通貨ペア		USDCAD (United States Dollar vs. Canadian Dollar)
期間		15分足(M15) 2010.11.24 00:00 - 2011.01.14 23:00 (2010.11.24 - 2011.01.15)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=12345; Lots=1;
Bars in test	4604	Ticks modelled	1080314	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1208.94	Gross profit	1645.76	Gross loss	-436.82
Profit factor	3.77	Expected payoff	43.18
Absolute drawdown	119.00	Maximal drawdown	475.42 (4.28%)	Relative drawdown	4.28% (475.42)
Total trades	28	Short positions (won %)	15 (73.33%)	Long positions (won %)	13 (69.23%)
		Profit trades (% of total)	20 (71.43%)	Loss trades (% of total)	8 (28.57%)
Largest		profit trade	308.90	loss trade	-90.53
Average		profit trade	82.29	loss trade	-54.60
Maximum		consecutive wins (profit in money)	5 (469.32)	consecutive losses (loss in money)	4 (-266.43)
Maximal		consecutive profit (count of wins)	547.61 (4)	consecutive loss (count of losses)	-266.43 (4)
Average		consecutive wins	4	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	2010.11.24 23:25	buy	1	1.00	1.01037	0.99937	1.01213
2	2010.11.25 02:13	close	1	1.00	1.01090	0.99937	1.01213	49.36	10049.36
3	2010.11.29 00:00	buy	2	1.00	1.01659	1.00559	1.02138
4	2010.11.29 02:35	close	2	1.00	1.01974	1.00559	1.02138	308.90	10358.26
5	2010.11.29 23:10	buy	3	1.00	1.01829	1.00729	1.02212
6	2010.11.30 01:00	close	3	1.00	1.01930	1.00729	1.02212	96.02	10454.28
7	2010.11.30 23:00	sell	4	1.00	1.02644	1.03744	1.02417
8	2010.12.01 00:55	close	4	1.00	1.02549	1.03744	1.02417	93.33	10547.61
9	2010.12.01 23:00	sell	5	1.00	1.01700	1.02800	1.01462
10	2010.12.02 03:19	close	5	1.00	1.01719	1.02800	1.01462	-17.99	10529.62
11	2010.12.02 23:40	buy	6	1.00	1.00329	0.99229	1.00461
12	2010.12.03 02:24	close	6	1.00	1.00367	0.99229	1.00461	28.65	10558.27
13	2010.12.06 00:00	buy	7	1.00	1.00339	0.99239	1.00567
14	2010.12.06 02:31	close	7	1.00	1.00380	0.99239	1.00567	40.84	10599.11
15	2010.12.06 23:34	sell	8	1.00	1.00542	1.01642	1.00360
16	2010.12.07 04:32	close	8	1.00	1.00534	1.01642	1.00360	8.65	10607.76
17	2010.12.07 23:00	sell	9	1.00	1.01120	1.02220	1.00775
18	2010.12.08 02:01	close	9	1.00	1.01059	1.02220	1.00775	61.05	10668.81
19	2010.12.13 00:53	sell	10	1.00	1.00963	1.02063	1.00837
20	2010.12.13 07:34	close	10	1.00	1.00979	1.02063	1.00837	-15.84	10652.97
21	2010.12.13 23:00	sell	11	1.00	1.00770	1.01870	1.00599
22	2010.12.14 03:34	close	11	1.00	1.00726	1.01870	1.00599	44.37	10697.34
23	2010.12.15 00:46	buy	12	1.00	1.00528	0.99428	1.00697
24	2010.12.15 02:06	close	12	1.00	1.00660	0.99428	1.00697	131.13	10828.47
25	2010.12.15 23:19	sell	13	1.00	1.00420	1.01520	1.00147
26	2010.12.16 03:37	close	13	1.00	1.00400	1.01520	1.00147	20.61	10849.08
27	2010.12.16 23:07	buy	14	1.00	1.00557	0.99457	1.00688
28	2010.12.17 07:07	close	14	1.00	1.00480	0.99457	1.00688	-85.84	10763.24
29	2010.12.19 23:52	sell	15	1.00	1.01240	1.02340	1.01025
30	2010.12.20 03:46	close	15	1.00	1.01199	1.02340	1.01025	41.20	10804.44
31	2010.12.20 23:00	buy	16	1.00	1.01639	1.00539	1.01875
32	2010.12.21 00:50	close	16	1.00	1.01790	1.00539	1.01875	145.27	10949.71
33	2010.12.21 00:56	sell	17	1.00	1.01797	1.02897	1.01641
34	2010.12.21 03:10	close	17	1.00	1.01692	1.02897	1.01641	103.25	11052.96
35	2010.12.21 23:00	buy	18	1.00	1.01749	1.00649	1.01889
36	2010.12.22 03:23	close	18	1.00	1.01756	1.00649	1.01889	3.81	11056.77
37	2010.12.22 23:23	buy	19	1.00	1.01330	1.00230	1.01454
38	2010.12.23 05:00	close	19	1.00	1.01250	1.00230	1.01454	-82.08	10974.69
39	2010.12.27 00:00	sell	20	1.00	1.00800	1.01900	1.00476
40	2010.12.27 04:13	close	20	1.00	1.00854	1.01900	1.00476	-53.54	10921.15
41	2010.12.27 23:05	buy	21	1.00	1.00704	0.99604	1.00887
42	2010.12.28 05:15	close	21	1.00	1.00616	0.99604	1.00887	-90.53	10830.62
43	2010.12.28 23:11	sell	22	1.00	1.00028	1.01128	0.99877
44	2010.12.29 02:44	close	22	1.00	1.00069	1.01128	0.99877	-40.28	10790.34
45	2011.01.03 00:37	sell	23	1.00	0.99480	1.00580	0.99314
46	2011.01.03 01:44	t/p	23	1.00	0.99314	1.00580	0.99314	167.16	10957.50
47	2011.01.03 23:00	sell	24	1.00	0.99350	1.00450	0.98937
48	2011.01.04 02:02	close	24	1.00	0.99238	1.00450	0.98937	113.55	11071.05
49	2011.01.04 23:40	buy	25	1.00	0.99828	0.98728	1.00045
50	2011.01.05 03:08	close	25	1.00	0.99838	0.98728	1.00045	6.95	11078.00
51	2011.01.05 23:03	sell	26	1.00	0.99625	1.00725	0.99352
52	2011.01.06 00:00	close	26	1.00	0.99471	1.00725	0.99352	155.51	11233.51
53	2011.01.06 23:00	sell	27	1.00	0.99672	1.00772	0.99519
54	2011.01.07 04:14	close	27	1.00	0.99648	1.00772	0.99519	26.15	11259.66
55	2011.01.12 23:00	buy	28	1.00	0.98688	0.97588	0.98861
56	2011.01.13 02:15	close	28	1.00	0.98641	0.97588	0.98861	-50.72	11208.94