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		MagicNumber=0; Lots=0.1; Takeprofit=16;
Bars in test	52134	Ticks modelled	12818909	Modelling quality	25.55%
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	1197.31	Gross profit	1858.08	Gross loss	-660.77
Profit factor	2.81	Expected payoff	19.96
Absolute drawdown	240.67	Maximal drawdown	994.38 (9.25%)	Relative drawdown	9.25% (994.38)
Total trades	60	Short positions (won %)	30 (90.00%)	Long positions (won %)	30 (80.00%)
		Profit trades (% of total)	51 (85.00%)	Loss trades (% of total)	9 (15.00%)
Largest		profit trade	442.31	loss trade	-152.46
Average		profit trade	36.43	loss trade	-73.42
Maximum		consecutive wins (profit in money)	17 (776.89)	consecutive losses (loss in money)	2 (-263.29)
Maximal		consecutive profit (count of wins)	776.89 (17)	consecutive loss (count of losses)	-263.29 (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	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	76.440	0.000	0.000
11	2011.09.21 04:30	modify	4	0.10	76.440	0.000	76.600
12	2011.09.21 21:38	t/p	4	0.10	76.600	0.000	76.600	20.89	10082.07
13	2011.09.21 21:45	buy	5	0.10	76.578	0.000	0.000
14	2011.09.21 21:45	modify	5	0.10	76.578	0.000	76.738
15	2011.09.22 03:15	t/p	5	0.10	76.738	0.000	76.738	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	76.531	0.000	0.000
20	2011.09.22 10:30	modify	7	0.10	76.531	0.000	76.691
21	2011.09.23 21:51	t/p	7	0.10	76.691	0.000	76.691	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	76.487	0.000	0.000
26	2011.09.26 00:30	modify	9	0.10	76.487	0.000	76.647
27	2011.09.26 02:39	t/p	9	0.10	76.647	0.000	76.647	20.87	10186.26
28	2011.09.26 02:45	buy	10	0.10	76.649	0.000	0.000
29	2011.09.26 02:45	modify	10	0.10	76.649	0.000	76.809
30	2011.09.27 21:24	t/p	10	0.10	76.809	0.000	76.809	20.83	10207.09
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	10227.76
34	2011.09.28 04:00	buy	12	0.10	76.587	0.000	0.000
35	2011.09.28 04:00	modify	12	0.10	76.587	0.000	76.747
36	2011.09.29 13:30	t/p	12	0.10	76.747	0.000	76.747	20.85	10248.61
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	10269.30
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	0.17	77.170	0.000	0.000
43	2011.09.30 19:15	modify	15	0.17	77.170	0.000	76.776
44	2011.09.30 19:15	modify	14	0.10	76.539	0.000	76.776
45	2011.10.03 10:15	t/p	14	0.10	76.776	0.000	76.776	-31.09	10238.21
46	2011.10.03 10:15	t/p	15	0.17	76.776	0.000	76.776	86.86	10325.07
47	2011.10.03 11:30	sell	16	0.10	76.881	0.000	0.000
48	2011.10.03 11:30	modify	16	0.10	76.881	0.000	76.721
49	2011.10.03 16:57	t/p	16	0.10	76.721	0.000	76.721	20.85	10345.92
50	2011.10.03 17:15	buy	17	0.10	76.751	0.000	0.000
51	2011.10.03 17:15	modify	17	0.10	76.751	0.000	76.911
52	2011.10.04 18:36	t/p	17	0.10	76.911	0.000	76.911	20.80	10366.72
53	2011.10.04 18:45	buy	18	0.10	76.893	0.000	0.000
54	2011.10.04 18:45	modify	18	0.10	76.893	0.000	77.053
55	2011.10.05 17:46	t/p	18	0.10	77.053	0.000	77.053	20.76	10387.48
56	2011.10.05 18:00	sell	19	0.10	76.953	0.000	0.000
57	2011.10.05 18:00	modify	19	0.10	76.953	0.000	76.793
58	2011.10.05 20:07	t/p	19	0.10	76.793	0.000	76.793	20.84	10408.32
59	2011.10.05 20:30	buy	20	0.10	76.852	0.000	0.000
60	2011.10.05 20:30	modify	20	0.10	76.852	0.000	77.012
61	2011.10.12 15:45	t/p	20	0.10	77.012	0.000	77.012	20.78	10429.10
62	2011.10.12 16:45	sell	21	0.10	77.309	0.000	0.000
63	2011.10.12 16:45	modify	21	0.10	77.309	0.000	77.149
64	2011.10.13 02:27	t/p	21	0.10	77.149	0.000	77.149	20.08	10449.18
65	2011.10.13 03:30	sell	22	0.10	77.090	0.000	0.000
66	2011.10.13 03:30	modify	22	0.10	77.090	0.000	76.930
67	2011.10.13 11:51	t/p	22	0.10	76.930	0.000	76.930	20.80	10469.98
68	2011.10.13 12:30	buy	23	0.10	76.838	0.000	0.000
69	2011.10.13 12:30	modify	23	0.10	76.838	0.000	76.998
70	2011.10.14 12:34	t/p	23	0.10	76.998	0.000	76.998	20.78	10490.76
71	2011.10.14 12:45	buy	24	0.10	77.025	0.000	0.000
72	2011.10.14 12:45	modify	24	0.10	77.025	0.000	77.185
73	2011.10.14 17:36	t/p	24	0.10	77.185	0.000	77.185	20.73	10511.49
74	2011.10.14 17:45	buy	25	0.10	77.293	0.000	0.000
75	2011.10.14 17:45	modify	25	0.10	77.293	0.000	77.453
76	2011.10.18 13:00	buy	26	0.17	76.677	0.000	0.000
77	2011.10.18 13:00	modify	26	0.17	76.677	0.000	77.065
78	2011.10.18 13:00	modify	25	0.10	77.293	0.000	77.065
79	2011.10.20 15:38	t/p	25	0.10	77.065	0.000	77.065	-29.59	10481.90
80	2011.10.20 15:38	t/p	26	0.17	77.065	0.000	77.065	85.59	10567.49
81	2011.10.20 16:15	sell	27	0.10	76.897	0.000	0.000
82	2011.10.20 16:15	modify	27	0.10	76.897	0.000	76.737
83	2011.10.21 10:00	t/p	27	0.10	76.737	0.000	76.737	20.63	10588.12
84	2011.10.21 10:30	buy	28	0.10	76.722	0.000	0.000
85	2011.10.21 10:30	modify	28	0.10	76.722	0.000	76.882
86	2011.10.21 16:30	buy	29	0.17	76.112	0.000	0.000
87	2011.10.21 16:30	modify	29	0.17	76.112	0.000	76.498
88	2011.10.21 16:30	modify	28	0.10	76.722	0.000	76.498
89	2011.10.31 04:18	t/p	28	0.10	76.498	0.000	76.498	-29.28	10558.84
90	2011.10.31 04:18	t/p	29	0.17	76.498	0.000	76.498	85.77	10644.61
91	2011.10.31 05:00	sell	30	0.10	78.336	0.000	0.000
92	2011.10.31 05:00	modify	30	0.10	78.336	0.000	78.176
93	2011.10.31 05:00	t/p	30	0.10	78.176	0.000	78.176	20.46	10665.07
94	2011.10.31 06:00	sell	31	0.10	79.187	0.000	0.000
95	2011.10.31 06:00	modify	31	0.10	79.187	0.000	79.027
96	2011.10.31 09:51	t/p	31	0.10	79.027	0.000	79.027	20.25	10685.32
97	2011.10.31 10:15	buy	32	0.10	79.002	0.000	0.000
98	2011.10.31 10:15	modify	32	0.10	79.002	0.000	79.162
99	2011.10.31 11:45	buy	33	0.17	78.250	0.000	0.000
100	2011.10.31 11:45	modify	33	0.17	78.250	0.000	78.689
101	2011.10.31 11:45	modify	32	0.10	79.002	0.000	78.689
102	2011.11.01 03:06	t/p	32	0.10	78.689	0.000	78.689	-39.78	10645.54
103	2011.11.01 03:06	t/p	33	0.17	78.689	0.000	78.689	94.84	10740.38
104	2011.11.01 03:15	buy	34	0.10	78.644	0.000	0.000
105	2011.11.01 03:15	modify	34	0.10	78.644	0.000	78.804
106	2011.11.02 12:15	buy	35	0.17	77.968	0.000	0.000
107	2011.11.02 12:15	modify	35	0.17	77.968	0.000	78.378
108	2011.11.02 12:15	modify	34	0.10	78.644	0.000	78.378
109	2011.11.11 10:45	buy	36	0.28	77.377	0.000	0.000
110	2011.11.11 10:45	modify	36	0.28	77.377	0.000	77.950
111	2011.11.11 10:45	modify	35	0.17	77.968	0.000	77.950
112	2011.11.11 10:45	modify	34	0.10	78.644	0.000	77.950
113	2011.11.18 10:00	buy	37	0.47	76.734	0.000	0.000
114	2011.11.18 10:00	modify	37	0.47	76.734	0.000	77.463
115	2011.11.18 10:00	modify	36	0.28	77.377	0.000	77.463
116	2011.11.18 10:00	modify	35	0.17	77.968	0.000	77.463
117	2011.11.18 10:00	modify	34	0.10	78.644	0.000	77.463
118	2011.11.23 17:57	t/p	34	0.10	77.463	0.000	77.463	-152.46	10587.92
119	2011.11.23 17:57	t/p	35	0.17	77.463	0.000	77.463	-110.83	10477.09
120	2011.11.23 17:57	t/p	36	0.28	77.463	0.000	77.463	31.09	10508.18
121	2011.11.23 17:57	t/p	37	0.47	77.463	0.000	77.463	442.31	10950.49
122	2011.11.23 18:30	sell	38	0.10	77.464	0.000	0.000
123	2011.11.23 18:30	modify	38	0.10	77.464	0.000	77.304
124	2011.11.23 23:54	t/p	38	0.10	77.304	0.000	77.304	20.70	10971.19
125	2011.11.24 00:30	buy	39	0.10	77.305	0.000	0.000
126	2011.11.24 00:30	modify	39	0.10	77.305	0.000	77.465
127	2011.11.25 03:51	t/p	39	0.10	77.465	0.000	77.465	20.65	10991.84
128	2011.11.25 04:00	buy	40	0.10	77.468	0.000	0.000
129	2011.11.25 04:00	modify	40	0.10	77.468	0.000	77.628
130	2011.11.25 15:22	t/p	40	0.10	77.628	0.000	77.628	20.61	11012.45
131	2011.11.25 15:45	sell	41	0.10	77.644	0.000	0.000
132	2011.11.25 15:45	modify	41	0.10	77.644	0.000	77.484
133	2011.11.28 00:52	t/p	41	0.10	77.484	0.000	77.484	20.43	11032.88
134	2011.11.28 01:15	buy	42	0.10	77.573	0.000	0.000
135	2011.11.28 01:15	modify	42	0.10	77.573	0.000	77.733
136	2011.11.28 09:39	t/p	42	0.10	77.733	0.000	77.733	20.58	11053.46
137	2011.11.28 10:00	sell	43	0.10	77.708	0.000	0.000
138	2011.11.28 10:00	modify	43	0.10	77.708	0.000	77.548
139	2011.11.30 15:06	t/p	43	0.10	77.548	0.000	77.548	20.19	11073.65
140	2011.11.30 15:30	buy	44	0.10	77.677	0.000	0.000
141	2011.11.30 15:30	modify	44	0.10	77.677	0.000	77.837
142	2011.12.02 03:37	t/p	44	0.10	77.837	0.000	77.837	20.56	11094.21
143	2011.12.02 04:00	sell	45	0.10	77.842	0.000	0.000
144	2011.12.02 04:00	modify	45	0.10	77.842	0.000	77.682
145	2011.12.06 12:01	t/p	45	0.10	77.682	0.000	77.682	20.16	11114.36
146	2011.12.06 12:45	buy	46	0.10	77.680	0.000	0.000
147	2011.12.06 12:45	modify	46	0.10	77.680	0.000	77.840
148	2011.12.12 11:39	t/p	46	0.10	77.840	0.000	77.840	20.55	11134.91
149	2011.12.12 12:15	sell	47	0.10	77.832	0.000	0.000
150	2011.12.12 12:15	modify	47	0.10	77.832	0.000	77.672
151	2011.12.13 16:54	t/p	47	0.10	77.672	0.000	77.672	20.38	11155.29
152	2011.12.13 17:15	buy	48	0.10	77.748	0.000	0.000
153	2011.12.13 17:15	modify	48	0.10	77.748	0.000	77.908
154	2011.12.13 18:07	t/p	48	0.10	77.908	0.000	77.908	20.54	11175.83
155	2011.12.13 18:45	sell	49	0.10	77.869	0.000	0.000
156	2011.12.13 18:45	modify	49	0.10	77.869	0.000	77.709
157	2011.12.16 18:00	t/p	49	0.10	77.709	0.000	77.709	19.48	11195.32
158	2011.12.16 18:15	buy	50	0.10	77.730	0.000	0.000
159	2011.12.16 18:15	modify	50	0.10	77.730	0.000	77.890
160	2011.12.16 20:41	t/p	50	0.10	77.890	0.000	77.890	20.54	11215.86
161	2011.12.16 21:00	sell	51	0.10	77.859	0.000	0.000
162	2011.12.16 21:00	modify	51	0.10	77.859	0.000	77.699
163	2011.12.21 12:24	t/p	51	0.10	77.699	0.000	77.699	19.93	11235.79
164	2011.12.21 12:30	sell	52	0.10	77.702	0.000	0.000
165	2011.12.21 12:30	modify	52	0.10	77.702	0.000	77.542
166	2011.12.30 05:09	t/p	52	0.10	77.542	0.000	77.542	18.20	11253.98
167	2011.12.30 05:45	buy	53	0.10	77.537	0.000	0.000
168	2011.12.30 05:45	modify	53	0.10	77.537	0.000	77.697
169	2011.12.30 18:00	buy	54	0.17	76.918	0.000	0.000
170	2011.12.30 18:00	modify	54	0.17	76.918	0.000	77.307
171	2011.12.30 18:00	modify	53	0.10	77.537	0.000	77.307
172	2012.01.06 15:36	t/p	53	0.10	77.307	0.000	77.307	-29.75	11224.23
173	2012.01.06 15:36	t/p	54	0.17	77.307	0.000	77.307	85.54	11309.77
174	2012.01.06 16:00	sell	55	0.10	77.239	0.000	0.000
175	2012.01.06 16:00	modify	55	0.10	77.239	0.000	77.079
176	2012.01.06 16:08	t/p	55	0.10	77.079	0.000	77.079	20.76	11330.53
177	2012.01.06 16:15	sell	56	0.10	77.076	0.000	0.000
178	2012.01.06 16:15	modify	56	0.10	77.076	0.000	76.916
179	2012.01.09 00:00	t/p	56	0.10	76.916	0.000	76.916	20.58	11351.11
180	2012.01.09 00:00	sell	57	0.10	76.892	0.000	0.000
181	2012.01.09 00:00	modify	57	0.10	76.892	0.000	76.732
182	2012.01.12 16:39	t/p	57	0.10	76.732	0.000	76.732	19.74	11370.86
183	2012.01.12 16:45	sell	58	0.10	76.717	0.000	0.000
184	2012.01.12 16:45	modify	58	0.10	76.717	0.000	76.557
185	2012.01.24 12:15	sell	59	0.17	77.334	0.000	0.000
186	2012.01.24 12:15	modify	59	0.17	77.334	0.000	76.945
187	2012.01.24 12:15	modify	58	0.10	76.717	0.000	76.945
188	2012.01.25 05:00	sell	60	0.28	77.962	0.000	0.000
189	2012.01.25 05:00	modify	60	0.28	77.962	0.000	77.382
190	2012.01.25 05:00	modify	59	0.17	77.334	0.000	77.382
191	2012.01.25 05:00	modify	58	0.10	76.717	0.000	77.382
192	2012.01.25 23:59	close at stop	60	0.28	77.783	0.000	77.382	64.44	11435.30
193	2012.01.25 23:59	close at stop	59	0.17	77.783	0.000	77.382	-98.51	11336.79
194	2012.01.25 23:59	close at stop	58	0.10	77.783	0.000	77.382	-139.48	11197.31