通貨ペア		EURAUD TestSpread 8
期間		5分足(M5) 2009.01.02 08:00 - 2010.05.25 07:00 (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	101003	Ticks modelled	22557736	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	18408.69	Gross profit	20870.55	Gross loss	-2461.86
Profit factor	8.48	Expected payoff	178.73
Absolute drawdown	561.13	Maximal drawdown	2119.61 (7.72%)	Relative drawdown	10.37% (1219.20)
Total trades	103	Short positions (won %)	40 (85.00%)	Long positions (won %)	63 (95.24%)
		Profit trades (% of total)	94 (91.26%)	Loss trades (% of total)	9 (8.74%)
Largest		profit trade	423.30	loss trade	-878.77
Average		profit trade	222.03	loss trade	-273.54
Maximum		consecutive wins (profit in money)	31 (6368.57)	consecutive losses (loss in money)	2 (-548.12)
Maximal		consecutive profit (count of wins)	6368.57 (31)	consecutive loss (count of losses)	-878.77 (1)
Average		consecutive wins	10	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	2009.01.09 00:00	buy	1	2.00	1.9266	1.9201	1.9278
2	2009.01.09 00:32	close	1	2.00	1.9275	1.9201	1.9278	153.04	10153.04
3	2009.01.15 00:44	sell	2	2.03	1.9983	2.0048	1.9973
4	2009.01.15 00:47	close	2	2.03	1.9976	2.0048	1.9973	120.85	10273.89
5	2009.01.20 00:35	sell	3	2.05	1.9574	1.9639	1.9564
6	2009.01.20 00:35	close	3	2.05	1.9567	1.9639	1.9564	122.04	10395.93
7	2009.01.22 00:00	buy	4	2.08	1.9623	1.9558	1.9635
8	2009.01.22 00:04	close	4	2.08	1.9633	1.9558	1.9635	176.84	10572.77
9	2009.02.06 00:30	sell	5	2.11	1.9628	1.9693	1.9618
10	2009.02.06 00:35	close	5	2.11	1.9621	1.9693	1.9618	125.62	10698.39
11	2009.02.10 00:00	buy	6	2.14	1.9116	1.9051	1.9128
12	2009.02.10 00:31	close	6	2.14	1.9125	1.9051	1.9128	163.75	10862.14
13	2009.02.13 00:00	buy	7	2.17	1.9711	1.9646	1.9723
14	2009.02.13 00:03	close	7	2.17	1.9722	1.9646	1.9723	202.94	11065.08
15	2009.02.17 00:30	sell	8	2.21	1.9700	1.9765	1.9690
16	2009.02.17 00:37	close	8	2.21	1.9692	1.9765	1.9690	150.37	11215.45
17	2009.02.18 00:30	sell	9	2.24	1.9846	1.9911	1.9836
18	2009.02.18 00:35	close	9	2.24	1.9837	1.9911	1.9836	171.47	11386.92
19	2009.02.19 00:09	buy	10	2.28	1.9621	1.9556	1.9633
20	2009.02.19 00:10	close	10	2.28	1.9632	1.9556	1.9633	213.23	11600.15
21	2009.02.19 00:42	sell	11	2.32	1.9665	1.9730	1.9655
22	2009.02.19 00:52	close	11	2.32	1.9657	1.9730	1.9655	157.85	11758.00
23	2009.02.27 00:30	sell	12	2.35	1.9645	1.9710	1.9635
24	2009.02.27 02:00	close	12	2.35	1.9654	1.9710	1.9635	-179.88	11578.12
25	2009.03.04 00:30	sell	13	2.32	1.9690	1.9755	1.9680
26	2009.03.04 01:07	close	13	2.32	1.9683	1.9755	1.9680	138.12	11716.24
27	2009.03.05 00:31	sell	14	2.34	1.9470	1.9535	1.9460
28	2009.03.05 00:36	close	14	2.34	1.9463	1.9535	1.9460	139.31	11855.55
29	2009.03.10 00:15	buy	15	2.37	1.9944	1.9879	1.9956
30	2009.03.10 00:34	close	15	2.37	1.9953	1.9879	1.9956	181.35	12036.90
31	2009.03.11 00:02	buy	16	2.41	1.9618	1.9553	1.9630
32	2009.03.11 00:05	close	16	2.41	1.9628	1.9553	1.9630	204.90	12241.80
33	2009.03.11 00:07	buy	17	2.45	1.9619	1.9554	1.9631
34	2009.03.11 00:09	close	17	2.45	1.9628	1.9554	1.9631	187.47	12429.27
35	2009.03.11 00:18	buy	18	2.49	1.9615	1.9550	1.9627
36	2009.03.11 00:25	close	18	2.49	1.9624	1.9550	1.9627	190.53	12619.80
37	2009.03.12 00:00	buy	19	2.52	1.9681	1.9616	1.9693
38	2009.03.12 00:06	t/p	19	2.52	1.9693	1.9616	1.9693	257.10	12876.90
39	2009.03.13 00:23	buy	20	2.58	1.9678	1.9613	1.9690
40	2009.03.13 00:34	close	20	2.58	1.9688	1.9613	1.9690	219.35	13096.25
41	2009.03.17 00:38	sell	21	2.62	1.9673	1.9738	1.9663
42	2009.03.17 01:41	close	21	2.62	1.9667	1.9738	1.9663	133.70	13229.95
43	2009.03.19 00:22	buy	22	2.65	1.9852	1.9787	1.9864
44	2009.03.19 00:24	close	22	2.65	1.9863	1.9787	1.9864	247.83	13477.78
45	2009.03.24 00:00	buy	23	2.70	1.9327	1.9262	1.9339
46	2009.03.24 01:01	close	23	2.70	1.9336	1.9262	1.9339	206.59	13684.37
47	2009.04.03 00:30	sell	24	2.74	1.8823	1.8888	1.8813
48	2009.04.03 00:54	close	24	2.74	1.8816	1.8888	1.8813	163.13	13847.50
49	2009.04.07 00:02	buy	25	2.77	1.8776	1.8711	1.8788
50	2009.04.07 00:02	close	25	2.77	1.8786	1.8711	1.8788	235.50	14083.00
51	2009.04.08 00:39	sell	26	2.82	1.8697	1.8762	1.8687
52	2009.04.08 00:43	close	26	2.82	1.8689	1.8762	1.8687	191.88	14274.88
53	2009.04.10 00:26	buy	27	2.85	1.8278	1.8213	1.8290
54	2009.04.10 00:46	close	27	2.85	1.82876	1.8213	1.8290	232.62	14507.50
55	2009.04.14 00:05	buy	28	2.90	1.8257	1.8192	1.8269
56	2009.04.14 00:12	close	28	2.90	1.8268	1.8192	1.8269	271.21	14778.71
57	2009.04.15 00:30	sell	29	2.96	1.83829	1.8448	1.8373
58	2009.04.15 01:01	close	29	2.96	1.8375	1.8448	1.8373	198.88	14977.59
59	2009.05.08 00:10	buy	30	3.00	1.7725	1.7660	1.7737
60	2009.05.08 01:20	close	30	3.00	1.7730	1.7660	1.7737	127.53	15105.12
61	2009.05.12 00:38	sell	31	3.02	1.79178	1.7983	1.7908
62	2009.05.12 00:39	close	31	3.02	1.7909	1.7983	1.7908	226.02	15331.14
63	2009.05.19 00:30	sell	32	3.07	1.77364	1.7801	1.7726
64	2009.05.19 00:49	close	32	3.07	1.7729	1.7801	1.7726	193.21	15524.35
65	2009.05.20 00:32	sell	33	3.10	1.7612	1.7677	1.7602
66	2009.05.20 01:01	close	33	3.10	1.7604	1.7677	1.7602	210.93	15735.28
67	2009.05.22 00:00	buy	34	3.15	1.78494	1.7784	1.7861
68	2009.05.22 00:55	close	34	3.15	1.7858	1.7784	1.7861	230.32	15965.60
69	2009.06.02 00:30	sell	35	3.19	1.74995	1.7565	1.7490
70	2009.06.02 00:51	close	35	3.19	1.7491	1.7565	1.7490	230.61	16196.21
71	2009.06.04 00:26	buy	36	3.24	1.7668	1.7603	1.7680
72	2009.06.04 00:42	close	36	3.24	1.7677	1.7603	1.7680	247.92	16444.13
73	2009.06.10 00:30	sell	37	3.29	1.75667	1.7632	1.7557
74	2009.06.10 00:56	close	37	3.29	1.7559	1.7632	1.7557	215.46	16659.59
75	2009.06.16 00:05	buy	38	3.33	1.7342	1.7277	1.7354
76	2009.06.16 00:37	close	38	3.33	1.7350	1.7277	1.7354	226.49	16886.08
77	2009.06.26 00:03	buy	39	3.38	1.7423	1.7358	1.7435
78	2009.06.26 01:44	close	39	3.38	1.7423	1.7358	1.7435	0.00	16886.08
79	2009.06.30 00:08	buy	40	3.38	1.7419	1.7354	1.7431
80	2009.06.30 00:15	close	40	3.38	1.7426	1.7354	1.7431	201.16	17087.24
81	2009.06.30 00:30	sell	41	3.42	1.74394	1.7504	1.7429
82	2009.06.30 00:52	close	41	3.42	1.7430	1.7504	1.7429	273.42	17360.66
83	2009.07.03 00:25	buy	42	3.47	1.76098	1.7545	1.7622
84	2009.07.03 00:47	close	42	3.47	1.7620	1.7545	1.7622	300.92	17661.58
85	2009.07.14 00:00	buy	43	3.53	1.78505	1.7786	1.7863
86	2009.07.14 00:22	close	43	3.53	1.7860	1.7786	1.7863	285.11	17946.69
87	2009.07.15 00:03	buy	44	3.59	1.7610	1.7545	1.7622
88	2009.07.15 01:38	close	44	3.59	1.7597	1.7545	1.7622	-396.79	17549.90
89	2009.07.21 00:08	buy	45	3.51	1.7418	1.7353	1.7430
90	2009.07.21 00:18	close	45	3.51	1.7428	1.7353	1.7430	298.42	17848.32
91	2009.07.22 00:15	buy	46	3.57	1.73779	1.7313	1.7390
92	2009.07.22 00:21	close	46	3.57	1.7387	1.7313	1.7390	276.21	18124.53
93	2009.08.04 00:41	sell	47	3.62	1.7135	1.7200	1.7125
94	2009.08.04 00:52	close	47	3.62	1.7128	1.7200	1.7125	215.51	18340.04
95	2009.08.13 00:43	sell	48	3.67	1.7060	1.7125	1.7050
96	2009.08.13 00:48	close	48	3.67	1.7053	1.7125	1.7050	218.49	18558.53
97	2009.08.14 00:16	buy	49	3.71	1.6946	1.6881	1.6958
98	2009.08.14 00:38	close	49	3.71	1.6956	1.6881	1.6958	315.42	18873.95
99	2009.08.25 00:36	sell	50	3.77	1.7070	1.7135	1.7060
100	2009.08.25 02:35	close	50	3.77	1.7074	1.7135	1.7060	-128.25	18745.70
101	2009.08.26 00:30	sell	51	3.75	1.7135	1.7200	1.7125
102	2009.08.26 01:17	close	51	3.75	1.7128	1.7200	1.7125	223.26	18968.96
103	2009.08.27 00:30	sell	52	3.79	1.72247	1.7290	1.7215
104	2009.08.27 01:08	close	52	3.79	1.7217	1.7290	1.7215	248.20	19217.16
105	2009.08.28 00:10	buy	53	3.84	1.70789	1.7014	1.7091
106	2009.08.28 00:27	close	53	3.84	1.7088	1.7014	1.7091	297.10	19514.26
107	2009.09.03 00:35	sell	54	3.90	1.7113	1.7178	1.7103
108	2009.09.03 00:57	close	54	3.90	1.7106	1.7178	1.7103	232.18	19746.44
109	2009.09.04 00:06	buy	55	3.95	1.6963	1.6898	1.6975
110	2009.09.04 00:29	close	55	3.95	1.6972	1.6898	1.6975	302.25	20048.69
111	2009.09.08 00:41	sell	56	4.01	1.6760	1.6825	1.6750
112	2009.09.08 01:22	close	56	4.01	1.6754	1.6825	1.6750	204.63	20253.32
113	2009.09.15 00:00	buy	57	4.05	1.69586	1.6894	1.6971
114	2009.09.15 00:19	close	57	4.05	1.6968	1.6894	1.6971	323.67	20576.99
115	2009.09.17 00:30	sell	58	4.12	1.6849	1.6914	1.6839
116	2009.09.17 02:42	close	58	4.12	1.6855	1.6914	1.6839	-210.24	20366.75
117	2009.09.18 00:00	buy	59	4.07	1.68935	1.6829	1.6906
118	2009.09.18 00:02	close	59	4.07	1.6903	1.6829	1.6906	328.73	20695.48
119	2009.09.18 00:10	buy	60	4.14	1.68912	1.6826	1.6903
120	2009.09.18 00:52	close	60	4.14	1.6901	1.6826	1.6903	344.94	21040.42
121	2009.09.29 00:11	buy	61	4.21	1.6752	1.6687	1.6764
122	2009.09.29 00:48	close	61	4.21	1.6759	1.6687	1.6764	250.56	21290.98
123	2009.10.01 00:15	buy	62	4.26	1.65612	1.6496	1.6573
124	2009.10.01 02:01	close	62	4.26	1.6562	1.6496	1.6573	28.98	21319.96
125	2009.10.06 00:02	buy	63	4.26	1.6685	1.6620	1.6697
126	2009.10.06 00:13	close	63	4.26	1.6694	1.6620	1.6697	325.96	21645.92
127	2009.10.07 00:00	buy	64	4.33	1.6538	1.6473	1.6550
128	2009.10.07 01:58	close	64	4.33	1.6536	1.6473	1.6550	-73.63	21572.29
129	2009.10.08 00:05	buy	65	4.31	1.6487	1.6422	1.6499
130	2009.10.08 00:58	close	65	4.31	1.6494	1.6422	1.6499	256.51	21828.80
131	2009.10.14 00:00	buy	66	4.37	1.6348	1.6283	1.6360
132	2009.10.14 01:26	close	66	4.37	1.6353	1.6283	1.6360	185.77	22014.57
133	2009.10.15 00:22	buy	67	4.40	1.6309	1.6244	1.6321
134	2009.10.15 00:46	close	67	4.40	1.6316	1.6244	1.6321	261.86	22276.43
135	2009.10.20 00:44	sell	68	4.46	1.6123	1.6188	1.6113
136	2009.10.20 00:58	close	68	4.46	1.6116	1.6188	1.6113	265.52	22541.95
137	2009.10.21 00:01	buy	69	4.51	1.6176	1.6111	1.6188
138	2009.10.21 00:44	close	69	4.51	1.6183	1.6111	1.6188	268.41	22810.36
139	2009.11.04 00:18	buy	70	4.56	1.6299	1.6234	1.6311
140	2009.11.04 00:49	close	70	4.56	1.6309	1.6234	1.6311	387.69	23198.05
141	2009.11.12 00:00	buy	71	4.64	1.6111	1.6046	1.6123
142	2009.11.12 00:49	close	71	4.64	1.6117	1.6046	1.6123	236.70	23434.75
143	2009.11.18 00:00	buy	72	4.69	1.59821	1.5917	1.5994
144	2009.11.18 01:00	close	72	4.69	1.59842	1.5917	1.5994	83.73	23518.48
145	2009.11.19 00:00	buy	73	4.70	1.60937	1.6029	1.6106
146	2009.11.19 01:50	close	73	4.70	1.6094	1.6029	1.6106	11.98	23530.46
147	2009.11.20 00:00	buy	74	4.71	1.6228	1.6163	1.6240
148	2009.11.20 00:57	close	74	4.71	1.6235	1.6163	1.6240	280.31	23810.77
149	2009.11.24 00:00	buy	75	4.76	1.6182	1.6117	1.6194
150	2009.11.24 00:11	close	75	4.76	1.6188	1.6117	1.6194	242.82	24053.59
151	2009.11.27 00:34	sell	76	4.81	1.6455	1.6520	1.6445
152	2009.11.27 00:41	close	76	4.81	1.6448	1.6520	1.6445	286.37	24339.96
153	2009.12.03 00:04	buy	77	4.87	1.6255	1.6190	1.6267
154	2009.12.03 00:55	close	77	4.87	1.6264	1.6190	1.6267	372.64	24712.60
155	2009.12.24 00:35	sell	78	4.94	1.6304	1.6369	1.6294
156	2009.12.24 00:53	close	78	4.94	1.6297	1.6369	1.6294	294.10	25006.70
157	2009.12.29 00:00	buy	79	5.00	1.62041	1.6139	1.6216
158	2009.12.29 01:39	close	79	5.00	1.62042	1.6139	1.6216	4.25	25010.95
159	2010.01.05 00:01	buy	80	5.00	1.57936	1.5729	1.5806
160	2010.01.05 01:33	close	80	5.00	1.5794	1.5729	1.5806	17.00	25027.95
161	2010.01.12 00:00	buy	81	5.01	1.55904	1.5525	1.5602
162	2010.01.12 00:38	close	81	5.01	1.5598	1.5525	1.5602	323.72	25351.67
163	2010.01.20 00:19	buy	82	5.07	1.5454	1.5389	1.5466
164	2010.01.20 00:24	close	82	5.07	1.54617	1.5389	1.5466	331.91	25683.58
165	2010.01.20 00:35	sell	83	5.14	1.54752	1.5540	1.5465
166	2010.01.20 01:29	close	83	5.14	1.5469	1.5540	1.5465	271.04	25954.62
167	2010.02.02 00:20	buy	84	5.19	1.56202	1.5555	1.5632
168	2010.02.02 00:44	close	84	5.19	1.5627	1.5555	1.5632	300.05	26254.67
169	2010.02.10 00:02	buy	85	5.25	1.5695	1.5630	1.5707
170	2010.02.10 01:53	close	85	5.25	1.5695	1.5630	1.5707	0.00	26254.67
171	2010.02.12 00:29	buy	86	5.25	1.53568	1.5292	1.5369
172	2010.02.12 00:32	close	86	5.25	1.5363	1.5292	1.5369	276.74	26531.41
173	2010.02.18 00:01	buy	87	5.31	1.51249	1.5060	1.5137
174	2010.02.18 00:34	close	87	5.31	1.5131	1.5060	1.5137	275.39	26806.80
175	2010.02.19 00:32	sell	88	5.36	1.5119	1.5184	1.5109
176	2010.02.19 00:32	close	88	5.36	1.5112	1.5184	1.5109	319.11	27125.91
177	2010.02.26 00:00	buy	89	5.43	1.5255	1.5190	1.5267
178	2010.02.26 01:35	close	89	5.43	1.5255	1.5190	1.5267	0.00	27125.91
179	2010.03.09 00:30	sell	90	5.43	1.4992	1.5057	1.4982
180	2010.03.09 01:24	close	90	5.43	1.4993	1.5057	1.4982	-46.18	27079.73
181	2010.03.11 00:30	sell	91	5.42	1.49395	1.5005	1.4930
182	2010.03.11 00:38	close	91	5.42	1.4932	1.5005	1.4930	345.73	27425.46
183	2010.04.13 00:30	sell	92	5.49	1.46684	1.4733	1.4658
184	2010.04.13 02:01	close	92	5.49	1.4676	1.4733	1.4658	-354.87	27070.59
185	2010.04.14 00:30	sell	93	5.41	1.46598	1.4725	1.4650
186	2010.04.14 02:24	close	93	5.41	1.4664	1.4725	1.4650	-193.25	26877.34
187	2010.04.15 00:06	buy	94	5.38	1.4601	1.4536	1.4613
188	2010.04.15 01:20	close	94	5.38	1.4608	1.4536	1.4613	320.18	27197.52
189	2010.04.16 00:00	buy	95	5.44	1.45276	1.4463	1.4540
190	2010.04.16 01:10	close	95	5.44	1.4528	1.4463	1.4540	18.50	27216.02
191	2010.04.28 00:00	buy	96	5.44	1.4395	1.4330	1.4407
192	2010.04.28 03:53	close	96	5.44	1.4376	1.4330	1.4407	-878.77	26337.25
193	2010.05.04 00:02	buy	97	5.27	1.4241	1.4176	1.4253
194	2010.05.04 01:37	close	97	5.27	1.4241	1.4176	1.4253	0.00	26337.25
195	2010.05.05 00:03	buy	98	5.27	1.4289	1.4224	1.4301
196	2010.05.05 00:23	close	98	5.27	1.4296	1.4224	1.4301	313.64	26650.89
197	2010.05.06 00:00	buy	99	5.33	1.41442	1.4079	1.4156
198	2010.05.06 00:15	close	99	5.33	1.4153	1.4079	1.4156	398.78	27049.67
199	2010.05.14 00:31	sell	100	5.41	1.4002	1.4067	1.3992
200	2010.05.14 01:24	close	100	5.41	1.3996	1.4067	1.3992	276.07	27325.74
201	2010.05.19 00:40	sell	101	5.47	1.4143	1.4208	1.4133
202	2010.05.19 00:46	close	101	5.47	1.4136	1.4208	1.4133	325.66	27651.40
203	2010.05.25 00:30	sell	102	5.53	1.4992	1.5057	1.4982
204	2010.05.25 00:33	close	102	5.53	1.4983	1.5057	1.4982	423.30	28074.70
205	2010.05.25 00:35	sell	103	5.61	1.4990	1.5055	1.4980
206	2010.05.25 00:41	close	103	5.61	1.4983	1.5055	1.4980	333.99	28408.69