通貨ペア		CADJPY TestSpread 7
期間		5分足(M5) 2009.01.26 06:05 - 2010.05.28 22:55 (2009.01.01 - 2010.05.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	97508	Ticks modelled	15976009	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	10362.04	Gross profit	13080.72	Gross loss	-2718.68
Profit factor	4.81	Expected payoff	112.63
Absolute drawdown	422.05	Maximal drawdown	1881.25 (9.42%)	Relative drawdown	9.65% (1332.31)
Total trades	92	Short positions (won %)	34 (85.29%)	Long positions (won %)	58 (89.66%)
		Profit trades (% of total)	81 (88.04%)	Loss trades (% of total)	11 (11.96%)
Largest		profit trade	404.61	loss trade	-423.92
Average		profit trade	161.49	loss trade	-247.15
Maximum		consecutive wins (profit in money)	24 (3510.39)	consecutive losses (loss in money)	1 (-423.92)
Maximal		consecutive profit (count of wins)	3510.39 (24)	consecutive loss (count of losses)	-423.92 (1)
Average		consecutive wins	7	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	2009.01.27 01:15	buy	1	2.00	72.66	72.16	72.81
2	2009.01.27 01:27	close	1	2.00	72.72	72.16	72.81	131.65	10131.65
3	2009.01.28 00:49	buy	2	2.03	72.33	71.83	72.48
4	2009.01.28 01:20	close	2	2.03	72.44	71.83	72.48	244.98	10376.63
5	2009.02.03 00:49	buy	3	2.08	72.01	71.51	72.16
6	2009.02.03 03:11	close	3	2.08	71.84	71.51	72.16	-387.93	9988.70
7	2009.02.05 01:18	buy	4	2.00	72.53	72.03	72.68
8	2009.02.05 02:48	close	4	2.00	72.57	72.03	72.68	87.77	10076.47
9	2009.02.06 00:48	buy	5	2.02	73.96	73.46	74.11
10	2009.02.06 02:10	close	5	2.02	74.00	73.46	74.11	88.65	10165.12
11	2009.02.10 00:19	sell	6	2.03	75.22	75.67	75.12
12	2009.02.10 00:51	close	6	2.03	75.15	75.67	75.12	155.85	10320.97
13	2009.02.12 00:15	sell	7	2.06	72.81	73.26	72.71
14	2009.02.12 01:30	close	7	2.06	72.81	73.26	72.71	0.00	10320.97
15	2009.02.19 00:46	buy	8	2.06	74.34	73.84	74.49
16	2009.02.19 03:14	close	8	2.06	74.35	73.84	74.49	22.60	10343.57
17	2009.02.24 01:44	buy	9	2.07	75.49	74.99	75.64
18	2009.02.24 02:15	close	9	2.07	75.56	74.99	75.64	158.97	10502.54
19	2009.02.25 01:03	buy	10	2.10	77.71	77.21	77.86
20	2009.02.25 01:23	close	10	2.10	77.81	77.21	77.86	230.38	10732.92
21	2009.02.26 00:45	buy	11	2.15	77.51	77.01	77.66
22	2009.02.26 01:32	close	11	2.15	77.56	77.01	77.66	117.94	10850.86
23	2009.03.03 01:20	buy	12	2.17	75.32	74.82	75.47
24	2009.03.03 01:50	close	12	2.17	75.39	74.82	75.47	166.65	11017.51
25	2009.03.04 00:45	buy	13	2.20	75.90	75.40	76.05
26	2009.03.04 02:14	close	13	2.20	75.96	75.40	76.05	144.82	11162.33
27	2009.03.05 00:53	buy	14	2.23	77.64	77.14	77.79
28	2009.03.05 00:55	close	14	2.23	77.72	77.14	77.79	195.72	11358.05
29	2009.03.06 01:05	buy	15	2.27	75.95	75.45	76.10
30	2009.03.06 01:32	close	15	2.27	76.04	75.45	76.10	224.14	11582.19
31	2009.03.13 00:21	sell	16	2.32	76.51	76.96	76.41
32	2009.03.13 00:48	close	16	2.32	76.44	76.96	76.41	178.11	11760.30
33	2009.03.13 00:59	buy	17	2.35	76.32	75.82	76.47
34	2009.03.13 01:04	close	17	2.35	76.40	75.82	76.47	206.25	11966.55
35	2009.03.13 01:08	buy	18	2.39	76.31	75.81	76.46
36	2009.03.13 01:30	close	18	2.39	76.40	75.81	76.46	235.99	12202.54
37	2009.04.03 00:18	sell	19	2.44	80.42	80.87	80.32
38	2009.04.03 01:15	close	19	2.44	80.39	80.87	80.32	80.28	12282.82
39	2009.04.07 01:28	buy	20	2.46	81.31	80.81	81.46
40	2009.04.07 02:07	close	20	2.46	81.37	80.81	81.46	161.93	12444.75
41	2009.04.14 01:32	buy	21	2.49	81.98	81.48	82.13
42	2009.04.14 02:12	close	21	2.49	82.03	81.48	82.13	136.59	12581.34
43	2009.04.16 00:15	sell	22	2.52	82.631	83.08	82.53
44	2009.04.16 00:39	close	22	2.52	82.55	83.08	82.53	223.86	12805.20
45	2009.04.22 01:05	buy	23	2.56	79.75	79.25	79.90
46	2009.04.22 02:35	close	23	2.56	79.76	79.25	79.90	28.08	12833.28
47	2009.04.24 00:15	sell	24	2.57	80.132	80.58	80.03
48	2009.04.24 01:14	close	24	2.57	80.08	80.58	80.03	146.57	12979.85
49	2009.04.28 01:41	buy	25	2.60	79.17	78.67	79.32
50	2009.04.28 02:11	close	25	2.60	79.23	78.67	79.32	171.14	13150.99
51	2009.05.07 00:19	sell	26	2.63	84.34	84.79	84.24
52	2009.05.07 01:16	close	26	2.63	84.31	84.79	84.24	86.53	13237.52
53	2009.05.08 00:15	sell	27	2.65	84.85	85.30	84.75
54	2009.05.08 00:35	close	27	2.65	84.76	85.30	84.75	261.57	13499.09
55	2009.05.15 00:20	sell	28	2.70	81.938	82.39	81.84
56	2009.05.15 02:30	close	28	2.70	82.00	82.39	81.84	-183.57	13315.52
57	2009.05.22 00:20	sell	29	2.66	83.102	83.55	83.00
58	2009.05.22 00:54	close	29	2.66	83.03	83.55	83.00	210.05	13525.57
59	2009.05.29 00:25	sell	30	2.71	87.00	87.45	86.90
60	2009.05.29 00:45	close	30	2.71	86.951	87.45	86.90	145.63	13671.20
61	2009.05.29 01:09	buy	31	2.73	86.85	86.35	87.00
62	2009.05.29 01:55	close	31	2.73	86.893	86.35	87.00	128.79	13799.99
63	2009.06.03 01:40	buy	32	2.76	88.38	87.88	88.53
64	2009.06.03 03:51	close	32	2.76	88.24	87.88	88.53	-423.92	13376.07
65	2009.06.04 00:45	buy	33	2.68	86.133	85.63	86.28
66	2009.06.04 01:26	close	33	2.68	86.19	85.63	86.28	167.60	13543.67
67	2009.06.05 00:49	buy	34	2.71	87.97	87.47	88.12
68	2009.06.05 00:52	close	34	2.71	88.04	87.47	88.12	208.12	13751.79
69	2009.06.17 01:20	buy	35	2.75	84.87	84.37	85.02
70	2009.06.17 01:41	close	35	2.75	84.91	84.37	85.02	120.67	13872.46
71	2009.06.18 00:21	sell	36	2.77	84.62	85.07	84.52
72	2009.06.18 00:38	close	36	2.77	84.60	85.07	84.52	60.75	13933.21
73	2009.06.24 01:41	buy	37	2.79	82.69	82.19	82.84
74	2009.06.24 02:46	close	37	2.79	82.74	82.19	82.84	153.02	14086.23
75	2009.07.03 00:45	buy	38	2.82	82.454	81.95	82.60
76	2009.07.03 00:47	close	38	2.82	82.50	81.95	82.60	142.30	14228.53
77	2009.07.08 01:14	buy	39	2.85	81.27	80.77	81.42
78	2009.07.08 04:06	close	39	2.85	81.17	80.77	81.42	-312.64	13915.89
79	2009.07.09 00:15	sell	40	2.78	79.571	80.02	79.47
80	2009.07.09 00:37	close	40	2.78	79.50	80.02	79.47	216.45	14132.34
81	2009.07.15 00:16	sell	41	2.83	82.59	83.04	82.49
82	2009.07.15 01:13	close	41	2.83	82.50	83.04	82.49	279.31	14411.65
83	2009.07.16 00:16	sell	42	2.88	84.72	85.17	84.62
84	2009.07.16 01:01	close	42	2.88	84.65	85.17	84.62	221.08	14632.73
85	2009.07.16 01:09	buy	43	2.93	84.49	83.99	84.64
86	2009.07.16 02:47	close	43	2.93	84.46	83.99	84.64	-96.42	14536.31
87	2009.07.21 01:10	buy	44	2.91	84.998	84.50	85.15
88	2009.07.21 01:57	close	44	2.91	85.05	84.50	85.15	165.97	14702.28
89	2009.07.23 01:44	buy	45	2.94	85.04	84.54	85.19
90	2009.07.23 03:06	close	45	2.94	85.08	84.54	85.19	128.99	14831.27
91	2009.07.29 00:23	sell	46	2.97	87.50	87.95	87.40
92	2009.07.29 00:36	close	46	2.97	87.42	87.95	87.40	260.53	15091.80
93	2009.08.04 00:20	sell	47	3.02	89.40	89.85	89.30
94	2009.08.04 00:40	close	47	3.02	89.386	89.85	89.30	46.36	15138.16
95	2009.08.14 00:15	sell	48	3.03	87.733	88.18	87.63
96	2009.08.14 00:57	close	48	3.03	87.73	88.18	87.63	9.97	15148.13
97	2009.08.18 00:24	sell	49	3.03	85.38	85.83	85.28
98	2009.08.18 00:40	close	49	3.03	85.34	85.83	85.28	132.90	15281.03
99	2009.08.20 00:29	sell	50	3.06	85.92	86.37	85.82
100	2009.08.20 01:10	close	50	3.06	85.92	86.37	85.82	0.00	15281.03
101	2009.08.25 01:05	buy	51	3.06	87.73	87.23	87.88
102	2009.08.25 01:12	close	51	3.06	87.78	87.23	87.88	167.82	15448.85
103	2009.09.18 00:45	buy	52	3.09	85.42	84.92	85.57
104	2009.09.18 01:10	close	52	3.09	85.47	84.92	85.57	169.47	15618.32
105	2009.10.01 00:28	sell	53	3.12	83.95	84.40	83.85
106	2009.10.01 00:38	close	53	3.12	83.93	84.40	83.85	68.42	15686.74
107	2009.10.02 01:15	buy	54	3.14	82.58	82.08	82.73
108	2009.10.02 03:03	close	54	3.14	82.58	82.08	82.73	0.00	15686.74
109	2009.10.06 00:17	sell	55	3.14	83.68	84.13	83.58
110	2009.10.06 01:05	close	55	3.14	83.66	84.13	83.58	68.86	15755.60
111	2009.10.07 01:25	buy	56	3.15	83.72	83.22	83.87
112	2009.10.07 02:39	close	56	3.15	83.76	83.22	83.87	138.21	15893.81
113	2009.10.15 00:19	sell	57	3.18	87.28	87.73	87.18
114	2009.10.15 00:54	close	57	3.18	87.20	87.73	87.18	278.95	16172.76
115	2009.10.22 01:11	buy	58	3.23	87.15	86.65	87.30
116	2009.10.22 03:30	close	58	3.23	87.15	86.65	87.30	0.00	16172.76
117	2009.10.23 00:15	sell	59	3.23	87.19	87.64	87.09
118	2009.10.23 02:07	close	59	3.23	87.19	87.64	87.09	0.00	16172.76
119	2009.11.04 00:27	sell	60	3.23	84.64	85.09	84.54
120	2009.11.04 01:50	close	60	3.23	84.69	85.09	84.54	-177.07	15995.69
121	2009.11.13 01:24	buy	61	3.20	85.52	85.02	85.67
122	2009.11.13 01:44	close	61	3.20	85.56	85.02	85.67	140.39	16136.08
123	2009.11.19 01:10	buy	62	3.23	84.66	84.16	84.81
124	2009.11.19 02:30	close	62	3.23	84.66	84.16	84.81	0.00	16136.08
125	2009.11.27 01:33	buy	63	3.23	81.53	81.03	81.68
126	2009.11.27 01:51	close	63	3.23	81.58	81.03	81.68	177.12	16313.20
127	2009.12.04 00:45	buy	64	3.26	83.51	83.01	83.66
128	2009.12.04 01:37	close	64	3.26	83.56	83.01	83.66	178.77	16491.97
129	2009.12.08 01:44	buy	65	3.30	84.98	84.48	85.13
130	2009.12.08 02:00	close	65	3.30	85.02	84.48	85.13	144.77	16636.74
131	2009.12.30 01:37	buy	66	3.33	88.098	87.60	88.25
132	2009.12.30 05:08	close	66	3.33	88.10	87.60	88.25	7.30	16644.04
133	2009.12.31 00:55	buy	67	3.33	87.54	87.04	87.69
134	2009.12.31 02:06	close	67	3.33	87.59	87.04	87.69	182.63	16826.67
135	2010.01.05 00:53	buy	68	3.37	88.807	88.31	88.96
136	2010.01.05 01:03	close	68	3.37	88.85	88.31	88.96	158.94	16985.61
137	2010.01.07 00:52	buy	69	3.40	89.44	88.94	89.59
138	2010.01.07 02:22	close	69	3.40	89.45	88.94	89.59	37.29	17022.90
139	2010.01.15 00:15	sell	70	3.40	89.03	89.48	88.93
140	2010.01.15 02:30	close	70	3.40	89.11	89.48	88.93	-298.21	16724.69
141	2010.01.19 01:32	buy	71	3.34	88.40	87.90	88.55
142	2010.01.19 02:56	close	71	3.34	88.45	87.90	88.55	183.15	16907.84
143	2010.01.21 00:15	sell	72	3.38	87.20	87.65	87.10
144	2010.01.21 02:32	close	72	3.38	87.23	87.65	87.10	-111.17	16796.67
145	2010.01.22 01:41	buy	73	3.36	85.92	85.42	86.07
146	2010.01.22 02:01	close	73	3.36	85.97	85.42	86.07	184.25	16980.92
147	2010.01.28 00:15	sell	74	3.40	84.56	85.01	84.46
148	2010.01.28 00:39	close	74	3.40	84.47	85.01	84.46	335.49	17316.41
149	2010.02.02 00:26	sell	75	3.46	85.37	85.82	85.27
150	2010.02.02 03:01	close	75	3.46	85.47	85.82	85.27	-379.38	16937.03
151	2010.02.05 01:05	buy	76	3.39	82.823	82.32	82.97
152	2010.02.05 01:35	close	76	3.39	82.893	82.32	82.97	260.29	17197.32
153	2010.02.09 00:55	buy	77	3.44	83.02	82.52	83.17
154	2010.02.09 02:25	close	77	3.44	82.97	82.52	83.17	-188.66	17008.66
155	2010.02.18 00:19	sell	78	3.40	87.30	87.75	87.20
156	2010.02.18 00:42	close	78	3.40	87.22	87.75	87.20	298.25	17306.91
157	2010.02.24 01:01	buy	79	3.46	85.34	84.84	85.49
158	2010.02.24 01:11	close	79	3.46	85.39	84.84	85.49	189.76	17496.67
159	2010.03.05 01:00	buy	80	3.50	86.311	85.81	86.46
160	2010.03.05 01:23	close	80	3.50	86.36	85.81	86.46	188.11	17684.78
161	2010.04.08 00:51	buy	81	3.54	92.758	92.26	92.91
162	2010.04.08 01:02	close	81	3.54	92.80	92.26	92.91	163.08	17847.86
163	2010.04.13 00:55	buy	82	3.57	92.91	92.41	93.06
164	2010.04.13 01:25	close	82	3.57	92.953	92.41	93.06	168.37	18016.23
165	2010.04.23 01:36	buy	83	3.60	93.34	92.84	93.49
166	2010.04.23 02:06	close	83	3.60	93.39	92.84	93.49	197.43	18213.66
167	2010.04.29 01:25	buy	84	3.64	93.12	92.62	93.27
168	2010.04.29 02:33	close	84	3.64	93.08	92.62	93.27	-159.71	18053.95
169	2010.05.05 00:15	sell	85	3.61	92.324	92.77	92.22
170	2010.05.05 01:38	close	85	3.61	92.30	92.77	92.22	95.00	18148.95
171	2010.05.07 01:16	buy	86	3.63	85.73	85.23	85.88
172	2010.05.07 01:29	close	86	3.63	85.81	85.23	85.88	318.53	18467.48
173	2010.05.11 00:16	sell	87	3.69	91.15	91.60	91.05
174	2010.05.11 00:18	t/p	87	3.69	91.05	91.60	91.05	404.61	18872.09
175	2010.05.12 01:39	buy	88	3.77	90.59	90.09	90.74
176	2010.05.12 02:01	close	88	3.77	90.68	90.09	90.74	372.17	19244.26
177	2010.05.18 00:15	sell	89	3.85	89.74	90.19	89.64
178	2010.05.18 00:23	close	89	3.85	89.65	90.19	89.64	379.93	19624.19
179	2010.05.19 00:45	buy	90	3.92	88.37	87.87	88.52
180	2010.05.19 00:47	close	90	3.92	88.45	87.87	88.52	343.97	19968.16
181	2010.05.20 00:16	sell	91	3.99	87.86	88.31	87.76
182	2010.05.20 01:26	close	91	3.99	87.86	88.31	87.76	0.00	19968.16
183	2010.05.21 00:45	buy	92	3.99	83.25	82.75	83.40
184	2010.05.21 00:52	close	92	3.99	83.34	82.75	83.40	393.88	20362.04