通貨ペア		USDCAD (United States Dollar vs. Canadian Dollar)
期間		5分足(M5) 2009.01.02 08:05 - 2010.04.23 23:55 (2009.01.01 - 2010.04.24)
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=5; 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=35; ChannelPeriodSLBuy=390; ChannelDistanceSLBuy=0; TPBuy=200; AutoTPBuy=true; ChannelPeriodTPBuy=390; ChannelDistanceTPBuy=2; StartHourBuy=21; StartMinuteBuy=15; EndHourBuy=22; EndMinuteBuy=45; MainasuDemoCloseBuy=true; MainasuDemoCloseStartHourBuy=21; MainasuDemoCloseStartMinuteBuy=15; MainasuDemoClosePointBuy=1; CloseStartHourBuy=23; CloseStartMinuteBuy=45; CloseEndHourBuy=24; CloseEndMinuteBuy=0; CloseProfitPipsBuy=0; ExtraCloseBuy=false; ExtraCloseTimeBuy=5; UseBreakEvenBuy=true; BEStepBuy=20; BEPointBuy=6; UseTrailingStopBuy=false; TStepBuy=15; OP1Buy=100; OP2Buy=22; OP3Buy=0; OP4Buy=3; 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=35; ChannelPeriodSLSell=390; ChannelDistanceSLSell=3; TPSell=200; AutoTPSell=true; ChannelPeriodTPSell=390; ChannelDistanceTPSell=5; StartHourSell=21; StartMinuteSell=0; EndHourSell=21; EndMinuteSell=30; MainasuDemoCloseSell=true; MainasuDemoCloseStartHourSell=21; MainasuDemoCloseStartMinuteSell=0; MainasuDemoClosePointSell=1; CloseStartHourSell=23; CloseStartMinuteSell=30; CloseEndHourSell=24; CloseEndMinuteSell=0; CloseProfitPipsSell=0; ExtraCloseSell=false; ExtraCloseTimeSell=5; UseBreakEvenSell=true; BEStepSell=20; BEPointSell=4; UseTrailingStopSell=false; TStepSell=15; OP1Sell=100; OP2Sell=26; OP3Sell=0; OP4Sell=-1; BB_PeriodSell=10; UseRSISell=false; RSISell=65; RSI_PeriodSell=5;
Bars in test	94619	Ticks modelled	9601432	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4852.79	Gross profit	5314.48	Gross loss	-461.69
Profit factor	11.51	Expected payoff	85.14
Absolute drawdown	84.27	Maximal drawdown	739.36 (5.11%)	Relative drawdown	5.11% (739.36)
Total trades	57	Short positions (won %)	24 (87.50%)	Long positions (won %)	33 (96.97%)
		Profit trades (% of total)	53 (92.98%)	Loss trades (% of total)	4 (7.02%)
Largest		profit trade	370.38	loss trade	-272.55
Average		profit trade	100.27	loss trade	-115.42
Maximum		consecutive wins (profit in money)	29 (3171.28)	consecutive losses (loss in money)	1 (-272.55)
Maximal		consecutive profit (count of wins)	3171.28 (29)	consecutive loss (count of losses)	-272.55 (1)
Average		consecutive wins	11	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 00:25	buy	1	1.00	1.1876	1.1836	1.2052
2	2009.01.06 00:41	modify	1	1.00	1.1876	1.1882	1.2052
3	2009.01.06 01:29	close	1	1.00	1.1916	1.1882	1.2052	335.68	10335.68
4	2009.01.07 00:10	sell	2	1.03	1.1841	1.1881	1.1756
5	2009.01.07 02:33	close	2	1.03	1.1840	1.1881	1.1756	8.70	10344.38
6	2009.01.08 00:24	buy	3	1.03	1.1915	1.1814	1.2001
7	2009.01.08 00:24	modify	3	1.03	1.1915	1.1921	1.2001
8	2009.01.08 02:45	close	3	1.03	1.1958	1.1921	1.2001	370.38	10714.76
9	2009.01.20 00:00	sell	4	1.07	1.2539	1.2579	1.2476
10	2009.01.20 02:29	close	4	1.07	1.2538	1.2579	1.2476	8.53	10723.29
11	2009.01.21 00:01	sell	5	1.07	1.2676	1.2716	1.2549
12	2009.01.21 00:24	modify	5	1.07	1.2676	1.2672	1.2549
13	2009.01.21 00:32	s/l	5	1.07	1.2672	1.2672	1.2549	33.78	10757.07
14	2009.01.23 01:15	buy	6	1.08	1.2526	1.2486	1.2677
15	2009.01.23 02:45	close	6	1.08	1.2535	1.2486	1.2677	77.54	10834.61
16	2009.01.28 00:02	sell	7	1.08	1.2269	1.2332	1.2220
17	2009.01.28 01:59	modify	7	1.08	1.2269	1.2265	1.2220
18	2009.01.28 02:06	s/l	7	1.08	1.2265	1.2265	1.2220	35.22	10869.83
19	2009.01.29 00:59	buy	8	1.09	1.2116	1.2057	1.2213
20	2009.01.29 02:20	modify	8	1.09	1.2116	1.2122	1.2213
21	2009.01.29 02:28	s/l	8	1.09	1.2122	1.2122	1.2213	53.95	10923.78
22	2009.02.03 00:16	buy	9	1.09	1.2429	1.2365	1.2465
23	2009.02.03 01:00	modify	9	1.09	1.2429	1.2435	1.2465
24	2009.02.03 02:45	close	9	1.09	1.2453	1.2435	1.2465	210.07	11133.85
25	2009.02.06 00:00	sell	10	1.11	1.2308	1.2348	1.2221
26	2009.02.06 02:33	close	10	1.11	1.2321	1.2348	1.2221	-117.12	11016.73
27	2009.02.10 00:20	buy	11	1.10	1.2156	1.2116	1.2241
28	2009.02.10 01:48	modify	11	1.10	1.2156	1.2162	1.2241
29	2009.02.10 02:45	close	11	1.10	1.2175	1.2162	1.2241	171.66	11188.39
30	2009.02.11 00:50	buy	12	1.12	1.2444	1.2179	1.2494
31	2009.02.11 04:22	close	12	1.12	1.2439	1.2179	1.2494	-45.02	11143.37
32	2009.02.12 00:55	buy	13	1.11	1.2400	1.2360	1.2533
33	2009.02.12 02:45	close	13	1.11	1.2408	1.2360	1.2533	71.57	11214.94
34	2009.02.17 01:04	buy	14	1.12	1.2426	1.2386	1.2488
35	2009.02.17 03:18	close	14	1.12	1.2429	1.2386	1.2488	27.03	11241.97
36	2009.02.18 00:15	sell	15	1.12	1.2648	1.2688	1.2574
37	2009.02.18 02:37	close	15	1.12	1.2647	1.2688	1.2574	8.86	11250.83
38	2009.02.20 01:07	buy	16	1.13	1.2558	1.2518	1.2600
39	2009.02.20 02:53	close	16	1.13	1.2559	1.2518	1.2600	9.00	11259.83
40	2009.02.26 00:04	sell	17	1.13	1.2551	1.2614	1.2452
41	2009.02.26 02:34	close	17	1.13	1.2554	1.2614	1.2452	-27.00	11232.83
42	2009.02.27 00:00	sell	18	1.12	1.2529	1.2569	1.2409
43	2009.02.27 03:06	close	18	1.12	1.2527	1.2569	1.2409	17.88	11250.71
44	2009.03.17 00:48	buy	19	1.13	1.2706	1.2653	1.2741
45	2009.03.17 02:45	close	19	1.13	1.2709	1.2653	1.2741	26.67	11277.38
46	2009.03.20 01:32	buy	20	1.13	1.23836	1.2315	1.2403
47	2009.03.20 01:52	t/p	20	1.13	1.2403	1.2315	1.2403	176.75	11454.13
48	2009.03.25 01:25	buy	21	1.15	1.2297	1.2221	1.2324
49	2009.03.25 03:53	close	21	1.15	1.2298	1.2221	1.2324	9.35	11463.48
50	2009.04.02 00:29	buy	22	1.15	1.25915	1.2552	1.2680
51	2009.04.02 02:52	close	22	1.15	1.2592	1.2552	1.2680	4.57	11468.05
52	2009.04.15 00:10	sell	23	1.15	1.2156	1.2196	1.2056
53	2009.04.15 01:31	close	23	1.15	1.2143	1.2196	1.2056	123.12	11591.17
54	2009.04.17 00:25	sell	24	1.16	1.2106	1.2149	1.2041
55	2009.04.17 02:30	close	24	1.16	1.20918	1.2149	1.2041	136.22	11727.39
56	2009.04.23 01:01	buy	25	1.17	1.23908	1.2340	1.2417
57	2009.04.23 02:45	close	25	1.17	1.2391	1.2340	1.2417	1.89	11729.28
58	2009.04.28 00:04	sell	26	1.17	1.2214	1.2254	1.2070
59	2009.04.28 00:44	modify	26	1.17	1.2214	1.2210	1.2070
60	2009.04.28 02:11	close	26	1.17	1.2180	1.2210	1.2070	326.60	12055.88
61	2009.05.20 01:30	buy	27	1.21	1.15526	1.1513	1.1581
62	2009.05.20 03:45	close	27	1.21	1.1564	1.1513	1.1581	119.28	12175.16
63	2009.05.27 00:15	buy	28	1.22	1.11612	1.1121	1.1244
64	2009.05.27 04:44	close	28	1.22	1.1162	1.1121	1.1244	8.74	12183.90
65	2009.05.28 00:00	sell	29	1.22	1.1232	1.1272	1.1093
66	2009.05.28 01:32	modify	29	1.22	1.1232	1.1228	1.1093
67	2009.05.28 02:19	close	29	1.22	1.12085	1.1228	1.1093	255.79	12439.69
68	2009.06.04 00:18	sell	30	1.24	1.1115	1.1155	1.0953
69	2009.06.04 02:30	close	30	1.24	1.10992	1.1155	1.0953	176.52	12616.21
70	2009.06.23 00:00	sell	31	1.26	1.15474	1.1587	1.1505
71	2009.06.23 01:56	close	31	1.26	1.15324	1.1587	1.1505	163.89	12780.10
72	2009.06.25 00:02	sell	32	1.28	1.1582	1.1622	1.1429
73	2009.06.25 00:26	modify	32	1.28	1.1582	1.1578	1.1429
74	2009.06.25 02:30	close	32	1.28	1.1554	1.1578	1.1429	310.20	13090.30
75	2009.07.08 00:03	sell	33	1.31	1.1670	1.1710	1.1572
76	2009.07.08 02:31	close	33	1.31	1.1669	1.1710	1.1572	11.23	13101.53
77	2009.07.29 00:15	buy	34	1.31	1.08091	1.0769	1.0907
78	2009.07.29 02:37	close	34	1.31	1.0825	1.0769	1.0907	192.42	13293.95
79	2009.08.05 00:17	buy	35	1.33	1.0721	1.0669	1.0766
80	2009.08.05 07:35	close	35	1.33	1.0730	1.0669	1.0766	111.56	13405.51
81	2009.08.14 00:15	buy	36	1.34	1.0870	1.0830	1.0897
82	2009.08.14 02:45	close	36	1.34	1.08738	1.0830	1.0897	46.83	13452.34
83	2009.08.20 00:29	buy	37	1.35	1.0945	1.0905	1.1042
84	2009.08.20 02:45	close	37	1.35	1.09516	1.0905	1.1042	81.36	13533.70
85	2009.08.28 00:02	sell	38	1.35	1.0877	1.1022	1.0826
86	2009.08.28 02:34	close	38	1.35	1.08769	1.1022	1.0826	1.24	13534.94
87	2009.09.02 00:29	buy	39	1.35	1.1032	1.0947	1.1068
88	2009.09.02 02:45	close	39	1.35	1.10407	1.0947	1.1068	106.38	13641.32
89	2009.10.20 00:36	buy	40	1.36	1.0281	1.0241	1.0349
90	2009.10.20 02:09	close	40	1.36	1.0296	1.0241	1.0349	198.14	13839.46
91	2009.10.29 00:00	sell	41	1.38	1.08092	1.0849	1.0714
92	2009.10.29 02:30	close	41	1.38	1.0803	1.0849	1.0714	79.20	13918.66
93	2009.11.03 00:59	buy	42	1.39	1.07713	1.0731	1.0831
94	2009.11.03 02:45	close	42	1.39	1.07777	1.0731	1.0831	82.54	14001.20
95	2009.11.04 00:27	buy	43	1.40	1.0667	1.0627	1.0792
96	2009.11.04 02:50	close	43	1.40	1.0668	1.0627	1.0792	13.12	14014.32
97	2009.11.12 01:44	buy	44	1.40	1.0446	1.0406	1.0480
98	2009.11.12 02:45	close	44	1.40	1.04479	1.0406	1.0480	25.46	14039.78
99	2009.11.27 01:10	buy	45	1.40	1.0589	1.0549	1.0621
100	2009.11.27 02:28	modify	45	1.40	1.0589	1.0595	1.0621
101	2009.11.27 02:37	close	45	1.40	1.0616	1.0595	1.0621	356.07	14395.85
102	2009.12.02 00:00	sell	46	1.44	1.04656	1.0506	1.0400
103	2009.12.02 02:37	close	46	1.44	1.0465	1.0506	1.0400	8.26	14404.11
104	2009.12.04 00:01	sell	47	1.44	1.0547	1.0587	1.0508
105	2009.12.04 05:36	close	47	1.44	1.0567	1.0587	1.0508	-272.55	14131.56
106	2009.12.08 01:00	buy	48	1.41	1.05166	1.0477	1.0537
107	2009.12.08 08:34	close	48	1.41	1.0518	1.0477	1.0537	18.77	14150.33
108	2009.12.09 00:29	buy	49	1.42	1.0630	1.0590	1.0672
109	2009.12.09 02:27	close	49	1.42	1.0643	1.0590	1.0672	173.45	14323.78
110	2010.01.29 00:21	sell	50	1.43	1.0666	1.0706	1.0589
111	2010.01.29 03:06	close	50	1.43	1.0661	1.0706	1.0589	67.07	14390.85
112	2010.02.02 00:55	buy	51	1.44	1.0615	1.0575	1.0671
113	2010.02.02 02:46	close	51	1.44	1.0615	1.0575	1.0671	0.00	14390.85
114	2010.02.03 00:58	buy	52	1.44	1.0575	1.0535	1.0615
115	2010.02.03 05:13	close	52	1.44	1.0583	1.0535	1.0615	108.85	14499.70
116	2010.02.04 00:03	sell	53	1.45	1.0625	1.0665	1.0577
117	2010.02.04 01:50	close	53	1.45	1.06193	1.0665	1.0577	77.83	14577.53
118	2010.02.09 00:14	sell	54	1.46	1.0746	1.0786	1.0667
119	2010.02.09 03:11	close	54	1.46	1.0746	1.0786	1.0667	0.00	14577.53
120	2010.02.10 00:54	buy	55	1.46	1.0665	1.0625	1.0758
121	2010.02.10 02:45	close	55	1.46	1.06737	1.0625	1.0758	119.00	14696.53
122	2010.02.12 00:00	sell	56	1.47	1.05114	1.0613	1.0474
123	2010.02.12 02:30	close	56	1.47	1.05057	1.0613	1.0474	79.76	14776.29
124	2010.03.11 01:00	buy	57	1.48	1.02488	1.0209	1.0275
125	2010.03.11 02:45	close	57	1.48	1.02541	1.0209	1.0275	76.50	14852.79