通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2010.01.04 00:00 - 2010.12.30 23:55 (2010.01.01 - 2010.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Magic=785146; MM=true; Lots=0.1;
Bars in test	71364	Ticks modelled	3307711	Modelling quality	90.00%
Mismatched charts errors	67
Initial deposit	10000.00
Total net profit	1673.23	Gross profit	2804.22	Gross loss	-1130.99
Profit factor	2.48	Expected payoff	13.49
Absolute drawdown	418.25	Maximal drawdown	504.83 (5.00%)	Relative drawdown	5.00% (504.83)
Total trades	124	Short positions (won %)	79 (60.76%)	Long positions (won %)	45 (60.00%)
		Profit trades (% of total)	75 (60.48%)	Loss trades (% of total)	49 (39.52%)
Largest		profit trade	213.55	loss trade	-106.77
Average		profit trade	37.39	loss trade	-23.08
Maximum		consecutive wins (profit in money)	8 (208.34)	consecutive losses (loss in money)	2 (-186.85)
Maximal		consecutive profit (count of wins)	289.38 (2)	consecutive loss (count of losses)	-186.85 (2)
Average		consecutive wins	2	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
248	2010.12.30 05:56	close	123	0.21	81.44	0.00	0.00	5.16	11673.23
247	2010.12.30 05:56	close	124	0.42	81.44	0.00	0.00	41.26	11668.07
246	2010.12.30 05:32	sell	124	0.42	81.52	0.00	0.00
245	2010.12.30 05:24	sell	123	0.21	81.46	0.00	0.00
244	2010.12.14 15:37	close	120	0.21	83.21	0.00	0.00	-32.81	11626.81
243	2010.12.14 15:37	close	121	0.42	83.21	0.00	0.00	-35.33	11659.62
242	2010.12.14 15:37	close	122	0.84	83.21	0.00	0.00	111.04	11694.95
241	2010.12.14 15:30	sell	122	0.84	83.32	0.00	0.00
240	2010.12.14 15:27	sell	121	0.42	83.14	0.00	0.00
239	2010.12.14 15:11	sell	120	0.21	83.08	0.00	0.00
238	2010.11.10 06:30	close	119	0.21	81.78	0.00	0.00	17.98	11583.91
237	2010.11.10 05:35	buy	119	0.21	81.71	0.00	0.00
236	2010.11.10 04:19	close	117	0.21	81.68	0.00	0.00	0.00	11565.93
235	2010.11.10 04:19	close	118	0.42	81.68	0.00	0.00	41.14	11565.93
234	2010.11.10 03:39	buy	118	0.42	81.60	0.00	0.00
233	2010.11.10 03:22	buy	117	0.21	81.68	0.00	0.00
232	2010.11.10 03:07	close	116	0.21	81.80	0.00	0.00	41.08	11524.79
231	2010.11.10 01:23	buy	116	0.21	81.64	0.00	0.00
230	2010.11.03 21:10	close	114	0.21	81.24	0.00	0.00	-7.75	11483.71
229	2010.11.03 21:10	close	115	0.42	81.24	0.00	0.00	20.68	11491.46
228	2010.11.03 20:59	buy	115	0.42	81.20	0.00	0.00
227	2010.11.03 20:06	buy	114	0.21	81.27	0.00	0.00
226	2010.10.29 09:09	close	112	0.21	80.67	0.00	0.00	-2.60	11470.78
225	2010.10.29 09:09	close	113	0.42	80.67	0.00	0.00	20.83	11473.38
224	2010.10.29 08:45	sell	113	0.42	80.71	0.00	0.00
223	2010.10.29 08:19	sell	112	0.21	80.66	0.00	0.00
222	2010.10.27 14:57	close	109	0.21	81.70	0.00	0.00	-35.99	11452.55
221	2010.10.27 14:57	close	110	0.42	81.70	0.00	0.00	-41.13	11488.54
220	2010.10.27 14:57	close	111	0.84	81.70	0.00	0.00	92.53	11529.67
219	2010.10.27 12:36	buy	111	0.84	81.61	0.00	0.00
218	2010.10.27 12:09	buy	110	0.42	81.78	0.00	0.00
217	2010.10.27 12:08	buy	109	0.21	81.84	0.00	0.00
216	2010.10.25 15:32	close	107	0.21	80.66	0.00	0.00	-5.21	11437.14
215	2010.10.25 15:32	close	108	0.42	80.66	0.00	0.00	20.83	11442.35
214	2010.10.25 14:40	sell	108	0.42	80.70	0.00	0.00
213	2010.10.25 13:45	sell	107	0.21	80.64	0.00	0.00
212	2010.10.14 15:30	close	105	0.21	81.14	0.00	0.00	-2.59	11421.52
211	2010.10.14 15:30	close	106	0.42	81.14	0.00	0.00	25.88	11424.11
210	2010.10.14 13:58	sell	106	0.42	81.19	0.00	0.00
209	2010.10.14 13:00	sell	105	0.21	81.13	0.00	0.00
208	2010.10.07 18:52	close	104	0.21	82.31	0.00	0.00	15.31	11398.23
207	2010.10.07 17:16	sell	104	0.21	82.37	0.00	0.00
206	2010.10.07 16:44	close	102	0.21	82.36	0.00	0.00	5.10	11382.92
205	2010.10.07 16:44	close	103	0.42	82.36	0.00	0.00	45.90	11377.82
204	2010.10.07 16:37	sell	103	0.42	82.45	0.00	0.00
203	2010.10.07 16:31	sell	102	0.21	82.38	0.00	0.00
202	2010.09.23 04:03	close	99	0.21	84.54	0.00	0.00	-21.45	11331.92
201	2010.09.23 04:03	close	100	0.42	84.54	0.00	0.00	-28.00	11353.37
200	2010.09.23 04:03	close	101	0.84	84.54	0.00	0.00	59.62	11381.38
199	2010.09.23 03:00	sell	101	0.84	84.60	0.00	0.00
198	2010.09.22 21:06	sell	100	0.42	84.49	0.00	0.00
197	2010.09.22 20:06	sell	99	0.21	84.46	0.00	0.00
196	2010.09.15 22:20	close	97	0.20	85.64	0.00	0.00	9.34	11321.76
195	2010.09.15 22:20	close	98	0.40	85.64	0.00	0.00	46.71	11312.42
194	2010.09.15 21:35	buy	98	0.40	85.54	0.00	0.00
193	2010.09.15 20:52	buy	97	0.20	85.60	0.00	0.00
192	2010.09.15 14:24	close	96	0.20	85.26	0.00	0.00	14.07	11265.71
191	2010.09.15 13:13	buy	96	0.20	85.20	0.00	0.00
190	2010.08.24 23:17	close	94	0.20	84.07	0.00	0.00	-4.76	11251.64
189	2010.08.24 23:17	close	95	0.40	84.07	0.00	0.00	38.06	11256.40
188	2010.08.24 18:37	sell	95	0.40	84.15	0.00	0.00
187	2010.08.24 18:02	sell	94	0.20	84.05	0.00	0.00
186	2010.08.09 01:29	close	92	0.20	85.32	0.00	0.00	-7.53	11218.34
185	2010.08.09 01:29	close	93	0.40	85.32	0.00	0.00	22.44	11225.87
184	2010.08.06 21:22	sell	93	0.40	85.37	0.00	0.00
183	2010.08.06 21:04	sell	92	0.20	85.29	0.00	0.00
182	2010.08.04 10:00	close	90	0.20	85.44	0.00	0.00	-2.34	11203.43
181	2010.08.04 10:00	close	91	0.40	85.44	0.00	0.00	18.73	11205.77
180	2010.08.04 09:29	sell	91	0.40	85.48	0.00	0.00
179	2010.08.04 09:14	sell	90	0.20	85.43	0.00	0.00
178	2010.07.30 09:19	close	88	0.20	86.46	0.00	0.00	-2.31	11187.04
177	2010.07.30 09:19	close	89	0.40	86.46	0.00	0.00	18.51	11189.35
176	2010.07.30 09:11	sell	89	0.40	86.50	0.00	0.00
175	2010.07.30 08:20	sell	88	0.20	86.45	0.00	0.00
174	2010.07.28 00:49	close	87	0.20	87.89	0.00	0.00	13.65	11170.84
173	2010.07.27 21:51	buy	87	0.20	87.83	0.00	0.00
172	2010.07.01 19:58	close	85	0.20	87.56	0.00	0.00	-13.70	11157.19
171	2010.07.01 19:58	close	86	0.40	87.56	0.00	0.00	31.98	11170.89
170	2010.07.01 19:43	sell	86	0.40	87.63	0.00	0.00
169	2010.07.01 19:31	sell	85	0.20	87.50	0.00	0.00
168	2010.06.29 22:21	close	84	0.20	88.45	0.00	0.00	13.57	11138.91
167	2010.06.29 21:53	sell	84	0.20	88.51	0.00	0.00
166	2010.06.29 21:42	close	82	0.20	88.50	0.00	0.00	4.52	11125.34
165	2010.06.29 21:42	close	83	0.40	88.50	0.00	0.00	36.16	11120.82
164	2010.06.29 21:12	sell	83	0.40	88.58	0.00	0.00
163	2010.06.29 19:52	sell	82	0.20	88.52	0.00	0.00
162	2010.06.07 03:11	close	81	0.20	91.53	0.00	0.00	37.15	11084.66
161	2010.06.07 03:04	sell	81	0.20	91.70	0.00	0.00
160	2010.06.07 02:42	close	79	0.20	91.67	0.00	0.00	8.73	11047.51
159	2010.06.07 02:42	close	80	0.40	91.67	0.00	0.00	39.27	11038.78
158	2010.06.07 02:38	sell	80	0.40	91.76	0.00	0.00
157	2010.06.07 02:35	sell	79	0.20	91.71	0.00	0.00
156	2010.06.02 16:05	close	78	0.20	92.00	0.00	0.00	36.96	10999.51
155	2010.06.02 15:40	buy	78	0.20	91.83	0.00	0.00
154	2010.05.28 06:58	close	76	0.20	91.12	0.00	0.00	-2.19	10962.55
153	2010.05.28 06:58	close	77	0.40	91.12	0.00	0.00	17.56	10964.74
152	2010.05.28 06:29	buy	77	0.40	91.08	0.00	0.00
151	2010.05.28 05:58	buy	76	0.20	91.13	0.00	0.00
150	2010.05.28 02:13	close	74	0.20	90.95	0.00	0.00	-2.20	10947.18
149	2010.05.28 02:13	close	75	0.40	90.95	0.00	0.00	17.59	10949.38
148	2010.05.28 01:20	buy	75	0.40	90.91	0.00	0.00
147	2010.05.28 00:56	buy	74	0.20	90.96	0.00	0.00
146	2010.05.27 23:18	close	73	0.20	90.99	0.00	0.00	37.37	10931.79
145	2010.05.27 21:59	buy	73	0.20	90.82	0.00	0.00
144	2010.05.25 16:22	close	72	0.20	89.52	0.00	0.00	13.40	10894.42
143	2010.05.25 15:51	sell	72	0.20	89.58	0.00	0.00
142	2010.05.25 15:46	close	70	0.20	89.56	0.00	0.00	2.23	10881.02
141	2010.05.25 15:46	close	71	0.40	89.56	0.00	0.00	35.73	10878.79
140	2010.05.25 15:20	sell	71	0.40	89.64	0.00	0.00
139	2010.05.25 15:12	sell	70	0.20	89.57	0.00	0.00
138	2010.05.21 03:45	close	67	0.20	89.91	0.00	0.00	-80.08	10843.06
137	2010.05.21 03:45	close	68	0.40	89.91	0.00	0.00	-106.77	10923.14
136	2010.05.21 03:45	close	69	0.80	89.91	0.00	0.00	213.55	11029.91
135	2010.05.21 03:26	sell	69	0.80	90.15	0.00	0.00
134	2010.05.21 02:45	sell	68	0.40	89.67	0.00	0.00
133	2010.05.21 02:30	sell	67	0.20	89.55	0.00	0.00
132	2010.05.20 22:55	close	66	0.20	89.67	0.00	0.00	75.83	10816.36
131	2010.05.20 22:25	sell	66	0.20	90.01	0.00	0.00
130	2010.05.20 20:33	close	64	0.19	90.06	0.00	0.00	-14.77	10740.53
129	2010.05.20 20:33	close	65	0.38	90.06	0.00	0.00	54.85	10755.30
128	2010.05.20 20:31	sell	65	0.38	90.19	0.00	0.00
127	2010.05.20 20:28	sell	64	0.19	89.99	0.00	0.00
126	2010.05.19 07:32	close	62	0.19	91.90	0.00	0.00	-4.13	10700.45
125	2010.05.19 07:32	close	63	0.38	91.90	0.00	0.00	20.67	10704.58
124	2010.05.19 06:16	sell	63	0.38	91.95	0.00	0.00
123	2010.05.19 05:09	sell	62	0.19	91.88	0.00	0.00
122	2010.05.17 02:17	close	59	0.19	92.25	0.00	0.00	-27.26	10683.91
121	2010.05.17 02:17	close	60	0.38	92.25	0.00	0.00	-33.90	10711.17
120	2010.05.17 02:17	close	61	0.76	92.25	0.00	0.00	82.38	10745.07
119	2010.05.17 01:01	sell	61	0.76	92.35	0.00	0.00
118	2010.05.14 21:50	sell	60	0.38	92.17	0.00	0.00
117	2010.05.14 19:56	sell	59	0.19	92.12	0.00	0.00
116	2010.05.07 20:50	close	56	0.19	91.84	0.00	0.00	-22.76	10662.69
115	2010.05.07 20:50	close	57	0.38	91.84	0.00	0.00	-12.41	10685.45
114	2010.05.07 20:50	close	58	0.76	91.84	0.00	0.00	74.48	10697.86
113	2010.05.07 20:47	sell	58	0.76	91.93	0.00	0.00
112	2010.05.07 20:34	sell	57	0.38	91.81	0.00	0.00
111	2010.05.07 20:27	sell	56	0.19	91.73	0.00	0.00
110	2010.05.07 19:20	close	54	0.19	91.78	0.00	0.00	0.00	10623.38
109	2010.05.07 19:20	close	55	0.38	91.78	0.00	0.00	37.26	10623.38
108	2010.05.07 19:14	sell	55	0.38	91.87	0.00	0.00
107	2010.05.07 19:08	sell	54	0.19	91.78	0.00	0.00
106	2010.05.07 19:00	close	53	0.19	91.62	0.00	0.00	35.25	10586.12
105	2010.05.07 18:46	sell	53	0.19	91.79	0.00	0.00
104	2010.05.06 12:24	close	50	0.19	93.79	0.00	0.00	-26.34	10550.87
103	2010.05.06 12:24	close	51	0.38	93.79	0.00	0.00	-32.41	10577.21
102	2010.05.06 12:24	close	52	0.76	93.79	0.00	0.00	72.93	10609.62
101	2010.05.06 11:56	sell	52	0.76	93.88	0.00	0.00
100	2010.05.06 11:36	sell	51	0.38	93.71	0.00	0.00
99	2010.05.06 11:36	sell	50	0.19	93.66	0.00	0.00
98	2010.05.06 08:24	close	48	0.19	93.82	0.00	0.00	-2.03	10536.69
97	2010.05.06 08:24	close	49	0.38	93.82	0.00	0.00	16.20	10538.72
96	2010.05.06 04:38	sell	49	0.38	93.86	0.00	0.00
95	2010.05.06 04:33	sell	48	0.19	93.81	0.00	0.00
94	2010.05.06 03:43	close	47	0.19	93.70	0.00	0.00	36.50	10522.52
93	2010.05.06 03:00	sell	47	0.19	93.88	0.00	0.00
92	2010.05.06 02:41	close	45	0.19	93.86	0.00	0.00	6.07	10486.02
91	2010.05.06 02:41	close	46	0.38	93.86	0.00	0.00	32.39	10479.95
90	2010.05.06 02:23	sell	46	0.38	93.94	0.00	0.00
89	2010.05.06 01:37	sell	45	0.19	93.89	0.00	0.00
88	2010.04.29 00:44	close	43	0.19	94.14	0.00	0.00	-2.02	10447.56
87	2010.04.29 00:44	close	44	0.38	94.14	0.00	0.00	20.18	10449.58
86	2010.04.28 23:27	buy	44	0.38	94.09	0.00	0.00
85	2010.04.28 22:48	buy	43	0.19	94.15	0.00	0.00
84	2010.04.28 00:14	close	41	0.19	93.16	0.00	0.00	3.60	10429.40
83	2010.04.28 00:14	close	42	0.38	93.16	0.00	0.00	31.68	10425.80
82	2010.04.27 23:50	sell	42	0.38	93.24	0.00	0.00
81	2010.04.27 23:01	sell	41	0.19	93.18	0.00	0.00
80	2010.04.27 21:22	close	40	0.19	93.11	0.00	0.00	36.73	10394.12
79	2010.04.27 20:21	sell	40	0.19	93.29	0.00	0.00
78	2010.04.20 23:34	close	38	0.19	93.21	0.00	0.00	-2.04	10357.39
77	2010.04.20 23:34	close	39	0.38	93.21	0.00	0.00	16.31	10359.43
76	2010.04.20 22:07	buy	39	0.38	93.17	0.00	0.00
75	2010.04.20 21:07	buy	38	0.19	93.22	0.00	0.00
74	2010.04.08 15:30	close	36	0.19	92.99	0.00	0.00	-2.04	10343.12
73	2010.04.08 15:30	close	37	0.38	92.99	0.00	0.00	16.35	10345.16
72	2010.04.08 15:06	sell	37	0.38	93.03	0.00	0.00
71	2010.04.08 14:57	sell	36	0.19	92.98	0.00	0.00
70	2010.04.05 00:04	close	35	0.19	94.73	0.00	0.00	36.10	10328.81
69	2010.04.02 22:59	buy	35	0.19	94.55	0.00	0.00
68	2010.03.31 10:31	close	33	0.19	93.28	0.00	0.00	-4.07	10292.71
67	2010.03.31 10:31	close	34	0.38	93.28	0.00	0.00	16.30	10296.78
66	2010.03.31 09:00	buy	34	0.38	93.24	0.00	0.00
65	2010.03.31 08:46	buy	33	0.19	93.30	0.00	0.00
64	2010.03.25 07:32	close	30	0.19	91.94	0.00	0.00	-49.60	10280.48
63	2010.03.25 07:32	close	31	0.38	91.94	0.00	0.00	-66.13	10330.08
62	2010.03.25 07:32	close	32	0.76	91.94	0.00	0.00	140.53	10396.21
61	2010.03.25 04:23	buy	32	0.76	91.77	0.00	0.00
60	2010.03.25 02:05	buy	31	0.38	92.10	0.00	0.00
59	2010.03.25 00:58	buy	30	0.19	92.18	0.00	0.00
58	2010.03.08 03:31	close	28	0.19	90.47	0.00	0.00	4.20	10255.68
57	2010.03.08 03:31	close	29	0.38	90.47	0.00	0.00	33.60	10251.48
56	2010.03.08 02:48	buy	29	0.38	90.39	0.00	0.00
55	2010.03.08 02:23	buy	28	0.19	90.45	0.00	0.00
54	2010.03.08 01:26	close	27	0.19	90.50	0.00	0.00	35.69	10217.88
53	2010.03.05 21:32	buy	27	0.19	90.33	0.00	0.00
52	2010.02.17 19:54	close	25	0.18	90.84	0.00	0.00	-7.93	10182.19
51	2010.02.17 19:54	close	26	0.36	90.84	0.00	0.00	19.82	10190.12
50	2010.02.17 18:01	buy	26	0.36	90.79	0.00	0.00
49	2010.02.17 17:55	buy	25	0.18	90.88	0.00	0.00
48	2010.02.05 21:55	close	24	0.18	89.19	0.00	0.00	12.11	10170.30
47	2010.02.05 21:26	sell	24	0.18	89.25	0.00	0.00
46	2010.02.04 02:43	close	21	0.18	90.94	0.00	0.00	-27.71	10158.19
45	2010.02.04 02:43	close	22	0.36	90.94	0.00	0.00	-23.75	10185.90
44	2010.02.04 02:43	close	23	0.72	90.94	0.00	0.00	63.34	10209.65
43	2010.02.04 01:56	buy	23	0.72	90.86	0.00	0.00
42	2010.02.03 21:59	buy	22	0.36	91.00	0.00	0.00
41	2010.02.03 21:41	buy	21	0.18	91.08	0.00	0.00
40	2010.01.29 18:11	close	18	0.18	90.41	0.00	0.00	-33.85	10146.31
39	2010.01.29 18:11	close	19	0.36	90.41	0.00	0.00	-31.85	10180.16
38	2010.01.29 18:11	close	20	0.72	90.41	0.00	0.00	103.53	10212.01
37	2010.01.29 18:09	buy	20	0.72	90.28	0.00	0.00
36	2010.01.29 18:07	buy	19	0.36	90.49	0.00	0.00
35	2010.01.29 18:06	buy	18	0.18	90.58	0.00	0.00
34	2010.01.28 09:00	close	16	0.18	90.26	0.00	0.00	-3.99	10108.48
33	2010.01.28 09:00	close	17	0.36	90.26	0.00	0.00	15.95	10112.47
32	2010.01.28 07:55	buy	17	0.36	90.22	0.00	0.00
31	2010.01.28 07:35	buy	16	0.18	90.28	0.00	0.00
30	2010.01.22 13:51	close	13	0.18	90.21	0.00	0.00	-41.90	10096.52
29	2010.01.22 13:51	close	14	0.36	90.21	0.00	0.00	-63.85	10138.42
28	2010.01.22 13:51	close	15	0.72	90.21	0.00	0.00	127.70	10202.27
27	2010.01.22 09:35	sell	15	0.72	90.37	0.00	0.00
26	2010.01.22 08:16	sell	14	0.36	90.05	0.00	0.00
25	2010.01.22 07:09	sell	13	0.18	90.00	0.00	0.00
24	2010.01.13 02:58	close	10	0.18	91.15	0.00	0.00	-34.02	10074.57
23	2010.01.13 02:58	close	11	0.36	91.15	0.00	0.00	-47.39	10108.59
22	2010.01.13 02:58	close	12	0.72	91.15	0.00	0.00	102.69	10155.98
21	2010.01.13 02:28	sell	12	0.72	91.28	0.00	0.00
20	2010.01.13 00:09	sell	11	0.36	91.03	0.00	0.00
19	2010.01.12 21:50	sell	10	0.18	90.98	0.00	0.00
18	2010.01.11 07:00	close	8	0.18	92.33	0.00	0.00	-1.95	10053.29
17	2010.01.11 07:00	close	9	0.36	92.33	0.00	0.00	15.60	10055.24
16	2010.01.11 06:43	sell	9	0.36	92.37	0.00	0.00
15	2010.01.11 06:39	sell	8	0.18	92.32	0.00	0.00
14	2010.01.06 01:42	close	6	0.18	91.59	0.00	0.00	-2.42	10039.64
13	2010.01.06 01:42	close	7	0.36	91.59	0.00	0.00	14.82	10042.07
12	2010.01.05 21:04	sell	7	0.36	91.63	0.00	0.00
11	2010.01.05 20:55	sell	6	0.18	91.58	0.00	0.00
10	2010.01.05 11:40	close	4	0.18	91.93	0.00	0.00	-3.92	10027.25
9	2010.01.05 11:40	close	5	0.36	91.93	0.00	0.00	15.66	10031.17
8	2010.01.05 11:19	sell	5	0.36	91.97	0.00	0.00
7	2010.01.05 11:08	sell	4	0.18	91.91	0.00	0.00
6	2010.01.04 02:04	close	1	0.18	92.84	0.00	0.00	-31.02	10015.51
5	2010.01.04 02:04	close	2	0.36	92.84	0.00	0.00	-38.78	10046.53
4	2010.01.04 02:04	close	3	0.72	92.84	0.00	0.00	85.31	10085.31
3	2010.01.04 01:47	buy	3	0.72	92.73	0.00	0.00
2	2010.01.04 00:55	buy	2	0.36	92.94	0.00	0.00
1	2010.01.04 00:00	buy	1	0.18	93.00	0.00	0.00