通貨ペア		GBPUSD (Great Britain Pound vs. United States Dollar)
期間		5分足(M5) 2010.01.04 02:00 - 2010.08.25 23:55 (2010.01.01 - 2010.08.26)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	31203	Ticks modelled	4454076	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1698.09	Gross profit	2558.63	Gross loss	-860.55
Profit factor	2.97	Expected payoff	31.45
Absolute drawdown	60.00	Maximal drawdown	480.00 (4.22%)	Relative drawdown	4.22% (480.00)
Total trades	54	Short positions (won %)	49 (77.55%)	Long positions (won %)	5 (100.00%)
		Profit trades (% of total)	43 (79.63%)	Loss trades (% of total)	11 (20.37%)
Largest		profit trade	100.00	loss trade	-354.00
Average		profit trade	59.50	loss trade	-78.23
Maximum		consecutive wins (profit in money)	11 (699.73)	consecutive losses (loss in money)	2 (-137.55)
Maximal		consecutive profit (count of wins)	707.00 (9)	consecutive loss (count of losses)	-354.00 (1)
Average		consecutive wins	4	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	2010.01.06 00:35	sell	1	1.00	1.6002	1.6037	1.5992
2	2010.01.06 00:48	close	1	1.00	1.5994	1.6037	1.5992	80.00	10080.00
3	2010.01.07 00:02	sell	2	1.00	1.6020	1.6055	1.6010
4	2010.01.07 00:46	close	2	1.00	1.6011	1.6055	1.6010	90.00	10170.00
5	2010.01.13 00:29	sell	3	1.00	1.6179	1.6214	1.6169
6	2010.01.13 00:36	close	3	1.00	1.6171	1.6214	1.6169	80.00	10250.00
7	2010.01.15 00:31	sell	4	1.00	1.6338	1.6373	1.6328
8	2010.01.15 00:40	close	4	1.00	1.6332	1.6373	1.6328	60.00	10310.00
9	2010.01.18 23:45	sell	5	1.00	1.6337	1.6372	1.6327
10	2010.01.19 00:01	close	5	1.00	1.63314	1.6372	1.6327	53.73	10363.73
11	2010.01.19 01:09	sell	6	1.00	1.6339	1.6374	1.6329
12	2010.01.19 03:01	close	6	1.00	1.6347	1.6374	1.6329	-80.00	10283.73
13	2010.01.19 23:57	sell	7	1.00	1.6375	1.6410	1.6365
14	2010.01.20 00:40	close	7	1.00	1.6370	1.6410	1.6365	47.73	10331.45
15	2010.01.21 00:46	sell	8	1.00	1.6291	1.6326	1.6281
16	2010.01.21 01:19	close	8	1.00	1.6286	1.6326	1.6281	50.00	10381.45
17	2010.01.26 00:34	sell	9	1.00	1.6244	1.6279	1.6234
18	2010.01.26 03:01	close	9	1.00	1.62483	1.6279	1.6234	-43.00	10338.45
19	2010.01.28 01:26	sell	10	1.00	1.6175	1.6210	1.6165
20	2010.01.28 02:19	close	10	1.00	1.6171	1.6210	1.6165	40.00	10378.45
21	2010.02.02 01:13	sell	11	1.00	1.5965	1.6000	1.5955
22	2010.02.02 01:38	close	11	1.00	1.5960	1.6000	1.5955	50.00	10428.45
23	2010.02.05 00:16	buy	12	1.00	1.5751	1.5726	1.5759
24	2010.02.05 00:40	close	12	1.00	1.5757	1.5726	1.5759	60.00	10488.45
25	2010.02.10 00:05	sell	13	1.00	1.5711	1.5746	1.5701
26	2010.02.10 01:47	close	13	1.00	1.5712	1.5746	1.5701	-10.00	10478.45
27	2010.02.12 00:29	sell	14	1.00	1.5701	1.5736	1.5691
28	2010.02.12 01:18	close	14	1.00	1.5696	1.5736	1.5691	50.00	10528.45
29	2010.02.16 01:50	sell	15	1.00	1.56675	1.5703	1.5658
30	2010.02.16 03:05	close	15	1.00	1.5663	1.5703	1.5658	45.00	10573.45
31	2010.02.18 00:15	buy	16	1.00	1.56786	1.5654	1.5687
32	2010.02.18 01:45	close	16	1.00	1.5679	1.5654	1.5687	4.00	10577.45
33	2010.02.24 01:08	sell	17	1.00	1.5433	1.5468	1.5423
34	2010.02.24 03:08	close	17	1.00	1.5436	1.5468	1.5423	-30.00	10547.45
35	2010.02.25 23:49	sell	18	1.00	1.5271	1.5306	1.5261
36	2010.02.26 00:55	close	18	1.00	1.52675	1.5306	1.5261	32.73	10580.18
37	2010.03.02 01:30	sell	19	1.00	1.4997	1.5032	1.4987
38	2010.03.02 01:34	close	19	1.00	1.4992	1.5032	1.4987	50.00	10630.18
39	2010.03.03 00:50	sell	20	1.00	1.49697	1.5005	1.4960
40	2010.03.03 01:18	close	20	1.00	1.4964	1.5005	1.4960	57.00	10687.18
41	2010.03.10 00:10	sell	21	1.00	1.4998	1.5033	1.4988
42	2010.03.10 01:25	close	21	1.00	1.4993	1.5033	1.4988	50.00	10737.18
43	2010.03.11 00:15	sell	22	1.00	1.4980	1.5015	1.4970
44	2010.03.11 02:07	close	22	1.00	1.4980	1.5015	1.4970	0.00	10737.18
45	2010.03.30 00:03	sell	23	1.00	1.4985	1.5020	1.4975
46	2010.03.30 01:31	close	23	1.00	1.49854	1.5020	1.4975	-4.00	10733.18
47	2010.03.31 01:01	sell	24	1.00	1.50744	1.5109	1.5064
48	2010.03.31 01:04	close	24	1.00	1.5068	1.5109	1.5064	64.00	10797.18
49	2010.04.05 23:45	sell	25	1.00	1.5291	1.5326	1.5281
50	2010.04.06 00:59	close	25	1.00	1.52911	1.5326	1.5281	-3.27	10793.91
51	2010.04.08 23:45	sell	26	1.00	1.52768	1.5312	1.5267
52	2010.04.09 03:46	close	26	1.00	1.5290	1.5312	1.5267	-134.27	10659.63
53	2010.04.13 01:58	sell	27	1.00	1.5375	1.5410	1.5365
54	2010.04.13 02:01	close	27	1.00	1.5368	1.5410	1.5365	70.00	10729.63
55	2010.04.13 23:45	sell	28	1.00	1.53844	1.5419	1.5374
56	2010.04.14 01:01	close	28	1.00	1.5379	1.5419	1.5374	51.73	10781.36
57	2010.04.14 01:59	sell	29	1.00	1.5385	1.5420	1.5375
58	2010.04.14 02:37	close	29	1.00	1.5381	1.5420	1.5375	40.00	10821.36
59	2010.04.16 00:25	sell	30	1.00	1.5505	1.5540	1.5495
60	2010.04.16 00:38	close	30	1.00	1.5499	1.5540	1.5495	60.00	10881.36
61	2010.04.21 00:20	sell	31	1.00	1.5379	1.5414	1.5369
62	2010.04.21 00:23	close	31	1.00	1.5370	1.5414	1.5369	90.00	10971.36
63	2010.04.21 00:37	sell	32	1.00	1.53795	1.5415	1.5370
64	2010.04.21 01:28	close	32	1.00	1.5373	1.5415	1.5370	65.00	11036.36
65	2010.04.22 01:15	sell	33	1.00	1.5415	1.5450	1.5405
66	2010.04.22 01:28	close	33	1.00	1.5410	1.5450	1.5405	50.00	11086.36
67	2010.04.22 01:40	sell	34	1.00	1.54169	1.5452	1.5407
68	2010.04.22 02:00	close	34	1.00	1.5412	1.5452	1.5407	49.00	11135.36
69	2010.04.23 00:03	sell	35	1.00	1.5390	1.5425	1.5380
70	2010.04.23 00:41	close	35	1.00	1.5382	1.5425	1.5380	80.00	11215.36
71	2010.04.27 01:15	sell	36	1.00	1.54705	1.5506	1.5461
72	2010.04.27 01:41	t/p	36	1.00	1.5461	1.5506	1.5461	95.00	11310.36
73	2010.04.28 00:15	buy	37	1.00	1.52471	1.5222	1.5255
74	2010.04.28 00:56	close	37	1.00	1.5252	1.5222	1.5255	49.00	11359.36
75	2010.04.30 00:25	sell	38	1.00	1.53296	1.5365	1.5320
76	2010.04.30 01:39	s/l	38	1.00	1.5365	1.5365	1.5320	-354.00	11005.36
77	2010.04.30 01:39	sell	39	1.00	1.5361	1.5396	1.5351
78	2010.04.30 02:07	close	39	1.00	1.5352	1.5396	1.5351	90.00	11095.36
79	2010.05.05 00:26	buy	40	1.00	1.5135	1.5110	1.5143
80	2010.05.05 00:54	close	40	1.00	1.5142	1.5110	1.5143	70.00	11165.36
81	2010.05.07 00:02	sell	41	1.00	1.4867	1.4902	1.4857
82	2010.05.07 00:06	close	41	1.00	1.4858	1.4902	1.4857	90.00	11255.36
83	2010.05.07 01:14	sell	42	1.00	1.4839	1.4874	1.4829
84	2010.05.07 01:17	t/p	42	1.00	1.4829	1.4874	1.4829	100.00	11355.36
85	2010.07.13 23:45	sell	43	1.00	1.51883	1.5223	1.5178
86	2010.07.13 23:54	close	43	1.00	1.5179	1.5223	1.5178	93.00	11448.36
87	2010.07.15 01:01	sell	44	1.00	1.52698	1.5305	1.5260
88	2010.07.15 02:04	close	44	1.00	1.52657	1.5305	1.5260	41.00	11489.36
89	2010.07.21 00:27	sell	45	1.00	1.5281	1.5316	1.5271
90	2010.07.21 00:32	close	45	1.00	1.5272	1.5316	1.5271	90.00	11579.36
91	2010.07.21 01:55	sell	46	1.00	1.52843	1.5319	1.5274
92	2010.07.21 03:12	close	46	1.00	1.5280	1.5319	1.5274	43.00	11622.36
93	2010.07.22 00:37	sell	47	1.00	1.5180	1.5215	1.5170
94	2010.07.22 00:56	close	47	1.00	1.5171	1.5215	1.5170	90.00	11712.36
95	2010.07.23 01:35	sell	48	1.00	1.5268	1.5303	1.5258
96	2010.07.23 03:11	close	48	1.00	1.5269	1.5303	1.5258	-10.00	11702.36
97	2010.08.11 01:27	sell	49	1.00	1.5859	1.5894	1.5849
98	2010.08.11 02:01	close	49	1.00	1.5855	1.5894	1.5849	40.00	11742.36
99	2010.08.12 00:15	buy	50	1.00	1.56192	1.5594	1.5627
100	2010.08.12 00:20	t/p	50	1.00	1.5627	1.5594	1.5627	78.00	11820.36
101	2010.08.13 01:25	sell	51	1.00	1.55814	1.5616	1.5571
102	2010.08.13 03:37	close	51	1.00	1.55876	1.5616	1.5571	-62.00	11758.36
103	2010.08.17 23:52	sell	52	1.00	1.5581	1.5616	1.5571
104	2010.08.18 00:45	close	52	1.00	1.55788	1.5616	1.5571	19.73	11778.09
105	2010.08.20 00:00	sell	53	1.00	1.5603	1.5638	1.5593
106	2010.08.20 00:10	close	53	1.00	1.5598	1.5638	1.5593	50.00	11828.09
107	2010.08.25 23:59	sell	54	1.00	1.5457	1.5492	1.5447
108	2010.08.25 23:59	close at stop	54	1.00	1.5470	1.5492	1.5447	-130.00	11698.09