通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		15分足(M15) 2008.04.07 01:00 - 2009.06.29 23:45 (2008.04.05 - 2009.06.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=1112; HedgeMode=false; MM=30; Lots=0.2; SL=90; TP=105; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=20; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=4; UseBreakEven=true; BEStep=80; BEPoint=20; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=1; OP2=36; OP3=-12; OP4=85; OP5=35; EAComment="VZR_EURUSD_OP2";
Bars in test	31247	Ticks modelled	8734951	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1685549.27	Gross profit	2359394.73	Gross loss	-673845.46
Profit factor	3.50	Expected payoff	17931.38
Absolute drawdown	570.00	Maximal drawdown	226200.00 (17.41%)	Relative drawdown	55.32% (94097.10)
Total trades	94	Short positions (won %)	41 (82.93%)	Long positions (won %)	53 (84.91%)
		Profit trades (% of total)	79 (84.04%)	Loss trades (% of total)	15 (15.96%)
Largest		profit trade	105000.00	loss trade	-92400.00
Average		profit trade	29865.76	loss trade	-44923.03
Maximum		consecutive wins (profit in money)	16 (691346.00)	consecutive losses (loss in money)	2 (-76571.60)
Maximal		consecutive profit (count of wins)	691346.00 (16)	consecutive loss (count of losses)	-92400.00 (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	2008.04.16 01:11	buy	1	3.00	1.5779	1.5687	1.5884
2	2008.04.16 03:36	close	1	3.00	1.5799	1.5687	1.5884	600.00	10600.00
3	2008.04.29 00:00	sell	2	3.18	1.5657	1.5749	1.5552
4	2008.04.29 10:05	modify	2	3.18	1.5657	1.5637	1.5552
5	2008.04.29 11:04	t/p	2	3.18	1.5552	1.5637	1.5552	3339.00	13939.00
6	2008.05.01 01:23	sell	3	4.18	1.5633	1.5725	1.5528
7	2008.05.01 10:38	modify	3	4.18	1.5633	1.5613	1.5528
8	2008.05.01 10:50	t/p	3	4.18	1.5528	1.5613	1.5528	4389.00	18328.00
9	2008.05.09 00:55	sell	4	5.50	1.5413	1.5505	1.5308
10	2008.05.09 01:02	buy	5	4.41	1.5402	1.5310	1.5507
11	2008.05.09 10:44	modify	5	4.41	1.5402	1.5422	1.5507
12	2008.05.09 17:43	s/l	5	4.41	1.5422	1.5422	1.5507	882.00	19210.00
13	2008.05.12 17:57	s/l	4	5.50	1.5505	1.5505	1.5308	-5073.67	14136.33
14	2008.05.20 01:30	sell	6	4.24	1.5525	1.5617	1.5420
15	2008.05.20 03:23	close	6	4.24	1.5505	1.5617	1.5420	848.00	14984.33
16	2008.05.21 00:00	buy	7	4.50	1.5648	1.5556	1.5753
17	2008.05.21 03:55	close	7	4.50	1.5668	1.5556	1.5753	900.00	15884.33
18	2008.05.22 00:00	sell	8	4.77	1.5793	1.5885	1.5688
19	2008.05.22 17:08	modify	8	4.77	1.5793	1.5773	1.5688
20	2008.05.23 03:00	close	8	4.77	1.5732	1.5773	1.5688	2897.84	18782.18
21	2008.05.28 00:00	buy	9	5.63	1.5691	1.5599	1.5796
22	2008.05.29 00:19	sell	10	3.50	1.5643	1.5735	1.5538
23	2008.05.29 09:06	s/l	9	5.63	1.5599	1.5599	1.5796	-5179.60	13602.58
24	2008.05.29 11:27	modify	10	3.50	1.5643	1.5623	1.5538
25	2008.05.29 16:05	t/p	10	3.50	1.5538	1.5623	1.5538	3675.00	17277.58
26	2008.06.04 00:47	buy	11	5.18	1.5433	1.5341	1.5538
27	2008.06.04 03:09	close	11	5.18	1.5453	1.5341	1.5538	1036.00	18313.58
28	2008.06.05 00:04	buy	12	5.49	1.5441	1.5349	1.5546
29	2008.06.05 16:36	modify	12	5.49	1.5441	1.5461	1.5546
30	2008.06.05 16:59	t/p	12	5.49	1.5546	1.5461	1.5546	5764.50	24078.08
31	2008.06.12 01:32	sell	13	7.22	1.5564	1.5656	1.5459
32	2008.06.12 03:38	close	13	7.22	1.5544	1.5656	1.5459	1444.00	25522.08
33	2008.06.13 00:00	sell	14	7.66	1.5437	1.5529	1.5332
34	2008.06.13 12:31	modify	14	7.66	1.5437	1.5417	1.5332
35	2008.06.13 12:39	t/p	14	7.66	1.5332	1.5417	1.5332	8043.00	33565.08
36	2008.06.17 00:11	buy	15	10.07	1.5473	1.5381	1.5578
37	2008.06.18 00:01	sell	16	8.97	1.5514	1.5606	1.5409
38	2008.06.18 03:00	close	15	10.07	1.5517	1.5381	1.5578	4430.80	37995.88
39	2008.06.20 03:10	close	16	8.97	1.5493	1.5606	1.5409	1794.53	39790.40
40	2008.06.24 00:02	sell	17	11.94	1.5521	1.5613	1.5416
41	2008.06.24 17:12	s/l	17	11.94	1.5613	1.5613	1.5416	-10984.80	28805.60
42	2008.06.25 00:05	buy	18	8.64	1.5566	1.5474	1.5671
43	2008.06.25 21:28	modify	18	8.64	1.5566	1.5586	1.5671
44	2008.06.25 21:41	t/p	18	8.64	1.5671	1.5586	1.5671	9072.00	37877.60
45	2008.07.03 00:01	sell	19	11.36	1.5883	1.5975	1.5778
46	2008.07.03 15:39	modify	19	11.36	1.5883	1.5863	1.5778
47	2008.07.03 15:51	t/p	19	11.36	1.5778	1.5863	1.5778	11928.00	49805.60
48	2008.07.09 00:17	sell	20	14.94	1.5671	1.5763	1.5566
49	2008.07.10 09:34	s/l	20	14.94	1.5763	1.5763	1.5566	-13856.19	35949.41
50	2008.07.15 01:15	buy	21	10.78	1.5896	1.5804	1.6001
51	2008.07.15 10:51	modify	21	10.78	1.5896	1.5916	1.6001
52	2008.07.15 11:18	t/p	21	10.78	1.6001	1.5916	1.6001	11319.00	47268.41
53	2008.07.22 00:00	sell	22	14.18	1.5920	1.6012	1.5815
54	2008.07.22 17:18	modify	22	14.18	1.5920	1.5900	1.5815
55	2008.07.22 18:14	t/p	22	14.18	1.5815	1.5900	1.5815	14889.00	62157.41
56	2008.07.25 01:59	sell	23	18.65	1.5687	1.5779	1.5582
57	2008.07.29 17:13	modify	23	18.65	1.5687	1.5667	1.5582
58	2008.07.29 17:13	close	23	18.65	1.5597	1.5667	1.5582	16692.30	78849.71
59	2008.08.05 00:43	buy	24	23.65	1.5570	1.5478	1.5675
60	2008.08.05 14:15	s/l	24	23.65	1.5478	1.5478	1.5675	-21758.00	57091.71
61	2008.08.19 00:00	buy	25	17.13	1.4697	1.4605	1.4802
62	2008.08.19 19:16	modify	25	17.13	1.4697	1.4717	1.4802
63	2008.08.20 02:53	t/p	25	17.13	1.4802	1.4717	1.4802	17986.50	75078.21
64	2008.08.22 00:00	sell	26	22.52	1.4902	1.4994	1.4797
65	2008.08.22 03:37	close	26	22.52	1.4882	1.4994	1.4797	4504.00	79582.21
66	2008.08.27 01:03	buy	27	23.87	1.4635	1.4543	1.4740
67	2008.08.27 03:03	close	27	23.87	1.4655	1.4543	1.4740	4774.00	84356.21
68	2008.09.02 01:30	buy	28	25.31	1.4573	1.4481	1.4678
69	2008.09.02 12:30	s/l	28	25.31	1.4481	1.4481	1.4678	-23285.20	61071.01
70	2008.09.04 01:13	sell	29	18.32	1.4498	1.4590	1.4393
71	2008.09.04 17:20	modify	29	18.32	1.4498	1.4478	1.4393
72	2008.09.04 17:30	t/p	29	18.32	1.4393	1.4478	1.4393	19236.00	80307.01
73	2008.09.05 00:13	buy	30	24.09	1.4271	1.4179	1.4376
74	2008.09.08 01:00	t/p	30	24.09	1.4376	1.4179	1.4376	25294.50	105601.51
75	2008.09.12 00:00	sell	31	31.68	1.3998	1.4090	1.3893
76	2008.09.12 10:10	s/l	31	31.68	1.4090	1.4090	1.3893	-29145.60	76455.91
77	2008.09.16 00:58	sell	32	22.94	1.4283	1.4375	1.4178
78	2008.09.16 03:00	close	32	22.94	1.4247	1.4375	1.4178	8258.40	84714.31
79	2008.09.17 00:41	buy	33	25.41	1.4108	1.4016	1.4213
80	2008.09.17 03:00	close	33	25.41	1.4168	1.4016	1.4213	15246.00	99960.31
81	2008.09.19 00:32	buy	34	29.99	1.4312	1.4220	1.4417
82	2008.09.19 03:34	s/l	34	29.99	1.4220	1.4220	1.4417	-27590.80	72369.51
83	2008.09.25 00:51	buy	35	21.71	1.4606	1.4514	1.4711
84	2008.09.25 03:00	close	35	21.71	1.4652	1.4514	1.4711	9986.60	82356.11
85	2008.10.03 01:11	buy	36	24.71	1.3795	1.3703	1.3900
86	2008.10.03 03:48	close	36	24.71	1.3815	1.3703	1.3900	4942.00	87298.11
87	2008.10.08 01:55	buy	37	26.19	1.3582	1.3490	1.3687
88	2008.10.08 10:12	modify	37	26.19	1.3582	1.3602	1.3687
89	2008.10.08 10:13	t/p	37	26.19	1.3687	1.3602	1.3687	27499.50	114797.61
90	2008.10.09 00:21	buy	38	34.44	1.3632	1.3540	1.3737
91	2008.10.09 10:30	modify	38	34.44	1.3632	1.3652	1.3737
92	2008.10.09 10:59	t/p	38	34.44	1.3737	1.3652	1.3737	36162.00	150959.61
93	2008.10.16 00:06	buy	39	45.29	1.3479	1.3387	1.3584
94	2008.10.16 03:44	close	39	45.29	1.3501	1.3387	1.3584	9963.80	160923.41
95	2008.10.23 00:22	buy	40	48.28	1.2836	1.2744	1.2941
96	2008.10.23 02:28	s/l	40	48.28	1.2744	1.2744	1.2941	-44417.60	116505.81
97	2008.10.29 00:10	sell	41	34.95	1.2704	1.2796	1.2599
98	2008.10.29 01:54	s/l	41	34.95	1.2796	1.2796	1.2599	-32154.00	84351.81
99	2008.10.29 01:56	sell	42	25.31	1.2811	1.2903	1.2706
100	2008.10.29 03:14	close	42	25.31	1.2791	1.2903	1.2706	5062.00	89413.81
101	2008.10.31 00:48	buy	43	26.82	1.2855	1.2763	1.2960
102	2008.10.31 03:00	close	43	26.82	1.2875	1.2763	1.2960	5364.00	94777.81
103	2008.11.04 01:55	buy	44	28.43	1.2579	1.2487	1.2684
104	2008.11.04 03:00	close	44	28.43	1.2615	1.2487	1.2684	10234.80	105012.61
105	2008.11.07 00:22	buy	45	31.50	1.2685	1.2593	1.2790
106	2008.11.07 07:41	modify	45	31.50	1.2685	1.2705	1.2790
107	2008.11.07 11:03	t/p	45	31.50	1.2790	1.2705	1.2790	33075.00	138087.61
108	2008.11.13 00:00	buy	46	41.43	1.2480	1.2388	1.2585
109	2008.11.13 15:26	modify	46	41.43	1.2480	1.2500	1.2585
110	2008.11.13 15:28	t/p	46	41.43	1.2585	1.2500	1.2585	43501.50	181589.11
111	2008.11.14 00:00	sell	47	54.48	1.2850	1.2942	1.2745
112	2008.11.14 00:30	modify	47	54.48	1.2850	1.2830	1.2745
113	2008.11.14 01:24	t/p	47	54.48	1.2745	1.2830	1.2745	57204.00	238793.11
114	2008.11.25 00:56	sell	48	71.64	1.2939	1.3031	1.2834
115	2008.11.25 03:00	close	48	71.64	1.2916	1.3031	1.2834	16477.20	255270.31
116	2008.12.02 00:00	buy	49	76.58	1.2598	1.2506	1.2703
117	2008.12.02 03:15	close	49	76.58	1.2618	1.2506	1.2703	15316.00	270586.31
118	2008.12.03 01:29	sell	50	81.18	1.2729	1.2821	1.2624
119	2008.12.03 03:00	close	50	81.18	1.2709	1.2821	1.2624	16236.00	286822.31
120	2008.12.09 00:25	sell	51	86.05	1.2955	1.3047	1.2850
121	2008.12.09 03:00	close	51	86.05	1.2913	1.3047	1.2850	36141.00	322963.31
122	2008.12.17 00:00	sell	52	96.89	1.4126	1.4218	1.4021
123	2008.12.17 00:31	modify	52	96.89	1.4126	1.4106	1.4021
124	2008.12.17 00:57	t/p	52	96.89	1.4021	1.4106	1.4021	101734.50	424697.81
125	2008.12.24 00:00	buy	53	100.00	1.3949	1.3857	1.4054
126	2008.12.26 10:03	modify	53	100.00	1.3949	1.3969	1.4054
127	2008.12.26 10:09	t/p	53	100.00	1.4054	1.3969	1.4054	105000.00	529697.81
128	2008.12.30 00:00	buy	54	100.00	1.3975	1.3883	1.4080
129	2008.12.30 03:00	close	54	100.00	1.4032	1.3883	1.4080	57000.00	586697.81
130	2008.12.31 00:00	buy	55	100.00	1.4074	1.3982	1.4179
131	2008.12.31 03:00	close	55	100.00	1.4138	1.3982	1.4179	64000.00	650697.81
132	2009.01.06 00:58	sell	56	100.00	1.3628	1.3720	1.3523
133	2009.01.06 03:33	close	56	100.00	1.3608	1.3720	1.3523	20000.00	670697.81
134	2009.01.15 00:51	sell	57	100.00	1.3184	1.3276	1.3079
135	2009.01.15 15:53	modify	57	100.00	1.3184	1.3164	1.3079
136	2009.01.15 16:08	t/p	57	100.00	1.3079	1.3164	1.3079	105000.00	775697.81
137	2009.01.20 00:09	buy	58	100.00	1.3104	1.3012	1.3209
138	2009.01.20 03:34	s/l	58	100.00	1.3012	1.3012	1.3209	-92000.00	683697.81
139	2009.01.21 00:00	buy	59	100.00	1.2884	1.2792	1.2989
140	2009.01.21 05:40	modify	59	100.00	1.2884	1.2904	1.2989
141	2009.01.21 06:14	t/p	59	100.00	1.2989	1.2904	1.2989	105000.00	788697.81
142	2009.01.22 00:00	sell	60	100.00	1.3017	1.3109	1.2912
143	2009.01.22 03:00	close	60	100.00	1.2997	1.3109	1.2912	20000.00	808697.81
144	2009.01.23 00:02	sell	61	100.00	1.3009	1.3101	1.2904
145	2009.01.23 03:35	close	61	100.00	1.2989	1.3101	1.2904	20000.00	828697.81
146	2009.01.27 01:11	sell	62	100.00	1.3213	1.3305	1.3108
147	2009.01.27 03:00	close	62	100.00	1.3187	1.3305	1.3108	26000.00	854697.81
148	2009.01.28 00:26	buy	63	100.00	1.3152	1.3060	1.3257
149	2009.01.28 03:00	close	63	100.00	1.3214	1.3060	1.3257	62000.00	916697.81
150	2009.02.05 00:17	buy	64	100.00	1.2832	1.2740	1.2937
151	2009.02.05 03:00	close	64	100.00	1.2853	1.2740	1.2937	21000.00	937697.81
152	2009.02.06 00:11	buy	65	100.00	1.2787	1.2695	1.2892
153	2009.02.06 03:23	close	65	100.00	1.2807	1.2695	1.2892	20000.00	957697.81
154	2009.02.10 00:55	buy	66	100.00	1.3006	1.2914	1.3111
155	2009.02.10 03:18	s/l	66	100.00	1.2914	1.2914	1.3111	-92000.00	865697.81
156	2009.02.13 00:17	sell	67	100.00	1.2870	1.2962	1.2765
157	2009.02.16 02:04	modify	67	100.00	1.2870	1.2850	1.2765
158	2009.02.16 02:12	t/p	67	100.00	1.2765	1.2850	1.2765	104751.47	970449.27
159	2009.02.17 00:58	sell	68	100.00	1.2800	1.2892	1.2695
160	2009.02.17 03:21	close	68	100.00	1.2780	1.2892	1.2695	20000.00	990449.27
161	2009.02.24 00:21	buy	69	100.00	1.2700	1.2608	1.2805
162	2009.02.24 12:37	modify	69	100.00	1.2700	1.2720	1.2805
163	2009.02.24 13:11	t/p	69	100.00	1.2805	1.2720	1.2805	105000.00	1095449.27
164	2009.02.26 00:08	buy	70	100.00	1.2702	1.2610	1.2807
165	2009.02.26 03:11	close	70	100.00	1.2726	1.2610	1.2807	24000.00	1119449.27
166	2009.02.27 00:00	buy	71	100.00	1.2739	1.2647	1.2844
167	2009.02.27 11:18	s/l	71	100.00	1.2647	1.2647	1.2844	-92000.00	1027449.27
168	2009.03.03 00:09	buy	72	100.00	1.2574	1.2482	1.2679
169	2009.03.03 09:14	modify	72	100.00	1.2574	1.2594	1.2679
170	2009.03.03 14:41	s/l	72	100.00	1.2594	1.2594	1.2679	20000.00	1047449.27
171	2009.03.04 01:42	buy	73	100.00	1.2539	1.2447	1.2644
172	2009.03.04 19:34	modify	73	100.00	1.2539	1.2559	1.2644
173	2009.03.04 22:16	t/p	73	100.00	1.2644	1.2559	1.2644	105000.00	1152449.27
174	2009.03.05 00:36	sell	74	100.00	1.2655	1.2747	1.2550
175	2009.03.05 03:00	close	74	100.00	1.2634	1.2747	1.2550	21000.00	1173449.27
176	2009.03.10 01:15	buy	75	100.00	1.2603	1.2511	1.2708
177	2009.03.10 03:03	close	75	100.00	1.2623	1.2511	1.2708	20000.00	1193449.27
178	2009.03.17 00:16	buy	76	100.00	1.2964	1.2872	1.3069
179	2009.03.18 01:19	sell	77	100.00	1.3026	1.3118	1.2921
180	2009.03.18 03:00	close	76	100.00	1.3032	1.2872	1.3069	68000.00	1261449.27
181	2009.03.18 15:33	s/l	77	100.00	1.3118	1.3118	1.2921	-92000.00	1169449.27
182	2009.03.31 00:00	sell	78	100.00	1.3197	1.3289	1.3092
183	2009.03.31 03:05	close	78	100.00	1.3177	1.3289	1.3092	20000.00	1189449.27
184	2009.04.02 01:09	sell	79	100.00	1.32456	1.3338	1.3141
185	2009.04.02 13:15	s/l	79	100.00	1.3338	1.3338	1.3141	-92400.00	1097049.27
186	2009.04.15 00:10	buy	80	100.00	1.3253	1.3161	1.3358
187	2009.04.15 03:05	close	80	100.00	1.3273	1.3161	1.3358	20000.00	1117049.27
188	2009.04.16 00:00	sell	81	100.00	1.32262	1.3318	1.3121
189	2009.04.16 12:29	modify	81	100.00	1.32262	1.3206	1.3121
190	2009.04.16 15:08	s/l	81	100.00	1.3206	1.3206	1.3121	20200.00	1137249.27
191	2009.04.23 01:15	buy	82	100.00	1.2999	1.2907	1.3104
192	2009.04.23 14:26	modify	82	100.00	1.2999	1.3019	1.3104
193	2009.04.23 16:19	s/l	82	100.00	1.3019	1.3019	1.3104	20000.00	1157249.27
194	2009.05.01 00:15	buy	83	100.00	1.3222	1.3130	1.3327
195	2009.05.01 03:00	close	83	100.00	1.3244	1.3130	1.3327	22000.00	1179249.27
196	2009.05.05 01:17	sell	84	100.00	1.3428	1.3520	1.3323
197	2009.05.05 03:14	close	84	100.00	1.3408	1.3520	1.3323	20000.00	1199249.27
198	2009.05.12 00:09	buy	85	100.00	1.3578	1.3486	1.3683
199	2009.05.12 11:02	modify	85	100.00	1.3578	1.3598	1.3683
200	2009.05.12 14:54	t/p	85	100.00	1.3683	1.3598	1.3683	105000.00	1304249.27
201	2009.05.14 01:55	buy	86	100.00	1.3582	1.3490	1.3687
202	2009.05.14 21:44	modify	86	100.00	1.3582	1.3602	1.3687
203	2009.05.15 03:00	close	86	100.00	1.36305	1.3602	1.3687	48500.00	1352749.27
204	2009.05.19 00:00	sell	87	100.00	1.35607	1.3653	1.3456
205	2009.05.19 03:27	close	87	100.00	1.3540	1.3653	1.3456	20700.00	1373449.27
206	2009.05.21 01:50	buy	88	100.00	1.3762	1.3670	1.3867
207	2009.05.21 03:00	close	88	100.00	1.37822	1.3670	1.3867	20200.00	1393649.27
208	2009.05.26 00:00	sell	89	100.00	1.4016	1.4108	1.3911
209	2009.05.26 03:54	close	89	100.00	1.3996	1.4108	1.3911	20000.00	1413649.27
210	2009.05.27 01:44	sell	90	100.00	1.3991	1.4083	1.3886
211	2009.05.27 14:18	modify	90	100.00	1.3991	1.3971	1.3886
212	2009.05.27 16:21	s/l	90	100.00	1.3971	1.3971	1.3886	20000.00	1433649.27
213	2009.05.28 00:00	buy	91	100.00	1.38271	1.3735	1.3932
214	2009.05.28 16:18	modify	91	100.00	1.38271	1.3847	1.3932
215	2009.05.28 16:25	t/p	91	100.00	1.3932	1.3847	1.3932	104900.00	1538549.27
216	2009.05.29 01:58	buy	92	100.00	1.3928	1.3836	1.4033
217	2009.05.29 03:00	close	92	100.00	1.3948	1.3836	1.4033	20000.00	1558549.27
218	2009.06.02 00:47	buy	93	100.00	1.4148	1.4056	1.4253
219	2009.06.02 03:00	close	93	100.00	1.4180	1.4056	1.4253	32000.00	1590549.27
220	2009.06.23 01:38	buy	94	100.00	1.3856	1.3764	1.3961
221	2009.06.23 12:17	modify	94	100.00	1.3856	1.3876	1.3961
222	2009.06.23 13:35	t/p	94	100.00	1.3961	1.3876	1.3961	105000.00	1695549.27