通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		1時間足(H1) 2009.01.02 08:00 - 2010.01.07 23:00 (2009.01.01 - 2010.01.08)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		magicnumber=2110002; lots=0.1; slippage=3; sstarttime=0; sendtime=1; tstarttime=1; tendtime=23; rstarttime=23; rendtime=24; takeprofit=75; stoploss=290;
Bars in test	7241	Ticks modelled	9950252	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4113.33	Gross profit	5975.65	Gross loss	-1862.32
Profit factor	3.21	Expected payoff	50.78
Absolute drawdown	58.86	Maximal drawdown	777.76 (6.62%)	Relative drawdown	6.62% (777.76)
Total trades	81	Short positions (won %)	39 (94.87%)	Long positions (won %)	42 (90.48%)
		Profit trades (% of total)	75 (92.59%)	Loss trades (% of total)	6 (7.41%)
Largest		profit trade	88.18	loss trade	-325.34
Average		profit trade	79.68	loss trade	-310.39
Maximum		consecutive wins (profit in money)	20 (1569.26)	consecutive losses (loss in money)	2 (-595.69)
Maximal		consecutive profit (count of wins)	1569.26 (20)	consecutive loss (count of losses)	-595.69 (2)
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	2009.01.03 00:00	buy	1	0.10	92.29	0.00	0.00
2	2009.01.05 12:33	close	1	0.10	93.09	0.00	0.00	85.94	10085.94
3	2009.01.06 00:46	buy	2	0.10	93.55	0.00	0.00
4	2009.01.06 16:02	close	2	0.10	94.31	0.00	0.00	80.59	10166.53
5	2009.01.07 11:51	sell	3	0.10	93.00	0.00	0.00
6	2009.01.08 09:16	close	3	0.10	92.25	0.00	0.00	80.75	10247.28
7	2009.01.08 09:16	sell	4	0.10	92.23	0.00	0.00
8	2009.01.08 15:35	close	4	0.10	91.48	0.00	0.00	81.99	10329.27
9	2009.01.09 00:16	sell	5	0.10	91.06	0.00	0.00
10	2009.01.09 18:30	close	5	0.10	90.30	0.00	0.00	84.16	10413.43
11	2009.01.12 02:00	sell	6	0.10	90.05	0.00	0.00
12	2009.01.12 18:35	close	6	0.10	89.30	0.00	0.00	83.99	10497.42
13	2009.01.13 11:29	sell	7	0.10	88.91	0.00	0.00
14	2009.01.21 18:42	close	7	0.10	88.12	0.00	0.00	88.18	10585.60
15	2009.01.21 18:42	sell	8	0.10	87.97	0.00	0.00
16	2009.01.21 19:04	close	8	0.10	87.22	0.00	0.00	85.99	10671.59
17	2009.01.23 09:15	sell	9	0.10	88.37	0.00	0.00
18	2009.02.05 20:05	close	9	0.10	91.28	0.00	0.00	-321.19	10350.39
19	2009.02.05 20:05	buy	10	0.10	91.29	0.00	0.00
20	2009.02.05 20:10	close	10	0.10	92.04	0.00	0.00	81.49	10431.88
21	2009.02.06 16:34	buy	11	0.10	91.64	0.00	0.00
22	2009.02.09 02:12	close	11	0.10	92.39	0.00	0.00	81.18	10513.06
23	2009.02.09 02:12	buy	12	0.10	92.41	0.00	0.00
24	2009.02.18 17:06	close	12	0.10	93.16	0.00	0.00	80.51	10593.57
25	2009.02.18 17:06	buy	13	0.10	93.20	0.00	0.00
26	2009.02.19 16:51	close	13	0.10	93.96	0.00	0.00	80.89	10674.46
27	2009.02.19 16:51	buy	14	0.10	94.01	0.00	0.00
28	2009.02.23 13:29	close	14	0.10	94.76	0.00	0.00	79.15	10753.61
29	2009.02.23 13:29	buy	15	0.10	94.78	0.00	0.00
30	2009.02.24 12:06	close	15	0.10	95.53	0.00	0.00	78.51	10832.12
31	2009.02.24 12:06	buy	16	0.10	95.55	0.00	0.00
32	2009.02.24 17:28	close	16	0.10	96.30	0.00	0.00	77.88	10910.00
33	2009.02.25 00:05	buy	17	0.10	96.87	0.00	0.00
34	2009.02.25 22:47	close	17	0.10	97.63	0.00	0.00	77.84	10987.84
35	2009.02.26 00:09	buy	18	0.10	97.71	0.00	0.00
36	2009.02.26 18:41	close	18	0.10	98.47	0.00	0.00	77.18	11065.02
37	2009.02.27 00:51	buy	19	0.10	98.57	0.00	0.00
38	2009.03.04 11:23	close	19	0.10	99.33	0.00	0.00	76.51	11141.53
39	2009.03.04 11:23	buy	20	0.10	99.35	0.00	0.00
40	2009.03.12 06:14	close	20	0.10	96.41	0.00	0.00	-304.95	10836.58
41	2009.03.12 06:14	sell	21	0.10	96.42	0.00	0.00
42	2009.03.19 08:28	close	21	0.10	95.67	0.00	0.00	77.10	10913.69
43	2009.03.19 08:28	sell	22	0.10	95.61	0.00	0.00
44	2009.03.19 14:43	close	22	0.10	94.86	0.00	0.00	79.06	10992.75
45	2009.03.24 03:22	buy	23	0.10	97.31	0.00	0.00
46	2009.03.24 08:17	close	23	0.10	98.06	0.00	0.00	76.48	11069.23
47	2009.03.25 02:45	buy	24	0.10	98.29	0.00	0.00
48	2009.03.31 18:13	close	24	0.10	99.05	0.00	0.00	76.73	11145.96
49	2009.03.31 18:13	buy	25	0.10	99.07	0.00	0.00
50	2009.04.02 13:31	close	25	0.10	99.83	0.00	0.00	76.13	11222.09
51	2009.04.02 13:31	buy	26	0.10	99.85	0.00	0.00
52	2009.04.06 03:02	close	26	0.10	100.61	0.00	0.00	75.54	11297.63
53	2009.04.07 03:02	sell	27	0.10	100.29	0.00	0.00
54	2009.04.08 10:09	close	27	0.10	99.54	0.00	0.00	75.17	11372.79
55	2009.04.08 10:09	sell	28	0.10	99.50	0.00	0.00
56	2009.04.15 00:31	close	28	0.10	98.75	0.00	0.00	74.66	11447.45
57	2009.04.15 00:31	sell	29	0.10	98.73	0.00	0.00
58	2009.04.20 19:39	close	29	0.10	97.98	0.00	0.00	75.63	11523.08
59	2009.04.21 02:59	sell	30	0.10	97.81	0.00	0.00
60	2009.04.24 07:36	close	30	0.10	97.06	0.00	0.00	76.35	11599.43
61	2009.04.24 07:36	sell	31	0.10	97.04	0.00	0.00
62	2009.04.28 02:34	close	31	0.10	96.29	0.00	0.00	77.52	11676.96
63	2009.04.28 02:34	sell	32	0.10	96.27	0.00	0.00
64	2009.05.01 03:39	close	32	0.10	99.17	0.00	0.00	-293.35	11383.61
65	2009.05.01 03:39	buy	33	0.10	99.16	0.00	0.00
66	2009.05.12 19:57	close	33	0.10	96.25	0.00	0.00	-302.34	11081.27
67	2009.05.12 19:57	sell	34	0.10	96.26	0.00	0.00
68	2009.05.13 21:49	close	34	0.10	95.51	0.00	0.00	78.35	11159.61
69	2009.05.13 21:49	sell	35	0.10	95.49	0.00	0.00
70	2009.05.18 03:24	close	35	0.10	94.74	0.00	0.00	78.24	11237.85
71	2009.05.19 01:49	buy	36	0.10	96.42	0.00	0.00
72	2009.05.28 15:56	close	36	0.10	97.17	0.00	0.00	77.18	11315.03
73	2009.05.28 15:56	buy	37	0.10	97.19	0.00	0.00
74	2009.06.05 15:57	close	37	0.10	97.94	0.00	0.00	76.58	11391.61
75	2009.06.05 15:57	buy	38	0.10	97.96	0.00	0.00
76	2009.06.05 22:15	close	38	0.10	98.72	0.00	0.00	76.99	11468.60
77	2009.06.09 05:28	sell	39	0.10	98.30	0.00	0.00
78	2009.06.09 16:32	close	39	0.10	97.55	0.00	0.00	76.88	11545.48
79	2009.06.10 00:00	sell	40	0.10	97.36	0.00	0.00
80	2009.06.16 06:54	close	40	0.10	96.61	0.00	0.00	76.53	11622.01
81	2009.06.16 06:54	sell	41	0.10	96.59	0.00	0.00
82	2009.06.17 16:09	close	41	0.10	95.84	0.00	0.00	78.08	11700.08
83	2009.06.17 16:09	sell	42	0.10	95.82	0.00	0.00
84	2009.06.23 09:02	close	42	0.10	95.06	0.00	0.00	78.85	11778.93
85	2009.06.23 09:02	sell	43	0.10	95.04	0.00	0.00
86	2009.07.08 07:04	close	43	0.10	94.29	0.00	0.00	76.78	11855.71
87	2009.07.08 07:04	sell	44	0.10	94.27	0.00	0.00
88	2009.07.08 18:21	close	44	0.10	93.52	0.00	0.00	80.20	11935.91
89	2009.07.10 09:38	sell	45	0.10	92.69	0.00	0.00
90	2009.07.10 18:16	close	45	0.10	91.94	0.00	0.00	81.57	12017.48
91	2009.07.14 00:00	buy	46	0.10	92.986	0.00	0.00
92	2009.07.14 23:43	close	46	0.10	93.74	0.00	0.00	80.44	12097.92
93	2009.07.15 00:00	buy	47	0.10	93.511	0.00	0.00
94	2009.07.15 19:48	close	47	0.10	94.27	0.00	0.00	80.51	12178.43
95	2009.07.16 03:17	buy	48	0.10	94.39	0.00	0.00
96	2009.07.23 20:21	close	48	0.10	95.14	0.00	0.00	78.83	12257.26
97	2009.07.23 20:21	buy	49	0.10	95.16	0.00	0.00
98	2009.08.07 15:30	close	49	0.10	95.92	0.00	0.00	79.23	12336.49
99	2009.08.07 15:30	buy	50	0.10	95.97	0.00	0.00
100	2009.08.07 15:43	close	50	0.10	96.72	0.00	0.00	77.54	12414.03
101	2009.08.11 02:09	sell	51	0.10	96.95	0.00	0.00
102	2009.08.11 17:03	close	51	0.10	96.20	0.00	0.00	77.96	12491.99
103	2009.08.12 04:08	sell	52	0.10	95.84	0.00	0.00
104	2009.08.13 20:25	close	52	0.10	95.09	0.00	0.00	78.32	12570.31
105	2009.08.13 20:25	sell	53	0.10	95.07	0.00	0.00
106	2009.08.17 18:02	close	53	0.10	94.31	0.00	0.00	80.22	12650.53
107	2009.08.18 04:33	buy	54	0.10	94.92	0.00	0.00
108	2009.09.03 03:22	close	54	0.10	92.02	0.00	0.00	-315.15	12335.38
109	2009.09.03 03:22	sell	55	0.10	92.01	0.00	0.00
110	2009.09.11 07:16	close	55	0.10	91.26	0.00	0.00	80.71	12416.09
111	2009.09.11 07:16	sell	56	0.10	91.24	0.00	0.00
112	2009.09.11 18:12	close	56	0.10	90.49	0.00	0.00	82.88	12498.97
113	2009.09.15 03:17	buy	57	0.10	91.05	0.00	0.00
114	2009.09.21 08:08	close	57	0.10	91.80	0.00	0.00	81.70	12580.67
115	2009.09.22 10:26	sell	58	0.10	91.27	0.00	0.00
116	2009.09.23 02:33	close	58	0.10	90.52	0.00	0.00	82.67	12663.33
117	2009.09.23 02:33	sell	59	0.10	90.50	0.00	0.00
118	2009.09.25 18:11	close	59	0.10	89.75	0.00	0.00	82.83	12746.17
119	2009.09.25 18:11	sell	60	0.10	89.73	0.00	0.00
120	2009.09.28 02:04	close	60	0.10	88.97	0.00	0.00	85.24	12831.40
121	2009.09.29 01:05	buy	61	0.10	89.76	0.00	0.00
122	2009.10.15 15:45	close	61	0.10	90.51	0.00	0.00	82.86	12914.26
123	2009.10.15 15:45	buy	62	0.10	90.53	0.00	0.00
124	2009.10.16 15:23	close	62	0.10	91.28	0.00	0.00	82.16	12996.42
125	2009.10.16 15:23	buy	63	0.10	91.30	0.00	0.00
126	2009.10.23 21:49	close	63	0.10	92.05	0.00	0.00	81.48	13077.90
127	2009.10.23 21:49	buy	64	0.10	92.07	0.00	0.00
128	2009.11.16 21:07	close	64	0.10	89.169	0.00	0.00	-325.34	12752.56
129	2009.11.16 21:07	sell	65	0.10	89.16	0.00	0.00
130	2009.11.24 16:32	close	65	0.10	88.41	0.00	0.00	83.36	12835.92
131	2009.11.24 16:32	sell	66	0.10	88.37	0.00	0.00
132	2009.11.25 12:27	close	66	0.10	87.62	0.00	0.00	85.42	12921.34
133	2009.11.25 12:27	sell	67	0.10	87.60	0.00	0.00
134	2009.11.26 06:31	close	67	0.10	86.85	0.00	0.00	85.81	13007.15
135	2009.11.26 06:31	sell	68	0.10	86.81	0.00	0.00
136	2009.11.27 02:16	close	68	0.10	86.06	0.00	0.00	86.97	13094.11
137	2009.11.27 02:16	sell	69	0.10	86.02	0.00	0.00
138	2009.11.27 02:42	close	69	0.10	85.27	0.00	0.00	87.96	13182.07
139	2009.12.01 05:05	buy	70	0.10	86.80	0.00	0.00
140	2009.12.03 01:53	close	70	0.10	87.55	0.00	0.00	85.67	13267.74
141	2009.12.03 01:53	buy	71	0.10	87.59	0.00	0.00
142	2009.12.03 17:20	close	71	0.10	88.34	0.00	0.00	84.90	13352.64
143	2009.12.04 00:48	buy	72	0.10	88.32	0.00	0.00
144	2009.12.04 16:30	close	72	0.10	89.09	0.00	0.00	86.43	13439.07
145	2009.12.08 02:18	sell	73	0.10	89.32	0.00	0.00
146	2009.12.08 14:23	close	73	0.10	88.569	0.00	0.00	84.79	13523.86
147	2009.12.09 05:37	sell	74	0.10	88.29	0.00	0.00
148	2009.12.09 11:39	close	74	0.10	87.54	0.00	0.00	85.68	13609.54
149	2009.12.11 03:12	buy	75	0.10	88.38	0.00	0.00
150	2009.12.11 16:30	close	75	0.10	89.13	0.00	0.00	84.15	13693.69
151	2009.12.15 12:23	buy	76	0.10	89.25	0.00	0.00
152	2009.12.17 05:50	close	76	0.10	90.00	0.00	0.00	83.33	13777.02
153	2009.12.17 05:50	buy	77	0.10	90.02	0.00	0.00
154	2009.12.18 18:49	close	77	0.10	90.77	0.00	0.00	82.63	13859.65
155	2009.12.18 18:49	buy	78	0.10	90.81	0.00	0.00
156	2009.12.22 15:59	close	78	0.10	91.56	0.00	0.00	81.91	13941.56
157	2009.12.22 15:59	buy	79	0.10	91.58	0.00	0.00
158	2009.12.30 16:20	close	79	0.10	92.33	0.00	0.00	81.23	14022.79
159	2009.12.30 16:20	buy	80	0.10	92.35	0.00	0.00
160	2009.12.31 20:14	close	80	0.10	93.10	0.00	0.00	80.56	14103.35
161	2009.12.31 20:14	buy	81	0.10	93.12	0.00	0.00
162	2010.01.07 23:59	close at stop	81	0.10	93.213	0.00	0.00	9.98	14113.33