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	11120.76	Gross profit	12179.94	Gross loss	-1059.18
Profit factor	11.50	Expected payoff	102.97
Absolute drawdown	290.28	Maximal drawdown	1474.32 (9.63%)	Relative drawdown	9.63% (1474.32)
Total trades	108	Short positions (won %)	61 (98.36%)	Long positions (won %)	47 (100.00%)
		Profit trades (% of total)	107 (99.07%)	Loss trades (% of total)	1 (0.93%)
Largest		profit trade	523.89	loss trade	-1059.18
Average		profit trade	113.83	loss trade	-1059.18
Maximum		consecutive wins (profit in money)	59 (6870.27)	consecutive losses (loss in money)	1 (-1059.18)
Maximal		consecutive profit (count of wins)	6870.27 (59)	consecutive loss (count of losses)	-1059.18 (1)
Average		consecutive wins	54	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	22.33	10022.33
3	2009.02.03 00:54	buy	2	1.00	71.88	71.46	72.08
4	2009.02.03 04:13	close	2	1.00	71.89	71.46	72.08	11.17	10033.50
5	2009.02.04 00:35	sell	3	1.00	72.67	73.29	72.42
6	2009.02.04 02:27	close	3	1.00	72.56	73.29	72.42	122.81	10156.31
7	2009.02.11 00:50	sell	4	1.02	72.74	73.36	72.49
8	2009.02.11 04:08	close	4	1.02	72.73	73.36	72.49	11.39	10167.70
9	2009.02.12 00:58	sell	5	1.02	72.92	73.54	72.67
10	2009.02.12 01:41	close	5	1.02	72.81	73.54	72.67	125.26	10292.96
11	2009.02.13 00:35	sell	6	1.03	73.17	73.79	72.92
12	2009.02.13 02:04	close	6	1.03	73.06	73.79	72.92	126.50	10419.46
13	2009.02.17 00:59	sell	7	1.04	73.82	74.44	73.57
14	2009.02.17 03:21	close	7	1.04	73.79	74.44	73.57	34.84	10454.30
15	2009.02.18 00:28	buy	8	1.05	73.03	72.61	73.23
16	2009.02.18 02:09	close	8	1.05	73.06	72.61	73.23	35.18	10489.48
17	2009.02.25 00:54	buy	9	1.05	77.79	77.37	77.99
18	2009.02.25 01:30	close	9	1.05	77.90	77.37	77.99	128.99	10618.47
19	2009.02.26 00:32	buy	10	1.06	77.57	77.15	77.77
20	2009.02.26 01:43	close	10	1.06	77.59	77.15	77.77	23.68	10642.15
21	2009.03.03 00:17	buy	11	1.06	75.32	74.90	75.52
22	2009.03.03 00:48	close	11	1.06	75.50	74.90	75.52	213.09	10855.24
23	2009.03.04 00:39	buy	12	1.09	75.86	75.44	76.06
24	2009.03.04 02:12	close	12	1.09	75.91	75.44	76.06	60.87	10916.11
25	2009.03.05 00:47	buy	13	1.09	77.69	77.27	77.89
26	2009.03.05 00:58	close	13	1.09	77.80	77.27	77.89	133.91	11050.02
27	2009.03.18 00:49	sell	14	1.11	77.71	78.33	77.46
28	2009.03.18 04:04	close	14	1.11	77.70	78.33	77.46	12.40	11062.42
29	2009.03.27 00:55	sell	15	1.11	80.37	80.99	80.12
30	2009.03.27 02:47	close	15	1.11	80.26	80.99	80.12	136.32	11198.74
31	2009.03.31 01:01	sell	16	1.12	77.299	77.92	77.05
32	2009.03.31 01:02	close	16	1.12	77.06	77.92	77.05	298.85	11497.59
33	2009.03.31 01:03	sell	17	1.15	77.386	78.01	77.14
34	2009.03.31 01:03	t/p	17	1.15	77.14	78.01	77.14	315.85	11813.44
35	2009.03.31 01:04	sell	18	1.18	77.335	77.96	77.09
36	2009.03.31 01:04	t/p	18	1.18	77.09	77.96	77.09	322.77	12136.21
37	2009.04.01 00:36	buy	19	1.21	78.328	77.91	78.53
38	2009.04.01 01:20	close	19	1.21	78.38	77.91	78.53	70.27	12206.48
39	2009.04.03 00:30	sell	20	1.22	80.51	81.13	80.26
40	2009.04.03 01:15	close	20	1.22	80.37	81.13	80.26	190.69	12397.17
41	2009.04.10 00:41	sell	21	1.24	82.04	82.66	81.79
42	2009.04.10 01:03	close	21	1.24	81.94	82.66	81.79	138.46	12535.63
43	2009.04.15 00:30	buy	22	1.25	81.274	80.85	81.47
44	2009.04.15 01:27	close	22	1.25	81.37	80.85	81.47	134.03	12669.66
45	2009.04.17 00:29	buy	23	1.27	82.03	81.61	82.23
46	2009.04.17 01:56	close	23	1.27	82.13	81.61	82.23	141.85	12811.51
47	2009.04.22 00:33	buy	24	1.28	79.77	79.35	79.97
48	2009.04.22 02:24	close	24	1.28	79.78	79.35	79.97	14.30	12825.81
49	2009.04.24 00:47	sell	25	1.28	80.18	80.80	79.93
50	2009.04.24 01:14	close	25	1.28	80.08	80.80	79.93	142.90	12968.71
51	2009.04.28 00:37	buy	26	1.30	79.17	78.75	79.37
52	2009.04.28 01:01	close	26	1.30	79.31	78.75	79.37	203.26	13171.97
53	2009.05.05 00:53	sell	27	1.32	84.37	84.99	84.12
54	2009.05.05 02:16	close	27	1.32	84.27	84.99	84.12	147.37	13319.34
55	2009.05.08 00:48	sell	28	1.33	84.88	85.50	84.63
56	2009.05.08 01:30	close	28	1.33	84.72	85.50	84.63	237.60	13556.94
57	2009.05.13 00:49	buy	29	1.36	82.89	82.47	83.09
58	2009.05.13 01:19	close	29	1.36	82.98	82.47	83.09	136.71	13693.65
59	2009.05.14 00:46	sell	30	1.37	81.272	81.89	81.02
60	2009.05.14 01:04	close	30	1.37	81.047	81.89	81.02	344.18	14037.83
61	2009.05.19 00:49	buy	31	1.40	82.72	82.30	82.92
62	2009.05.19 01:22	close	31	1.40	82.76	82.30	82.92	62.54	14100.37
63	2009.05.22 00:32	sell	32	1.41	83.16	83.78	82.91
64	2009.05.22 01:12	close	32	1.41	82.99	83.78	82.91	267.64	14368.01
65	2009.05.26 00:53	sell	33	1.44	84.43	85.05	84.18
66	2009.05.26 01:06	close	33	1.44	84.38	85.05	84.18	80.39	14448.40
67	2009.06.04 00:41	buy	34	1.44	86.20	85.78	86.40
68	2009.06.04 01:40	close	34	1.44	86.25	85.78	86.40	80.42	14528.82
69	2009.06.05 00:35	buy	35	1.45	88.02	87.60	88.22
70	2009.06.05 04:37	close	35	1.45	88.03	87.60	88.22	16.20	14545.02
71	2009.06.10 00:16	buy	36	1.45	88.16	87.74	88.36
72	2009.06.10 00:49	close	36	1.45	88.20	87.74	88.36	64.78	14609.80
73	2009.06.17 00:29	buy	37	1.46	84.91	84.49	85.11
74	2009.06.17 01:42	close	37	1.46	84.92	84.49	85.11	16.31	14626.11
75	2009.06.26 00:48	sell	38	1.46	83.09	83.71	82.84
76	2009.06.26 01:45	close	38	1.46	83.06	83.71	82.84	48.91	14675.02
77	2009.06.30 00:42	sell	39	1.47	83.06	83.68	82.81
78	2009.06.30 03:54	close	39	1.47	83.05	83.68	82.81	16.41	14691.43
79	2009.07.03 00:26	buy	40	1.47	82.45	82.03	82.65
80	2009.07.03 02:09	close	40	1.47	82.48	82.03	82.65	49.26	14740.69
81	2009.07.07 00:44	sell	41	1.47	82.26	82.88	82.01
82	2009.07.07 01:00	close	41	1.47	82.20	82.88	82.01	98.48	14839.17
83	2009.07.10 01:12	sell	42	1.48	80.04	80.66	79.79
84	2009.07.10 04:32	close	42	1.48	80.03	80.66	79.79	16.53	14855.70
85	2009.07.14 00:42	sell	43	1.49	80.76	81.38	80.51
86	2009.07.14 03:22	close	43	1.49	80.75	81.38	80.51	16.64	14872.34
87	2009.08.06 00:32	buy	44	1.49	88.67	88.25	88.87
88	2009.08.06 01:37	close	44	1.49	88.68	88.25	88.87	16.64	14888.98
89	2009.08.26 00:22	buy	45	1.49	86.658	86.24	86.86
90	2009.08.26 01:01	close	45	1.49	86.71	86.24	86.86	86.54	14975.52
91	2009.09.03 01:10	sell	46	1.50	83.476	84.10	83.23
92	2009.09.03 01:52	close	46	1.50	83.43	84.10	83.23	77.04	15052.56
93	2009.09.18 00:45	buy	47	1.51	85.41	84.99	85.61
94	2009.09.18 01:15	close	47	1.51	85.492	84.99	85.61	138.30	15190.86
95	2009.09.24 01:02	sell	48	1.52	85.03	85.65	84.78
96	2009.09.24 02:52	close	48	1.52	84.96	85.65	84.78	118.81	15309.67
97	2009.09.29 00:58	sell	49	1.53	82.61	83.23	82.36
98	2009.09.29 08:21	s/l	49	1.53	83.23	83.23	82.36	-1059.18	14250.49
99	2009.10.01 01:12	sell	50	1.43	83.96	84.58	83.71
100	2009.10.01 04:04	close	50	1.43	83.95	84.58	83.71	15.97	14266.46
101	2009.10.20 00:46	sell	51	1.43	88.11	88.73	87.86
102	2009.10.20 01:33	close	51	1.43	88.07	88.73	87.86	63.87	14330.33
103	2009.10.29 00:18	buy	52	1.43	83.88	83.46	84.08
104	2009.10.29 00:56	close	52	1.43	83.922	83.46	84.08	67.08	14397.41
105	2009.11.04 00:58	sell	53	1.44	84.73	85.35	84.48
106	2009.11.04 02:00	close	53	1.44	84.69	85.35	84.48	64.31	14461.72
107	2009.11.06 00:25	buy	54	1.45	85.13	84.71	85.33
108	2009.11.06 00:59	close	54	1.45	85.15	84.71	85.33	32.39	14494.11
109	2009.11.12 00:41	sell	55	1.45	85.93	86.55	85.68
110	2009.11.12 10:49	close	55	1.45	85.92	86.55	85.68	16.19	14510.30
111	2009.11.18 00:31	sell	56	1.45	84.97	85.59	84.72
112	2009.11.18 01:01	close	56	1.45	84.93	85.59	84.72	64.76	14575.06
113	2009.11.26 00:36	sell	57	1.46	83.56	84.18	83.31
114	2009.11.26 02:00	close	57	1.46	83.545	84.18	83.31	24.46	14599.52
115	2009.11.27 00:53	sell	58	1.46	81.69	82.31	81.44
116	2009.11.27 01:28	close	58	1.46	81.54	82.31	81.44	244.53	14844.05
117	2009.12.02 00:18	buy	59	1.48	82.80	82.38	83.00
118	2009.12.02 00:40	close	59	1.48	82.89	82.38	83.00	148.78	14992.83
119	2009.12.03 00:58	buy	60	1.50	83.14	82.72	83.34
120	2009.12.03 01:41	close	60	1.50	83.18	82.72	83.34	67.02	15059.85
121	2009.12.04 00:26	buy	61	1.51	83.59	83.17	83.79
122	2009.12.04 01:47	close	61	1.51	83.60	83.17	83.79	16.87	15076.72
123	2009.12.08 00:59	sell	62	1.51	85.10	85.72	84.85
124	2009.12.08 01:09	close	62	1.51	85.028	85.72	84.85	121.40	15198.12
125	2009.12.09 00:52	sell	63	1.52	83.14	83.76	82.89
126	2009.12.09 01:50	close	63	1.52	83.13	83.76	82.89	16.97	15215.09
127	2009.12.10 01:13	sell	64	1.52	83.46	84.08	83.21
128	2009.12.10 03:11	close	64	1.52	83.41	84.08	83.21	84.86	15299.95
129	2009.12.11 00:55	buy	65	1.53	83.88	83.46	84.08
130	2009.12.11 01:10	close	65	1.53	83.96	83.46	84.08	136.71	15436.66
131	2009.12.22 00:48	buy	66	1.54	85.78	85.36	85.98
132	2009.12.22 03:03	close	66	1.54	85.79	85.36	85.98	17.20	15453.86
133	2009.12.29 00:49	sell	67	1.55	87.84	88.46	87.59
134	2009.12.29 05:27	close	67	1.55	87.834	88.46	87.59	10.38	15464.24
135	2010.01.05 00:43	buy	68	1.55	88.83	88.41	89.03
136	2010.01.05 01:06	close	68	1.55	88.873	88.41	89.03	74.44	15538.68
137	2010.01.05 01:06	sell	69	1.55	88.89	89.51	88.64
138	2010.01.05 01:41	close	69	1.55	88.76	89.51	88.64	224.99	15763.67
139	2010.01.06 01:05	sell	70	1.58	88.30	88.92	88.05
140	2010.01.06 02:10	close	70	1.58	88.25	88.92	88.05	88.21	15851.88
141	2010.01.07 00:53	buy	71	1.59	89.39	88.97	89.59
142	2010.01.07 02:08	close	71	1.59	89.43	88.97	89.59	71.04	15922.92
143	2010.01.08 00:56	sell	72	1.59	90.16	90.78	89.91
144	2010.01.08 05:32	close	72	1.59	90.15	90.78	89.91	17.76	15940.68
145	2010.01.15 00:30	sell	73	1.59	89.14	89.76	88.89
146	2010.01.15 03:28	close	73	1.59	89.09	89.76	88.89	88.76	16029.44
147	2010.01.26 00:24	buy	74	1.60	85.25	84.83	85.45
148	2010.01.26 00:30	close	74	1.60	85.32	84.83	85.45	125.09	16154.53
149	2010.01.27 00:54	buy	75	1.62	84.35	83.93	84.55
150	2010.01.27 01:06	close	75	1.62	84.40	83.93	84.55	90.47	16245.00
151	2010.01.28 01:06	sell	76	1.62	84.57	85.19	84.32
152	2010.01.28 02:27	close	76	1.62	84.48	85.19	84.32	162.79	16407.79
153	2010.02.03 00:57	sell	77	1.64	85.46	86.08	85.21
154	2010.02.03 04:24	close	77	1.64	85.45	86.08	85.21	18.31	16426.10
155	2010.02.04 00:41	buy	78	1.64	85.63	85.21	85.83
156	2010.02.04 01:40	close	78	1.64	85.65	85.21	85.83	36.63	16462.73
157	2010.02.05 00:37	buy	79	1.65	82.89	82.47	83.09
158	2010.02.05 01:47	close	79	1.65	82.96	82.47	83.09	129.01	16591.74
159	2010.02.09 00:15	buy	80	1.66	83.09	82.67	83.29
160	2010.02.09 03:13	close	80	1.66	83.10	82.67	83.29	18.54	16610.28
161	2010.02.10 00:47	sell	81	1.66	84.04	84.66	83.79
162	2010.02.10 05:46	close	81	1.66	84.03	84.66	83.79	18.54	16628.82
163	2010.02.19 00:43	sell	82	1.66	87.83	88.45	87.58
164	2010.02.19 01:48	close	82	1.66	87.60	88.45	87.58	426.30	17055.12
165	2010.03.03 01:00	sell	83	1.71	85.769	86.39	85.52
166	2010.03.03 03:08	close	83	1.71	85.69	86.39	85.52	150.83	17205.95
167	2010.03.05 00:15	buy	84	1.72	86.37	85.95	86.57
168	2010.03.05 01:25	close	84	1.72	86.39	85.95	86.57	38.42	17244.37
169	2010.03.09 00:16	buy	85	1.72	87.84	87.42	88.04
170	2010.03.09 00:57	close	85	1.72	87.86	87.42	88.04	38.42	17282.79
171	2010.03.09 01:05	sell	86	1.73	87.91	88.53	87.66
172	2010.03.09 01:55	close	86	1.73	87.85	88.53	87.66	115.90	17398.69
173	2010.03.11 00:58	sell	87	1.74	88.28	88.90	88.03
174	2010.03.11 02:37	close	87	1.74	88.268	88.90	88.03	23.32	17422.01
175	2010.03.31 00:22	buy	88	1.74	91.00	90.58	91.20
176	2010.03.31 01:22	close	88	1.74	91.01	90.58	91.20	19.43	17441.44
177	2010.04.01 00:56	buy	89	1.74	92.02	91.60	92.22
178	2010.04.01 01:37	close	89	1.74	92.08	91.60	92.22	116.61	17558.05
179	2010.04.13 00:55	buy	90	1.76	92.92	92.50	93.12
180	2010.04.13 01:25	close	90	1.76	92.953	92.50	93.12	64.88	17622.93
181	2010.04.15 00:59	sell	91	1.76	93.35	93.97	93.10
182	2010.04.15 10:29	close	91	1.76	93.34	93.97	93.10	19.65	17642.58
183	2010.04.16 00:37	sell	92	1.76	92.87	93.49	92.62
184	2010.04.16 02:07	close	92	1.76	92.84	93.49	92.62	58.96	17701.54
185	2010.04.20 00:40	sell	93	1.77	91.126	91.75	90.88
186	2010.04.20 01:25	close	93	1.77	91.06	91.75	90.88	130.44	17831.98
187	2010.04.23 00:42	buy	94	1.78	93.37	92.95	93.57
188	2010.04.23 02:06	close	94	1.78	93.38	92.95	93.57	19.88	17851.86
189	2010.04.27 00:48	sell	95	1.79	93.92	94.54	93.67
190	2010.04.27 01:56	close	95	1.79	93.89	94.54	93.67	59.96	17911.82
191	2010.04.29 00:23	buy	96	1.79	93.14	92.72	93.34
192	2010.04.29 01:02	close	96	1.79	93.24	92.72	93.34	199.93	18111.75
193	2010.05.05 00:45	sell	97	1.81	92.37	92.99	92.12
194	2010.05.05 01:30	close	97	1.81	92.32	92.99	92.12	101.05	18212.80
195	2010.05.06 00:50	sell	98	1.82	91.07	91.69	90.82
196	2010.05.06 01:59	close	98	1.82	91.00	91.69	90.82	142.25	18355.05
197	2010.05.07 00:30	sell	99	1.84	86.32	86.94	86.07
198	2010.05.07 01:11	close	99	1.84	86.09	86.94	86.07	472.54	18827.59
199	2010.05.12 00:49	sell	100	1.88	90.91	91.53	90.66
200	2010.05.12 01:04	close	100	1.88	90.68	91.53	90.66	482.80	19310.39
201	2010.05.13 00:56	sell	101	1.93	91.48	92.10	91.23
202	2010.05.13 02:01	close	101	1.93	91.45	92.10	91.23	64.65	19375.04
203	2010.05.14 00:20	buy	102	1.94	90.81	90.39	91.01
204	2010.05.14 01:59	close	102	1.94	90.82	90.39	91.01	21.66	19396.70
205	2010.05.18 00:38	sell	103	1.94	89.79	90.41	89.54
206	2010.05.18 01:55	close	103	1.94	89.67	90.41	89.54	259.93	19656.63
207	2010.05.19 00:18	buy	104	1.97	88.54	88.12	88.74
208	2010.05.19 01:25	close	104	1.97	88.56	88.12	88.74	44.01	19700.64
209	2010.05.20 00:30	sell	105	1.97	87.98	88.60	87.73
210	2010.05.20 01:41	close	105	1.97	87.83	88.60	87.73	329.94	20030.58
211	2010.05.25 00:22	buy	106	2.00	84.73	84.31	84.93
212	2010.05.25 00:49	close	106	2.00	84.91	84.31	84.93	402.10	20432.68
213	2010.05.26 00:30	sell	107	2.04	84.83	85.45	84.58
214	2010.05.26 01:04	close	107	2.04	84.60	85.45	84.58	523.89	20956.57
215	2010.05.27 00:19	buy	108	2.10	83.91	83.49	84.11
216	2010.05.27 00:58	close	108	2.10	83.98	83.49	84.11	164.19	21120.76