通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2009.01.02 07:00 - 2011.02.25 23:55 (2009.01.01 - 2011.02.28)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	138906	Ticks modelled	18553460	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	1000.00
Total net profit	522.93	Gross profit	699.15	Gross loss	-176.22
Profit factor	3.97	Expected payoff	5.88
Absolute drawdown	35.14	Maximal drawdown	102.15 (6.61%)	Relative drawdown	6.61% (102.15)
Total trades	89	Short positions (won %)	89 (76.40%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	68 (76.40%)	Loss trades (% of total)	21 (23.60%)
Largest		profit trade	26.45	loss trade	-22.12
Average		profit trade	10.28	loss trade	-8.39
Maximum		consecutive wins (profit in money)	17 (164.80)	consecutive losses (loss in money)	4 (-31.63)
Maximal		consecutive profit (count of wins)	191.99 (16)	consecutive loss (count of losses)	-37.11 (3)
Average		consecutive wins	5	consecutive losses	2

#	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	2009.01.05 23:46	sell	1	0.10	93.430	94.016	93.230
2	2009.01.05 23:46	sell	2	0.10	93.497	94.083	93.297
3	2009.01.05 23:47	sell	3	0.10	93.562	94.148	93.362
4	2009.01.05 23:54	modify	3	0.10	93.562	93.522	93.362
5	2009.01.05 23:54	close	3	0.10	93.386	93.522	93.362	18.85	1018.85
6	2009.01.05 23:54	modify	2	0.10	93.497	93.457	93.297
7	2009.01.05 23:55	s/l	2	0.10	93.457	93.457	93.297	4.28	1023.13
8	2009.01.06 00:03	modify	1	0.10	93.430	93.390	93.230
9	2009.01.06 00:25	close	1	0.10	93.256	93.390	93.230	18.47	1041.60
10	2009.01.12 23:45	sell	4	0.10	89.200	89.786	89.000
11	2009.01.13 04:45	close	4	0.10	89.396	89.786	89.000	-22.12	1019.48
12	2009.01.13 23:45	sell	5	0.10	89.328	89.914	89.128
13	2009.01.13 23:46	sell	6	0.10	89.389	89.975	89.189
14	2009.01.14 01:34	close	6	0.10	89.346	89.975	89.189	4.61	1024.10
15	2009.01.14 01:34	close	5	0.10	89.346	89.914	89.128	-2.20	1021.89
16	2009.01.29 23:46	sell	7	0.10	89.991	90.577	89.791
17	2009.01.30 01:19	close	7	0.10	89.936	90.577	89.791	5.92	1027.82
18	2009.02.03 23:52	sell	8	0.10	89.440	90.026	89.240
19	2009.02.04 01:23	close	8	0.10	89.356	90.026	89.240	9.21	1037.02
20	2009.02.10 23:45	sell	9	0.10	90.480	91.066	90.280
21	2009.02.10 23:46	sell	10	0.10	90.550	91.136	90.350
22	2009.02.11 00:02	modify	10	0.10	90.550	90.510	90.350
23	2009.02.11 00:07	close	10	0.10	90.360	90.510	90.350	20.84	1057.86
24	2009.02.11 00:07	modify	9	0.10	90.480	90.440	90.280
25	2009.02.11 00:08	s/l	9	0.10	90.440	90.440	90.280	4.22	1062.08
26	2009.02.23 23:55	sell	11	0.11	94.670	95.256	94.470
27	2009.02.24 00:25	modify	11	0.11	94.670	94.630	94.470
28	2009.02.24 00:28	close	11	0.11	94.495	94.630	94.470	20.16	1082.24
29	2009.02.26 23:48	sell	12	0.11	98.430	99.016	98.230
30	2009.02.26 23:50	sell	13	0.11	98.500	99.086	98.300
31	2009.02.27 01:12	modify	13	0.11	98.500	98.460	98.300
32	2009.02.27 01:12	close	13	0.11	98.386	98.460	98.300	12.54	1094.77
33	2009.02.27 01:12	close	12	0.11	98.386	99.016	98.230	4.71	1099.48
34	2009.03.02 23:47	sell	14	0.11	97.460	98.046	97.260
35	2009.03.03 00:13	modify	14	0.11	97.460	97.420	97.260
36	2009.03.03 00:27	close	14	0.11	97.286	97.420	97.260	19.46	1118.93
37	2009.03.04 23:59	sell	15	0.11	99.166	99.752	98.966
38	2009.03.05 01:30	modify	15	0.11	99.166	99.126	98.966
39	2009.03.05 01:33	close	15	0.11	98.995	99.126	98.966	18.36	1137.29
40	2009.03.05 23:45	sell	16	0.11	98.050	98.636	97.850
41	2009.03.05 23:52	sell	17	0.11	98.110	98.696	97.910
42	2009.03.06 00:03	modify	17	0.11	98.110	98.070	97.910
43	2009.03.06 00:13	modify	16	0.11	98.050	98.010	97.850
44	2009.03.06 00:16	s/l	16	0.11	98.010	98.010	97.850	4.28	1141.56
45	2009.03.06 00:32	s/l	17	0.11	98.070	98.070	97.910	4.28	1145.84
46	2009.03.10 23:58	sell	18	0.11	98.730	99.316	98.530
47	2009.03.11 02:25	close	18	0.11	98.693	99.316	98.530	3.91	1149.75
48	2009.03.23 23:45	sell	19	0.11	97.141	97.727	96.941
49	2009.03.24 00:29	modify	19	0.11	97.141	97.101	96.941
50	2009.03.24 00:36	close	19	0.11	96.969	97.101	96.941	19.30	1169.04
51	2009.03.25 23:47	sell	20	0.12	97.654	98.240	97.454
52	2009.03.26 00:22	modify	20	0.12	97.654	97.614	97.454
53	2009.03.26 00:23	close	20	0.12	97.511	97.614	97.454	16.90	1185.94
54	2009.03.26 23:56	sell	21	0.12	98.854	99.440	98.654
55	2009.03.27 00:13	modify	21	0.12	98.854	98.814	98.654
56	2009.03.27 00:16	close	21	0.12	98.722	98.814	98.654	15.82	1201.75
57	2009.04.06 23:47	sell	22	0.12	101.073	101.659	100.873
58	2009.04.07 00:08	close	22	0.12	100.969	101.659	100.873	12.13	1213.88
59	2009.04.07 23:56	sell	23	0.12	100.531	101.117	100.331
60	2009.04.08 02:04	close	23	0.12	100.568	101.117	100.331	-4.64	1209.24
61	2009.04.13 23:45	sell	24	0.12	100.156	100.742	99.956
62	2009.04.14 00:42	modify	24	0.12	100.156	100.116	99.956
63	2009.04.14 00:58	close	24	0.12	100.049	100.116	99.956	12.60	1221.83
64	2009.04.16 23:50	sell	25	0.12	99.391	99.977	99.191
65	2009.04.17 04:22	close	25	0.12	99.541	99.977	99.191	-18.31	1203.52
66	2009.04.20 23:55	sell	26	0.12	97.972	98.558	97.772
67	2009.04.21 01:50	close	26	0.12	97.986	98.558	97.772	-1.94	1201.57
68	2009.04.23 23:47	sell	27	0.12	98.128	98.714	97.928
69	2009.04.24 00:00	modify	27	0.12	98.128	98.088	97.928
70	2009.04.24 00:18	close	27	0.12	97.949	98.088	97.928	21.70	1223.27
71	2009.05.04 23:54	sell	28	0.12	98.962	99.548	98.762
72	2009.05.05 00:16	modify	28	0.12	98.962	98.922	98.762
73	2009.05.05 00:17	close	28	0.12	98.790	98.922	98.762	20.66	1243.93
74	2009.05.13 23:47	sell	29	0.12	95.409	95.995	95.209
75	2009.05.14 00:00	modify	29	0.12	95.409	95.369	95.209
76	2009.05.14 00:04	close	29	0.12	95.239	95.369	95.209	20.72	1264.64
77	2009.05.25 23:53	sell	30	0.13	94.884	95.470	94.684
78	2009.05.26 00:09	close	30	0.13	94.823	95.470	94.684	8.11	1272.75
79	2009.05.28 23:55	sell	31	0.13	96.960	97.546	96.760
80	2009.05.29 00:06	modify	31	0.13	96.960	96.920	96.760
81	2009.05.29 00:43	s/l	31	0.13	96.920	96.920	96.760	5.11	1277.86
82	2009.06.04 23:52	sell	32	0.13	96.698	97.284	96.498
83	2009.06.05 01:50	close	32	0.13	96.633	97.284	96.498	8.49	1286.34
84	2009.06.11 23:57	sell	33	0.13	97.670	98.256	97.470
85	2009.06.11 23:59	sell	34	0.13	97.733	98.319	97.533
86	2009.06.12 01:09	modify	34	0.13	97.733	97.693	97.533
87	2009.06.12 01:10	close	34	0.13	97.582	97.693	97.533	19.87	1306.21
88	2009.06.12 01:10	close	33	0.13	97.582	98.256	97.470	11.47	1317.68
89	2009.06.15 23:50	sell	35	0.13	97.879	98.465	97.679
90	2009.06.16 00:11	close	35	0.13	97.815	98.465	97.679	8.26	1325.93
91	2009.06.25 23:49	sell	36	0.13	95.989	96.575	95.789
92	2009.06.26 01:25	close	36	0.13	95.952	96.575	95.789	4.76	1330.69
93	2009.06.29 23:51	sell	37	0.13	96.128	96.714	95.928
94	2009.06.30 02:44	close	37	0.13	96.106	96.714	95.928	2.73	1333.42
95	2009.07.02 23:47	sell	38	0.13	96.012	96.598	95.812
96	2009.07.03 01:34	close	38	0.13	95.915	96.598	95.812	12.90	1346.31
97	2009.07.13 23:53	sell	39	0.13	93.001	93.587	92.801
98	2009.07.14 01:07	close	39	0.13	92.952	93.587	92.801	6.60	1352.91
99	2009.08.25 23:46	sell	40	0.14	94.202	94.788	94.002
100	2009.08.26 00:49	close	40	0.14	94.188	94.788	94.002	1.81	1354.72
101	2009.09.02 23:46	sell	41	0.14	92.243	92.829	92.043
102	2009.09.03 00:44	close	41	0.14	92.213	92.829	92.043	3.73	1358.45
103	2009.09.10 23:49	sell	42	0.14	91.773	92.359	91.573
104	2009.09.11 01:21	close	42	0.14	91.744	92.359	91.573	4.16	1362.60
105	2009.09.23 23:47	sell	43	0.14	91.452	92.038	91.252
106	2009.09.24 01:50	close	43	0.14	91.422	92.038	91.252	3.77	1366.38
107	2009.11.11 23:59	sell	44	0.14	89.856	90.442	89.656
108	2009.11.12 03:15	close	44	0.14	89.865	90.442	89.656	-2.22	1364.16
109	2009.12.01 23:45	sell	45	0.14	86.743	87.329	86.543
110	2009.12.02 01:25	close	45	0.14	86.677	87.329	86.543	10.39	1374.54
111	2009.12.03 23:47	sell	46	0.14	88.248	88.834	88.048
112	2009.12.03 23:48	sell	47	0.14	88.310	88.896	88.110
113	2009.12.04 02:14	close	47	0.14	88.262	88.896	88.110	7.34	1381.88
114	2009.12.04 02:14	close	46	0.14	88.262	88.834	88.048	-2.49	1379.39
115	2009.12.08 23:53	sell	48	0.14	88.424	89.010	88.224
116	2009.12.09 00:50	close	48	0.14	88.358	89.010	88.224	10.19	1389.57
117	2009.12.10 23:47	sell	49	0.14	88.249	88.835	88.049
118	2009.12.11 01:51	close	49	0.14	88.240	88.835	88.049	1.16	1390.73
119	2010.01.07 23:59	sell	50	0.14	93.332	93.918	93.132
120	2010.01.08 01:55	close	50	0.14	93.435	93.918	93.132	-15.70	1375.03
121	2010.01.11 23:45	sell	51	0.14	92.131	92.717	91.931
122	2010.01.12 01:00	close	51	0.14	92.080	92.717	91.931	7.48	1382.51
123	2010.01.21 23:47	sell	52	0.14	90.463	91.049	90.263
124	2010.01.22 00:42	close	52	0.14	90.384	91.049	90.263	11.97	1394.47
125	2010.02.09 23:45	sell	53	0.14	89.672	90.258	89.472
126	2010.02.10 04:00	close	53	0.14	89.804	90.258	89.472	-20.85	1373.62
127	2010.02.15 23:45	sell	54	0.14	89.986	90.572	89.786
128	2010.02.16 00:13	close	54	0.14	89.990	90.572	89.786	-0.89	1372.73
129	2010.02.18 23:45	sell	55	0.14	91.762	92.348	91.562
130	2010.02.19 02:22	close	55	0.14	91.861	92.348	91.562	-15.36	1357.36
131	2010.03.01 23:53	sell	56	0.14	89.125	89.711	88.925
132	2010.03.02 01:34	close	56	0.14	89.116	89.711	88.925	1.14	1358.50
133	2010.03.02 23:47	sell	57	0.14	88.800	89.386	88.600
134	2010.03.03 02:05	close	57	0.14	88.748	89.386	88.600	7.93	1366.43
135	2010.03.03 23:45	sell	58	0.14	88.476	89.062	88.276
136	2010.03.04 03:18	close	58	0.14	88.502	89.062	88.276	-4.93	1361.50
137	2010.03.04 23:48	sell	59	0.14	89.138	89.724	88.938
138	2010.03.04 23:57	close	59	0.14	89.087	89.724	88.938	8.01	1369.51
139	2010.04.15 23:54	sell	60	0.14	93.077	93.663	92.877
140	2010.04.16 02:13	close	60	0.14	93.027	93.663	92.877	7.25	1376.76
141	2010.04.28 23:46	sell	61	0.14	94.140	94.726	93.940
142	2010.04.29 00:26	modify	61	0.14	94.140	94.100	93.940
143	2010.04.29 00:26	close	61	0.14	94.025	94.100	93.940	16.30	1393.06
144	2010.04.29 23:59	sell	62	0.14	94.095	94.681	93.895
145	2010.04.30 01:00	close	62	0.14	94.040	94.681	93.895	7.92	1400.97
146	2010.05.04 23:46	sell	63	0.14	94.733	95.319	94.533
147	2010.05.05 00:30	modify	63	0.14	94.733	94.693	94.533
148	2010.05.05 00:45	s/l	63	0.14	94.693	94.693	94.533	5.65	1406.62
149	2010.05.05 23:51	sell	64	0.14	93.939	94.525	93.739
150	2010.05.06 00:55	close	64	0.14	93.855	94.525	93.739	11.71	1418.33
151	2010.05.06 23:45	sell	65	0.14	90.752	91.338	90.552
152	2010.05.06 23:50	sell	66	0.14	90.813	91.399	90.613
153	2010.05.07 00:10	modify	66	0.14	90.813	90.773	90.613
154	2010.05.07 00:11	modify	65	0.14	90.752	90.712	90.552
155	2010.05.07 00:11	close	66	0.14	90.640	90.773	90.613	26.45	1444.78
156	2010.05.07 00:12	close	65	0.14	90.582	90.712	90.552	26.00	1470.78
157	2010.07.12 23:45	sell	67	0.15	88.662	89.248	88.462
158	2010.07.13 01:11	close	67	0.15	88.656	89.248	88.462	0.73	1471.50
159	2010.08.17 23:45	sell	68	0.15	85.582	86.168	85.382
160	2010.08.18 02:07	close	68	0.15	85.572	86.168	85.382	1.46	1472.96
161	2010.08.24 23:49	sell	69	0.15	84.110	84.696	83.910
162	2010.08.25 01:55	close	69	0.15	84.176	84.696	83.910	-12.05	1460.91
163	2010.08.26 23:52	sell	70	0.15	84.497	85.083	84.297
164	2010.08.27 00:21	close	70	0.15	84.412	85.083	84.297	14.81	1475.72
165	2010.08.30 23:49	sell	71	0.15	84.627	85.213	84.427
166	2010.08.31 00:06	close	71	0.15	84.539	85.213	84.427	15.32	1491.03
167	2010.09.13 23:51	sell	72	0.15	83.725	84.311	83.525
168	2010.09.14 00:30	close	72	0.15	83.651	84.311	83.525	12.98	1504.01
169	2010.09.21 23:45	sell	73	0.15	85.146	85.732	84.946
170	2010.09.22 01:14	close	73	0.15	85.112	85.732	84.946	5.70	1509.71
171	2010.09.22 23:55	sell	74	0.15	84.547	85.133	84.347
172	2010.09.23 07:49	close	74	0.15	84.612	85.133	84.347	-12.40	1497.31
173	2010.09.30 23:48	sell	75	0.15	83.520	84.106	83.320
174	2010.10.01 01:56	close	75	0.15	83.552	84.106	83.320	-6.03	1491.28
175	2010.10.13 23:48	sell	76	0.15	81.800	82.386	81.600
176	2010.10.14 01:29	close	76	0.15	81.801	82.386	81.600	-1.06	1490.22
177	2010.11.03 23:53	sell	77	0.15	81.179	81.765	80.979
178	2010.11.04 00:34	modify	77	0.15	81.179	81.139	80.979
179	2010.11.04 01:03	close	77	0.15	81.035	81.139	80.979	25.78	1516.00
180	2010.11.10 23:46	sell	78	0.15	82.331	82.917	82.131
181	2010.11.11 00:22	close	78	0.15	82.231	82.917	82.131	17.36	1533.37
182	2010.11.22 23:56	sell	79	0.15	83.322	83.908	83.122
183	2010.11.23 00:27	close	79	0.15	83.286	83.908	83.122	6.19	1539.55
184	2010.12.01 23:53	sell	80	0.15	84.208	84.794	84.008
185	2010.12.02 00:09	close	80	0.15	84.192	84.794	84.008	1.97	1541.53
186	2010.12.06 23:46	sell	81	0.15	82.678	83.264	82.478
187	2010.12.07 00:40	close	81	0.15	82.657	83.264	82.478	3.52	1545.04
188	2010.12.09 23:59	sell	82	0.15	83.746	84.332	83.546
189	2010.12.10 02:25	close	82	0.15	83.782	84.332	83.546	-6.74	1538.30
190	2010.12.20 23:51	sell	83	0.15	83.784	84.370	83.584
191	2010.12.21 02:40	close	83	0.15	83.788	84.370	83.584	-1.01	1537.29
192	2010.12.21 23:48	sell	84	0.15	83.771	84.357	83.571
193	2010.12.22 05:38	close	84	0.15	83.801	84.357	83.571	-5.66	1531.63
194	2011.01.12 23:56	sell	85	0.15	82.991	83.577	82.791
195	2011.01.13 04:20	close	85	0.15	83.087	83.577	82.791	-18.21	1513.42
196	2011.01.27 23:45	sell	86	0.15	82.918	83.504	82.718
197	2011.01.28 00:38	close	86	0.15	82.869	83.504	82.718	8.58	1522.00
198	2011.02.07 23:45	sell	87	0.15	82.327	82.913	82.127
199	2011.02.08 01:22	close	87	0.15	82.333	82.913	82.127	-1.38	1520.61
200	2011.02.21 23:46	sell	88	0.15	83.139	83.725	82.939
201	2011.02.22 01:30	close	88	0.15	83.136	83.725	82.939	0.25	1520.86
202	2011.02.22 23:56	sell	89	0.15	82.763	83.349	82.563
203	2011.02.23 01:23	close	89	0.15	82.750	83.349	82.563	2.07	1522.93