通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2011.01.02 23:50 - 2011.01.28 22:55 (2011.01.01 - 2011.01.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		M=" Risk management "; Magic=985146; MM=true; Lots=0.1; LossC=900; LotRisk=10000;
Bars in test	6718	Ticks modelled	1221289	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	20000.00
Total net profit利益額	5396.04	Gross profit	5467.59	Gross loss	-71.55
Profit factor	76.42	Expected payoff	199.85
Absolute drawdown	15012.36	Maximal drawdown	15641.64 (75.82%)	Relative drawdown	75.82% (15641.64)
Total trades	27	Short positions (won %)	0 (0.00%)	Long positions (won %)	27 (81.48%)
		Profit trades (% of total)	22 (81.48%)	Loss trades (% of total)	5 (18.52%)
Largest		profit trade	691.20	loss trade	-29.76
Average		profit trade	248.53	loss trade	-14.31
Maximum		consecutive wins (profit in money)	14 (3451.05)	consecutive losses (loss in money)	2 (-48.00)
Maximal		consecutive profit (count of wins)	3451.05 (14)	consecutive loss (count of losses)	-48.00 (2)
Average		consecutive wins	6	consecutive losses	2

#	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	2011.01.03 21:11	buy	1	0.20	1.33676	0.00000	0.00000
2	2011.01.03 22:54	buy	2	0.40	1.33585	0.00000	0.00000
3	2011.01.04 01:02	buy	3	0.80	1.33467	0.00000	0.00000
4	2011.01.04 02:38	buy	4	1.60	1.33351	0.00000	0.00000
5	2011.01.04 05:32	close	4	1.60	1.33637	0.00000	0.00000	457.60	20457.60
6	2011.01.04 05:32	close	3	0.80	1.33637	0.00000	0.00000	136.00	20593.60
7	2011.01.04 05:32	close	2	0.40	1.33637	0.00000	0.00000	20.80	20614.40
8	2011.01.04 05:32	close	1	0.20	1.33637	0.00000	0.00000	-7.80	20606.60
9	2011.01.04 15:51	buy	5	0.21	1.33945	0.00000	0.00000
10	2011.01.04 16:42	buy	6	0.42	1.33873	0.00000	0.00000
11	2011.01.04 16:55	buy	7	0.84	1.33719	0.00000	0.00000
12	2011.01.04 17:10	buy	8	1.68	1.33563	0.00000	0.00000
13	2011.01.14 09:20	close	8	1.68	1.33872	0.00000	0.00000	519.12	21125.72
14	2011.01.14 09:20	close	7	0.84	1.33872	0.00000	0.00000	128.52	21254.24
15	2011.01.14 09:20	close	6	0.42	1.33872	0.00000	0.00000	-0.42	21253.82
16	2011.01.14 09:20	close	5	0.21	1.33872	0.00000	0.00000	-15.33	21238.49
17	2011.01.14 11:41	buy	9	0.21	1.33873	0.00000	0.00000
18	2011.01.14 11:54	buy	10	0.42	1.33739	0.00000	0.00000
19	2011.01.14 14:02	buy	11	0.84	1.33447	0.00000	0.00000
20	2011.01.14 17:08	close	11	0.84	1.34020	0.00000	0.00000	481.32	21719.81
21	2011.01.14 17:08	close	10	0.42	1.34020	0.00000	0.00000	118.02	21837.83
22	2011.01.14 17:08	close	9	0.21	1.34020	0.00000	0.00000	30.87	21868.70
23	2011.01.18 17:49	buy	12	0.22	1.34121	0.00000	0.00000
24	2011.01.18 17:49	buy	13	0.44	1.33967	0.00000	0.00000
25	2011.01.18 19:21	buy	14	0.88	1.33696	0.00000	0.00000
26	2011.01.19 03:42	close	14	0.88	1.34263	0.00000	0.00000	498.96	22367.66
27	2011.01.19 03:42	close	13	0.44	1.34263	0.00000	0.00000	130.24	22497.90
28	2011.01.19 03:42	close	12	0.22	1.34263	0.00000	0.00000	31.24	22529.14
29	2011.01.19 10:03	buy	15	0.23	1.34645	0.00000	0.00000
30	2011.01.19 10:22	buy	16	0.46	1.34505	0.00000	0.00000
31	2011.01.19 21:52	buy	17	0.92	1.34686	0.00000	0.00000
32	2011.01.20 02:14	buy	18	1.84	1.34419	0.00000	0.00000
33	2011.01.20 08:22	close	18	1.84	1.34717	0.00000	0.00000	548.32	23077.46
34	2011.01.20 08:22	close	17	0.92	1.34717	0.00000	0.00000	28.52	23105.98
35	2011.01.20 08:22	close	16	0.46	1.34717	0.00000	0.00000	97.52	23203.50
36	2011.01.20 08:22	close	15	0.23	1.34717	0.00000	0.00000	16.56	23220.06
37	2011.01.21 11:46	buy	19	0.23	1.35228	0.00000	0.00000
38	2011.01.21 13:50	buy	20	0.46	1.35196	0.00000	0.00000
39	2011.01.21 22:25	close	20	0.46	1.36208	0.00000	0.00000	465.52	23685.58
40	2011.01.21 22:25	close	19	0.23	1.36208	0.00000	0.00000	225.40	23910.98
41	2011.01.24 01:02	buy	21	0.24	1.36066	0.00000	0.00000
42	2011.01.24 02:18	buy	22	0.48	1.35980	0.00000	0.00000
43	2011.01.24 09:01	buy	23	0.96	1.35851	0.00000	0.00000
44	2011.01.24 12:32	buy	24	1.92	1.35582	0.00000	0.00000
45	2011.01.24 15:22	close	24	1.92	1.35942	0.00000	0.00000	691.20	24602.18
46	2011.01.24 15:22	close	23	0.96	1.35942	0.00000	0.00000	87.36	24689.54
47	2011.01.24 15:22	close	22	0.48	1.35942	0.00000	0.00000	-18.24	24671.30
48	2011.01.24 15:22	close	21	0.24	1.35942	0.00000	0.00000	-29.76	24641.54
49	2011.01.26 02:06	buy	25	0.25	1.36791	0.00000	0.00000
50	2011.01.26 02:17	buy	26	0.50	1.36705	0.00000	0.00000
51	2011.01.26 09:03	buy	27	1.00	1.36727	0.00000	0.00000
52	2011.01.26 11:56	close	27	1.00	1.37161	0.00000	0.00000	434.00	25075.54
53	2011.01.26 11:56	close	26	0.50	1.37161	0.00000	0.00000	228.00	25303.54
54	2011.01.26 11:56	close	25	0.25	1.37161	0.00000	0.00000	92.50	25396.04