通貨ペア		CADJPY (Canadian Dollar vs. Japanese Yen)
期間		5分足(M5) 2009.01.26 06:05 - 2010.04.29 23:55 (2009.01.01 - 2010.04.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		common_parameters="-------------common parameters-------------"; MagicNumber=0; CountdownMode=false; YenMode=false; AggressiveRetry=false; SegmentClose=false; SegmentLot=2; HedgeMode=false; SingleMode=false; AggressiveMode=true; MM=10; Lots=0.1; Slippage=3; MaxSpread=7; GMTOffset=3; OnceADay=false; MondayMode=true; FridayMode=false; SaturdayMode=true; NewsMode=false; StopHigh=false; StopHighStartTime=-6; StopHighEndTime=6; StopMedium=false; StopMediumStartTime=-4; StopMediumEndTime=4; StopLow=false; StopLowStartTime=-2; StopLowEndTime=2; buy_parameters="-------------buy parameters-------------"; BuyComment="VZR_Ver2.02 buy"; Buy=true; SLBuy=0; AutoSLBuy=true; MinSLBuy=55; ChannelPeriodSLBuy=390; ChannelDistanceSLBuy=0; TPBuy=200; AutoTPBuy=true; ChannelPeriodTPBuy=810; ChannelDistanceTPBuy=2; StartHourBuy=21; StartMinuteBuy=30; EndHourBuy=22; EndMinuteBuy=45; MainasuDemoCloseBuy=true; MainasuDemoCloseStartHourBuy=21; MainasuDemoCloseStartMinuteBuy=30; MainasuDemoClosePointBuy=1; CloseStartHourBuy=23; CloseStartMinuteBuy=45; CloseEndHourBuy=24; CloseEndMinuteBuy=0; CloseProfitPipsBuy=1; ExtraCloseBuy=false; ExtraCloseTimeBuy=5; UseBreakEvenBuy=true; BEStepBuy=20; BEPointBuy=10; UseTrailingStopBuy=false; TStepBuy=15; OP1Buy=100; OP2Buy=27; OP3Buy=0; OP4Buy=6; BB_PeriodBuy=10; UseRSIBuy=false; RSIBuy=45; RSI_PeriodBuy=5; sell_parameters="-------------sell parameters-------------"; SellComment="VZR_Ver2.02 sell"; Sell=true; SLSell=0; AutoSLSell=true; MinSLSell=40; ChannelPeriodSLSell=390; ChannelDistanceSLSell=3; TPSell=200; AutoTPSell=true; ChannelPeriodTPSell=390; ChannelDistanceTPSell=5; StartHourSell=21; StartMinuteSell=0; EndHourSell=22; EndMinuteSell=45; MainasuDemoCloseSell=true; MainasuDemoCloseStartHourSell=21; MainasuDemoCloseStartMinuteSell=0; MainasuDemoClosePointSell=1; CloseStartHourSell=21; CloseStartMinuteSell=45; CloseEndHourSell=24; CloseEndMinuteSell=0; CloseProfitPipsSell=3; ExtraCloseSell=false; ExtraCloseTimeSell=5; UseBreakEvenSell=true; BEStepSell=20; BEPointSell=8; UseTrailingStopSell=false; TStepSell=15; OP1Sell=100; OP2Sell=28; OP3Sell=-1; OP4Sell=10; BB_PeriodSell=10; UseRSISell=false; RSISell=65; RSI_PeriodSell=5;
Bars in test	91517	Ticks modelled	15295212	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	11450.61	Gross profit	12691.87	Gross loss	-1241.26
Profit factor	10.22	Expected payoff	133.15
Absolute drawdown	361.37	Maximal drawdown	1556.03 (9.43%)	Relative drawdown	9.43% (1556.03)
Total trades	86	Short positions (won %)	59 (100.00%)	Long positions (won %)	27 (88.89%)
		Profit trades (% of total)	83 (96.51%)	Loss trades (% of total)	3 (3.49%)
Largest		profit trade	556.56	loss trade	-1107.39
Average		profit trade	152.91	loss trade	-413.75
Maximum		consecutive wins (profit in money)	38 (6262.78)	consecutive losses (loss in money)	1 (-1107.39)
Maximal		consecutive profit (count of wins)	6262.78 (38)	consecutive loss (count of losses)	-1107.39 (1)
Average		consecutive wins	28	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	2009.01.28 01:37	sell	1	1.00	72.75	73.22	72.01
2	2009.01.28 03:54	close	1	1.00	72.57	73.22	72.01	197.10	10197.10
3	2009.02.03 01:00	buy	2	1.02	71.89	71.27	72.72
4	2009.02.03 04:13	close	2	1.02	71.91	71.27	72.72	22.35	10219.45
5	2009.02.04 00:23	sell	3	1.02	72.65	73.12	71.44
6	2009.02.04 01:41	close	3	1.02	72.62	73.12	71.44	33.51	10252.96
7	2009.02.10 00:22	sell	4	1.03	75.24	75.71	74.64
8	2009.02.10 00:45	close	4	1.03	75.20	75.71	74.64	45.12	10298.08
9	2009.02.11 00:41	sell	5	1.03	72.66	75.13	72.10
10	2009.02.11 08:42	close	5	1.03	72.53	75.13	72.10	146.65	10444.73
11	2009.02.12 00:12	sell	6	1.04	72.87	73.34	71.98
12	2009.02.12 01:30	close	6	1.04	72.84	73.34	71.98	34.17	10478.90
13	2009.02.13 00:00	sell	7	1.05	72.94	73.41	71.96
14	2009.02.13 02:42	close	7	1.05	72.92	73.41	71.96	23.00	10501.90
15	2009.02.19 01:20	buy	8	1.05	74.35	73.73	74.69
16	2009.02.19 03:48	close	8	1.05	74.50	73.73	74.69	172.54	10674.44
17	2009.02.25 00:54	buy	9	1.07	77.81	77.19	78.14
18	2009.02.25 02:35	modify	9	1.07	77.81	77.91	78.14
19	2009.02.25 02:45	close	9	1.07	77.93	77.91	78.14	140.67	10815.11
20	2009.02.26 00:38	buy	10	1.08	77.54	76.84	78.15
21	2009.02.26 02:45	close	10	1.08	77.64	76.84	78.15	118.31	10933.42
22	2009.03.04 00:33	buy	11	1.09	75.99	75.37	76.47
23	2009.03.04 02:45	close	11	1.09	76.11	75.37	76.47	143.30	11076.72
24	2009.03.05 00:53	buy	12	1.11	77.64	77.02	78.07
25	2009.03.05 00:58	modify	12	1.11	77.64	77.74	78.07
26	2009.03.05 02:23	s/l	12	1.11	77.74	77.74	78.07	121.61	11198.33
27	2009.03.11 00:00	sell	13	1.12	77.10	77.57	76.53
28	2009.03.11 00:54	close	13	1.12	77.06	77.57	76.53	49.07	11247.40
29	2009.03.12 01:21	sell	14	1.12	75.85	76.72	75.20
30	2009.03.12 01:23	close	14	1.12	75.82	76.72	75.20	36.80	11284.20
31	2009.03.13 01:42	buy	15	1.13	76.30	75.68	76.68
32	2009.03.13 04:15	modify	15	1.13	76.30	76.40	76.68
33	2009.03.13 04:17	close	15	1.13	76.59	76.40	76.68	359.09	11643.29
34	2009.03.19 01:27	buy	16	1.16	77.01	76.18	77.95
35	2009.03.19 02:16	modify	16	1.16	77.01	77.11	77.95
36	2009.03.19 02:45	close	16	1.16	77.23	77.11	77.95	279.64	11922.93
37	2009.03.24 01:20	buy	17	1.19	79.172	78.51	79.58
38	2009.03.24 02:45	close	17	1.19	79.251	78.51	79.58	103.01	12025.94
39	2009.03.25 01:15	sell	18	1.20	79.59	80.39	79.21
40	2009.03.25 03:56	close	18	1.20	79.55	80.39	79.21	52.58	12078.52
41	2009.03.31 00:19	sell	19	1.21	77.05	77.52	76.66
42	2009.03.31 00:48	close	19	1.21	77.01	77.52	76.66	53.01	12131.53
43	2009.03.31 01:01	sell	20	1.21	77.299	77.77	76.66
44	2009.03.31 01:02	modify	20	1.21	77.299	77.22	76.66
45	2009.03.31 01:02	close	20	1.21	77.071	77.22	76.66	302.20	12433.73
46	2009.03.31 01:02	sell	21	1.24	77.366	77.84	76.66
47	2009.03.31 01:03	modify	21	1.24	77.366	77.29	76.66
48	2009.03.31 01:03	close	21	1.24	77.078	77.29	76.66	391.19	12824.92
49	2009.03.31 01:04	sell	22	1.28	77.335	77.81	76.66
50	2009.03.31 01:04	modify	22	1.28	77.335	77.26	76.66
51	2009.03.31 01:04	close	22	1.28	77.063	77.26	76.66	381.37	13206.29
52	2009.03.31 01:05	sell	23	1.32	77.265	77.74	76.66
53	2009.03.31 01:05	close	23	1.32	77.088	77.74	76.66	255.93	13462.22
54	2009.03.31 01:06	sell	24	1.35	77.235	77.71	76.66
55	2009.03.31 01:07	close	24	1.35	77.093	77.71	76.66	209.99	13672.21
56	2009.03.31 01:07	sell	25	1.37	77.237	77.71	76.66
57	2009.03.31 01:08	close	25	1.37	77.081	77.71	76.66	234.11	13906.32
58	2009.03.31 01:08	sell	26	1.39	77.231	77.70	76.66
59	2009.03.31 01:10	close	26	1.39	77.057	77.70	76.66	264.93	14171.25
60	2009.03.31 01:10	sell	27	1.42	77.251	77.72	76.66
61	2009.03.31 01:11	close	27	1.42	77.061	77.72	76.66	295.54	14466.79
62	2009.03.31 01:11	sell	28	1.45	77.243	77.71	76.66
63	2009.03.31 01:12	close	28	1.45	77.056	77.71	76.66	297.02	14763.81
64	2009.03.31 01:13	sell	29	1.48	77.258	77.73	76.66
65	2009.03.31 01:13	close	29	1.48	77.07	77.73	76.66	304.79	15068.60
66	2009.03.31 01:14	sell	30	1.51	77.26	77.73	76.66
67	2009.03.31 01:14	close	30	1.51	77.074	77.73	76.66	307.66	15376.26
68	2009.03.31 01:15	sell	31	1.54	77.257	77.73	76.66
69	2009.03.31 01:19	close	31	1.54	77.08	77.73	76.66	298.59	15674.85
70	2009.03.31 01:20	sell	32	1.57	77.17	77.64	76.66
71	2009.03.31 01:21	close	32	1.57	77.093	77.64	76.66	132.43	15807.28
72	2009.03.31 01:21	sell	33	1.58	77.159	77.63	76.66
73	2009.03.31 01:22	close	33	1.58	77.099	77.63	76.66	103.85	15911.13
74	2009.03.31 01:22	sell	34	1.59	77.15	77.62	76.66
75	2009.03.31 01:23	close	34	1.59	77.10	77.62	76.66	87.09	15998.22
76	2009.03.31 01:24	sell	35	1.60	77.138	77.61	76.66
77	2009.03.31 01:29	close	35	1.60	77.10	77.61	76.66	66.60	16064.82
78	2009.03.31 01:29	sell	36	1.61	77.123	77.59	76.66
79	2009.03.31 01:44	close	36	1.61	77.087	77.59	76.66	63.49	16128.31
80	2009.04.02 00:45	sell	37	1.61	78.357	78.83	77.67
81	2009.04.02 00:50	close	37	1.61	78.32	78.83	77.67	65.26	16193.57
82	2009.04.03 00:30	sell	38	1.62	80.469	80.94	79.83
83	2009.04.03 01:09	close	38	1.62	80.43	80.94	79.83	69.21	16262.78
84	2009.04.07 00:45	buy	39	1.63	81.41	80.79	82.88
85	2009.04.07 02:58	s/l	39	1.63	80.79	80.79	82.88	-1107.39	15155.39
86	2009.04.08 01:30	sell	40	1.52	81.40	81.87	80.88
87	2009.04.08 02:22	close	40	1.52	81.36	81.87	80.88	66.60	15221.99
88	2009.04.15 00:30	buy	41	1.52	81.316	80.70	82.48
89	2009.04.15 02:00	modify	41	1.52	81.316	81.42	82.48
90	2009.04.15 02:10	s/l	41	1.52	81.42	81.42	82.48	173.22	15395.21
91	2009.04.16 01:17	buy	42	1.54	82.41	81.79	82.74
92	2009.04.16 03:04	close	42	1.54	82.52	81.79	82.74	185.62	15580.83
93	2009.04.17 00:30	buy	43	1.56	82.027	81.41	82.75
94	2009.04.17 02:21	modify	43	1.56	82.027	82.13	82.75
95	2009.04.17 02:41	close	43	1.56	82.31	82.13	82.75	483.76	16064.59
96	2009.04.23 01:06	sell	44	1.61	79.11	79.58	78.67
97	2009.04.23 02:37	close	44	1.61	79.08	79.58	78.67	52.91	16117.50
98	2009.04.24 00:47	sell	45	1.61	80.21	80.68	79.49
99	2009.04.24 00:51	close	45	1.61	80.18	80.68	79.49	52.91	16170.41
100	2009.04.28 01:41	buy	46	1.62	79.19	78.57	80.00
101	2009.04.28 04:06	close	46	1.62	79.34	78.57	80.00	266.36	16436.77
102	2009.05.05 00:53	sell	47	1.64	84.36	84.83	83.72
103	2009.05.05 01:16	close	47	1.64	84.32	84.83	83.72	71.89	16508.66
104	2009.05.08 00:02	sell	48	1.65	84.70	85.17	84.08
105	2009.05.08 01:43	close	48	1.65	84.67	85.17	84.08	54.25	16562.91
106	2009.05.14 00:30	sell	49	1.66	81.227	82.40	80.83
107	2009.05.14 01:00	close	49	1.66	81.19	82.40	80.83	67.35	16630.26
108	2009.05.15 00:30	sell	50	1.66	81.959	82.43	81.17
109	2009.05.15 04:09	close	50	1.66	81.82	82.43	81.17	253.01	16883.27
110	2009.05.22 00:03	sell	51	1.69	83.09	83.56	82.38
111	2009.05.22 00:49	close	51	1.69	83.06	83.56	82.38	55.60	16938.87
112	2009.06.03 00:03	sell	52	1.69	88.61	89.08	88.24
113	2009.06.03 00:45	close	52	1.69	88.476	89.08	88.24	248.29	17187.16
114	2009.06.04 00:35	buy	53	1.72	86.24	85.62	88.24
115	2009.06.04 01:59	modify	53	1.72	86.24	86.34	88.24
116	2009.06.04 02:45	close	53	1.72	86.441	86.34	88.24	379.16	17566.32
117	2009.06.05 00:38	buy	54	1.76	87.99	87.37	88.35
118	2009.06.05 04:37	close	54	1.76	88.04	87.37	88.35	96.51	17662.83
119	2009.06.26 00:00	sell	55	1.77	83.08	83.55	82.61
120	2009.06.26 01:59	close	55	1.77	83.05	83.55	82.61	58.21	17721.04
121	2009.07.07 01:30	buy	56	1.77	82.08	81.46	82.28
122	2009.07.07 02:45	close	56	1.77	82.09	81.46	82.28	19.41	17740.45
123	2009.07.14 01:15	sell	57	1.77	80.86	81.33	79.84
124	2009.07.14 02:01	close	57	1.77	80.83	81.33	79.84	58.23	17798.68
125	2009.07.16 01:15	buy	58	1.78	84.49	83.87	84.93
126	2009.07.16 02:49	close	58	1.78	84.50	83.87	84.93	19.52	17818.20
127	2009.07.17 01:16	buy	59	1.78	83.85	83.23	84.50
128	2009.07.17 08:43	close	59	1.78	83.85	83.23	84.50	0.00	17818.20
129	2009.07.21 01:30	buy	60	1.78	84.96	84.34	85.85
130	2009.07.21 02:45	close	60	1.78	85.036	84.34	85.85	148.43	17966.63
131	2009.07.24 01:41	sell	61	1.80	87.33	87.83	86.90
132	2009.07.24 01:51	close	61	1.80	87.30	87.83	86.90	59.23	18025.86
133	2009.07.29 00:11	sell	62	1.80	87.47	87.94	86.17
134	2009.07.29 00:45	close	62	1.80	87.397	87.94	86.17	144.12	18169.98
135	2009.08.20 00:29	sell	63	1.82	85.94	86.41	84.86
136	2009.08.20 01:07	close	63	1.82	85.91	86.41	84.86	59.88	18229.86
137	2009.09.01 01:21	buy	64	1.82	84.91	84.29	85.18
138	2009.09.01 04:01	modify	64	1.82	84.91	85.01	85.18
139	2009.09.01 04:01	close	64	1.82	85.12	85.01	85.18	419.31	18649.17
140	2009.09.09 00:00	sell	65	1.86	85.573	86.08	85.16
141	2009.09.09 00:45	close	65	1.86	85.532	86.08	85.16	83.63	18732.80
142	2009.09.10 00:06	sell	66	1.87	85.33	85.80	84.82
143	2009.09.10 00:45	close	66	1.87	85.30	85.80	84.82	61.52	18794.32
144	2009.10.14 00:03	sell	67	1.88	86.96	87.43	86.42
145	2009.10.14 00:45	close	67	1.88	86.93	87.43	86.42	61.85	18856.17
146	2009.10.15 00:00	sell	68	1.89	87.335	87.81	86.69
147	2009.10.15 00:45	close	68	1.89	87.28	87.81	86.69	113.99	18970.16
148	2009.11.04 01:08	sell	69	1.90	84.73	85.20	83.77
149	2009.11.04 01:37	close	69	1.90	84.70	85.20	83.77	62.51	19032.67
150	2009.12.01 00:00	sell	70	1.90	81.86	82.33	81.16
151	2009.12.01 00:45	close	70	1.90	81.764	82.33	81.16	199.89	19232.56
152	2009.12.04 00:33	buy	71	1.92	83.58	82.96	84.06
153	2009.12.04 09:43	close	71	1.92	83.55	82.96	84.06	-63.12	19169.44
154	2009.12.09 00:54	sell	72	1.92	83.18	83.65	82.67
155	2009.12.09 00:57	close	72	1.92	83.15	83.65	82.67	63.11	19232.55
156	2009.12.09 01:05	sell	73	1.92	83.20	83.67	82.67
157	2009.12.09 01:06	close	73	1.92	83.17	83.67	82.67	63.11	19295.66
158	2009.12.10 01:28	sell	74	1.93	83.45	83.92	82.86
159	2009.12.10 01:58	close	74	1.93	83.42	83.92	82.86	63.44	19359.10
160	2010.01.08 01:15	sell	75	1.94	90.423	90.89	89.78
161	2010.01.08 02:27	close	75	1.94	90.39	90.89	89.78	70.16	19429.26
162	2010.01.15 00:15	sell	76	1.94	89.03	89.50	88.52
163	2010.01.15 04:01	close	76	1.94	88.96	89.50	88.52	148.82	19578.08
164	2010.02.05 00:38	buy	77	1.96	82.871	82.25	84.87
165	2010.02.05 01:57	modify	77	1.96	82.871	82.97	84.87
166	2010.02.05 02:04	close	77	1.96	83.13	82.97	84.87	556.56	20134.64
167	2010.02.09 00:55	buy	78	2.01	83.04	82.42	84.02
168	2010.02.09 03:17	close	78	2.01	83.16	82.42	84.02	264.45	20399.09
169	2010.02.10 01:00	sell	79	2.04	84.126	84.60	83.01
170	2010.02.10 08:11	modify	79	2.04	84.126	84.05	83.01
171	2010.02.10 09:21	s/l	79	2.04	84.05	84.05	83.01	169.92	20569.01
172	2010.02.18 00:08	sell	80	2.06	87.33	87.80	86.55
173	2010.02.18 00:45	close	80	2.06	87.23	87.80	86.55	225.87	20794.88
174	2010.02.19 00:38	sell	81	2.08	87.78	88.25	86.87
175	2010.02.19 00:46	close	81	2.08	87.75	88.25	86.87	68.41	20863.29
176	2010.04.06 00:02	sell	82	2.09	94.19	94.66	93.82
177	2010.04.06 01:13	close	82	2.09	94.16	94.66	93.82	68.74	20932.03
178	2010.04.21 00:38	sell	83	2.09	93.38	93.85	93.09
179	2010.04.21 01:24	close	83	2.09	93.35	93.85	93.09	68.76	21000.79
180	2010.04.23 00:42	buy	84	2.10	93.36	92.73	93.63
181	2010.04.23 10:20	close	84	2.10	93.37	92.73	93.63	23.04	21023.83
182	2010.04.28 00:31	buy	85	2.10	91.50	90.88	93.50
183	2010.04.28 01:22	modify	85	2.10	91.50	91.60	93.50
184	2010.04.28 02:45	close	85	2.10	91.716	91.60	93.50	497.53	21521.36
185	2010.04.29 01:39	buy	86	2.15	93.07	92.45	93.59
186	2010.04.29 08:29	close	86	2.15	93.04	92.45	93.59	-70.75	21450.61