通貨ペア		GBPUSD (Great Britain Pound vs. United States Dollar)
期間		5分足(M5) 2010.01.04 02:00 - 2010.08.05 23:55 (2010.01.01 - 2010.08.06)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	28391	Ticks modelled	4082678	Modelling quality	90.00%
Mismatched charts errors	98
Initial deposit	10000.00
Total net profit	3067.76	Gross profit	6265.03	Gross loss	-3197.27
Profit factor	1.96	Expected payoff	51.13
Absolute drawdown	357.40	Maximal drawdown	1331.82 (12.14%)	Relative drawdown	12.14% (1331.82)
Total trades	60	Short positions (won %)	51 (74.51%)	Long positions (won %)	9 (77.78%)
		Profit trades (% of total)	45 (75.00%)	Loss trades (% of total)	15 (25.00%)
Largest		profit trade	251.57	loss trade	-838.98
Average		profit trade	139.22	loss trade	-213.15
Maximum		consecutive wins (profit in money)	13 (1841.31)	consecutive losses (loss in money)	3 (-896.43)
Maximal		consecutive profit (count of wins)	1841.31 (13)	consecutive loss (count of losses)	-896.43 (3)
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	2010.01.05 00:30	buy	1	2.00	1.6087	1.6052	1.6099
2	2010.01.05 01:07	close	1	2.00	1.6091	1.6052	1.6099	80.00	10080.00
3	2010.01.06 00:35	sell	2	2.02	1.6002	1.6037	1.5990
4	2010.01.06 00:48	close	2	2.02	1.5994	1.6037	1.5990	161.60	10241.60
5	2010.01.07 00:02	sell	3	2.05	1.6020	1.6055	1.6008
6	2010.01.07 00:46	close	3	2.05	1.6011	1.6055	1.6008	184.50	10426.10
7	2010.01.13 00:29	sell	4	2.09	1.6179	1.6214	1.6167
8	2010.01.13 00:36	close	4	2.09	1.6171	1.6214	1.6167	167.20	10593.30
9	2010.01.15 00:31	sell	5	2.12	1.6338	1.6373	1.6326
10	2010.01.15 00:40	close	5	2.12	1.6332	1.6373	1.6326	127.20	10720.50
11	2010.01.18 23:45	sell	6	2.14	1.6337	1.6372	1.6325
12	2010.01.19 00:01	close	6	2.14	1.63314	1.6372	1.6325	115.87	10836.37
13	2010.01.19 01:09	sell	7	2.17	1.6339	1.6374	1.6327
14	2010.01.19 03:01	close	7	2.17	1.6347	1.6374	1.6327	-173.60	10662.77
15	2010.01.19 23:57	sell	8	2.13	1.6375	1.6410	1.6363
16	2010.01.20 00:40	close	8	2.13	1.6370	1.6410	1.6363	102.55	10765.32
17	2010.01.21 00:46	sell	9	2.15	1.6291	1.6326	1.6279
18	2010.01.21 01:19	close	9	2.15	1.6286	1.6326	1.6279	107.50	10872.82
19	2010.01.26 00:34	sell	10	2.17	1.6244	1.6279	1.6232
20	2010.01.26 03:01	close	10	2.17	1.62483	1.6279	1.6232	-93.31	10779.51
21	2010.01.28 01:26	sell	11	2.16	1.6175	1.6210	1.6163
22	2010.01.28 02:19	close	11	2.16	1.6171	1.6210	1.6163	86.40	10865.91
23	2010.02.02 01:13	sell	12	2.17	1.5965	1.6000	1.5953
24	2010.02.02 01:38	close	12	2.17	1.5960	1.6000	1.5953	108.50	10974.41
25	2010.02.09 00:31	buy	13	2.19	1.5595	1.5560	1.5607
26	2010.02.09 02:09	close	13	2.19	1.5590	1.5560	1.5607	-109.50	10864.91
27	2010.02.09 23:34	sell	14	2.17	1.5704	1.5739	1.5692
28	2010.02.10 01:47	close	14	2.17	1.5712	1.5739	1.5692	-177.62	10687.29
29	2010.02.12 00:29	sell	15	2.14	1.5701	1.5736	1.5689
30	2010.02.12 01:20	close	15	2.14	1.56961	1.5736	1.5689	104.86	10792.15
31	2010.02.16 01:50	sell	16	2.16	1.56675	1.5703	1.5656
32	2010.02.16 03:05	close	16	2.16	1.5663	1.5703	1.5656	97.20	10889.35
33	2010.02.18 00:30	buy	17	2.18	1.5675	1.5640	1.5687
34	2010.02.18 01:41	close	17	2.18	1.5678	1.5640	1.5687	65.40	10954.75
35	2010.02.19 00:35	buy	18	2.19	1.55812	1.5546	1.5593
36	2010.02.19 00:36	s/l	18	2.19	1.5546	1.5546	1.5593	-770.88	10183.87
37	2010.02.24 01:08	sell	19	2.04	1.5433	1.5468	1.5421
38	2010.02.24 03:08	close	19	2.04	1.5436	1.5468	1.5421	-61.20	10122.67
39	2010.02.25 23:16	sell	20	2.02	1.5261	1.5296	1.5249
40	2010.02.26 01:01	close	20	2.02	1.5264	1.5296	1.5249	-64.35	10058.32
41	2010.03.02 01:30	sell	21	2.01	1.4997	1.5032	1.4985
42	2010.03.02 01:34	close	21	2.01	1.4992	1.5032	1.4985	100.50	10158.82
43	2010.03.03 00:50	sell	22	2.03	1.49697	1.5005	1.4958
44	2010.03.03 01:18	close	22	2.03	1.4964	1.5005	1.4958	115.71	10274.53
45	2010.03.10 00:10	sell	23	2.05	1.4998	1.5033	1.4986
46	2010.03.10 01:25	close	23	2.05	1.4993	1.5033	1.4986	102.50	10377.03
47	2010.03.11 00:15	sell	24	2.08	1.4980	1.5015	1.4968
48	2010.03.11 02:07	close	24	2.08	1.4980	1.5015	1.4968	0.00	10377.03
49	2010.03.11 23:19	sell	25	2.08	1.5059	1.5094	1.5047
50	2010.03.12 02:52	close	25	2.08	1.50704	1.5094	1.5047	-240.98	10136.06
51	2010.03.30 00:03	sell	26	2.03	1.4985	1.5020	1.4973
52	2010.03.30 01:31	close	26	2.03	1.49854	1.5020	1.4973	-8.12	10127.94
53	2010.04.01 00:33	buy	27	2.03	1.5178	1.5143	1.5190
54	2010.04.01 00:36	close	27	2.03	1.5181	1.5143	1.5190	60.90	10188.84
55	2010.04.05 23:38	sell	28	2.04	1.5291	1.5326	1.5279
56	2010.04.06 00:59	close	28	2.04	1.52911	1.5326	1.5279	-5.82	10183.01
57	2010.04.08 00:35	buy	29	2.04	1.5234	1.5199	1.5246
58	2010.04.08 01:12	close	29	2.04	1.5239	1.5199	1.5246	102.00	10285.01
59	2010.04.08 23:41	sell	30	2.06	1.5276	1.5311	1.5264
60	2010.04.09 03:46	close	30	2.06	1.5290	1.5311	1.5264	-292.22	9992.80
61	2010.04.13 01:58	sell	31	2.00	1.5375	1.5410	1.5363
62	2010.04.13 02:01	close	31	2.00	1.5368	1.5410	1.5363	140.00	10132.80
63	2010.04.13 23:35	sell	32	2.03	1.5380	1.5415	1.5368
64	2010.04.14 01:05	close	32	2.03	1.5377	1.5415	1.5368	57.14	10189.93
65	2010.04.14 01:59	sell	33	2.04	1.5385	1.5420	1.5373
66	2010.04.14 02:37	close	33	2.04	1.5381	1.5420	1.5373	81.60	10271.53
67	2010.04.15 23:26	sell	34	2.05	1.5504	1.5539	1.5492
68	2010.04.15 23:58	close	34	2.05	1.5496	1.5539	1.5492	164.00	10435.53
69	2010.04.16 00:25	sell	35	2.09	1.5505	1.5540	1.5493
70	2010.04.16 00:38	close	35	2.09	1.5499	1.5540	1.5493	125.40	10560.93
71	2010.04.21 00:20	sell	36	2.11	1.5379	1.5414	1.5367
72	2010.04.21 00:23	close	36	2.11	1.5370	1.5414	1.5367	189.90	10750.83
73	2010.04.21 00:37	sell	37	2.15	1.53795	1.5415	1.5368
74	2010.04.21 01:28	close	37	2.15	1.5373	1.5415	1.5368	139.75	10890.58
75	2010.04.22 01:15	sell	38	2.18	1.5415	1.5450	1.5403
76	2010.04.22 01:28	close	38	2.18	1.5410	1.5450	1.5403	109.00	10999.58
77	2010.04.22 01:40	sell	39	2.20	1.54169	1.5452	1.5405
78	2010.04.22 02:00	close	39	2.20	1.5412	1.5452	1.5405	107.80	11107.38
79	2010.04.23 00:03	sell	40	2.22	1.5390	1.5425	1.5378
80	2010.04.23 00:41	close	40	2.22	1.5382	1.5425	1.5378	177.60	11284.98
81	2010.04.27 01:15	sell	41	2.26	1.54705	1.5506	1.5459
82	2010.04.27 01:41	close	41	2.26	1.5461	1.5506	1.5459	214.70	11499.68
83	2010.04.28 00:30	buy	42	2.30	1.5236	1.5201	1.5248
84	2010.04.28 00:51	modify	42	2.30	1.5236	1.5240	1.5248
85	2010.04.28 00:52	close	42	2.30	1.5246	1.5240	1.5248	230.00	11729.68
86	2010.04.28 23:15	sell	43	2.35	1.5200	1.5235	1.5188
87	2010.04.29 00:44	close	43	2.35	1.5195	1.5235	1.5188	104.43	11834.11
88	2010.04.30 00:25	sell	44	2.37	1.53296	1.5365	1.5318
89	2010.04.30 01:39	s/l	44	2.37	1.5365	1.5365	1.5318	-838.98	10995.13
90	2010.04.30 01:39	sell	45	2.20	1.5361	1.5396	1.5349
91	2010.04.30 02:07	modify	45	2.20	1.5361	1.5356	1.5349
92	2010.04.30 02:08	close	45	2.20	1.5351	1.5356	1.5349	220.00	11215.13
93	2010.05.05 00:30	buy	46	2.24	1.51294	1.5094	1.5141
94	2010.05.05 00:53	modify	46	2.24	1.51294	1.5133	1.5141
95	2010.05.05 00:54	close	46	2.24	1.5140	1.5133	1.5141	237.44	11452.57
96	2010.05.07 00:02	sell	47	2.29	1.4867	1.4902	1.4855
97	2010.05.07 00:06	close	47	2.29	1.4857	1.4902	1.4855	229.00	11681.57
98	2010.05.07 01:14	sell	48	2.34	1.4839	1.4874	1.4827
99	2010.05.07 01:17	close	48	2.34	1.4829	1.4874	1.4827	234.00	11915.57
100	2010.07.13 23:20	sell	49	2.38	1.51719	1.5207	1.5160
101	2010.07.14 01:19	close	49	2.38	1.5178	1.5207	1.5160	-149.59	11765.98
102	2010.07.15 01:01	sell	50	2.35	1.52698	1.5305	1.5258
103	2010.07.15 02:04	close	50	2.35	1.52657	1.5305	1.5258	96.35	11862.33
104	2010.07.15 23:15	sell	51	2.37	1.54518	1.5487	1.5440
105	2010.07.16 00:38	modify	51	2.37	1.54518	1.5447	1.5440
106	2010.07.16 00:40	close	51	2.37	1.5441	1.5447	1.5440	251.57	12113.89
107	2010.07.20 00:31	buy	52	2.42	1.5222	1.5187	1.5234
108	2010.07.20 00:54	close	52	2.42	1.5227	1.5187	1.5234	121.00	12234.89
109	2010.07.21 00:27	sell	53	2.45	1.5281	1.5316	1.5269
110	2010.07.21 00:32	close	53	2.45	1.5272	1.5316	1.5269	220.50	12455.39
111	2010.07.21 01:55	sell	54	2.49	1.52843	1.5319	1.5272
112	2010.07.21 03:12	close	54	2.49	1.5280	1.5319	1.5272	107.07	12562.46
113	2010.07.22 00:37	sell	55	2.51	1.5180	1.5215	1.5168
114	2010.07.22 00:56	close	55	2.51	1.5171	1.5215	1.5168	225.90	12788.36
115	2010.07.23 01:35	sell	56	2.56	1.5268	1.5303	1.5256
116	2010.07.23 03:11	close	56	2.56	1.5269	1.5303	1.5256	-25.60	12762.76
117	2010.08.04 00:02	sell	57	2.55	1.5955	1.5990	1.5943
118	2010.08.04 00:24	close	57	2.55	1.5946	1.5990	1.5943	229.50	12992.26
119	2010.08.05 00:35	sell	58	2.60	1.5893	1.5928	1.5881
120	2010.08.05 00:42	close	58	2.60	1.5888	1.5928	1.5881	130.00	13122.26
121	2010.08.05 01:34	sell	59	2.62	1.5896	1.5931	1.5884
122	2010.08.05 01:45	close	59	2.62	1.5891	1.5931	1.5884	131.00	13253.26
123	2010.08.05 23:15	sell	60	2.65	1.5892	1.5927	1.5880
124	2010.08.05 23:59	close at stop	60	2.65	1.5899	1.5927	1.5880	-185.50	13067.76