通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		15分足(M15) 2010.01.04 00:00 - 2012.01.25 23:45 (2010.01.01 - 2012.01.26)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Lots=0.1; Magic=0;
Bars in test	52134	Ticks modelled	12818909	Modelling quality	25.55%
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	1315.08	Gross profit	2114.03	Gross loss	-798.95
Profit factor	2.65	Expected payoff	22.67
Absolute drawdown	491.59	Maximal drawdown	1257.70 (11.68%)	Relative drawdown	11.68% (1257.70)
Total trades	58	Short positions (won %)	30 (86.67%)	Long positions (won %)	28 (75.00%)
		Profit trades (% of total)	47 (81.03%)	Loss trades (% of total)	11 (18.97%)
Largest		profit trade	644.29	loss trade	-166.37
Average		profit trade	44.98	loss trade	-72.63
Maximum		consecutive wins (profit in money)	16 (947.79)	consecutive losses (loss in money)	3 (-334.68)
Maximal		consecutive profit (count of wins)	947.79 (16)	consecutive loss (count of losses)	-334.68 (3)
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	2011.09.14 05:00	sell	1	0.10	76.901	0.000	0.000
2	2011.09.14 05:00	modify	1	0.10	76.901	0.000	76.741
3	2011.09.14 15:36	t/p	1	0.10	76.741	0.000	76.741	20.85	10020.85
4	2011.09.14 16:15	sell	2	0.10	76.712	0.000	0.000
5	2011.09.14 16:15	modify	2	0.10	76.712	0.000	76.552
6	2011.09.19 17:33	t/p	2	0.10	76.552	0.000	76.552	19.79	10040.64
7	2011.09.19 17:45	sell	3	0.10	76.430	0.000	0.000
8	2011.09.19 17:45	modify	3	0.10	76.430	0.000	76.270
9	2011.09.21 03:54	t/p	3	0.10	76.270	0.000	76.270	20.54	10061.18
10	2011.09.21 04:30	buy	4	0.10	76.439	0.000	0.000
11	2011.09.21 04:30	modify	4	0.10	76.439	0.000	76.599
12	2011.09.21 21:38	t/p	4	0.10	76.599	0.000	76.599	20.89	10082.07
13	2011.09.21 21:45	buy	5	0.10	76.577	0.000	0.000
14	2011.09.21 21:45	modify	5	0.10	76.577	0.000	76.737
15	2011.09.22 03:15	t/p	5	0.10	76.737	0.000	76.737	20.85	10102.92
16	2011.09.22 03:30	sell	6	0.10	76.695	0.000	0.000
17	2011.09.22 03:30	modify	6	0.10	76.695	0.000	76.535
18	2011.09.22 10:08	t/p	6	0.10	76.535	0.000	76.535	20.91	10123.83
19	2011.09.22 10:30	buy	7	0.10	76.530	0.000	0.000
20	2011.09.22 10:30	modify	7	0.10	76.530	0.000	76.690
21	2011.09.23 21:51	t/p	7	0.10	76.690	0.000	76.690	20.86	10144.69
22	2011.09.23 22:30	sell	8	0.10	76.700	0.000	0.000
23	2011.09.23 22:30	modify	8	0.10	76.700	0.000	76.540
24	2011.09.26 00:00	t/p	8	0.10	76.540	0.000	76.540	20.70	10165.39
25	2011.09.26 00:30	buy	9	0.10	76.486	0.000	0.000
26	2011.09.26 00:30	modify	9	0.10	76.486	0.000	76.646
27	2011.09.26 02:39	t/p	9	0.10	76.646	0.000	76.646	20.88	10186.27
28	2011.09.26 02:45	buy	10	0.10	76.648	0.000	0.000
29	2011.09.26 02:45	modify	10	0.10	76.648	0.000	76.808
30	2011.09.27 21:24	t/p	10	0.10	76.808	0.000	76.808	20.83	10207.10
31	2011.09.27 21:45	sell	11	0.10	76.745	0.000	0.000
32	2011.09.27 21:45	modify	11	0.10	76.745	0.000	76.585
33	2011.09.28 03:40	t/p	11	0.10	76.585	0.000	76.585	20.67	10227.77
34	2011.09.28 04:00	buy	12	0.10	76.586	0.000	0.000
35	2011.09.28 04:00	modify	12	0.10	76.586	0.000	76.746
36	2011.09.29 13:30	t/p	12	0.10	76.746	0.000	76.746	20.85	10248.62
37	2011.09.29 13:45	sell	13	0.10	76.673	0.000	0.000
38	2011.09.29 13:45	modify	13	0.10	76.673	0.000	76.513
39	2011.09.30 08:09	t/p	13	0.10	76.513	0.000	76.513	20.69	10269.31
40	2011.09.30 08:15	sell	14	0.10	76.539	0.000	0.000
41	2011.09.30 08:15	modify	14	0.10	76.539	0.000	76.379
42	2011.09.30 19:15	sell	15	0.20	77.170	0.000	0.000
43	2011.09.30 19:15	modify	15	0.20	77.170	0.000	76.800
44	2011.09.30 19:15	modify	14	0.10	76.539	0.000	76.800
45	2011.10.03 10:08	t/p	14	0.10	76.800	0.000	76.800	-34.20	10235.11
46	2011.10.03 10:08	t/p	15	0.20	76.800	0.000	76.800	95.91	10331.02
47	2011.10.03 10:15	sell	16	0.10	76.785	0.000	0.000
48	2011.10.03 10:15	modify	16	0.10	76.785	0.000	76.625
49	2011.10.03 17:21	t/p	16	0.10	76.625	0.000	76.625	20.88	10351.90
50	2011.10.03 17:45	buy	17	0.10	76.595	0.000	0.000
51	2011.10.03 17:45	modify	17	0.10	76.595	0.000	76.755
52	2011.10.04 15:22	t/p	17	0.10	76.755	0.000	76.755	20.85	10372.75
53	2011.10.04 15:45	sell	18	0.10	76.724	0.000	0.000
54	2011.10.04 15:45	modify	18	0.10	76.724	0.000	76.564
55	2011.10.12 11:30	t/p	18	0.10	76.564	0.000	76.564	19.13	10391.88
56	2011.10.12 12:30	sell	19	0.10	76.558	0.000	0.000
57	2011.10.12 12:30	modify	19	0.10	76.558	0.000	76.398
58	2011.10.12 16:00	sell	20	0.20	77.184	0.000	0.000
59	2011.10.12 16:00	modify	20	0.20	77.184	0.000	76.815
60	2011.10.12 16:00	modify	19	0.10	76.558	0.000	76.815
61	2011.10.13 11:53	t/p	19	0.10	76.815	0.000	76.815	-34.12	10357.76
62	2011.10.13 11:53	t/p	20	0.20	76.815	0.000	76.815	94.75	10452.51
63	2011.10.13 12:30	buy	21	0.10	76.837	0.000	0.000
64	2011.10.13 12:30	modify	21	0.10	76.837	0.000	76.997
65	2011.10.14 12:34	t/p	21	0.10	76.997	0.000	76.997	20.78	10473.29
66	2011.10.14 12:45	buy	22	0.10	77.024	0.000	0.000
67	2011.10.14 12:45	modify	22	0.10	77.024	0.000	77.184
68	2011.10.14 17:36	t/p	22	0.10	77.184	0.000	77.184	20.73	10494.02
69	2011.10.14 17:45	buy	23	0.10	77.292	0.000	0.000
70	2011.10.14 17:45	modify	23	0.10	77.292	0.000	77.452
71	2011.10.18 13:00	buy	24	0.20	76.676	0.000	0.000
72	2011.10.18 13:00	modify	24	0.20	76.676	0.000	77.041
73	2011.10.18 13:00	modify	23	0.10	77.292	0.000	77.041
74	2011.10.20 15:36	t/p	23	0.10	77.041	0.000	77.041	-32.58	10461.44
75	2011.10.20 15:36	t/p	24	0.20	77.041	0.000	77.041	94.75	10556.19
76	2011.10.20 16:15	sell	25	0.10	76.897	0.000	0.000
77	2011.10.20 16:15	modify	25	0.10	76.897	0.000	76.737
78	2011.10.21 10:00	t/p	25	0.10	76.737	0.000	76.737	20.63	10576.82
79	2011.10.21 10:30	buy	26	0.10	76.721	0.000	0.000
80	2011.10.21 10:30	modify	26	0.10	76.721	0.000	76.881
81	2011.10.21 16:30	buy	27	0.20	76.111	0.000	0.000
82	2011.10.21 16:30	modify	27	0.20	76.111	0.000	76.474
83	2011.10.21 16:30	modify	26	0.10	76.721	0.000	76.474
84	2011.10.31 04:18	t/p	26	0.10	76.474	0.000	76.474	-32.29	10544.53
85	2011.10.31 04:18	t/p	27	0.20	76.474	0.000	76.474	94.93	10639.46
86	2011.10.31 05:00	sell	28	0.10	78.336	0.000	0.000
87	2011.10.31 05:00	modify	28	0.10	78.336	0.000	78.176
88	2011.10.31 05:00	t/p	28	0.10	78.176	0.000	78.176	20.47	10659.93
89	2011.10.31 06:00	sell	29	0.10	79.187	0.000	0.000
90	2011.10.31 06:00	modify	29	0.10	79.187	0.000	79.027
91	2011.10.31 09:51	t/p	29	0.10	79.027	0.000	79.027	20.24	10680.17
92	2011.10.31 10:15	buy	30	0.10	79.001	0.000	0.000
93	2011.10.31 10:15	modify	30	0.10	79.001	0.000	79.161
94	2011.10.31 11:45	buy	31	0.20	78.249	0.000	0.000
95	2011.10.31 11:45	modify	31	0.20	78.249	0.000	78.660
96	2011.10.31 11:45	modify	30	0.10	79.001	0.000	78.660
97	2011.11.01 03:06	t/p	30	0.10	78.660	0.000	78.660	-43.35	10636.82
98	2011.11.01 03:06	t/p	31	0.20	78.660	0.000	78.660	104.50	10741.32
99	2011.11.01 03:15	buy	32	0.10	78.643	0.000	0.000
100	2011.11.01 03:15	modify	32	0.10	78.643	0.000	78.803
101	2011.11.02 12:15	buy	33	0.20	77.967	0.000	0.000
102	2011.11.02 12:15	modify	33	0.20	77.967	0.000	78.352
103	2011.11.02 12:15	modify	32	0.10	78.643	0.000	78.352
104	2011.11.11 10:45	buy	34	0.40	77.376	0.000	0.000
105	2011.11.11 10:45	modify	34	0.40	77.376	0.000	77.886
106	2011.11.11 10:45	modify	33	0.20	77.967	0.000	77.886
107	2011.11.11 10:45	modify	32	0.10	78.643	0.000	77.886
108	2011.11.18 10:00	buy	35	0.80	76.733	0.000	0.000
109	2011.11.18 10:00	modify	35	0.80	76.733	0.000	77.356
110	2011.11.18 10:00	modify	34	0.40	77.376	0.000	77.356
111	2011.11.18 10:00	modify	33	0.20	77.967	0.000	77.356
112	2011.11.18 10:00	modify	32	0.10	78.643	0.000	77.356
113	2011.11.23 17:06	t/p	32	0.10	77.356	0.000	77.356	-166.37	10574.95
114	2011.11.23 17:06	t/p	33	0.20	77.356	0.000	77.356	-157.97	10416.98
115	2011.11.23 17:06	t/p	34	0.40	77.356	0.000	77.356	-10.34	10406.64
116	2011.11.23 17:06	t/p	35	0.80	77.356	0.000	77.356	644.29	11050.93
117	2011.11.23 18:30	sell	36	0.10	77.464	0.000	0.000
118	2011.11.23 18:30	modify	36	0.10	77.464	0.000	77.304
119	2011.11.23 23:54	t/p	36	0.10	77.304	0.000	77.304	20.70	11071.63
120	2011.11.24 00:30	buy	37	0.10	77.304	0.000	0.000
121	2011.11.24 00:30	modify	37	0.10	77.304	0.000	77.464
122	2011.11.25 03:51	t/p	37	0.10	77.464	0.000	77.464	20.65	11092.28
123	2011.11.25 04:00	buy	38	0.10	77.467	0.000	0.000
124	2011.11.25 04:00	modify	38	0.10	77.467	0.000	77.627
125	2011.11.25 15:22	t/p	38	0.10	77.627	0.000	77.627	20.61	11112.89
126	2011.11.25 15:45	sell	39	0.10	77.644	0.000	0.000
127	2011.11.25 15:45	modify	39	0.10	77.644	0.000	77.484
128	2011.11.28 00:52	t/p	39	0.10	77.484	0.000	77.484	20.43	11133.32
129	2011.11.28 01:15	buy	40	0.10	77.572	0.000	0.000
130	2011.11.28 01:15	modify	40	0.10	77.572	0.000	77.732
131	2011.11.28 09:39	t/p	40	0.10	77.732	0.000	77.732	20.58	11153.90
132	2011.11.28 10:00	sell	41	0.10	77.708	0.000	0.000
133	2011.11.28 10:00	modify	41	0.10	77.708	0.000	77.548
134	2011.11.30 15:06	t/p	41	0.10	77.548	0.000	77.548	20.19	11174.09
135	2011.11.30 15:30	buy	42	0.10	77.676	0.000	0.000
136	2011.11.30 15:30	modify	42	0.10	77.676	0.000	77.836
137	2011.12.02 03:37	t/p	42	0.10	77.836	0.000	77.836	20.56	11194.65
138	2011.12.02 04:00	sell	43	0.10	77.842	0.000	0.000
139	2011.12.02 04:00	modify	43	0.10	77.842	0.000	77.682
140	2011.12.06 12:01	t/p	43	0.10	77.682	0.000	77.682	20.16	11214.80
141	2011.12.06 12:45	buy	44	0.10	77.679	0.000	0.000
142	2011.12.06 12:45	modify	44	0.10	77.679	0.000	77.839
143	2011.12.12 11:39	t/p	44	0.10	77.839	0.000	77.839	20.56	11235.36
144	2011.12.12 12:15	sell	45	0.10	77.832	0.000	0.000
145	2011.12.12 12:15	modify	45	0.10	77.832	0.000	77.672
146	2011.12.13 16:54	t/p	45	0.10	77.672	0.000	77.672	20.38	11255.74
147	2011.12.13 17:15	buy	46	0.10	77.747	0.000	0.000
148	2011.12.13 17:15	modify	46	0.10	77.747	0.000	77.907
149	2011.12.13 18:07	t/p	46	0.10	77.907	0.000	77.907	20.54	11276.28
150	2011.12.13 18:45	sell	47	0.10	77.869	0.000	0.000
151	2011.12.13 18:45	modify	47	0.10	77.869	0.000	77.709
152	2011.12.16 18:00	t/p	47	0.10	77.709	0.000	77.709	19.48	11295.77
153	2011.12.16 18:15	buy	48	0.10	77.729	0.000	0.000
154	2011.12.16 18:15	modify	48	0.10	77.729	0.000	77.889
155	2011.12.16 20:41	t/p	48	0.10	77.889	0.000	77.889	20.54	11316.31
156	2011.12.16 21:00	sell	49	0.10	77.859	0.000	0.000
157	2011.12.16 21:00	modify	49	0.10	77.859	0.000	77.699
158	2011.12.21 12:24	t/p	49	0.10	77.699	0.000	77.699	19.93	11336.23
159	2011.12.21 12:30	sell	50	0.10	77.702	0.000	0.000
160	2011.12.21 12:30	modify	50	0.10	77.702	0.000	77.542
161	2011.12.30 05:09	t/p	50	0.10	77.542	0.000	77.542	18.20	11354.43
162	2011.12.30 05:45	buy	51	0.10	77.536	0.000	0.000
163	2011.12.30 05:45	modify	51	0.10	77.536	0.000	77.696
164	2011.12.30 18:00	buy	52	0.20	76.917	0.000	0.000
165	2011.12.30 18:00	modify	52	0.20	76.917	0.000	77.283
166	2011.12.30 18:00	modify	51	0.10	77.536	0.000	77.283
167	2012.01.06 15:36	t/p	51	0.10	77.283	0.000	77.283	-32.74	11321.69
168	2012.01.06 15:36	t/p	52	0.20	77.283	0.000	77.283	94.72	11416.41
169	2012.01.06 16:00	sell	53	0.10	77.239	0.000	0.000
170	2012.01.06 16:00	modify	53	0.10	77.239	0.000	77.079
171	2012.01.06 16:08	t/p	53	0.10	77.079	0.000	77.079	20.76	11437.17
172	2012.01.06 16:15	sell	54	0.10	77.076	0.000	0.000
173	2012.01.06 16:15	modify	54	0.10	77.076	0.000	76.916
174	2012.01.09 00:00	t/p	54	0.10	76.916	0.000	76.916	20.58	11457.75
175	2012.01.09 00:00	sell	55	0.10	76.892	0.000	0.000
176	2012.01.09 00:00	modify	55	0.10	76.892	0.000	76.732
177	2012.01.12 16:37	t/p	55	0.10	76.732	0.000	76.732	19.74	11477.50
178	2012.01.12 16:45	sell	56	0.10	76.717	0.000	0.000
179	2012.01.12 16:45	modify	56	0.10	76.717	0.000	76.557
180	2012.01.24 12:15	sell	57	0.20	77.334	0.000	0.000
181	2012.01.24 12:15	modify	57	0.20	77.334	0.000	76.968
182	2012.01.24 12:15	modify	56	0.10	76.717	0.000	76.968
183	2012.01.25 05:00	sell	58	0.40	77.962	0.000	0.000
184	2012.01.25 05:00	modify	58	0.40	77.962	0.000	77.445
185	2012.01.25 05:00	modify	57	0.20	77.334	0.000	77.445
186	2012.01.25 05:00	modify	56	0.10	76.717	0.000	77.445
187	2012.01.25 23:59	close at stop	58	0.40	77.782	0.000	77.445	92.57	11570.07
188	2012.01.25 23:59	close at stop	57	0.20	77.782	0.000	77.445	-115.63	11454.44
189	2012.01.25 23:59	close at stop	56	0.10	77.782	0.000	77.445	-139.35	11315.08