通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		5分足(M5) 2010.01.04 02:00 - 2010.08.20 22:55 (2010.01.01 - 2010.08.23)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	30692	Ticks modelled	3400339	Modelling quality	90.00%
Mismatched charts errors	8
Initial deposit	10000.00
Total net profit	7229.09	Gross profit	13930.10	Gross loss	-6701.01
Profit factor	2.08	Expected payoff	67.56
Absolute drawdown	194.06	Maximal drawdown	1383.38 (8.96%)	Relative drawdown	8.96% (1383.38)
Total trades	107	Short positions (won %)	57 (87.72%)	Long positions (won %)	50 (88.00%)
		Profit trades (% of total)	94 (87.85%)	Loss trades (% of total)	13 (12.15%)
Largest		profit trade	293.54	loss trade	-633.23
Average		profit trade	148.19	loss trade	-515.46
Maximum		consecutive wins (profit in money)	18 (1710.08)	consecutive losses (loss in money)	2 (-1150.90)
Maximal		consecutive profit (count of wins)	1780.53 (12)	consecutive loss (count of losses)	-1150.90 (2)
Average		consecutive wins	7	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 00:24	sell	1	2.50	1.0298	1.0324	1.0290
2	2010.01.05 01:43	close	1	2.50	1.0296	1.0324	1.0290	48.56	10048.56
3	2010.01.05 01:59	sell	2	2.51	1.0300	1.0326	1.0292
4	2010.01.05 02:54	close	2	2.51	1.0295	1.0326	1.0292	121.90	10170.46
5	2010.01.06 00:29	buy	3	2.54	1.03351	1.0310	1.0343
6	2010.01.06 01:15	sell	4	2.26	1.0340	1.0366	1.0332
7	2010.01.06 01:43	close	3	2.54	1.0338	1.0310	1.0343	71.25	10241.71
8	2010.01.06 02:49	close	4	2.26	1.0338	1.0366	1.0332	43.72	10285.43
9	2010.01.07 00:00	buy	5	2.57	1.0276	1.0251	1.0284
10	2010.01.07 01:25	close	5	2.57	1.0279	1.0251	1.0284	75.01	10360.44
11	2010.01.07 01:25	sell	6	2.59	1.0279	1.0305	1.0271
12	2010.01.07 03:00	close	6	2.59	1.0278	1.0305	1.0271	25.20	10385.64
13	2010.01.09 00:31	buy	7	2.60	1.0233	1.0208	1.0241
14	2010.01.09 00:56	close	7	2.60	1.0238	1.0208	1.0241	126.98	10512.62
15	2010.01.09 00:56	sell	8	2.63	1.0238	1.0264	1.0230
16	2010.01.11 02:14	close	8	2.63	1.0231	1.0264	1.0230	174.86	10687.48
17	2010.01.12 00:11	sell	9	2.67	1.0161	1.0187	1.0153
18	2010.01.12 01:11	close	9	2.67	1.0159	1.0187	1.0153	52.56	10740.04
19	2010.01.12 01:26	sell	10	2.69	1.0167	1.0193	1.0159
20	2010.01.12 01:51	close	10	2.69	1.0162	1.0193	1.0159	132.36	10872.40
21	2010.01.12 01:51	buy	11	2.72	1.0161	1.0136	1.0169
22	2010.01.12 02:45	close	11	2.72	1.0166	1.0136	1.0169	133.78	11006.18
23	2010.01.13 00:10	buy	12	2.75	1.0181	1.0156	1.0189
24	2010.01.13 00:42	sell	13	2.43	1.0185	1.0211	1.0177
25	2010.01.13 00:46	close	12	2.75	1.0186	1.0156	1.0189	134.99	11141.17
26	2010.01.13 01:43	close	13	2.43	1.0183	1.0211	1.0177	47.73	11188.90
27	2010.01.13 01:43	buy	14	2.80	1.0183	1.0158	1.0191
28	2010.01.13 02:43	close	14	2.80	1.0185	1.0158	1.0191	54.98	11243.88
29	2010.01.14 00:23	buy	15	2.81	1.0182	1.0157	1.0190
30	2010.01.14 01:07	sell	16	2.49	1.0186	1.0212	1.0178
31	2010.01.14 01:12	close	15	2.81	1.0187	1.0157	1.0190	137.92	11381.80
32	2010.01.14 02:18	close	16	2.49	1.0184	1.0212	1.0178	48.90	11430.70
33	2010.01.16 00:02	buy	17	2.86	1.0267	1.0242	1.0275
34	2010.01.18 02:00	t/p	17	2.86	1.0275	1.0242	1.0275	222.58	11653.28
35	2010.01.19 00:00	sell	18	2.91	1.0249	1.0275	1.0241
36	2010.01.19 01:23	close	18	2.91	1.0247	1.0275	1.0241	56.80	11710.08
37	2010.01.20 00:40	sell	19	2.93	1.0322	1.0348	1.0314
38	2010.01.20 02:40	close	19	2.93	1.0338	1.0348	1.0314	-453.47	11256.61
39	2010.01.21 00:07	sell	20	2.81	1.0444	1.0470	1.0436
40	2010.01.21 00:39	buy	21	2.49	1.0440	1.0415	1.0448
41	2010.01.21 01:19	close	21	2.49	1.0446	1.0415	1.0448	143.02	11399.63
42	2010.01.21 01:47	close	20	2.81	1.0442	1.0470	1.0436	53.82	11453.45
43	2010.01.21 01:50	buy	22	2.86	1.0440	1.0415	1.0448
44	2010.01.21 04:29	close	22	2.86	1.0424	1.0415	1.0448	-438.99	11014.46
45	2010.01.23 00:51	sell	23	2.75	1.0423	1.0449	1.0415
46	2010.01.23 00:58	t/p	23	2.75	1.0415	1.0449	1.0415	211.23	11225.69
47	2010.01.26 00:31	buy	24	2.81	1.0394	1.0369	1.0402
48	2010.01.26 00:50	sell	25	2.49	1.0399	1.0425	1.0391
49	2010.01.26 01:17	close	24	2.81	1.0400	1.0369	1.0402	162.12	11387.81
50	2010.01.26 01:50	close	25	2.49	1.0396	1.0425	1.0391	71.85	11459.66
51	2010.01.27 01:15	buy	26	2.86	1.0461	1.0436	1.0469
52	2010.01.27 01:29	close	26	2.86	1.0467	1.0436	1.0469	163.94	11623.60
53	2010.01.27 01:53	buy	27	2.91	1.0463	1.0438	1.0471
54	2010.01.27 03:06	close	27	2.91	1.0466	1.0438	1.0471	83.41	11707.01
55	2010.01.28 01:24	buy	28	2.93	1.0498	1.0473	1.0506
56	2010.01.28 02:52	close	28	2.93	1.0501	1.0473	1.0506	83.71	11790.72
57	2010.01.30 00:29	sell	29	2.95	1.0608	1.0634	1.0600
58	2010.02.01 03:25	close	29	2.95	1.0601	1.0634	1.0600	189.10	11979.82
59	2010.02.03 00:31	sell	30	2.99	1.0554	1.0580	1.0546
60	2010.02.03 01:31	close	30	2.99	1.0551	1.0580	1.0546	85.02	12064.84
61	2010.02.04 00:18	sell	31	3.02	1.0591	1.0617	1.0583
62	2010.02.04 01:44	close	31	3.02	1.0588	1.0617	1.0583	85.57	12150.41
63	2010.02.04 01:44	buy	32	3.04	1.0588	1.0563	1.0596
64	2010.02.04 03:30	close	32	3.04	1.0590	1.0563	1.0596	57.41	12207.82
65	2010.02.06 00:19	buy	33	3.05	1.0732	1.0707	1.0740
66	2010.02.08 02:00	t/p	33	3.05	1.0740	1.0707	1.0740	226.92	12434.74
67	2010.02.09 00:01	sell	34	3.11	1.0725	1.0751	1.0717
68	2010.02.09 01:52	close	34	3.11	1.0736	1.0751	1.0717	-318.65	12116.09
69	2010.02.09 01:52	buy	35	3.03	1.0736	1.0711	1.0744
70	2010.02.09 03:38	close	35	3.03	1.0738	1.0711	1.0744	56.44	12172.53
71	2010.02.10 01:03	buy	36	3.04	1.0638	1.0613	1.0646
72	2010.02.10 01:26	close	36	3.04	1.0644	1.0613	1.0646	171.36	12343.89
73	2010.02.11 00:07	sell	37	3.09	1.0684	1.0710	1.0676
74	2010.02.11 00:52	close	37	3.09	1.0678	1.0710	1.0676	173.63	12517.52
75	2010.02.11 00:52	buy	38	3.13	1.0678	1.0653	1.0686
76	2010.02.11 02:47	close	38	3.13	1.0662	1.0653	1.0686	-469.71	12047.81
77	2010.02.13 00:00	buy	39	3.01	1.0768	1.0743	1.0776
78	2010.02.15 05:57	close	39	3.01	1.0775	1.0743	1.0776	195.55	12243.36
79	2010.02.16 00:36	sell	40	3.06	1.0777	1.0803	1.0769
80	2010.02.16 02:28	close	40	3.06	1.0775	1.0803	1.0769	56.80	12300.16
81	2010.02.17 01:53	sell	41	3.08	1.0664	1.0690	1.0656
82	2010.02.17 03:00	close	41	3.08	1.0661	1.0690	1.0656	86.67	12386.83
83	2010.02.18 00:18	sell	42	3.10	1.0783	1.0809	1.0775
84	2010.02.18 03:04	t/p	42	3.10	1.0775	1.0809	1.0775	230.16	12616.99
85	2010.02.23 00:05	sell	43	3.15	1.0761	1.0787	1.0753
86	2010.02.23 01:03	buy	44	2.79	1.0757	1.0732	1.0765
87	2010.02.23 01:03	close	43	3.15	1.0755	1.0787	1.0753	175.73	12792.72
88	2010.02.23 02:18	close	44	2.79	1.0760	1.0732	1.0765	77.79	12870.51
89	2010.02.24 00:00	sell	45	3.22	1.0842	1.0868	1.0834
90	2010.02.24 00:55	close	45	3.22	1.0836	1.0868	1.0834	178.29	13048.80
91	2010.02.25 00:03	buy	46	3.26	1.0810	1.0785	1.0818
92	2010.02.25 01:44	close	46	3.26	1.0812	1.0785	1.0818	60.30	13109.10
93	2010.02.27 00:14	buy	47	3.28	1.0739	1.0714	1.0747
94	2010.03.01 03:47	close	47	3.28	1.0723	1.0714	1.0747	-489.42	12619.68
95	2010.03.02 00:59	buy	48	3.15	1.0792	1.0767	1.0800
96	2010.03.02 02:59	close	48	3.15	1.0793	1.0767	1.0800	29.19	12648.87
97	2010.03.04 00:40	sell	49	3.16	1.0678	1.0704	1.0670
98	2010.03.04 02:22	close	49	3.16	1.0676	1.0704	1.0670	59.20	12708.07
99	2010.03.06 00:13	sell	50	3.18	1.0744	1.0770	1.0736
100	2010.03.08 02:00	t/p	50	3.18	1.0736	1.0770	1.0736	231.02	12939.09
101	2010.03.09 00:01	sell	51	3.23	1.0735	1.0761	1.0727
102	2010.03.09 01:41	close	51	3.23	1.07339	1.0761	1.0727	33.10	12972.19
103	2010.03.10 00:39	buy	52	3.24	1.0751	1.0726	1.0759
104	2010.03.10 01:30	sell	53	2.88	1.0756	1.0782	1.0748
105	2010.03.10 01:30	close	52	3.24	1.0757	1.0726	1.0759	180.72	13152.91
106	2010.03.10 02:03	close	53	2.88	1.0750	1.0782	1.0748	160.74	13313.65
107	2010.03.11 00:07	buy	54	3.33	1.0704	1.0679	1.0712
108	2010.03.11 03:23	t/p	54	3.33	1.0712	1.0679	1.0712	248.69	13562.34
109	2010.03.13 00:00	buy	55	3.39	1.0585	1.0560	1.0593
110	2010.03.26 01:20	t/p	55	3.39	1.0593	1.0560	1.0593	252.50	13814.84
111	2010.03.31 00:44	buy	56	3.45	1.0665	1.0640	1.0673
112	2010.03.31 04:03	close	56	3.45	1.0672	1.0640	1.0673	226.29	14041.13
113	2010.04.01 00:03	buy	57	3.51	1.0538	1.0513	1.0546
114	2010.04.01 02:42	close	57	3.51	1.0522	1.0513	1.0546	-533.74	13507.39
115	2010.04.05 01:06	sell	58	3.38	1.0617	1.0643	1.0609
116	2010.04.05 01:56	close	58	3.38	1.0611	1.0643	1.0609	191.12	13698.51
117	2010.04.06 00:40	sell	59	3.42	1.0624	1.0650	1.0616
118	2010.04.06 02:02	close	59	3.42	1.0618	1.0650	1.0616	193.26	13891.77
119	2010.04.07 00:50	sell	60	3.47	1.0690	1.0716	1.0682
120	2010.04.07 02:06	close	60	3.47	1.0687	1.0716	1.0682	97.41	13989.18
121	2010.04.08 00:00	sell	61	3.50	1.0737	1.0763	1.0729
122	2010.04.08 01:57	close	61	3.50	1.0735	1.0763	1.0729	65.21	14054.39
123	2010.04.08 01:57	buy	62	3.51	1.0735	1.0710	1.0743
124	2010.04.08 02:06	t/p	62	3.51	1.0743	1.0710	1.0743	261.38	14315.77
125	2010.04.13 00:06	buy	63	3.58	1.0591	1.0566	1.0599
126	2010.04.13 00:10	close	63	3.58	1.0598	1.0566	1.0599	236.46	14552.23
127	2010.04.13 00:10	sell	64	3.64	1.0598	1.0624	1.0590
128	2010.04.13 01:25	close	64	3.64	1.0595	1.0624	1.0590	103.07	14655.30
129	2010.04.13 01:25	buy	65	3.66	1.0595	1.0570	1.0603
130	2010.04.13 02:55	close	65	3.66	1.0598	1.0570	1.0603	103.60	14758.90
131	2010.04.14 00:08	sell	66	3.69	1.0545	1.0571	1.0537
132	2010.04.14 01:27	close	66	3.69	1.0542	1.0571	1.0537	105.01	14863.91
133	2010.04.14 01:50	sell	67	3.72	1.0545	1.0571	1.0537
134	2010.04.14 02:50	close	67	3.72	1.05421	1.0571	1.0537	102.33	14966.24
135	2010.04.15 00:07	sell	68	3.74	1.0520	1.0546	1.0512
136	2010.04.15 01:36	close	68	3.74	1.0517	1.0546	1.0512	106.68	15072.92
137	2010.04.15 01:40	buy	69	3.77	1.0515	1.0490	1.0523
138	2010.04.15 04:33	close	69	3.77	1.0521	1.0490	1.0523	215.00	15287.92
139	2010.04.19 01:54	sell	70	3.82	1.0625	1.0651	1.0617
140	2010.04.19 03:38	close	70	3.82	1.0641	1.0651	1.0617	-574.38	14713.54
141	2010.04.20 01:31	sell	71	3.68	1.0634	1.0660	1.0626
142	2010.04.20 02:25	close	71	3.68	1.0628	1.0660	1.0626	207.75	14921.29
143	2010.04.21 00:10	buy	72	3.73	1.0680	1.0655	1.0688
144	2010.04.21 01:28	close	72	3.73	1.0683	1.0655	1.0688	104.75	15026.04
145	2010.04.21 01:31	sell	73	3.76	1.0685	1.0711	1.0677
146	2010.04.21 03:30	close	73	3.76	1.0701	1.0711	1.0677	-562.19	14463.85
147	2010.04.22 01:28	sell	74	3.62	1.0704	1.0730	1.0696
148	2010.04.22 01:46	buy	75	3.21	1.0699	1.0674	1.0707
149	2010.04.22 01:46	close	74	3.62	1.0698	1.0730	1.0696	203.03	14666.88
150	2010.04.22 02:46	close	75	3.21	1.0702	1.0674	1.0707	89.98	14756.86
151	2010.04.29 00:04	sell	76	3.69	1.0849	1.0875	1.0841
152	2010.04.29 02:38	close	76	3.69	1.0865	1.0875	1.0841	-543.40	14213.46
153	2010.05.03 01:16	buy	77	3.55	1.0759	1.0734	1.0767
154	2010.05.03 01:32	close	77	3.55	1.0765	1.0734	1.0767	197.86	14411.32
155	2010.05.04 00:46	buy	78	3.60	1.0854	1.0829	1.0862
156	2010.05.04 00:56	close	78	3.60	1.0861	1.0829	1.0862	232.02	14643.34
157	2010.05.04 01:33	sell	79	3.66	1.0860	1.0886	1.0852
158	2010.05.04 02:02	close	79	3.66	1.0854	1.0886	1.0852	202.32	14845.66
159	2010.05.06 00:00	sell	80	3.71	1.1180	1.1206	1.1172
160	2010.05.06 00:48	buy	81	3.28	1.1176	1.1151	1.1184
161	2010.05.06 00:48	close	80	3.71	1.1174	1.1206	1.1172	199.21	15044.87
162	2010.05.06 01:17	close	81	3.28	1.1182	1.1151	1.1184	176.00	15220.87
163	2010.05.06 01:17	sell	82	3.81	1.1185	1.1211	1.1177
164	2010.05.06 01:45	close	82	3.81	1.1179	1.1211	1.1177	204.49	15425.36
165	2010.07.12 01:01	buy	83	3.86	1.0553	1.0528	1.0561
166	2010.07.12 02:42	close	83	3.86	1.0556	1.0528	1.0561	109.70	15535.06
167	2010.07.13 00:00	sell	84	3.88	1.0606	1.0632	1.0598
168	2010.07.13 05:10	close	84	3.88	1.0622	1.0632	1.0598	-584.45	14950.61
169	2010.07.14 01:27	sell	85	3.74	1.0548	1.0574	1.0540
170	2010.07.14 03:08	close	85	3.74	1.0564	1.0574	1.0540	-566.45	14384.16
171	2010.07.19 01:04	buy	86	3.60	1.0487	1.0462	1.0495
172	2010.07.19 01:08	close	86	3.60	1.0494	1.0462	1.0495	240.14	14624.30
173	2010.07.19 01:56	sell	87	3.66	1.0494	1.0520	1.0486
174	2010.07.19 02:31	close	87	3.66	1.0488	1.0520	1.0486	209.38	14833.68
175	2010.07.20 00:06	sell	88	3.71	1.0551	1.0577	1.0543
176	2010.07.20 00:46	buy	89	3.29	1.0546	1.0521	1.0554
177	2010.07.20 00:58	close	88	3.71	1.0544	1.0577	1.0543	246.30	15079.98
178	2010.07.20 01:12	close	89	3.29	1.0552	1.0521	1.0554	187.07	15267.05
179	2010.07.20 01:34	buy	90	3.82	1.0546	1.0521	1.0554
180	2010.07.20 01:58	close	90	3.82	1.0552	1.0521	1.0554	217.21	15484.26
181	2010.07.20 01:58	sell	91	3.87	1.0555	1.0581	1.0547
182	2010.07.20 02:05	t/p	91	3.87	1.0547	1.0581	1.0547	293.54	15777.80
183	2010.07.21 00:32	sell	92	3.94	1.0529	1.0555	1.0521
184	2010.07.21 00:51	buy	93	3.50	1.0524	1.0499	1.0532
185	2010.07.21 00:54	close	92	3.94	1.0523	1.0555	1.0521	224.65	16002.45
186	2010.07.21 02:44	close	93	3.50	1.0508	1.0499	1.0532	-532.93	15469.52
187	2010.07.22 00:01	sell	94	3.87	1.0513	1.0539	1.0505
188	2010.07.22 00:19	close	94	3.87	1.0506	1.0539	1.0505	257.85	15727.37
189	2010.07.22 00:54	sell	95	3.93	1.0511	1.0537	1.0503
190	2010.07.22 01:14	close	95	3.93	1.0505	1.0537	1.0503	224.46	15951.83
191	2010.07.22 01:39	sell	96	3.99	1.0508	1.0534	1.0500
192	2010.07.22 01:58	close	96	3.99	1.0502	1.0534	1.0500	227.96	16179.79
193	2010.08.10 00:00	sell	97	4.04	1.0492	1.0518	1.0484
194	2010.08.10 00:22	close	97	4.04	1.0485	1.0518	1.0484	269.72	16449.51
195	2010.08.11 00:01	sell	98	4.11	1.0489	1.0515	1.0481
196	2010.08.11 00:28	close	98	4.11	1.0483	1.0515	1.0481	235.24	16684.75
197	2010.08.11 00:42	buy	99	4.17	1.0481	1.0456	1.0489
198	2010.08.11 02:23	close	99	4.17	1.0483	1.0456	1.0489	79.56	16764.31
199	2010.08.12 01:51	buy	100	4.19	1.0603	1.0578	1.0611
200	2010.08.12 02:36	close	100	4.19	1.0587	1.0578	1.0611	-633.23	16131.08
201	2010.08.17 00:00	buy	101	4.03	1.0395	1.0370	1.0403
202	2010.08.17 00:30	sell	102	3.56	1.0398	1.0424	1.0390
203	2010.08.17 01:04	close	102	3.56	1.03929	1.0424	1.0390	174.70	16305.78
204	2010.08.17 01:20	close	101	4.03	1.0398	1.0370	1.0403	116.27	16422.05
205	2010.08.17 01:36	buy	103	4.11	1.0392	1.0367	1.0400
206	2010.08.17 01:57	close	103	4.11	1.0399	1.0367	1.0400	276.66	16698.71
207	2010.08.18 00:06	buy	104	4.17	1.0433	1.0408	1.0441
208	2010.08.18 01:06	close	104	4.17	1.04351	1.0408	1.0441	83.92	16782.63
209	2010.08.18 01:45	sell	105	4.20	1.0438	1.0464	1.0430
210	2010.08.18 03:26	close	105	4.20	1.0436	1.0464	1.0430	80.49	16863.12
211	2010.08.19 00:12	buy	106	4.22	1.0422	1.0397	1.0430
212	2010.08.19 01:12	close	106	4.22	1.0425	1.0397	1.0430	121.44	16984.56
213	2010.08.19 01:39	buy	107	4.25	1.0422	1.0397	1.0430
214	2010.08.19 02:12	close	107	4.25	1.0428	1.0397	1.0430	244.53	17229.09