通貨ペア		CADJPY TestSpread 7
期間		5分足(M5) 2009.01.26 06:05 - 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	97508	Ticks modelled	15976010	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	8211.40	Gross profit	10935.25	Gross loss	-2723.85
Profit factor	4.01	Expected payoff	76.03
Absolute drawdown	290.15	Maximal drawdown	828.71 (5.26%)	Relative drawdown	5.63% (804.93)
Total trades	108	Short positions (won %)	61 (77.05%)	Long positions (won %)	47 (85.11%)
		Profit trades (% of total)	87 (80.56%)	Loss trades (% of total)	21 (19.44%)
Largest		profit trade	451.73	loss trade	-546.59
Average		profit trade	125.69	loss trade	-129.71
Maximum		consecutive wins (profit in money)	20 (3330.12)	consecutive losses (loss in money)	2 (-428.19)
Maximal		consecutive profit (count of wins)	3330.12 (20)	consecutive loss (count of losses)	-546.59 (1)
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	2009.01.29 01:10	sell	1	1.00	74.55	75.17	74.30
2	2009.01.29 02:36	close	1	1.00	74.53	75.17	74.30	22.32	10022.32
3	2009.02.03 00:54	buy	2	1.00	71.88	71.46	72.08
4	2009.02.03 03:10	close	2	1.00	71.79	71.46	72.08	-100.47	9921.85
5	2009.02.04 00:35	sell	3	0.99	72.67	73.29	72.42
6	2009.02.04 02:27	close	3	0.99	72.56	73.29	72.42	121.53	10043.38
7	2009.02.11 00:50	sell	4	1.00	72.74	73.36	72.49
8	2009.02.11 03:43	close	4	1.00	72.82	73.36	72.49	-89.27	9954.11
9	2009.02.12 00:58	sell	5	1.00	72.92	73.54	72.67
10	2009.02.12 01:41	close	5	1.00	72.81	73.54	72.67	122.76	10076.87
11	2009.02.13 00:35	sell	6	1.01	73.17	73.79	72.92
12	2009.02.13 02:04	close	6	1.01	73.06	73.79	72.92	123.98	10200.85
13	2009.02.17 00:59	sell	7	1.02	73.82	74.44	73.57
14	2009.02.17 03:21	close	7	1.02	73.79	74.44	73.57	34.15	10235.00
15	2009.02.18 00:28	buy	8	1.02	73.03	72.61	73.23
16	2009.02.18 02:09	close	8	1.02	73.06	72.61	73.23	34.16	10269.16
17	2009.02.25 00:54	buy	9	1.03	77.79	77.37	77.99
18	2009.02.25 01:30	close	9	1.03	77.90	77.37	77.99	126.48	10395.64
19	2009.02.26 00:32	buy	10	1.04	77.57	77.15	77.77
20	2009.02.26 01:36	close	10	1.04	77.57	77.15	77.77	0.00	10395.64
21	2009.03.03 00:17	buy	11	1.04	75.32	74.90	75.52
22	2009.03.03 00:48	close	11	1.04	75.50	74.90	75.52	208.97	10604.61
23	2009.03.04 00:39	buy	12	1.06	75.86	75.44	76.06
24	2009.03.04 02:12	close	12	1.06	75.91	75.44	76.06	59.16	10663.77
25	2009.03.05 00:47	buy	13	1.07	77.69	77.27	77.89
26	2009.03.05 00:58	close	13	1.07	77.80	77.27	77.89	131.40	10795.17
27	2009.03.18 00:49	sell	14	1.08	77.71	78.33	77.46
28	2009.03.18 03:08	close	14	1.08	77.80	78.33	77.46	-108.47	10686.70
29	2009.03.27 00:55	sell	15	1.07	80.37	80.99	80.12
30	2009.03.27 02:47	close	15	1.07	80.26	80.99	80.12	131.35	10818.05
31	2009.03.31 01:01	sell	16	1.08	77.299	77.92	77.05
32	2009.03.31 01:02	close	16	1.08	77.06	77.92	77.05	288.04	11106.09
33	2009.03.31 01:03	sell	17	1.11	77.386	78.01	77.14
34	2009.03.31 01:03	t/p	17	1.11	77.14	78.01	77.14	304.72	11410.81
35	2009.03.31 01:04	sell	18	1.14	77.335	77.96	77.09
36	2009.03.31 01:04	t/p	18	1.14	77.09	77.96	77.09	311.69	11722.50
37	2009.04.01 00:36	buy	19	1.17	78.328	77.91	78.53
38	2009.04.01 01:20	close	19	1.17	78.38	77.91	78.53	67.91	11790.41
39	2009.04.03 00:30	sell	20	1.18	80.51	81.13	80.26
40	2009.04.03 01:15	close	20	1.18	80.37	81.13	80.26	184.35	11974.76
41	2009.04.10 00:41	sell	21	1.20	82.04	82.66	81.79
42	2009.04.10 01:03	close	21	1.20	81.94	82.66	81.79	133.92	12108.68
43	2009.04.15 00:30	buy	22	1.21	81.274	80.85	81.47
44	2009.04.15 01:27	close	22	1.21	81.37	80.85	81.47	129.67	12238.35
45	2009.04.17 00:29	buy	23	1.22	82.03	81.61	82.23
46	2009.04.17 01:56	close	23	1.22	82.13	81.61	82.23	136.19	12374.54
47	2009.04.22 00:33	buy	24	1.24	79.77	79.35	79.97
48	2009.04.22 02:24	close	24	1.24	79.77	79.35	79.97	0.00	12374.54
49	2009.04.24 00:47	sell	25	1.24	80.18	80.80	79.93
50	2009.04.24 01:14	close	25	1.24	80.08	80.80	79.93	138.38	12512.92
51	2009.04.28 00:37	buy	26	1.25	79.17	78.75	79.37
52	2009.04.28 01:01	close	26	1.25	79.31	78.75	79.37	195.35	12708.27
53	2009.05.05 00:53	sell	27	1.27	84.37	84.99	84.12
54	2009.05.05 02:16	close	27	1.27	84.27	84.99	84.12	141.73	12850.00
55	2009.05.08 00:48	sell	28	1.29	84.88	85.50	84.63
56	2009.05.08 01:30	close	28	1.29	84.72	85.50	84.63	230.33	13080.33
57	2009.05.13 00:49	buy	29	1.31	82.89	82.47	83.09
58	2009.05.13 01:19	close	29	1.31	82.98	82.47	83.09	131.61	13211.94
59	2009.05.14 00:46	sell	30	1.32	81.272	81.89	81.02
60	2009.05.14 01:04	close	30	1.32	81.047	81.89	81.02	331.44	13543.38
61	2009.05.19 00:49	buy	31	1.35	82.72	82.30	82.92
62	2009.05.19 01:22	close	31	1.35	82.76	82.30	82.92	60.29	13603.67
63	2009.05.22 00:32	sell	32	1.36	83.16	83.78	82.91
64	2009.05.22 01:12	close	32	1.36	82.99	83.78	82.91	258.00	13861.67
65	2009.05.26 00:53	sell	33	1.39	84.43	85.05	84.18
66	2009.05.26 01:06	close	33	1.39	84.38	85.05	84.18	77.56	13939.23
67	2009.06.04 00:41	buy	34	1.39	86.20	85.78	86.40
68	2009.06.04 01:40	close	34	1.39	86.25	85.78	86.40	77.59	14016.82
69	2009.06.05 00:35	buy	35	1.40	88.02	87.60	88.22
70	2009.06.05 03:24	close	35	1.40	87.96	87.60	88.22	-93.78	13923.04
71	2009.06.10 00:16	buy	36	1.39	88.16	87.74	88.36
72	2009.06.10 00:49	close	36	1.39	88.20	87.74	88.36	62.06	13985.10
73	2009.06.17 00:29	buy	37	1.40	84.91	84.49	85.11
74	2009.06.17 01:41	close	37	1.40	84.905	84.49	85.11	-7.82	13977.28
75	2009.06.26 00:48	sell	38	1.40	83.09	83.71	82.84
76	2009.06.26 01:45	close	38	1.40	83.06	83.71	82.84	46.87	14024.15
77	2009.06.30 00:42	sell	39	1.40	83.06	83.68	82.81
78	2009.06.30 03:44	close	39	1.40	83.16	83.68	82.81	-156.23	13867.92
79	2009.07.03 00:26	buy	40	1.39	82.45	82.03	82.65
80	2009.07.03 02:09	close	40	1.39	82.48	82.03	82.65	46.55	13914.47
81	2009.07.07 00:44	sell	41	1.39	82.26	82.88	82.01
82	2009.07.07 01:00	close	41	1.39	82.20	82.88	82.01	93.07	14007.54
83	2009.07.10 01:12	sell	42	1.40	80.04	80.66	79.79
84	2009.07.10 03:18	close	42	1.40	80.09	80.66	79.79	-78.11	13929.43
85	2009.07.14 00:42	sell	43	1.39	80.76	81.38	80.51
86	2009.07.14 02:07	close	43	1.39	80.78	81.38	80.51	-31.02	13898.41
87	2009.08.06 00:32	buy	44	1.39	88.67	88.25	88.87
88	2009.08.06 01:37	close	44	1.39	88.68	88.25	88.87	15.51	13913.92
89	2009.08.26 00:22	buy	45	1.39	86.658	86.24	86.86
90	2009.08.26 01:01	close	45	1.39	86.71	86.24	86.86	80.69	13994.61
91	2009.09.03 01:10	sell	46	1.40	83.476	84.10	83.23
92	2009.09.03 01:52	close	46	1.40	83.43	84.10	83.23	71.86	14066.47
93	2009.09.18 00:45	buy	47	1.41	85.41	84.99	85.61
94	2009.09.18 01:15	close	47	1.41	85.492	84.99	85.61	129.07	14195.54
95	2009.09.24 01:02	sell	48	1.42	85.03	85.65	84.78
96	2009.09.24 02:52	close	48	1.42	84.96	85.65	84.78	110.93	14306.47
97	2009.09.29 00:58	sell	49	1.43	82.61	83.23	82.36
98	2009.09.29 05:23	close	49	1.43	82.80	83.23	82.36	-303.20	14003.27
99	2009.10.01 01:12	sell	50	1.40	83.96	84.58	83.71
100	2009.10.01 03:13	close	50	1.40	84.04	84.58	83.71	-124.99	13878.28
101	2009.10.20 00:46	sell	51	1.39	88.11	88.73	87.86
102	2009.10.20 01:33	close	51	1.39	88.07	88.73	87.86	62.05	13940.33
103	2009.10.29 00:18	buy	52	1.39	83.88	83.46	84.08
104	2009.10.29 00:56	close	52	1.39	83.922	83.46	84.08	65.17	14005.50
105	2009.11.04 00:58	sell	53	1.40	84.73	85.35	84.48
106	2009.11.04 02:00	close	53	1.40	84.69	85.35	84.48	62.49	14067.99
107	2009.11.06 00:25	buy	54	1.41	85.13	84.71	85.33
108	2009.11.06 00:59	close	54	1.41	85.15	84.71	85.33	31.48	14099.47
109	2009.11.12 00:41	sell	55	1.41	85.93	86.55	85.68
110	2009.11.12 04:33	close	55	1.41	86.04	86.55	85.68	-173.09	13926.38
111	2009.11.18 00:31	sell	56	1.39	84.97	85.59	84.72
112	2009.11.18 01:01	close	56	1.39	84.93	85.59	84.72	62.05	13988.43
113	2009.11.26 00:36	sell	57	1.40	83.56	84.18	83.31
114	2009.11.26 02:00	close	57	1.40	83.545	84.18	83.31	23.43	14011.86
115	2009.11.27 00:53	sell	58	1.40	81.69	82.31	81.44
116	2009.11.27 01:28	close	58	1.40	81.54	82.31	81.44	234.35	14246.21
117	2009.12.02 00:18	buy	59	1.42	82.80	82.38	83.00
118	2009.12.02 00:40	close	59	1.42	82.89	82.38	83.00	142.67	14388.88
119	2009.12.03 00:58	buy	60	1.44	83.14	82.72	83.34
120	2009.12.03 01:41	close	60	1.44	83.18	82.72	83.34	64.30	14453.18
121	2009.12.04 00:26	buy	61	1.45	83.59	83.17	83.79
122	2009.12.04 01:37	close	61	1.45	83.56	83.17	83.79	-48.56	14404.62
123	2009.12.08 00:59	sell	62	1.44	85.10	85.72	84.85
124	2009.12.08 01:09	close	62	1.44	85.028	85.72	84.85	115.70	14520.32
125	2009.12.09 00:52	sell	63	1.45	83.14	83.76	82.89
126	2009.12.09 01:50	close	63	1.45	83.13	83.76	82.89	16.18	14536.50
127	2009.12.10 01:13	sell	64	1.45	83.46	84.08	83.21
128	2009.12.10 03:11	close	64	1.45	83.41	84.08	83.21	80.90	14617.40
129	2009.12.11 00:55	buy	65	1.46	83.88	83.46	84.08
130	2009.12.11 01:10	close	65	1.46	83.96	83.46	84.08	130.39	14747.79
131	2009.12.22 00:48	buy	66	1.47	85.78	85.36	85.98
132	2009.12.22 03:01	close	66	1.47	85.77	85.36	85.98	-16.41	14731.38
133	2009.12.29 00:49	sell	67	1.47	87.84	88.46	87.59
134	2009.12.29 04:54	close	67	1.47	87.87	88.46	87.59	-49.21	14682.17
135	2010.01.05 00:43	buy	68	1.47	88.83	88.41	89.03
136	2010.01.05 01:06	close	68	1.47	88.873	88.41	89.03	70.56	14752.73
137	2010.01.05 01:06	sell	69	1.48	88.89	89.51	88.64
138	2010.01.05 01:41	close	69	1.48	88.76	89.51	88.64	214.71	14967.44
139	2010.01.06 01:05	sell	70	1.50	88.30	88.92	88.05
140	2010.01.06 02:10	close	70	1.50	88.25	88.92	88.05	83.69	15051.13
141	2010.01.07 00:53	buy	71	1.51	89.39	88.97	89.59
142	2010.01.07 02:08	close	71	1.51	89.43	88.97	89.59	67.42	15118.55
143	2010.01.08 00:56	sell	72	1.51	90.16	90.78	89.91
144	2010.01.08 02:45	close	72	1.51	90.35	90.78	89.91	-320.17	14798.38
145	2010.01.15 00:30	sell	73	1.48	89.14	89.76	88.89
146	2010.01.15 03:28	close	73	1.48	89.09	89.76	88.89	82.58	14880.96
147	2010.01.26 00:24	buy	74	1.49	85.25	84.83	85.45
148	2010.01.26 00:30	close	74	1.49	85.32	84.83	85.45	116.44	14997.40
149	2010.01.27 00:54	buy	75	1.50	84.35	83.93	84.55
150	2010.01.27 01:06	close	75	1.50	84.40	83.93	84.55	83.73	15081.13
151	2010.01.28 01:06	sell	76	1.51	84.57	85.19	84.32
152	2010.01.28 02:27	close	76	1.51	84.48	85.19	84.32	151.66	15232.79
153	2010.02.03 00:57	sell	77	1.52	85.46	86.08	85.21
154	2010.02.03 04:17	close	77	1.52	85.51	86.08	85.21	-84.81	15147.98
155	2010.02.04 00:41	buy	78	1.51	85.63	85.21	85.83
156	2010.02.04 01:40	close	78	1.51	85.65	85.21	85.83	33.71	15181.69
157	2010.02.05 00:37	buy	79	1.52	82.89	82.47	83.09
158	2010.02.05 01:47	close	79	1.52	82.96	82.47	83.09	118.78	15300.47
159	2010.02.09 00:15	buy	80	1.53	83.09	82.67	83.29
160	2010.02.09 02:24	close	80	1.53	82.96	82.67	83.29	-222.03	15078.44
161	2010.02.10 00:47	sell	81	1.51	84.04	84.66	83.79
162	2010.02.10 02:36	close	81	1.51	84.12	84.66	83.79	-134.80	14943.64
163	2010.02.19 00:43	sell	82	1.49	87.83	88.45	87.58
164	2010.02.19 01:48	close	82	1.49	87.60	88.45	87.58	382.44	15326.08
165	2010.03.03 01:00	sell	83	1.53	85.769	86.39	85.52
166	2010.03.03 03:08	close	83	1.53	85.69	86.39	85.52	134.88	15460.96
167	2010.03.05 00:15	buy	84	1.55	86.37	85.95	86.57
168	2010.03.05 01:25	close	84	1.55	86.39	85.95	86.57	34.60	15495.56
169	2010.03.09 00:16	buy	85	1.55	87.84	87.42	88.04
170	2010.03.09 00:57	close	85	1.55	87.86	87.42	88.04	34.61	15530.17
171	2010.03.09 01:05	sell	86	1.55	87.91	88.53	87.66
172	2010.03.09 01:55	close	86	1.55	87.85	88.53	87.66	103.78	15633.95
173	2010.03.11 00:58	sell	87	1.56	88.28	88.90	88.03
174	2010.03.11 02:35	close	87	1.56	88.29	88.90	88.03	-17.41	15616.54
175	2010.03.31 00:22	buy	88	1.56	91.00	90.58	91.20
176	2010.03.31 01:20	close	88	1.56	90.99	90.58	91.20	-17.41	15599.13
177	2010.04.01 00:56	buy	89	1.56	92.02	91.60	92.22
178	2010.04.01 01:37	close	89	1.56	92.08	91.60	92.22	104.49	15703.62
179	2010.04.13 00:55	buy	90	1.57	92.92	92.50	93.12
180	2010.04.13 01:25	close	90	1.57	92.953	92.50	93.12	57.84	15761.46
181	2010.04.15 00:59	sell	91	1.58	93.35	93.97	93.10
182	2010.04.15 07:22	close	91	1.58	93.66	93.97	93.10	-546.59	15214.87
183	2010.04.16 00:37	sell	92	1.52	92.87	93.49	92.62
184	2010.04.16 02:07	close	92	1.52	92.84	93.49	92.62	50.89	15265.76
185	2010.04.20 00:40	sell	93	1.53	91.126	91.75	90.88
186	2010.04.20 01:25	close	93	1.53	91.06	91.75	90.88	112.69	15378.45
187	2010.04.23 00:42	buy	94	1.54	93.37	92.95	93.57
188	2010.04.23 02:06	close	94	1.54	93.38	92.95	93.57	17.19	15395.64
189	2010.04.27 00:48	sell	95	1.54	93.92	94.54	93.67
190	2010.04.27 01:56	close	95	1.54	93.89	94.54	93.67	51.56	15447.20
191	2010.04.29 00:23	buy	96	1.54	93.14	92.72	93.34
192	2010.04.29 01:02	close	96	1.54	93.24	92.72	93.34	171.91	15619.11
193	2010.05.05 00:45	sell	97	1.56	92.37	92.99	92.12
194	2010.05.05 01:30	close	97	1.56	92.32	92.99	92.12	87.04	15706.15
195	2010.05.06 00:50	sell	98	1.57	91.07	91.69	90.82
196	2010.05.06 01:59	close	98	1.57	91.00	91.69	90.82	122.64	15828.79
197	2010.05.07 00:30	sell	99	1.58	86.32	86.94	86.07
198	2010.05.07 01:11	close	99	1.58	86.09	86.94	86.07	405.53	16234.32
199	2010.05.12 00:49	sell	100	1.62	90.91	91.53	90.66
200	2010.05.12 01:04	close	100	1.62	90.68	91.53	90.66	415.80	16650.12
201	2010.05.13 00:56	sell	101	1.67	91.48	92.10	91.23
202	2010.05.13 02:01	close	101	1.67	91.45	92.10	91.23	55.91	16706.03
203	2010.05.14 00:20	buy	102	1.67	90.81	90.39	91.01
204	2010.05.14 01:59	close	102	1.67	90.82	90.39	91.01	18.65	16724.68
205	2010.05.18 00:38	sell	103	1.67	89.79	90.41	89.54
206	2010.05.18 01:55	close	103	1.67	89.67	90.41	89.54	223.63	16948.31
207	2010.05.19 00:18	buy	104	1.69	88.54	88.12	88.74
208	2010.05.19 01:25	close	104	1.69	88.56	88.12	88.74	37.74	16986.05
209	2010.05.20 00:30	sell	105	1.70	87.98	88.60	87.73
210	2010.05.20 01:41	close	105	1.70	87.83	88.60	87.73	284.57	17270.62
211	2010.05.25 00:22	buy	106	1.73	84.73	84.31	84.93
212	2010.05.25 00:49	close	106	1.73	84.91	84.31	84.93	347.62	17618.24
213	2010.05.26 00:30	sell	107	1.76	84.83	85.45	84.58
214	2010.05.26 01:04	close	107	1.76	84.60	85.45	84.58	451.73	18069.97
215	2010.05.27 00:19	buy	108	1.81	83.91	83.49	84.11
216	2010.05.27 00:58	close	108	1.81	83.98	83.49	84.11	141.43	18211.40