通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
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	28755	Ticks modelled	3158530	Modelling quality	90.00%
Mismatched charts errors	77
Initial deposit	10000.00
Total net profit	3085.65	Gross profit	5540.46	Gross loss	-2454.81
Profit factor	2.26	Expected payoff	52.30
Absolute drawdown	159.05	Maximal drawdown	1720.00 (12.24%)	Relative drawdown	12.24% (1720.00)
Total trades	59	Short positions (won %)	25 (80.00%)	Long positions (won %)	34 (85.29%)
		Profit trades (% of total)	49 (83.05%)	Loss trades (% of total)	10 (16.95%)
Largest		profit trade	361.53	loss trade	-923.66
Average		profit trade	113.07	loss trade	-245.48
Maximum		consecutive wins (profit in money)	26 (2981.61)	consecutive losses (loss in money)	2 (-552.61)
Maximal		consecutive profit (count of wins)	2981.61 (26)	consecutive loss (count of losses)	-923.66 (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	2010.01.04 23:57	sell	1	2.00	1.0298	1.0323	1.0293
2	2010.01.05 01:18	close	1	2.00	1.0295	1.0323	1.0293	54.48	10054.48
3	2010.01.12 00:32	sell	2	2.01	1.0165	1.0190	1.0160
4	2010.01.12 01:01	close	2	2.01	1.0162	1.0190	1.0160	59.34	10113.82
5	2010.01.13 00:50	sell	3	2.02	1.0188	1.0213	1.0183
6	2010.01.13 01:06	close	3	2.02	1.0184	1.0213	1.0183	79.34	10193.16
7	2010.01.16 00:56	buy	4	2.04	1.0260	1.0225	1.0275
8	2010.01.18 02:00	t/p	4	2.04	1.0275	1.0225	1.0275	297.68	10490.84
9	2010.01.19 23:45	buy	5	2.10	1.03163	1.0281	1.0331
10	2010.01.20 00:40	close	5	2.10	1.0322	1.0281	1.0331	115.97	10606.81
11	2010.01.20 00:55	sell	6	2.12	1.0327	1.0352	1.0322
12	2010.01.20 01:03	close	6	2.12	1.0323	1.0352	1.0322	82.15	10688.96
13	2010.01.22 00:30	sell	7	2.14	1.04291	1.0454	1.0424
14	2010.01.22 00:35	close	7	2.14	1.0425	1.0454	1.0424	84.16	10773.12
15	2010.01.22 00:53	sell	8	2.15	1.0429	1.0454	1.0424
16	2010.01.22 01:16	close	8	2.15	1.0425	1.0454	1.0424	82.49	10855.61
17	2010.01.29 00:04	sell	9	2.17	1.0522	1.0547	1.0517
18	2010.01.29 00:48	close	9	2.17	1.0518	1.0547	1.0517	82.53	10938.14
19	2010.02.01 23:51	buy	10	2.19	1.0568	1.0533	1.0583
20	2010.02.02 02:16	close	10	2.19	1.0566	1.0533	1.0583	-41.45	10896.69
21	2010.02.04 00:52	sell	11	2.18	1.0595	1.0620	1.0590
22	2010.02.04 01:26	close	11	2.18	1.0591	1.0620	1.0590	82.33	10979.02
23	2010.02.04 23:49	sell	12	2.20	1.0661	1.0686	1.0656
24	2010.02.05 02:06	close	12	2.20	1.0665	1.0686	1.0656	-86.69	10892.33
25	2010.02.06 00:59	buy	13	2.18	1.0726	1.0691	1.0741
26	2010.02.08 02:00	t/p	13	2.18	1.0741	1.0691	1.0741	304.11	11196.44
27	2010.02.09 00:16	sell	14	2.24	1.0731	1.0756	1.0726
28	2010.02.09 00:28	t/p	14	2.24	1.0726	1.0756	1.0726	104.42	11300.86
29	2010.02.09 00:31	sell	15	2.26	1.0731	1.0756	1.0726
30	2010.02.09 01:55	close	15	2.26	1.0732	1.0756	1.0726	-21.06	11279.80
31	2010.02.10 01:03	buy	16	2.26	1.0639	1.0604	1.0654
32	2010.02.10 01:26	close	16	2.26	1.0645	1.0604	1.0654	127.38	11407.18
33	2010.02.12 00:32	buy	17	2.28	1.07057	1.0671	1.0721
34	2010.02.12 02:10	close	17	2.28	1.0706	1.0671	1.0721	6.39	11413.57
35	2010.02.13 00:34	buy	18	2.28	1.0763	1.0728	1.0778
36	2010.02.15 02:00	close	18	2.28	1.07681	1.0728	1.0778	107.99	11521.56
37	2010.02.18 00:20	sell	19	2.30	1.0784	1.0809	1.0779
38	2010.02.18 01:54	close	19	2.30	1.0785	1.0809	1.0779	-21.33	11500.23
39	2010.02.19 00:35	sell	20	2.30	1.0798	1.0823	1.0793
40	2010.02.19 00:36	s/l	20	2.30	1.0823	1.0823	1.0793	-531.28	10968.95
41	2010.02.20 00:10	buy	21	2.19	1.07585	1.0724	1.0774
42	2010.02.20 00:34	close	21	2.19	1.0764	1.0724	1.0774	111.90	11080.85
43	2010.02.23 01:05	buy	22	2.22	1.0753	1.0718	1.0768
44	2010.02.23 01:20	close	22	2.22	1.0759	1.0718	1.0768	123.80	11204.65
45	2010.02.23 23:49	sell	23	2.24	1.08394	1.0864	1.0834
46	2010.02.24 00:55	close	23	2.24	1.0836	1.0864	1.0834	66.02	11270.67
47	2010.02.25 23:48	buy	24	2.25	1.0793	1.0758	1.0808
48	2010.02.26 00:21	close	24	2.25	1.0799	1.0758	1.0808	125.01	11395.68
49	2010.02.27 00:22	buy	25	2.28	1.0735	1.0700	1.0750
50	2010.03.01 02:00	close	25	2.28	1.07419	1.0700	1.0750	146.45	11542.13
51	2010.03.03 00:49	buy	26	2.31	1.0748	1.0713	1.0763
52	2010.03.03 02:00	close	26	2.31	1.07523	1.0713	1.0763	92.38	11634.51
53	2010.03.04 00:53	sell	27	2.33	1.0682	1.0707	1.0677
54	2010.03.04 01:01	close	27	2.33	1.0678	1.0707	1.0677	87.28	11721.79
55	2010.03.04 23:45	buy	28	2.34	1.0770	1.0735	1.0785
56	2010.03.05 01:17	close	28	2.34	1.0770	1.0735	1.0785	0.00	11721.79
57	2010.03.11 00:15	buy	29	2.34	1.0700	1.0665	1.0715
58	2010.03.11 01:57	close	29	2.34	1.0700	1.0665	1.0715	0.00	11721.79
59	2010.03.13 00:22	buy	30	2.34	1.0581	1.0546	1.0596
60	2010.03.26 01:20	t/p	30	2.34	1.0596	1.0546	1.0596	326.80	12048.59
61	2010.03.29 23:46	buy	31	2.41	1.0627	1.0592	1.0642
62	2010.03.30 01:26	close	31	2.41	1.0627	1.0592	1.0642	0.00	12048.59
63	2010.04.02 23:45	buy	32	2.41	1.06074	1.0572	1.0622
64	2010.04.05 01:00	close	32	2.41	1.0615	1.0572	1.0622	172.55	12221.14
65	2010.04.08 00:05	sell	33	2.44	1.0741	1.0766	1.0736
66	2010.04.08 01:06	close	33	2.44	1.07379	1.0766	1.0736	70.44	12291.58
67	2010.04.09 00:00	buy	34	2.46	1.0729	1.0694	1.0744
68	2010.04.09 00:45	close	34	2.46	1.07315	1.0694	1.0744	57.31	12348.89
69	2010.04.13 00:06	buy	35	2.47	1.0590	1.0555	1.0605
70	2010.04.13 00:09	close	35	2.47	1.0596	1.0555	1.0605	139.86	12488.75
71	2010.04.13 23:45	buy	36	2.50	1.0539	1.0504	1.0554
72	2010.04.14 00:08	close	36	2.50	1.0545	1.0504	1.0554	142.25	12631.00
73	2010.04.20 00:07	buy	37	2.53	1.0627	1.0592	1.0642
74	2010.04.20 00:10	close	37	2.53	1.0633	1.0592	1.0642	142.76	12773.76
75	2010.04.20 23:56	sell	38	2.55	1.0688	1.0713	1.0683
76	2010.04.21 00:10	close	38	2.55	1.0684	1.0713	1.0683	90.63	12864.39
77	2010.04.23 00:35	sell	39	2.57	1.0786	1.0811	1.0781
78	2010.04.23 01:09	close	39	2.57	1.07829	1.0811	1.0781	73.89	12938.28
79	2010.04.23 23:59	buy	40	2.59	1.0728	1.0693	1.0743
80	2010.04.26 01:00	t/p	40	2.59	1.0743	1.0693	1.0743	361.53	13299.81
81	2010.04.27 00:01	buy	41	2.66	1.0724	1.0689	1.0739
82	2010.04.27 00:11	close	41	2.66	1.0730	1.0689	1.0739	148.74	13448.55
83	2010.04.27 00:20	buy	42	2.69	1.07093	1.0674	1.0724
84	2010.04.27 00:45	close	42	2.69	1.0715	1.0674	1.0724	143.10	13591.65
85	2010.04.28 00:14	sell	43	2.72	1.0884	1.0909	1.0879
86	2010.04.28 01:07	close	43	2.72	1.0880	1.0909	1.0879	100.00	13691.65
87	2010.04.30 00:13	sell	44	2.74	1.0843	1.0868	1.0838
88	2010.04.30 00:23	t/p	44	2.74	1.0838	1.0868	1.0838	126.41	13818.06
89	2010.04.30 00:36	buy	45	2.76	1.08268	1.0792	1.0842
90	2010.04.30 00:55	close	45	2.76	1.0832	1.0792	1.0842	132.50	13950.56
91	2010.04.30 01:35	buy	46	2.79	1.0825	1.0790	1.0840
92	2010.04.30 03:10	close	46	2.79	1.0825	1.0790	1.0840	0.00	13950.56
93	2010.05.04 23:47	sell	47	2.79	1.1032	1.1057	1.1027
94	2010.05.05 01:17	close	47	2.79	1.1035	1.1057	1.1027	-81.15	13869.41
95	2010.05.05 23:59	sell	48	2.77	1.1181	1.1206	1.1176
96	2010.05.06 00:45	close	48	2.77	1.11793	1.1206	1.1176	26.33	13895.74
97	2010.05.07 23:59	buy	49	2.78	1.1079	1.1044	1.1094
98	2010.07.08 11:44	s/l	49	2.78	1.1044	1.1044	1.1094	-923.66	12972.08
99	2010.07.13 00:04	sell	50	2.59	1.0609	1.0634	1.0604
100	2010.07.13 00:49	close	50	2.59	1.0605	1.0634	1.0604	97.69	13069.77
101	2010.07.13 23:45	buy	51	2.61	1.05375	1.0503	1.0553
102	2010.07.13 23:49	close	51	2.61	1.0543	1.0503	1.0553	136.16	13205.93
103	2010.07.14 23:55	buy	52	2.64	1.05278	1.0493	1.0543
104	2010.07.15 02:12	close	52	2.64	1.0526	1.0493	1.0543	-45.15	13160.78
105	2010.07.16 23:57	buy	53	2.63	1.0502	1.0467	1.0517
106	2010.07.19 07:52	close	53	2.63	1.0477	1.0467	1.0517	-627.57	12533.21
107	2010.07.21 23:59	sell	54	2.51	1.0515	1.0540	1.0510
108	2010.07.22 00:05	t/p	54	2.51	1.0510	1.0540	1.0510	105.10	12638.31
109	2010.07.22 01:22	buy	55	2.53	1.0501	1.0466	1.0516
110	2010.07.22 01:38	close	55	2.53	1.05064	1.0466	1.0516	130.04	12768.35
111	2010.08.05 00:43	sell	56	2.55	1.0538	1.0563	1.0533
112	2010.08.05 01:22	t/p	56	2.55	1.0533	1.0563	1.0533	121.05	12889.40
113	2010.08.05 01:27	buy	57	2.58	1.0524	1.0489	1.0539
114	2010.08.05 01:46	close	57	2.58	1.0530	1.0489	1.0539	147.01	13036.41
115	2010.08.05 23:47	buy	58	2.61	1.0459	1.0424	1.0474
116	2010.08.05 23:56	close	58	2.61	1.0464	1.0424	1.0474	124.71	13161.12
117	2010.08.05 23:59	buy	59	2.63	1.0458	1.0423	1.0473
118	2010.08.05 23:59	close at stop	59	2.63	1.0455	1.0423	1.0473	-75.47	13085.65