通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		15分足(M15) 2007.01.02 02:00 - 2010.05.14 22:45 (2007.01.01 - 2010.05.16)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=2525; Lots=1; SL=85; MinGap=18; MaxGap=200; BEStep=15; BEPoint=6; Slippage=20; MaxSpread=20; CountdownMode=false; EAComment="A2";
Bars in test	82561	Ticks modelled	17684303	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	6097.90	Gross profit	7823.82	Gross loss	-1725.92
Profit factor	4.53	Expected payoff	115.05
Absolute drawdown	32.77	Maximal drawdown	1272.68 (8.91%)	Relative drawdown	9.18% (1155.62)
Total trades	53	Short positions (won %)	19 (100.00%)	Long positions (won %)	34 (94.12%)
		Profit trades (% of total)	51 (96.23%)	Loss trades (% of total)	2 (3.77%)
Largest		profit trade	686.27	loss trade	-954.03
Average		profit trade	153.41	loss trade	-862.96
Maximum		consecutive wins (profit in money)	35 (4896.69)	consecutive losses (loss in money)	1 (-954.03)
Maximal		consecutive profit (count of wins)	4896.69 (35)	consecutive loss (count of losses)	-954.03 (1)
Average		consecutive wins	17	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	2007.02.12 02:00	sell	1	1.00	122.04	122.89	121.71
2	2007.02.12 02:38	modify	1	1.00	122.04	121.98	121.71
3	2007.02.12 03:16	s/l	1	1.00	121.98	121.98	121.71	49.19	10049.19
4	2007.03.19 02:00	buy	2	1.00	116.32	115.47	116.68
5	2007.03.19 02:50	modify	2	1.00	116.32	116.38	116.68
6	2007.03.19 03:49	t/p	2	1.00	116.68	116.38	116.68	308.54	10357.73
7	2007.04.02 01:00	buy	3	1.00	117.52	116.67	117.82
8	2007.04.02 01:40	modify	3	1.00	117.52	117.58	117.82
9	2007.04.02 02:50	t/p	3	1.00	117.82	117.58	117.82	254.58	10612.31
10	2007.04.30 01:00	buy	4	1.00	119.29	118.44	119.60
11	2007.04.30 03:20	modify	4	1.00	119.29	119.35	119.60
12	2007.04.30 03:57	t/p	4	1.00	119.60	119.35	119.60	259.20	10871.51
13	2007.07.23 01:01	sell	5	1.00	121.57	122.42	121.27
14	2007.07.23 01:28	modify	5	1.00	121.57	121.51	121.27
15	2007.07.23 03:01	t/p	5	1.00	121.27	121.51	121.27	247.40	11118.91
16	2007.07.30 01:00	buy	6	1.00	118.25	117.40	118.63
17	2007.07.30 01:29	modify	6	1.00	118.25	118.31	118.63
18	2007.07.30 01:31	s/l	6	1.00	118.31	118.31	118.63	50.71	11169.62
19	2007.08.06 01:00	buy	7	1.00	117.22	116.37	118.03
20	2007.08.06 01:16	modify	7	1.00	117.22	117.28	118.03
21	2007.08.06 14:31	t/p	7	1.00	118.03	117.28	118.03	686.27	11855.89
22	2007.09.10 01:00	buy	8	1.00	112.89	112.04	113.37
23	2007.09.10 04:51	modify	8	1.00	112.89	112.95	113.37
24	2007.09.10 04:56	s/l	8	1.00	112.95	112.95	113.37	53.12	11909.01
25	2007.10.08 01:00	sell	9	1.00	117.24	118.09	117.03
26	2007.10.08 01:21	modify	9	1.00	117.24	117.18	117.03
27	2007.10.08 01:39	t/p	9	1.00	117.03	117.18	117.03	179.44	12088.45
28	2007.10.22 02:00	buy	10	1.00	114.03	113.18	114.50
29	2007.10.22 09:40	modify	10	1.00	114.03	114.09	114.50
30	2007.10.22 09:43	s/l	10	1.00	114.09	114.09	114.50	52.59	12141.04
31	2007.11.05 02:00	buy	11	1.00	114.64	113.79	114.82
32	2007.11.05 09:59	modify	11	1.00	114.64	114.70	114.82
33	2007.11.05 10:09	s/l	11	1.00	114.70	114.70	114.82	52.31	12193.35
34	2007.11.12 02:00	buy	12	1.00	110.49	109.64	110.67
35	2007.11.12 03:01	modify	12	1.00	110.49	110.55	110.67
36	2007.11.12 03:02	t/p	12	1.00	110.67	110.55	110.67	162.65	12356.00
37	2007.11.19 02:00	buy	13	1.00	110.86	110.01	111.08
38	2007.11.19 03:14	modify	13	1.00	110.86	110.92	111.08
39	2007.11.19 03:59	s/l	13	1.00	110.92	110.92	111.08	54.09	12410.09
40	2007.11.26 02:01	sell	14	1.00	108.48	109.33	108.32
41	2007.11.26 06:01	modify	14	1.00	108.48	108.42	108.32
42	2007.11.26 06:02	t/p	14	1.00	108.32	108.42	108.32	147.71	12557.80
43	2007.12.03 02:00	buy	15	1.00	110.97	110.12	111.20
44	2007.12.03 17:42	s/l	15	1.00	110.12	110.12	111.20	-771.89	11785.91
45	2007.12.31 02:00	sell	16	1.00	112.58	113.43	112.31
46	2007.12.31 02:33	modify	16	1.00	112.58	112.52	112.31
47	2007.12.31 02:35	t/p	16	1.00	112.31	112.52	112.31	240.41	12026.32
48	2008.02.11 02:07	sell	17	1.00	107.50	108.35	107.33
49	2008.02.11 03:21	modify	17	1.00	107.50	107.44	107.33
50	2008.02.11 03:38	s/l	17	1.00	107.44	107.44	107.33	55.85	12082.17
51	2008.03.03 02:02	buy	18	1.00	103.28	102.43	103.71
52	2008.03.03 18:13	modify	18	1.00	103.28	103.34	103.71
53	2008.03.03 18:13	s/l	18	1.00	103.34	103.34	103.71	58.07	12140.24
54	2008.03.10 02:00	buy	19	1.00	102.17	101.32	102.66
55	2008.03.10 03:01	modify	19	1.00	102.17	102.23	102.66
56	2008.03.10 04:07	s/l	19	1.00	102.23	102.23	102.66	58.69	12198.93
57	2008.03.17 02:00	buy	20	1.00	98.78	97.93	99.02
58	2008.03.17 02:14	modify	20	1.00	98.78	98.84	99.02
59	2008.03.17 02:14	s/l	20	1.00	98.84	98.84	99.02	60.71	12259.64
60	2008.03.31 01:01	buy	21	1.00	98.93	98.08	99.22
61	2008.03.31 02:09	modify	21	1.00	98.93	98.99	99.22
62	2008.03.31 02:49	t/p	21	1.00	99.22	98.99	99.22	292.28	12551.92
63	2008.04.07 01:00	sell	22	1.00	101.72	102.57	101.50
64	2008.04.07 01:21	modify	22	1.00	101.72	101.66	101.50
65	2008.04.07 01:35	s/l	22	1.00	101.66	101.66	101.50	59.02	12610.94
66	2008.04.14 01:03	sell	23	1.00	101.26	102.11	101.03
67	2008.04.14 01:34	modify	23	1.00	101.26	101.20	101.03
68	2008.04.14 01:36	s/l	23	1.00	101.20	101.20	101.03	59.29	12670.23
69	2008.06.02 01:00	buy	24	1.00	105.25	104.40	105.50
70	2008.06.02 01:31	modify	24	1.00	105.25	105.31	105.50
71	2008.06.02 02:34	t/p	24	1.00	105.50	105.31	105.50	236.97	12907.20
72	2008.06.09 01:00	buy	25	1.00	104.47	103.62	104.92
73	2008.06.09 01:23	modify	25	1.00	104.47	104.53	104.92
74	2008.06.09 03:12	t/p	25	1.00	104.92	104.53	104.92	428.90	13336.10
75	2008.08.11 01:00	sell	26	1.00	110.37	111.22	110.21
76	2008.08.11 01:37	t/p	26	1.00	110.21	111.22	110.21	145.18	13481.28
77	2008.09.01 01:01	buy	27	1.00	108.34	107.49	108.79
78	2008.09.01 02:05	modify	27	1.00	108.34	108.40	108.79
79	2008.09.01 02:29	s/l	27	1.00	108.40	108.40	108.79	55.35	13536.63
80	2008.09.08 01:00	sell	28	1.00	108.99	109.84	107.77
81	2008.09.08 01:11	modify	28	1.00	108.99	108.93	107.77
82	2008.09.08 11:01	s/l	28	1.00	108.93	108.93	107.77	55.08	13591.71
83	2008.09.15 01:00	buy	29	1.00	105.98	105.13	107.93
84	2008.09.15 01:07	modify	29	1.00	105.98	106.04	107.93
85	2008.09.15 01:25	s/l	29	1.00	106.04	106.04	107.93	56.58	13648.29
86	2008.09.22 01:00	buy	30	1.00	106.90	106.05	107.44
87	2008.09.22 01:08	modify	30	1.00	106.90	106.96	107.44
88	2008.09.22 01:24	s/l	30	1.00	106.96	106.96	107.44	56.10	13704.39
89	2008.09.29 01:01	sell	31	1.00	106.24	107.09	106.04
90	2008.09.29 10:49	modify	31	1.00	106.24	106.18	106.04
91	2008.09.29 10:57	s/l	31	1.00	106.18	106.18	106.04	56.51	13760.90
92	2008.10.06 01:00	buy	32	1.00	104.92	104.07	105.32
93	2008.10.06 01:01	modify	32	1.00	104.92	104.98	105.32
94	2008.10.06 01:07	s/l	32	1.00	104.98	104.98	105.32	57.15	13818.05
95	2008.10.13 01:00	sell	33	1.00	100.98	101.83	100.69
96	2008.10.13 01:05	modify	33	1.00	100.98	100.92	100.69
97	2008.10.13 01:07	s/l	33	1.00	100.92	100.92	100.69	59.45	13877.50
98	2008.10.27 02:00	buy	34	1.00	93.18	92.33	94.29
99	2008.10.27 02:54	modify	34	1.00	93.18	93.24	94.29
100	2008.10.27 02:54	s/l	34	1.00	93.24	93.24	94.29	64.35	13941.85
101	2008.11.10 02:00	sell	35	1.00	98.95	99.80	98.25
102	2008.11.10 06:56	modify	35	1.00	98.95	98.89	98.25
103	2008.11.10 07:11	s/l	35	1.00	98.89	98.89	98.25	60.67	14002.52
104	2008.11.17 02:00	buy	36	1.00	96.30	95.45	97.06
105	2008.11.17 02:05	modify	36	1.00	96.30	96.36	97.06
106	2008.11.17 02:08	s/l	36	1.00	96.36	96.36	97.06	62.27	14064.79
107	2008.12.15 02:00	buy	37	1.00	90.96	90.11	91.17
108	2008.12.15 03:31	modify	37	1.00	90.96	91.02	91.17
109	2008.12.15 03:33	t/p	37	1.00	91.17	91.02	91.17	230.31	14295.10
110	2009.01.05 02:00	sell	38	1.00	92.09	92.94	91.83
111	2009.01.05 09:54	modify	38	1.00	92.09	92.03	91.83
112	2009.01.05 10:10	t/p	38	1.00	91.83	92.03	91.83	283.13	14578.23
113	2009.01.12 02:00	buy	39	1.00	90.08	89.23	90.38
114	2009.01.12 03:06	modify	39	1.00	90.08	90.14	90.38
115	2009.01.12 03:17	s/l	39	1.00	90.14	90.14	90.38	66.58	14644.81
116	2009.01.19 02:00	sell	40	1.00	90.97	91.82	90.74
117	2009.01.19 04:12	modify	40	1.00	90.97	90.91	90.74
118	2009.01.19 04:21	t/p	40	1.00	90.74	90.91	90.74	253.47	14898.28
119	2009.01.26 02:00	buy	41	1.00	88.42	87.57	88.74
120	2009.01.26 03:03	modify	41	1.00	88.42	88.48	88.74
121	2009.01.26 03:09	s/l	41	1.00	88.48	88.48	88.74	67.81	14966.09
122	2009.02.02 02:00	buy	42	1.00	89.70	88.85	89.90
123	2009.02.02 04:42	modify	42	1.00	89.70	89.76	89.90
124	2009.02.02 04:45	t/p	42	1.00	89.90	89.76	89.90	222.47	15188.56
125	2009.02.09 02:00	sell	43	1.00	92.10	92.95	91.90
126	2009.02.09 03:27	modify	43	1.00	92.10	92.04	91.90
127	2009.02.09 03:27	t/p	43	1.00	91.90	92.04	91.90	217.63	15406.19
128	2009.03.23 02:00	buy	44	1.00	95.69	94.84	95.93
129	2009.03.23 02:42	modify	44	1.00	95.69	95.75	95.93
130	2009.03.23 02:48	t/p	44	1.00	95.93	95.75	95.93	250.18	15656.37
131	2009.03.30 02:00	sell	45	1.00	98.065	98.92	97.88
132	2009.03.30 06:09	modify	45	1.00	98.065	98.01	97.88
133	2009.03.30 06:11	t/p	45	1.00	97.88	98.01	97.88	189.01	15845.38
134	2009.04.27 01:00	buy	46	1.00	96.848	96.00	97.10
135	2009.04.27 04:06	modify	46	1.00	96.848	96.91	97.10
136	2009.04.27 04:13	s/l	46	1.00	96.91	96.91	97.10	63.98	15909.36
137	2009.05.11 01:00	sell	47	1.00	98.685	99.54	98.48
138	2009.05.11 03:46	modify	47	1.00	98.685	98.63	98.48
139	2009.05.11 04:01	t/p	47	1.00	98.48	98.63	98.48	208.16	16117.52
140	2009.09.14 01:00	buy	48	1.00	90.435	89.59	90.70
141	2009.09.14 03:22	modify	48	1.00	90.435	90.50	90.70
142	2009.09.14 04:16	s/l	48	1.00	90.50	90.50	90.70	71.82	16189.34
143	2009.10.05 01:00	buy	49	1.00	89.513	88.66	89.79
144	2009.10.05 01:35	modify	49	1.00	89.513	89.57	89.79
145	2009.10.05 01:52	s/l	49	1.00	89.57	89.57	89.79	63.64	16252.98
146	2009.11.02 02:00	buy	50	1.00	89.693	88.84	90.08
147	2009.11.02 03:03	modify	50	1.00	89.693	89.75	90.08
148	2009.11.02 03:50	t/p	50	1.00	90.08	89.75	90.08	429.62	16682.60
149	2009.12.07 02:00	buy	51	1.00	90.263	89.41	90.54
150	2009.12.07 19:51	s/l	51	1.00	89.41	89.41	90.54	-954.03	15728.57
151	2009.12.14 02:00	sell	52	1.00	89.285	90.14	89.13
152	2009.12.14 03:05	t/p	52	1.00	89.13	90.14	89.13	173.90	15902.47
153	2010.01.04 02:00	buy	53	1.00	92.948	92.10	93.13
154	2010.01.04 10:31	modify	53	1.00	92.948	93.01	93.13
155	2010.01.04 10:31	t/p	53	1.00	93.13	93.01	93.13	195.43	16097.90