通貨ペア		GBPUSD (Great Britain Pound 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=3333; HedgeMode=false; MM=30; Lots=0.2; SL=81; TP=55; StartTime=0; EndTime=2; CloseStartTime=7; CloseEndTime=8; CloseProfitPips=20; ExtraClose=false; ExtraCloseTime=5; Slippage=4; MaxSpread=5; UseBreakEven=true; BEStep=40; BEPoint=30; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=15; OP2=50; OP3=0; OP4=40; OP5=10; EAComment="VZR_GBPUSD_OP1";
Bars in test	31235	Ticks modelled	8417569	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	768538.50	Gross profit	1030128.50	Gross loss	-261590.00
Profit factor	3.94	Expected payoff	9488.13
Absolute drawdown	1500.00	Maximal drawdown	121400.00 (14.18%)	Relative drawdown	61.20% (40682.40)
Total trades	81	Short positions (won %)	39 (89.74%)	Long positions (won %)	42 (83.33%)
		Profit trades (% of total)	70 (86.42%)	Loss trades (% of total)	11 (13.58%)
Largest		profit trade	55000.00	loss trade	-85300.00
Average		profit trade	14716.12	loss trade	-23780.91
Maximum		consecutive wins (profit in money)	19 (703316.00)	consecutive losses (loss in money)	2 (-21309.50)
Maximal		consecutive profit (count of wins)	703316.00 (19)	consecutive loss (count of losses)	-85300.00 (1)
Average		consecutive wins	6	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	2008.04.21 01:06	sell	1	3.00	1.9983	2.0068	1.9928
2	2008.04.21 10:39	modify	1	3.00	1.9983	1.9953	1.9928
3	2008.04.21 10:40	t/p	1	3.00	1.9928	1.9953	1.9928	1650.00	11650.00
4	2008.05.02 01:45	sell	2	3.50	1.9784	1.9869	1.9729
5	2008.05.02 07:04	close	2	3.50	1.9756	1.9869	1.9729	980.00	12630.00
6	2008.05.22 00:00	sell	3	3.79	1.9730	1.9815	1.9675
7	2008.05.22 11:26	modify	3	3.79	1.9730	1.9700	1.9675
8	2008.05.22 11:31	s/l	3	3.79	1.9700	1.9700	1.9675	1137.00	13767.00
9	2008.07.16 00:07	sell	4	4.13	2.0063	2.0148	2.0008
10	2008.07.16 05:26	modify	4	4.13	2.0063	2.0033	2.0008
11	2008.07.16 05:49	s/l	4	4.13	2.0033	2.0033	2.0008	1239.00	15006.00
12	2008.07.18 00:00	sell	5	4.50	2.0039	2.0124	1.9984
13	2008.07.18 00:49	modify	5	4.50	2.0039	2.0009	1.9984
14	2008.07.18 01:18	t/p	5	4.50	1.9984	2.0009	1.9984	2475.00	17481.00
15	2008.09.02 01:30	buy	6	5.24	1.7864	1.7779	1.7919
16	2008.09.02 01:50	modify	6	5.24	1.7864	1.7894	1.7919
17	2008.09.02 02:05	t/p	6	5.24	1.7919	1.7894	1.7919	2882.00	20363.00
18	2008.09.05 00:30	buy	7	6.11	1.7573	1.7488	1.7628
19	2008.09.05 01:01	modify	7	6.11	1.7573	1.7603	1.7628
20	2008.09.05 01:10	s/l	7	6.11	1.7603	1.7603	1.7628	1833.00	22196.00
21	2008.09.09 01:06	buy	8	6.66	1.7556	1.7471	1.7611
22	2008.09.09 01:53	modify	8	6.66	1.7556	1.7586	1.7611
23	2008.09.09 01:57	sell	9	5.98	1.7610	1.7695	1.7555
24	2008.09.09 01:58	t/p	8	6.66	1.7611	1.7586	1.7611	3663.00	25859.00
25	2008.09.09 03:56	modify	9	5.98	1.7610	1.7580	1.7555
26	2008.09.09 04:00	s/l	9	5.98	1.7580	1.7580	1.7555	1794.00	27653.00
27	2008.09.11 00:21	buy	10	8.30	1.7514	1.7429	1.7569
28	2008.09.11 14:37	modify	10	8.30	1.7514	1.7544	1.7569
29	2008.09.11 14:39	s/l	10	8.30	1.7544	1.7544	1.7569	2490.00	30143.00
30	2008.09.12 00:00	sell	11	9.04	1.7579	1.7664	1.7524
31	2008.09.12 09:41	s/l	11	9.04	1.7664	1.7664	1.7524	-7684.00	22459.00
32	2008.09.17 00:09	buy	12	6.74	1.7824	1.7739	1.7879
33	2008.09.17 02:33	modify	12	6.74	1.7824	1.7854	1.7879
34	2008.09.17 02:35	s/l	12	6.74	1.7854	1.7854	1.7879	2022.00	24481.00
35	2008.09.18 00:08	buy	13	7.34	1.8157	1.8072	1.8212
36	2008.09.18 03:41	modify	13	7.34	1.8157	1.8187	1.8212
37	2008.09.18 03:53	s/l	13	7.34	1.8187	1.8187	1.8212	2202.00	26683.00
38	2008.09.19 01:41	buy	14	8.00	1.8142	1.8057	1.8197
39	2008.09.19 03:32	s/l	14	8.00	1.8057	1.8057	1.8197	-6800.00	19883.00
40	2008.09.22 01:51	buy	15	5.96	1.8315	1.8230	1.8370
41	2008.09.22 06:13	modify	15	5.96	1.8315	1.8345	1.8370
42	2008.09.22 06:33	t/p	15	5.96	1.8370	1.8345	1.8370	3278.00	23161.00
43	2008.09.23 00:00	buy	16	6.95	1.8544	1.8459	1.8599
44	2008.09.23 03:13	modify	16	6.95	1.8544	1.8574	1.8599
45	2008.09.23 03:30	s/l	16	6.95	1.8574	1.8574	1.8599	2085.00	25246.00
46	2008.09.24 00:00	buy	17	7.57	1.8517	1.8432	1.8572
47	2008.09.24 01:54	sell	18	6.33	1.8555	1.8640	1.8500
48	2008.09.24 02:24	modify	17	7.57	1.8517	1.8547	1.8572
49	2008.09.24 02:42	t/p	17	7.57	1.8572	1.8547	1.8572	4163.50	29409.50
50	2008.09.24 07:30	close	18	6.33	1.8534	1.8640	1.8500	1329.30	30738.80
51	2008.09.30 00:45	buy	19	9.22	1.8056	1.7971	1.8111
52	2008.09.30 10:16	modify	19	9.22	1.8056	1.8086	1.8111
53	2008.09.30 10:16	t/p	19	9.22	1.8111	1.8086	1.8111	5071.00	35809.80
54	2008.10.01 00:15	sell	20	10.74	1.7821	1.7906	1.7766
55	2008.10.01 11:16	modify	20	10.74	1.7821	1.7791	1.7766
56	2008.10.01 11:25	s/l	20	10.74	1.7791	1.7791	1.7766	3222.00	39031.80
57	2008.10.02 00:11	buy	21	11.71	1.7691	1.7606	1.7746
58	2008.10.02 07:01	close	21	11.71	1.7713	1.7606	1.7746	2576.20	41608.00
59	2008.10.08 00:41	sell	22	12.48	1.7510	1.7595	1.7455
60	2008.10.08 01:52	modify	22	12.48	1.7510	1.7480	1.7455
61	2008.10.08 02:10	t/p	22	12.48	1.7455	1.7480	1.7455	6864.00	48472.00
62	2008.10.14 00:41	sell	23	14.54	1.7415	1.7500	1.7360
63	2008.10.14 04:37	s/l	23	14.54	1.7500	1.7500	1.7360	-12359.00	36113.00
64	2008.10.15 00:00	buy	24	10.83	1.7398	1.7313	1.7453
65	2008.10.15 01:08	modify	24	10.83	1.7398	1.7428	1.7453
66	2008.10.15 01:09	sell	25	9.47	1.7443	1.7528	1.7388
67	2008.10.15 01:15	s/l	24	10.83	1.7428	1.7428	1.7453	3249.00	39362.00
68	2008.10.15 02:18	modify	25	9.47	1.7443	1.7413	1.7388
69	2008.10.15 02:53	s/l	25	9.47	1.7413	1.7413	1.7388	2841.00	42203.00
70	2008.10.16 00:04	buy	26	12.66	1.7257	1.7172	1.7312
71	2008.10.16 00:28	s/l	26	12.66	1.7172	1.7172	1.7312	-10761.00	31442.00
72	2008.10.16 00:28	buy	27	9.43	1.7175	1.7090	1.7230
73	2008.10.16 02:20	modify	27	9.43	1.7175	1.7205	1.7230
74	2008.10.16 02:25	s/l	27	9.43	1.7205	1.7205	1.7230	2829.00	34271.00
75	2008.10.17 01:37	sell	28	10.28	1.7346	1.7431	1.7291
76	2008.10.17 04:43	modify	28	10.28	1.7346	1.7316	1.7291
77	2008.10.17 04:44	t/p	28	10.28	1.7291	1.7316	1.7291	5654.00	39925.00
78	2008.10.21 00:13	sell	29	11.98	1.7175	1.7260	1.7120
79	2008.10.21 01:36	buy	30	10.15	1.7140	1.7055	1.7195
80	2008.10.21 01:53	modify	29	11.98	1.7175	1.7145	1.7120
81	2008.10.21 02:14	s/l	29	11.98	1.7145	1.7145	1.7120	3594.00	43519.00
82	2008.10.21 03:03	modify	30	10.15	1.7140	1.7170	1.7195
83	2008.10.21 03:13	t/p	30	10.15	1.7195	1.7170	1.7195	5582.50	49101.50
84	2008.10.23 00:57	buy	31	14.73	1.6229	1.6144	1.6284
85	2008.10.23 03:09	modify	31	14.73	1.6229	1.6259	1.6284
86	2008.10.23 03:10	t/p	31	14.73	1.6284	1.6259	1.6284	8101.50	57203.00
87	2008.10.24 00:04	sell	32	17.16	1.6251	1.6336	1.6196
88	2008.10.24 01:37	modify	32	17.16	1.6251	1.6221	1.6196
89	2008.10.24 01:39	s/l	32	17.16	1.6221	1.6221	1.6196	5148.00	62351.00
90	2008.10.29 00:41	sell	33	18.71	1.5968	1.6053	1.5913
91	2008.10.29 02:05	s/l	33	18.71	1.6053	1.6053	1.5913	-15903.50	46447.50
92	2008.10.30 00:18	sell	34	13.93	1.6416	1.6501	1.6361
93	2008.10.30 01:59	modify	34	13.93	1.6416	1.6386	1.6361
94	2008.10.30 02:09	t/p	34	13.93	1.6361	1.6386	1.6361	7661.50	54109.00
95	2008.10.31 00:20	buy	35	16.23	1.6432	1.6347	1.6487
96	2008.10.31 01:21	s/l	35	16.23	1.6347	1.6347	1.6487	-13795.50	40313.50
97	2008.10.31 01:21	buy	36	12.09	1.6349	1.6264	1.6404
98	2008.10.31 02:04	modify	36	12.09	1.6349	1.6379	1.6404
99	2008.10.31 02:21	s/l	36	12.09	1.6379	1.6379	1.6404	3627.00	43940.50
100	2008.11.04 01:13	buy	37	13.18	1.5788	1.5703	1.5843
101	2008.11.04 05:18	modify	37	13.18	1.5788	1.5818	1.5843
102	2008.11.04 05:22	s/l	37	13.18	1.5818	1.5818	1.5843	3954.00	47894.50
103	2008.11.06 00:59	buy	38	14.37	1.5900	1.5815	1.5955
104	2008.11.06 05:01	s/l	38	14.37	1.5815	1.5815	1.5955	-12214.50	35680.00
105	2008.11.07 00:00	buy	39	10.70	1.5658	1.5573	1.5713
106	2008.11.07 00:22	s/l	39	10.70	1.5573	1.5573	1.5713	-9095.00	26585.00
107	2008.11.07 00:22	buy	40	7.98	1.5576	1.5491	1.5631
108	2008.11.07 00:33	modify	40	7.98	1.5576	1.5606	1.5631
109	2008.11.07 00:36	t/p	40	7.98	1.5631	1.5606	1.5631	4389.00	30974.00
110	2008.11.07 01:56	buy	41	9.29	1.5572	1.5487	1.5627
111	2008.11.07 05:26	modify	41	9.29	1.5572	1.5602	1.5627
112	2008.11.07 05:42	t/p	41	9.29	1.5627	1.5602	1.5627	5109.50	36083.50
113	2008.11.11 00:32	sell	42	10.83	1.5642	1.5727	1.5587
114	2008.11.11 03:39	modify	42	10.83	1.5642	1.5612	1.5587
115	2008.11.11 03:56	t/p	42	10.83	1.5587	1.5612	1.5587	5956.50	42040.00
116	2008.11.13 00:10	buy	43	12.61	1.4915	1.4830	1.4970
117	2008.11.13 00:23	modify	43	12.61	1.4915	1.4945	1.4970
118	2008.11.13 00:26	t/p	43	12.61	1.4970	1.4945	1.4970	6935.50	48975.50
119	2008.11.13 01:10	buy	44	14.69	1.4913	1.4828	1.4968
120	2008.11.13 06:21	modify	44	14.69	1.4913	1.4943	1.4968
121	2008.11.13 06:29	t/p	44	14.69	1.4968	1.4943	1.4968	8079.50	57055.00
122	2008.11.14 00:00	sell	45	17.12	1.4882	1.4967	1.4827
123	2008.11.14 00:30	modify	45	17.12	1.4882	1.4852	1.4827
124	2008.11.14 00:32	s/l	45	17.12	1.4852	1.4852	1.4827	5136.00	62191.00
125	2008.11.18 00:15	buy	46	18.66	1.5002	1.4917	1.5057
126	2008.11.18 10:35	modify	46	18.66	1.5002	1.5032	1.5057
127	2008.11.18 10:41	t/p	46	18.66	1.5057	1.5032	1.5057	10263.00	72454.00
128	2008.11.19 00:16	sell	47	21.74	1.4954	1.5039	1.4899
129	2008.11.19 04:15	modify	47	21.74	1.4954	1.4924	1.4899
130	2008.11.19 04:22	s/l	47	21.74	1.4924	1.4924	1.4899	6522.00	78976.00
131	2008.11.21 00:01	buy	48	23.69	1.4749	1.4664	1.4804
132	2008.11.21 07:02	close	48	23.69	1.4769	1.4664	1.4804	4738.00	83714.00
133	2008.12.02 00:00	buy	49	25.11	1.4831	1.4746	1.4886
134	2008.12.02 00:12	modify	49	25.11	1.4831	1.4861	1.4886
135	2008.12.02 00:18	t/p	49	25.11	1.4886	1.4861	1.4886	13810.50	97524.50
136	2008.12.03 00:59	sell	50	29.26	1.4919	1.5004	1.4864
137	2008.12.03 03:12	modify	50	29.26	1.4919	1.4889	1.4864
138	2008.12.03 03:16	s/l	50	29.26	1.4889	1.4889	1.4864	8778.00	106302.50
139	2008.12.04 00:00	sell	51	31.89	1.4771	1.4856	1.4716
140	2008.12.04 07:47	close	51	31.89	1.4750	1.4856	1.4716	6696.90	112999.40
141	2008.12.05 00:01	buy	52	33.90	1.4677	1.4592	1.4732
142	2008.12.05 11:15	modify	52	33.90	1.4677	1.4707	1.4732
143	2008.12.05 11:16	s/l	52	33.90	1.4707	1.4707	1.4732	10170.00	123169.40
144	2008.12.10 00:16	buy	53	36.95	1.4729	1.4644	1.4784
145	2008.12.10 03:05	modify	53	36.95	1.4729	1.4759	1.4784
146	2008.12.10 03:10	s/l	53	36.95	1.4759	1.4759	1.4784	11085.00	134254.40
147	2008.12.16 00:20	sell	54	40.28	1.5316	1.5401	1.5261
148	2008.12.16 10:27	modify	54	40.28	1.5316	1.5286	1.5261
149	2008.12.16 10:28	t/p	54	40.28	1.5261	1.5286	1.5261	22154.00	156408.40
150	2008.12.18 00:03	sell	55	46.92	1.5508	1.5593	1.5453
151	2008.12.18 08:19	s/l	55	46.92	1.5593	1.5593	1.5453	-39882.00	116526.40
152	2008.12.24 00:15	sell	56	34.96	1.4781	1.4866	1.4726
153	2008.12.24 00:36	modify	56	34.96	1.4781	1.4751	1.4726
154	2008.12.24 00:51	t/p	56	34.96	1.4726	1.4751	1.4726	19228.00	135754.40
155	2008.12.30 00:29	buy	57	40.73	1.4460	1.4375	1.4515
156	2008.12.30 03:46	modify	57	40.73	1.4460	1.4490	1.4515
157	2008.12.30 03:49	s/l	57	40.73	1.4490	1.4490	1.4515	12219.00	147973.40
158	2009.01.07 01:04	buy	58	44.39	1.4915	1.4830	1.4970
159	2009.01.07 10:52	modify	58	44.39	1.4915	1.4945	1.4970
160	2009.01.07 10:52	close	58	44.39	1.4969	1.4945	1.4970	23970.60	171944.00
161	2009.01.15 01:03	sell	59	51.58	1.4612	1.4697	1.4557
162	2009.01.15 04:02	modify	59	51.58	1.4612	1.4582	1.4557
163	2009.01.15 04:04	s/l	59	51.58	1.4582	1.4582	1.4557	15474.00	187418.00
164	2009.01.20 00:58	buy	60	56.23	1.4437	1.4352	1.4492
165	2009.01.20 03:28	s/l	60	56.23	1.4352	1.4352	1.4492	-47795.50	139622.50
166	2009.01.21 01:15	buy	61	41.89	1.3876	1.3791	1.3931
167	2009.01.21 04:56	modify	61	41.89	1.3876	1.3906	1.3931
168	2009.01.21 05:04	t/p	61	41.89	1.3931	1.3906	1.3931	23039.50	162662.00
169	2009.01.22 01:58	sell	62	48.80	1.4005	1.4090	1.3950
170	2009.01.22 02:15	modify	62	48.80	1.4005	1.3975	1.3950
171	2009.01.22 02:18	t/p	62	48.80	1.3950	1.3975	1.3950	26840.00	189502.00
172	2009.01.27 01:15	sell	63	56.85	1.4012	1.4097	1.3957
173	2009.01.27 02:18	modify	63	56.85	1.4012	1.3982	1.3957
174	2009.01.27 02:26	s/l	63	56.85	1.3982	1.3982	1.3957	17055.00	206557.00
175	2009.01.28 00:33	buy	64	61.97	1.4129	1.4044	1.4184
176	2009.01.28 01:30	modify	64	61.97	1.4129	1.4159	1.4184
177	2009.01.28 01:41	t/p	64	61.97	1.4184	1.4159	1.4184	34083.50	240640.50
178	2009.01.29 01:10	sell	65	72.19	1.4266	1.4351	1.4211
179	2009.01.29 02:35	modify	65	72.19	1.4266	1.4236	1.4211
180	2009.01.29 02:41	t/p	65	72.19	1.4211	1.4236	1.4211	39704.50	280345.00
181	2009.02.03 01:45	buy	66	84.10	1.4242	1.4157	1.4297
182	2009.02.03 07:00	close	66	84.10	1.4265	1.4157	1.4297	19343.00	299688.00
183	2009.02.06 00:18	buy	67	89.91	1.4614	1.4529	1.4669
184	2009.02.06 10:06	modify	67	89.91	1.4614	1.4644	1.4669
185	2009.02.06 10:06	t/p	67	89.91	1.4669	1.4644	1.4669	49450.50	349138.50
186	2009.02.11 00:45	sell	68	100.00	1.4532	1.4617	1.4477
187	2009.02.11 03:43	modify	68	100.00	1.4532	1.4502	1.4477
188	2009.02.11 03:44	close	68	100.00	1.4483	1.4502	1.4477	49000.00	398138.50
189	2009.02.13 01:33	sell	69	100.00	1.4312	1.4397	1.4257
190	2009.02.13 02:10	modify	69	100.00	1.4312	1.4282	1.4257
191	2009.02.13 02:37	t/p	69	100.00	1.4257	1.4282	1.4257	55000.00	453138.50
192	2009.02.17 01:00	sell	70	100.00	1.4296	1.4381	1.4241
193	2009.02.17 03:32	modify	70	100.00	1.4296	1.4266	1.4241
194	2009.02.17 04:08	t/p	70	100.00	1.4241	1.4266	1.4241	55000.00	508138.50
195	2009.03.04 01:45	buy	71	100.00	1.4031	1.3946	1.4086
196	2009.03.04 10:38	modify	71	100.00	1.4031	1.4061	1.4086
197	2009.03.04 10:40	s/l	71	100.00	1.4061	1.4061	1.4086	30000.00	538138.50
198	2009.03.05 00:41	sell	72	100.00	1.4194	1.4279	1.4139
199	2009.03.05 03:45	modify	72	100.00	1.4194	1.4164	1.4139
200	2009.03.05 03:55	s/l	72	100.00	1.4164	1.4164	1.4139	30000.00	568138.50
201	2009.03.19 00:23	sell	73	100.00	1.4307	1.4392	1.4252
202	2009.03.19 03:12	modify	73	100.00	1.4307	1.4277	1.4252
203	2009.03.19 03:20	t/p	73	100.00	1.4252	1.4277	1.4252	55000.00	623138.50
204	2009.04.06 01:15	sell	74	100.00	1.4887	1.4972	1.4832
205	2009.04.06 16:09	modify	74	100.00	1.4887	1.4857	1.4832
206	2009.04.06 16:11	t/p	74	100.00	1.4832	1.4857	1.4832	55000.00	678138.50
207	2009.04.07 00:00	sell	75	100.00	1.47681	1.4853	1.4713
208	2009.04.07 01:28	modify	75	100.00	1.47681	1.4738	1.4713
209	2009.04.07 01:35	s/l	75	100.00	1.4738	1.4738	1.4713	30100.00	708238.50
210	2009.04.16 00:03	sell	76	100.00	1.5012	1.5097	1.4957
211	2009.04.16 07:39	close	76	100.00	1.4992	1.5097	1.4957	20000.00	728238.50
212	2009.05.05 01:08	sell	77	100.00	1.50418	1.5127	1.4987
213	2009.05.05 03:53	modify	77	100.00	1.50418	1.5012	1.4987
214	2009.05.05 04:04	s/l	77	100.00	1.5012	1.5012	1.4987	29800.00	758038.50
215	2009.05.08 00:15	sell	78	100.00	1.50427	1.5128	1.4988
216	2009.05.08 03:58	modify	78	100.00	1.50427	1.5013	1.4988
217	2009.05.08 05:01	t/p	78	100.00	1.4988	1.5013	1.4988	54700.00	812738.50
218	2009.05.11 01:15	buy	79	100.00	1.52018	1.5117	1.5257
219	2009.05.11 05:59	modify	79	100.00	1.52018	1.5232	1.5257
220	2009.05.11 06:06	s/l	79	100.00	1.5232	1.5232	1.5257	30200.00	842938.50
221	2009.06.05 01:00	buy	80	100.00	1.61413	1.6056	1.6196
222	2009.06.05 08:51	s/l	80	100.00	1.6056	1.6056	1.6196	-85300.00	757638.50
223	2009.06.22 01:45	buy	81	100.00	1.64681	1.6383	1.6523
224	2009.06.22 07:32	close	81	100.00	1.6489	1.6383	1.6523	20900.00	778538.50