通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		1分足(M1) 2012.01.02 08:55 - 2012.10.16 23:59 (2012.01.01 - 2012.10.17)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=0; Lots=0.01;
Bars in test	214462	Ticks modelled	5925209	Modelling quality	25.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-7999.32	Gross profit	52.12	Gross loss	-8051.44
Profit factor	0.01	Expected payoff	-399.97
Absolute drawdown	7999.32	Maximal drawdown	8336.07 (80.64%)	Relative drawdown	80.64% (8336.07)
Total trades	20	Short positions (won %)	18 (33.33%)	Long positions (won %)	2 (100.00%)
		Profit trades (% of total)	8 (40.00%)	Loss trades (% of total)	12 (60.00%)
Largest		profit trade	27.39	loss trade	-1551.25
Average		profit trade	6.52	loss trade	-670.95
Maximum		consecutive wins (profit in money)	6 (44.90)	consecutive losses (loss in money)	11 (-8043.51)
Maximal		consecutive profit (count of wins)	44.90 (6)	consecutive loss (count of losses)	-8043.51 (11)
Average		consecutive wins	4	consecutive losses	6

#	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	2012.01.02 09:01	sell	1	0.01	76.913	0.000	0.000
2	2012.01.02 09:01	modify	1	0.01	76.913	0.000	76.623
3	2012.01.17 09:31	t/p	1	0.01	76.623	0.000	76.623	3.45	10003.45
4	2012.01.17 09:34	buy	2	0.01	76.617	0.000	0.000
5	2012.01.17 09:34	modify	2	0.01	76.617	0.000	76.907
6	2012.01.19 16:43	t/p	2	0.01	76.907	0.000	76.907	3.77	10007.22
7	2012.01.19 16:49	sell	3	0.01	76.913	0.000	0.000
8	2012.01.19 16:49	modify	3	0.01	76.913	0.000	76.623
9	2012.01.24 14:55	sell	4	0.02	77.617	0.000	0.000
10	2012.01.24 14:55	modify	4	0.02	77.617	0.000	77.092
11	2012.01.24 14:55	modify	3	0.01	76.913	0.000	77.092
12	2012.01.25 13:26	sell	5	0.03	78.229	0.000	0.000
13	2012.01.25 13:26	modify	5	0.03	78.229	0.000	77.516
14	2012.01.25 13:26	modify	4	0.02	77.617	0.000	77.516
15	2012.01.25 13:26	modify	3	0.01	76.913	0.000	77.516
16	2012.01.26 11:57	t/p	3	0.01	77.516	0.000	77.516	-7.93	9999.29
17	2012.01.26 11:57	t/p	4	0.02	77.516	0.000	77.516	2.44	10001.73
18	2012.01.26 11:57	t/p	5	0.03	77.516	0.000	77.516	27.39	10029.12
19	2012.01.26 11:58	sell	6	0.01	77.474	0.000	0.000
20	2012.01.26 11:58	modify	6	0.01	77.474	0.000	77.184
21	2012.01.27 06:04	t/p	6	0.01	77.184	0.000	77.184	3.74	10032.86
22	2012.01.27 06:05	sell	7	0.01	77.164	0.000	0.000
23	2012.01.27 06:05	modify	7	0.01	77.164	0.000	76.874
24	2012.01.27 15:30	t/p	7	0.01	76.874	0.000	76.874	3.78	10036.64
25	2012.01.27 15:31	sell	8	0.01	76.830	0.000	0.000
26	2012.01.27 15:31	modify	8	0.01	76.830	0.000	76.540
27	2012.01.30 16:42	t/p	8	0.01	76.540	0.000	76.540	3.77	10040.41
28	2012.01.30 16:44	buy	9	0.01	76.528	0.000	0.000
29	2012.01.30 16:44	modify	9	0.01	76.528	0.000	76.818
30	2012.02.07 14:05	t/p	9	0.01	76.818	0.000	76.818	3.78	10044.19
31	2012.02.07 14:07	sell	10	0.01	76.790	0.000	0.000
32	2012.02.07 14:07	modify	10	0.01	76.790	0.000	76.500
33	2012.02.09 17:45	sell	11	0.02	77.405	0.000	0.000
34	2012.02.09 17:45	modify	11	0.02	77.405	0.000	76.910
35	2012.02.09 17:45	modify	10	0.01	76.790	0.000	76.910
36	2012.02.14 09:42	sell	12	0.03	78.043	0.000	0.000
37	2012.02.14 09:42	modify	12	0.03	78.043	0.000	77.332
38	2012.02.14 09:42	modify	11	0.02	77.405	0.000	77.332
39	2012.02.14 09:42	modify	10	0.01	76.790	0.000	77.332
40	2012.02.16 10:01	sell	13	0.05	78.675	0.000	0.000
41	2012.02.16 10:01	modify	13	0.05	78.675	0.000	77.810
42	2012.02.16 10:01	modify	12	0.03	78.043	0.000	77.810
43	2012.02.16 10:01	modify	11	0.02	77.405	0.000	77.810
44	2012.02.16 10:01	modify	10	0.01	76.790	0.000	77.810
45	2012.02.17 15:09	sell	14	0.08	79.299	0.000	0.000
46	2012.02.17 15:09	modify	14	0.08	79.299	0.000	78.315
47	2012.02.17 15:09	modify	13	0.05	78.675	0.000	78.315
48	2012.02.17 15:09	modify	12	0.03	78.043	0.000	78.315
49	2012.02.17 15:09	modify	11	0.02	77.405	0.000	78.315
50	2012.02.17 15:09	modify	10	0.01	76.790	0.000	78.315
51	2012.02.22 06:03	sell	15	0.13	79.912	0.000	0.000
52	2012.02.22 06:03	modify	15	0.13	79.912	0.000	78.846
53	2012.02.22 06:03	modify	14	0.08	79.299	0.000	78.846
54	2012.02.22 06:03	modify	13	0.05	78.675	0.000	78.846
55	2012.02.22 06:03	modify	12	0.03	78.043	0.000	78.846
56	2012.02.22 06:03	modify	11	0.02	77.405	0.000	78.846
57	2012.02.22 06:03	modify	10	0.01	76.790	0.000	78.846
58	2012.02.24 09:03	sell	16	0.21	80.525	0.000	0.000
59	2012.02.24 09:03	modify	16	0.21	80.525	0.000	79.396
60	2012.02.24 09:03	modify	15	0.13	79.912	0.000	79.396
61	2012.02.24 09:03	modify	14	0.08	79.299	0.000	79.396
62	2012.02.24 09:03	modify	13	0.05	78.675	0.000	79.396
63	2012.02.24 09:03	modify	12	0.03	78.043	0.000	79.396
64	2012.02.24 09:03	modify	11	0.02	77.405	0.000	79.396
65	2012.02.24 09:03	modify	10	0.01	76.790	0.000	79.396
66	2012.02.27 00:00	sell	17	0.35	81.248	0.000	0.000
67	2012.02.27 00:00	modify	17	0.35	81.248	0.000	80.017
68	2012.02.27 00:00	modify	16	0.21	80.525	0.000	80.017
69	2012.02.27 00:00	modify	15	0.13	79.912	0.000	80.017
70	2012.02.27 00:00	modify	14	0.08	79.299	0.000	80.017
71	2012.02.27 00:00	modify	13	0.05	78.675	0.000	80.017
72	2012.02.27 00:00	modify	12	0.03	78.043	0.000	80.017
73	2012.02.27 00:00	modify	11	0.02	77.405	0.000	80.017
74	2012.02.27 00:00	modify	10	0.01	76.790	0.000	80.017
75	2012.03.09 05:18	sell	18	0.58	81.881	0.000	0.000
76	2012.03.09 05:18	modify	18	0.58	81.881	0.000	80.643
77	2012.03.09 05:18	modify	17	0.35	81.248	0.000	80.643
78	2012.03.09 05:18	modify	16	0.21	80.525	0.000	80.643
79	2012.03.09 05:18	modify	15	0.13	79.912	0.000	80.643
80	2012.03.09 05:18	modify	14	0.08	79.299	0.000	80.643
81	2012.03.09 05:18	modify	13	0.05	78.675	0.000	80.643
82	2012.03.09 05:18	modify	12	0.03	78.043	0.000	80.643
83	2012.03.09 05:18	modify	11	0.02	77.405	0.000	80.643
84	2012.03.09 05:18	modify	10	0.01	76.790	0.000	80.643
85	2012.03.09 18:30	sell	19	0.96	82.506	0.000	0.000
86	2012.03.09 18:30	modify	19	0.96	82.506	0.000	81.267
87	2012.03.09 18:30	modify	18	0.58	81.881	0.000	81.267
88	2012.03.09 18:30	modify	17	0.35	81.248	0.000	81.267
89	2012.03.09 18:30	modify	16	0.21	80.525	0.000	81.267
90	2012.03.09 18:30	modify	15	0.13	79.912	0.000	81.267
91	2012.03.09 18:30	modify	14	0.08	79.299	0.000	81.267
92	2012.03.09 18:30	modify	13	0.05	78.675	0.000	81.267
93	2012.03.09 18:30	modify	12	0.03	78.043	0.000	81.267
94	2012.03.09 18:30	modify	11	0.02	77.405	0.000	81.267
95	2012.03.09 18:30	modify	10	0.01	76.790	0.000	81.267
96	2012.03.14 03:25	sell	20	1.59	83.137	0.000	0.000
97	2012.03.14 03:25	modify	20	1.59	83.137	0.000	81.893
98	2012.03.14 03:25	modify	19	0.96	82.506	0.000	81.893
99	2012.03.14 03:25	modify	18	0.58	81.881	0.000	81.893
100	2012.03.14 03:25	modify	17	0.35	81.248	0.000	81.893
101	2012.03.14 03:25	modify	16	0.21	80.525	0.000	81.893
102	2012.03.14 03:25	modify	15	0.13	79.912	0.000	81.893
103	2012.03.14 03:25	modify	14	0.08	79.299	0.000	81.893
104	2012.03.14 03:25	modify	13	0.05	78.675	0.000	81.893
105	2012.03.14 03:25	modify	12	0.03	78.043	0.000	81.893
106	2012.03.14 03:25	modify	11	0.02	77.405	0.000	81.893
107	2012.03.14 03:25	modify	10	0.01	76.790	0.000	81.893
108	2012.03.15 02:28	close at stop	20	1.59	83.850	0.000	81.893	-1362.37	8681.82
109	2012.03.15 02:28	close at stop	19	0.96	83.850	0.000	81.893	-1551.25	7130.57
110	2012.03.15 02:28	close at stop	18	0.58	83.850	0.000	81.893	-1369.53	5761.04
111	2012.03.15 02:28	close at stop	17	0.35	83.850	0.000	81.893	-1100.54	4660.50
112	2012.03.15 02:28	close at stop	16	0.21	83.850	0.000	81.893	-841.85	3818.64
113	2012.03.15 02:28	close at stop	15	0.13	83.850	0.000	81.893	-617.31	3201.33
114	2012.03.15 02:28	close at stop	14	0.08	83.850	0.000	81.893	-438.89	2762.45
115	2012.03.15 02:28	close at stop	13	0.05	83.850	0.000	81.893	-311.63	2450.82
116	2012.03.15 02:28	close at stop	12	0.03	83.850	0.000	81.893	-209.84	2240.98
117	2012.03.15 02:28	close at stop	11	0.02	83.850	0.000	81.893	-155.25	2085.73
118	2012.03.15 02:28	close at stop	10	0.01	83.850	0.000	81.893	-85.05	2000.68