	0.0000	0.0000	10.43	10450.72
117	2009.02.23 09:49	sell	59	0.10	1.1508	0.0000	0.0000
118	2009.02.23 09:57	sell	60	0.20	1.1526	0.0000	0.0000
119	2009.02.23 10:01	close	60	0.20	1.1516	0.0000	0.0000	17.37	10468.09
120	2009.02.23 10:01	close	59	0.10	1.1516	0.0000	0.0000	-6.95	10461.14
121	2009.03.06 11:12	sell	61	0.10	1.1556	0.0000	0.0000
122	2009.03.06 11:34	close	61	0.10	1.1544	0.0000	0.0000	10.40	10471.54
123	2009.03.06 11:37	sell	62	0.10	1.1556	0.0000	0.0000
124	2009.03.06 12:40	close	62	0.10	1.1544	0.0000	0.0000	10.40	10481.94
125	2009.03.06 13:16	sell	63	0.10	1.1555	0.0000	0.0000
126	2009.03.06 13:35	close	63	0.10	1.1543	0.0000	0.0000	10.40	10492.34
127	2009.03.13 05:31	buy	64	0.10	1.1874	0.0000	0.0000
128	2009.03.13 06:11	close	64	0.10	1.1886	0.0000	0.0000	10.10	10502.44
129	2009.03.13 09:02	buy	65	0.11	1.1900	0.0000	0.0000
130	2009.03.13 09:30	buy	66	0.22	1.1887	0.0000	0.0000
131	2009.03.13 09:46	close	66	0.22	1.1896	0.0000	0.0000	16.64	10519.08
132	2009.03.13 09:46	close	65	0.11	1.1896	0.0000	0.0000	-3.70	10515.38
133	2009.03.13 09:59	buy	67	0.11	1.1899	0.0000	0.0000
134	2009.03.13 10:09	close	67	0.11	1.1911	0.0000	0.0000	11.08	10526.46
135	2009.03.13 10:11	buy	68	0.11	1.1900	0.0000	0.0000
136	2009.03.13 10:20	buy	69	0.22	1.1890	0.0000	0.0000
137	2009.03.13 11:22	buy	70	0.44	1.1857	0.0000	0.0000
138	2009.03.13 11:40	close	70	0.44	1.1875	0.0000	0.0000	66.69	10593.15
139	2009.03.13 11:40	close	69	0.22	1.1875	0.0000	0.0000	-27.79	10565.36
140	2009.03.13 11:40	close	68	0.11	1.1875	0.0000	0.0000	-23.16	10542.20
141	2009.03.20 08:01	sell	71	0.11	1.1224	0.0000	0.0000
142	2009.03.20 08:54	sell	72	0.22	1.1230	0.0000	0.0000
143	2009.03.20 09:01	close	72	0.22	1.1224	0.0000	0.0000	11.76	10553.96
144	2009.03.20 09:01	close	71	0.11	1.1224	0.0000	0.0000	0.00	10553.96
145	2009.03.27 20:32	buy	73	0.11	1.1442	0.0000	0.0000
146	2009.03.30 00:00	close	73	0.11	1.1475	0.0000	0.0000	31.63	10585.59
147	2009.03.30 01:23	buy	74	0.11	1.1462	0.0000	0.0000
148	2009.03.30 01:49	buy	75	0.22	1.1443	0.0000	0.0000
149	2009.03.30 01:59	close	75	0.22	1.1454	0.0000	0.0000	21.13	10606.72
150	2009.03.30 01:59	close	74	0.11	1.1454	0.0000	0.0000	-7.68	10599.04
151	2009.04.14 00:42	sell	76	0.11	1.1334	0.0000	0.0000
152	2009.04.14 02:19	close	76	0.11	1.1323	0.0000	0.0000	10.69	10609.73
153	2009.04.14 02:26	sell	77	0.11	1.1330	0.0000	0.0000
154	2009.04.14 03:13	sell	78	0.22	1.1347	0.0000	0.0000
155	2009.04.14 08:00	close	78	0.22	1.1337	0.0000	0.0000	19.41	10629.14
156	2009.04.14 08:00	close	77	0.11	1.1337	0.0000	0.0000	-6.79	10622.35
157	2009.04.17 16:46	buy	79	0.11	1.1650	0.0000	0.0000
158	2009.04.17 16:59	close	79	0.11	1.1662	0.0000	0.0000	11.32	10633.67
159	2009.04.17 17:05	buy	80	0.11	1.1651	0.0000	0.0000
160	2009.04.17 17:23	close	80	0.11	1.1663	0.0000	0.0000	11.32	10644.99
161	2009.04.17 17:38	buy	81	0.11	1.1653	0.0000	0.0000
162	2009.04.17 18:12	close	81	0.11	1.1665	0.0000	0.0000	11.32	10656.31