通貨ペア		GBPCHF TestSpread 9
期間		5分足(M5) 2009.01.02 08:00 - 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	99838	Ticks modelled	22037378	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	15615.69	Gross profit	20854.55	Gross loss	-5238.86
Profit factor	3.98	Expected payoff	135.79
Absolute drawdown	601.50	Maximal drawdown	4399.53 (16.89%)	Relative drawdown	16.89% (4399.53)
Total trades	115	Short positions (won %)	57 (77.19%)	Long positions (won %)	58 (86.21%)
		Profit trades (% of total)	94 (81.74%)	Loss trades (% of total)	21 (18.26%)
Largest		profit trade	547.88	loss trade	-1928.05
Average		profit trade	221.86	loss trade	-249.47
Maximum		consecutive wins (profit in money)	15 (3451.01)	consecutive losses (loss in money)	3 (-3113.00)
Maximal		consecutive profit (count of wins)	3451.01 (15)	consecutive loss (count of losses)	-3113.00 (3)
Average		consecutive wins	5	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	2009.01.06 00:35	sell	1	2.00	1.6320	1.6380	1.6305
2	2009.01.06 00:52	close	1	2.00	1.6310	1.6380	1.6305	173.79	10173.79
3	2009.01.07 23:45	buy	2	2.03	1.6663	1.6603	1.6678
4	2009.01.08 01:33	close	2	2.03	1.6658	1.6603	1.6678	-87.16	10086.63
5	2009.01.09 00:17	sell	3	2.02	1.6664	1.6724	1.6649
6	2009.01.09 00:34	close	3	2.02	1.6652	1.6724	1.6649	210.63	10297.26
7	2009.01.13 23:50	buy	4	2.06	1.6199	1.6139	1.6214
8	2009.01.13 23:59	close	4	2.06	1.6209	1.6139	1.6214	179.06	10476.32
9	2009.01.14 23:32	buy	5	2.10	1.6284	1.6224	1.6299
10	2009.01.15 00:38	close	5	2.10	1.6292	1.6224	1.6299	147.12	10623.44
11	2009.01.16 00:00	sell	6	2.12	1.6468	1.6528	1.6453
12	2009.01.16 00:13	close	6	2.12	1.6458	1.6528	1.6453	184.22	10807.66
13	2009.01.16 00:35	sell	7	2.16	1.6476	1.6536	1.6461
14	2009.01.16 01:00	close	7	2.16	1.6466	1.6536	1.6461	187.69	10995.35
15	2009.01.28 00:00	sell	8	2.20	1.6141	1.6201	1.6126
16	2009.01.28 00:41	close	8	2.20	1.6129	1.6201	1.6126	229.40	11224.75
17	2009.01.28 23:21	buy	9	2.24	1.6381	1.6321	1.6396
18	2009.01.29 00:29	close	9	2.24	1.6388	1.6321	1.6396	137.46	11362.21
19	2009.02.04 23:32	buy	10	2.27	1.6748	1.6688	1.6763
20	2009.02.05 00:10	close	10	2.27	1.6757	1.6688	1.6763	178.77	11540.98
21	2009.02.10 23:15	buy	11	2.31	1.6779	1.6719	1.6794
22	2009.02.10 23:43	close	11	2.31	1.6791	1.6719	1.6794	240.94	11781.92
23	2009.02.12 00:00	sell	12	2.36	1.6668	1.6728	1.6653
24	2009.02.12 01:38	close	12	2.36	1.6669	1.6728	1.6653	-20.51	11761.41
25	2009.02.13 00:00	sell	13	2.35	1.6589	1.6649	1.6574
26	2009.02.13 00:07	close	13	2.35	1.6576	1.6649	1.6574	265.47	12026.88
27	2009.02.17 23:49	buy	14	2.41	1.6674	1.6614	1.6689
28	2009.02.18 01:34	close	14	2.41	1.6658	1.6614	1.6689	-334.73	11692.15
29	2009.02.19 23:15	buy	15	2.34	1.6776	1.6716	1.6791
30	2009.02.19 23:19	close	15	2.34	1.6786	1.6716	1.6791	203.39	11895.54
31	2009.02.19 23:20	buy	16	2.38	1.6779	1.6719	1.6794
32	2009.02.19 23:35	close	16	2.38	1.6790	1.6719	1.6794	227.56	12123.10
33	2009.03.05 23:53	buy	17	2.42	1.6518	1.6458	1.6533
34	2009.03.06 00:14	close	17	2.42	1.6526	1.6458	1.6533	168.70	12291.80
35	2009.03.06 00:57	sell	18	2.46	1.6548	1.6608	1.6533
36	2009.03.06 00:59	close	18	2.46	1.6534	1.6608	1.6533	299.27	12591.07
37	2009.03.09 23:17	buy	19	2.52	1.5970	1.5910	1.5985
38	2009.03.09 23:26	close	19	2.52	1.5981	1.5910	1.5985	240.94	12832.01
39	2009.03.09 23:29	buy	20	2.57	1.5969	1.5909	1.5984
40	2009.03.10 00:40	close	20	2.57	1.5976	1.5909	1.5984	156.82	12988.83
41	2009.03.13 00:35	sell	21	2.60	1.6548	1.6608	1.6533
42	2009.03.13 00:40	close	21	2.60	1.6535	1.6608	1.6533	293.71	13282.54
43	2009.03.13 00:57	sell	22	2.66	1.6551	1.6611	1.6536
44	2009.03.13 01:00	close	22	2.66	1.6539	1.6611	1.6536	277.37	13559.91
45	2009.03.18 00:28	sell	23	2.71	1.6616	1.6676	1.6601
46	2009.03.18 00:36	close	23	2.71	1.6608	1.6676	1.6601	188.39	13748.30
47	2009.03.19 00:25	sell	24	2.75	1.6310	1.6370	1.6295
48	2009.03.19 00:28	close	24	2.75	1.6298	1.6370	1.6295	286.76	14035.06
49	2009.03.19 23:18	buy	25	2.81	1.6300	1.6240	1.6315
50	2009.03.19 23:28	close	25	2.81	1.6310	1.6240	1.6315	244.25	14279.31
51	2009.03.19 23:41	buy	26	2.86	1.6297	1.6237	1.6312
52	2009.03.20 00:52	close	26	2.86	1.6308	1.6237	1.6312	273.95	14553.26
53	2009.03.25 00:41	sell	27	2.91	1.6628	1.6688	1.6613
54	2009.03.25 01:09	close	27	2.91	1.6618	1.6688	1.6613	252.87	14806.13
55	2009.03.31 00:18	sell	28	2.96	1.6384	1.6444	1.6369
56	2009.03.31 01:27	close	28	2.96	1.6379	1.6444	1.6369	128.60	14934.73
57	2009.03.31 23:17	buy	29	2.99	1.6324	1.6264	1.6339
58	2009.04.01 00:23	close	29	2.99	1.6332	1.6264	1.6339	208.43	15143.16
59	2009.04.02 00:00	sell	30	3.03	1.65678	1.6628	1.6553
60	2009.04.02 00:58	close	30	3.03	1.6570	1.6628	1.6553	-57.93	15085.23
61	2009.04.07 00:00	sell	31	3.02	1.67785	1.6839	1.6764
62	2009.04.07 00:26	close	31	3.02	1.6768	1.6839	1.6764	275.55	15360.78
63	2009.04.07 23:55	buy	32	3.07	1.6828	1.6768	1.6843
64	2009.04.08 00:16	close	32	3.07	1.6835	1.6768	1.6843	187.33	15548.10
65	2009.04.09 00:03	sell	33	3.11	1.6878	1.6938	1.6863
66	2009.04.09 00:11	close	33	3.11	1.6871	1.6938	1.6863	189.17	15737.27
67	2009.04.09 00:24	sell	34	3.15	1.6878	1.6938	1.6863
68	2009.04.09 00:29	close	34	3.15	1.6873	1.6938	1.6863	136.86	15874.13
69	2009.04.16 23:59	buy	35	3.17	1.7111	1.7051	1.7126
70	2009.04.17 00:04	close	35	3.17	1.7119	1.7051	1.7126	220.98	16095.12
71	2009.04.20 23:19	buy	36	3.22	1.6990	1.6930	1.7005
72	2009.04.21 00:56	close	36	3.22	1.6990	1.6930	1.7005	0.56	16095.68
73	2009.04.22 23:15	buy	37	3.22	1.68531	1.6793	1.6868
74	2009.04.23 01:01	close	37	3.22	1.6854	1.6793	1.6868	26.87	16122.55
75	2009.04.30 23:16	buy	38	3.22	1.6865	1.6805	1.6880
76	2009.04.30 23:26	close	38	3.22	1.6877	1.6805	1.6880	335.85	16458.40
77	2009.04.30 23:48	buy	39	3.29	1.6864	1.6804	1.6879
78	2009.05.01 00:02	close	39	3.29	1.6873	1.6804	1.6879	257.94	16716.35
79	2009.05.05 00:30	sell	40	3.34	1.6922	1.6982	1.6907
80	2009.05.05 01:28	close	40	3.34	1.6923	1.6982	1.6907	-29.03	16687.32
81	2009.05.05 23:50	buy	41	3.34	1.7075	1.7015	1.7090
82	2009.05.06 00:00	close	41	3.34	1.7083	1.7015	1.7090	232.83	16920.15
83	2009.05.08 00:00	sell	42	3.38	1.6975	1.7035	1.6960
84	2009.05.08 01:29	close	42	3.38	1.6983	1.7035	1.6960	-234.97	16685.18
85	2009.05.15 00:00	sell	43	3.34	1.68208	1.6881	1.6806
86	2009.05.15 00:22	close	43	3.34	1.6817	1.6881	1.6806	110.29	16795.47
87	2009.05.19 23:15	buy	44	3.36	1.71722	1.7112	1.7187
88	2009.05.20 01:19	close	44	3.36	1.71722	1.7112	1.7187	0.59	16796.05
89	2009.05.21 23:32	buy	45	3.36	1.7319	1.7259	1.7334
90	2009.05.21 23:37	close	45	3.36	1.7327	1.7259	1.7334	233.64	17029.69
91	2009.05.26 00:12	sell	46	3.41	1.72415	1.7302	1.7227
92	2009.05.26 01:39	close	46	3.41	1.72363	1.7302	1.7227	154.08	17183.77
93	2009.05.26 23:50	buy	47	3.44	1.72671	1.7207	1.7282
94	2009.05.27 00:47	close	47	3.44	1.7268	1.7207	1.7282	27.51	17211.28
95	2009.05.27 23:28	buy	48	3.44	1.7415	1.7355	1.7430
96	2009.05.27 23:56	close	48	3.44	1.7423	1.7355	1.7430	239.20	17450.48
97	2009.05.28 00:01	sell	49	3.49	1.7446	1.7506	1.7431
98	2009.05.28 01:20	close	49	3.49	1.7439	1.7506	1.7431	212.29	17662.77
99	2009.06.11 00:04	sell	50	3.53	1.7684	1.7744	1.7669
100	2009.06.11 01:28	close	50	3.53	1.7686	1.7744	1.7669	-61.35	17601.42
101	2009.06.16 23:37	buy	51	3.52	1.7856	1.7796	1.7871
102	2009.06.17 02:13	close	51	3.52	1.7856	1.7796	1.7871	0.61	17602.04
103	2009.06.25 23:21	buy	52	3.52	1.7907	1.7847	1.7922
104	2009.06.26 01:24	close	52	3.52	1.7907	1.7847	1.7922	0.61	17602.65
105	2009.06.30 23:22	buy	53	3.52	1.7872	1.7812	1.7887
106	2009.06.30 23:47	close	53	3.52	1.7879	1.7812	1.7887	214.17	17816.82
107	2009.07.01 00:06	sell	54	3.56	1.7884	1.7944	1.7869
108	2009.07.01 00:12	close	54	3.56	1.7880	1.7944	1.7869	123.74	17940.56
109	2009.07.01 00:31	sell	55	3.59	1.7885	1.7945	1.7870
110	2009.07.01 00:59	close	55	3.59	1.7880	1.7945	1.7870	155.97	18096.53
111	2009.07.03 00:25	sell	56	3.62	1.77982	1.7858	1.7783
112	2009.07.03 00:38	close	56	3.62	1.7787	1.7858	1.7783	352.31	18448.84
113	2009.07.03 00:41	sell	57	3.69	1.7801	1.7861	1.7786
114	2009.07.03 00:49	close	57	3.69	1.77895	1.7861	1.7786	368.75	18817.59
115	2009.07.09 00:00	sell	58	3.76	1.75175	1.7578	1.7503
116	2009.07.09 00:55	close	58	3.76	1.7514	1.7578	1.7503	114.35	18931.94
117	2009.07.14 00:45	sell	59	3.79	1.7578	1.7638	1.7563
118	2009.07.14 03:02	close	59	3.79	1.7593	1.7638	1.7563	-494.01	18437.93
119	2009.07.16 00:48	sell	60	3.69	1.7656	1.7716	1.7641
120	2009.07.16 01:02	close	60	3.69	1.7652	1.7716	1.7641	128.26	18566.19
121	2009.07.16 23:24	buy	61	3.71	1.7650	1.7590	1.7665
122	2009.07.17 01:04	close	61	3.71	1.7650	1.7590	1.7665	0.65	18566.84
123	2009.07.23 00:00	sell	62	3.71	1.75698	1.7630	1.7555
124	2009.07.23 00:29	close	62	3.71	1.7558	1.7630	1.7555	380.41	18947.25
125	2009.07.29 23:44	buy	63	3.79	1.7802	1.7742	1.7817
126	2009.07.30 00:11	close	63	3.79	1.7810	1.7742	1.7817	265.51	19212.76
127	2009.08.06 23:29	buy	64	3.84	1.7868	1.7808	1.7883
128	2009.08.06 23:52	close	64	3.84	1.7875	1.7808	1.7883	233.64	19446.40
129	2009.08.11 00:38	sell	65	3.89	1.7888	1.7948	1.7873
130	2009.08.11 01:59	close	65	3.89	1.7884	1.7948	1.7873	135.21	19581.61
131	2009.08.11 23:16	buy	66	3.92	1.7823	1.7763	1.7838
132	2009.08.12 00:14	close	66	3.92	1.7831	1.7763	1.7838	273.25	19854.86
133	2009.08.26 23:17	buy	67	3.97	1.7349	1.7289	1.7364
134	2009.08.27 04:24	close	67	3.97	1.7349	1.7289	1.7364	2.08	19856.94
135	2009.09.09 23:20	buy	68	3.97	1.7215	1.7155	1.7230
136	2009.09.09 23:56	close	68	3.97	1.7222	1.7155	1.7230	241.55	20098.49
137	2009.09.10 23:40	buy	69	4.02	1.7301	1.7241	1.7316
138	2009.09.11 05:00	close	69	4.02	1.72984	1.7241	1.7316	-90.15	20008.34
139	2009.09.14 23:15	buy	70	4.00	1.7144	1.7084	1.7159
140	2009.09.14 23:59	close	70	4.00	1.7152	1.7084	1.7159	278.14	20286.48
141	2009.09.23 23:56	buy	71	4.06	1.6789	1.6729	1.6804
142	2009.09.24 00:40	close	71	4.06	1.6795	1.6729	1.6804	213.86	20500.34
143	2009.09.24 00:59	sell	72	4.10	1.6806	1.6866	1.6791
144	2009.09.24 01:21	close	72	4.10	1.6798	1.6866	1.6791	285.02	20785.36
145	2009.09.30 23:32	buy	73	4.16	1.6565	1.6505	1.6580
146	2009.10.01 00:13	close	73	4.16	1.6572	1.6505	1.6580	255.29	21040.65
147	2009.10.01 23:19	buy	74	4.21	1.6607	1.6547	1.6622
148	2009.10.01 23:34	close	74	4.21	1.6614	1.6547	1.6622	256.15	21296.80
149	2009.10.08 23:42	buy	75	4.26	1.6500	1.6440	1.6515
150	2009.10.09 02:00	close	75	4.26	1.6497	1.6440	1.6515	-110.34	21186.46
151	2009.10.20 00:58	sell	76	4.24	1.6609	1.6669	1.6594
152	2009.10.20 01:24	close	76	4.24	1.6599	1.6669	1.6594	368.44	21554.90
153	2009.10.21 00:32	sell	77	4.31	1.6584	1.6644	1.6569
154	2009.10.21 02:10	close	77	4.31	1.65883	1.6644	1.6569	-161.05	21393.85
155	2009.10.30 00:31	sell	78	4.28	1.6862	1.6922	1.6847
156	2009.10.30 01:43	close	78	4.28	1.68622	1.6922	1.6847	-7.44	21386.41
157	2009.11.13 00:02	sell	79	4.28	1.6877	1.6937	1.6862
158	2009.11.13 01:01	close	79	4.28	1.6869	1.6937	1.6862	297.54	21683.95
159	2009.11.17 23:30	buy	80	4.34	1.7087	1.7027	1.7102
160	2009.11.17 23:50	close	80	4.34	1.7094	1.7027	1.7102	264.06	21948.01
161	2009.12.01 00:16	sell	81	4.39	1.6532	1.6592	1.6517
162	2009.12.01 01:05	close	81	4.39	1.65299	1.6592	1.6517	80.11	22028.12
163	2009.12.02 23:34	buy	82	4.41	1.6670	1.6610	1.6685
164	2009.12.03 01:54	close	82	4.41	1.6670	1.6610	1.6685	2.31	22030.43
165	2009.12.08 00:05	sell	83	4.41	1.6773	1.6833	1.6758
166	2009.12.08 01:35	close	83	4.41	1.6773	1.6833	1.6758	0.00	22030.43
167	2009.12.16 00:06	sell	84	4.41	1.6931	1.6991	1.6916
168	2009.12.16 00:52	close	84	4.41	1.69313	1.6991	1.6916	-11.50	22018.93
169	2009.12.16 23:15	buy	85	4.40	1.6950	1.6890	1.6965
170	2009.12.16 23:30	close	85	4.40	1.6960	1.6890	1.6965	382.44	22401.37
171	2009.12.29 23:26	buy	86	4.48	1.64896	1.6430	1.6505
172	2009.12.30 01:24	close	86	4.48	1.6487	1.6430	1.6505	-100.47	22300.90
173	2010.01.19 00:00	sell	87	4.46	1.67408	1.6801	1.6726
174	2010.01.19 00:11	close	87	4.46	1.6737	1.6801	1.6726	147.28	22448.18
175	2010.01.25 23:43	buy	88	4.49	1.6872	1.6812	1.6887
176	2010.01.25 23:59	close	88	4.49	1.6881	1.6812	1.6887	351.24	22799.42
177	2010.01.28 00:57	sell	89	4.56	1.6981	1.7041	1.6966
178	2010.01.28 02:09	close	89	4.56	1.6977	1.7041	1.6966	158.49	22957.91
179	2010.02.01 23:52	buy	90	4.59	1.6860	1.6800	1.6875
180	2010.02.02 02:06	close	90	4.59	1.6859	1.6800	1.6875	-39.10	22918.81
181	2010.02.04 23:59	buy	91	4.58	1.6792	1.6732	1.6807
182	2010.02.05 00:47	close	91	4.58	1.6800	1.6732	1.6807	319.27	23238.08
183	2010.02.05 00:55	sell	92	4.65	1.6808	1.6868	1.6793
184	2010.02.05 02:16	close	92	4.65	1.6813	1.6868	1.6793	-202.03	23036.05
185	2010.02.10 00:00	sell	93	4.61	1.6724	1.6784	1.6709
186	2010.02.10 01:39	close	93	4.61	1.6725	1.6784	1.6709	-40.06	22995.99
187	2010.02.10 23:22	buy	94	4.60	1.6644	1.6584	1.6659
188	2010.02.11 00:52	close	94	4.60	1.6644	1.6584	1.6659	2.41	22998.39
189	2010.02.18 23:44	buy	95	4.60	1.6830	1.6770	1.6845
190	2010.02.19 00:30	close	95	4.60	1.6837	1.6770	1.6845	280.68	23279.08
191	2010.02.19 00:30	sell	96	4.66	1.6841	1.6901	1.6826
192	2010.02.19 00:30	close	96	4.66	1.6829	1.6901	1.6826	485.93	23765.01
193	2010.02.19 00:31	sell	97	4.75	1.6841	1.6901	1.6826
194	2010.02.19 00:32	close	97	4.75	1.68293	1.6901	1.6826	482.93	24247.94
195	2010.02.19 00:40	sell	98	4.85	1.6852	1.6912	1.6837
196	2010.02.19 00:41	close	98	4.85	1.6839	1.6912	1.6837	547.88	24795.82
197	2010.02.19 00:46	sell	99	4.96	1.6842	1.6902	1.6827
198	2010.02.19 00:47	close	99	4.96	1.6830	1.6902	1.6827	517.21	25313.03
199	2010.02.23 23:59	buy	100	5.06	1.6709	1.6649	1.6724
200	2010.02.24 01:01	close	100	5.06	1.6717	1.6649	1.6724	352.73	25665.76
201	2010.03.04 23:28	buy	101	5.13	1.6194	1.6134	1.6209
202	2010.03.05 05:00	close	101	5.13	1.6194	1.6134	1.6209	0.89	25666.65
203	2010.03.11 00:16	sell	102	5.13	1.6031	1.6091	1.6016
204	2010.03.11 00:37	close	102	5.13	1.6027	1.6091	1.6016	178.31	25844.96
205	2010.03.29 23:44	buy	103	5.17	1.5925	1.5865	1.5940
206	2010.03.30 05:14	close	103	5.17	1.5924	1.5865	1.5940	-44.04	25800.92
207	2010.04.12 23:56	buy	104	5.16	1.6282	1.6222	1.6297
208	2010.04.13 01:28	close	104	5.16	1.6282	1.6222	1.6297	0.90	25801.82
209	2010.04.13 23:52	buy	105	5.16	1.62125	1.6153	1.6228
210	2010.04.14 00:45	close	105	5.16	1.62134	1.6153	1.6228	41.27	25843.09
211	2010.04.21 00:37	sell	106	5.17	1.6427	1.6487	1.6412
212	2010.04.21 01:27	close	106	5.17	1.64275	1.6487	1.6412	-22.46	25820.63
213	2010.04.23 00:00	sell	107	5.16	1.6576	1.6636	1.6561
214	2010.04.23 04:15	close	107	5.16	1.6619	1.6636	1.6561	-1928.05	23892.58
215	2010.04.26 23:22	buy	108	4.78	1.6598	1.6538	1.6613
216	2010.04.27 01:30	close	108	4.78	1.6570	1.6538	1.6613	-1162.49	22730.10
217	2010.04.28 00:00	sell	109	4.55	1.6603	1.6663	1.6588
218	2010.04.28 00:20	close	109	4.55	1.6593	1.6663	1.6588	395.38	23125.48
219	2010.05.06 00:05	sell	110	4.63	1.68953	1.6955	1.6880
220	2010.05.06 00:11	close	110	4.63	1.6884	1.6955	1.6880	454.63	23580.11
221	2010.05.07 00:00	sell	111	4.72	1.6534	1.6594	1.6519
222	2010.05.07 00:00	close	111	4.72	1.6522	1.6594	1.6519	492.18	24072.29
223	2010.05.07 00:01	sell	112	4.81	1.6535	1.6595	1.6520
224	2010.05.07 00:06	close	112	4.81	1.6522	1.6595	1.6520	543.36	24615.65
225	2010.05.20 23:15	buy	113	4.92	1.6533	1.6473	1.6548
226	2010.05.21 00:15	close	113	4.92	1.6541	1.6473	1.6548	342.97	24958.61
227	2010.05.26 00:01	sell	114	4.99	1.6670	1.6730	1.6655
228	2010.05.26 00:08	close	114	4.99	1.6664	1.6730	1.6655	260.17	25218.78
229	2010.05.26 23:17	buy	115	5.04	1.6690	1.6630	1.6705
230	2010.05.27 00:00	close	115	5.04	1.6699	1.6630	1.6705	396.91	25615.69