通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		15分足(M15) 2010.05.25 00:00 - 2011.01.14 23:00 (2010.05.25 - 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	17106	Ticks modelled	4789192	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1584.59	Gross profit	10999.55	Gross loss	-9414.96
Profit factor	1.17	Expected payoff	12.58
Absolute drawdown	1523.95	Maximal drawdown	3198.97 (27.40%)	Relative drawdown	27.40% (3198.97)
Total trades	126	Short positions (won %)	77 (66.23%)	Long positions (won %)	49 (69.39%)
		Profit trades (% of total)	85 (67.46%)	Loss trades (% of total)	41 (32.54%)
Largest		profit trade	430.69	loss trade	-993.67
Average		profit trade	129.41	loss trade	-229.63
Maximum		consecutive wins (profit in money)	11 (1130.54)	consecutive losses (loss in money)	5 (-1439.40)
Maximal		consecutive profit (count of wins)	1401.24 (8)	consecutive loss (count of losses)	-1439.40 (5)
Average		consecutive wins	3	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	2010.05.25 00:01	buy	1	1.00	90.282	89.482	90.548
2	2010.05.25 05:00	close	1	1.00	90.230	89.482	90.548	-57.63	9942.37
3	2010.05.26 00:15	sell	2	1.00	90.315	91.115	89.784
4	2010.05.26 03:21	close	2	1.00	90.180	91.115	89.784	149.70	10092.07
5	2010.05.28 00:00	sell	3	1.00	91.018	91.818	90.770
6	2010.05.28 06:44	close	3	1.00	91.069	91.818	90.770	-56.00	10036.07
7	2010.05.31 00:01	sell	4	1.00	90.970	91.770	90.704
8	2010.05.31 06:16	close	4	1.00	91.400	91.770	90.704	-470.46	9565.61
9	2010.06.01 00:00	sell	5	1.00	91.230	92.030	90.988
10	2010.06.01 03:01	close	5	1.00	91.122	92.030	90.988	118.52	9684.13
11	2010.06.02 00:00	buy	6	1.00	90.964	90.164	91.332
12	2010.06.02 02:16	close	6	1.00	91.130	90.164	91.332	182.16	9866.29
13	2010.06.03 00:31	sell	7	1.00	92.210	93.010	92.083
14	2010.06.03 02:56	t/p	7	1.00	92.083	93.010	92.083	137.92	10004.21
15	2010.06.04 01:08	buy	8	1.00	92.560	91.760	92.746
16	2010.06.04 03:45	close	8	1.00	92.674	91.760	92.746	123.01	10127.22
17	2010.06.07 00:00	sell	9	1.00	91.760	92.560	91.480
18	2010.06.07 03:11	close	9	1.00	91.519	92.560	91.480	263.33	10390.55
19	2010.06.08 00:02	buy	10	1.00	91.358	90.558	92.017
20	2010.06.08 02:34	close	10	1.00	91.625	90.558	92.017	291.41	10681.96
21	2010.06.09 00:01	sell	11	1.00	91.468	92.268	91.122
22	2010.06.09 02:47	close	11	1.00	91.355	92.268	91.122	123.69	10805.65
23	2010.06.10 01:26	sell	12	1.00	91.337	92.137	91.077
24	2010.06.10 03:46	close	12	1.00	91.190	92.137	91.077	161.20	10966.85
25	2010.06.11 00:00	sell	13	1.00	91.320	92.120	91.111
26	2010.06.11 05:29	close	13	1.00	91.487	92.120	91.111	-182.54	10784.31
27	2010.06.14 00:00	sell	14	1.00	91.870	92.670	91.492
28	2010.06.14 09:36	close	14	1.00	91.876	92.670	91.492	-6.53	10777.78
29	2010.06.15 00:53	sell	15	1.00	91.620	92.420	91.432
30	2010.06.15 04:06	close	15	1.00	91.565	92.420	91.432	60.07	10837.85
31	2010.06.16 00:18	sell	16	1.00	91.495	92.295	91.335
32	2010.06.16 05:03	close	16	1.00	91.532	92.295	91.335	-40.42	10797.43
33	2010.06.18 00:01	sell	17	1.00	91.005	91.805	90.687
34	2010.06.18 01:46	close	17	1.00	90.790	91.805	90.687	236.81	11034.24
35	2010.06.18 01:46	buy	18	1.00	90.788	89.988	91.047
36	2010.06.18 05:06	close	18	1.00	90.880	89.988	91.047	101.23	11135.47
37	2010.06.21 00:00	buy	19	1.00	90.320	89.520	90.924
38	2010.06.21 04:07	close	19	1.00	90.577	89.520	90.924	283.74	11419.21
39	2010.06.22 00:00	sell	20	1.00	91.100	91.900	90.881
40	2010.06.22 03:05	close	20	1.00	90.969	91.900	90.881	144.01	11563.22
41	2010.06.25 01:30	sell	21	1.00	89.600	90.400	89.445
42	2010.06.25 05:49	close	21	1.00	89.570	90.400	89.445	33.49	11596.71
43	2010.06.29 00:51	buy	22	1.00	89.320	88.520	89.474
44	2010.06.29 11:26	s/l	22	1.00	88.520	88.520	89.474	-903.75	10692.96
45	2010.06.30 00:00	sell	23	1.00	88.590	89.390	88.426
46	2010.06.30 04:18	close	23	1.00	88.491	89.390	88.426	111.88	10804.84
47	2010.07.02 00:13	sell	24	1.00	87.648	88.448	87.467
48	2010.07.02 07:32	close	24	1.00	87.951	88.448	87.467	-344.51	10460.33
49	2010.07.07 00:08	sell	25	1.00	87.534	88.334	87.371
50	2010.07.07 04:04	close	25	1.00	87.490	88.334	87.371	50.29	10510.62
51	2010.07.08 00:46	sell	26	1.00	87.790	88.590	87.346
52	2010.07.08 07:54	close	26	1.00	88.335	88.590	87.346	-616.97	9893.65
53	2010.07.09 00:18	sell	27	1.00	88.426	89.226	88.271
54	2010.07.09 09:12	close	27	1.00	88.589	89.226	88.271	-184.00	9709.65
55	2010.07.12 00:00	sell	28	1.00	88.730	89.530	88.421
56	2010.07.12 08:03	close	28	1.00	89.045	89.530	88.421	-353.75	9355.90
57	2010.07.13 00:20	sell	29	1.00	88.642	89.442	88.511
58	2010.07.13 05:31	close	29	1.00	88.695	89.442	88.511	-59.76	9296.14
59	2010.07.14 00:00	sell	30	1.00	88.720	89.520	88.276
60	2010.07.14 09:00	close	30	1.00	88.920	89.520	88.276	-224.92	9071.22
61	2010.07.15 00:00	sell	31	1.00	88.430	89.230	88.119
62	2010.07.15 03:03	close	31	1.00	88.219	89.230	88.119	239.18	9310.40
63	2010.07.16 00:38	sell	32	1.00	87.487	88.287	87.338
64	2010.07.16 01:10	t/p	32	1.00	87.338	88.287	87.338	170.61	9481.01
65	2010.07.16 01:10	buy	33	1.00	87.337	86.537	87.516
66	2010.07.16 03:27	close	33	1.00	87.475	86.537	87.516	157.76	9638.77
67	2010.07.19 00:00	buy	34	1.00	86.530	85.730	86.761
68	2010.07.19 03:04	close	34	1.00	86.665	85.730	86.761	155.77	9794.54
69	2010.07.21 01:47	buy	35	1.00	87.290	86.490	87.577
70	2010.07.21 06:00	close	35	1.00	87.250	86.490	87.577	-45.85	9748.69
71	2010.07.22 00:36	buy	36	1.00	86.942	86.142	87.163
72	2010.07.22 09:55	close	36	1.00	86.487	86.142	87.163	-526.09	9222.60
73	2010.07.23 00:37	sell	37	1.00	87.009	87.809	86.874
74	2010.07.23 04:51	close	37	1.00	86.910	87.809	86.874	113.91	9336.51
75	2010.07.26 00:00	sell	38	1.00	87.475	88.275	87.226
76	2010.07.26 07:36	close	38	1.00	87.622	88.275	87.226	-167.77	9168.74
77	2010.07.27 00:38	sell	39	1.00	86.995	87.795	86.783
78	2010.07.27 06:42	close	39	1.00	86.925	87.795	86.783	80.53	9249.27
79	2010.07.28 01:14	buy	40	1.00	87.820	87.020	87.967
80	2010.07.28 06:00	close	40	1.00	87.763	87.020	87.967	-64.95	9184.32
81	2010.07.29 01:44	sell	41	1.00	87.490	88.290	87.316
82	2010.07.29 03:21	close	41	1.00	87.345	88.290	87.316	166.01	9350.33
83	2010.07.30 00:00	buy	42	1.00	86.767	85.967	86.974
84	2010.07.30 08:20	close	42	1.00	86.442	85.967	86.974	-375.97	8974.36
85	2010.08.02 00:54	sell	43	1.00	86.440	87.240	86.300
86	2010.08.02 06:59	close	43	1.00	86.531	87.240	86.300	-105.16	8869.20
87	2010.08.03 01:38	sell	44	1.00	86.510	87.310	86.378
88	2010.08.03 04:50	close	44	1.00	86.442	87.310	86.378	78.67	8947.87
89	2010.08.04 01:26	buy	45	1.00	85.750	84.950	85.883
90	2010.08.04 02:39	close	45	1.00	85.845	84.950	85.883	110.66	9058.53
91	2010.08.05 01:02	sell	46	1.00	86.317	87.117	86.176
92	2010.08.05 04:39	close	46	1.00	86.220	87.117	86.176	112.50	9171.03
93	2010.08.09 00:00	sell	47	1.00	85.420	86.220	85.184
94	2010.08.09 06:31	close	47	1.00	85.370	86.220	85.184	58.57	9229.60
95	2010.08.10 00:00	sell	48	1.00	85.920	86.720	85.761
96	2010.08.10 03:55	close	48	1.00	85.870	86.720	85.761	58.23	9287.83
97	2010.08.12 00:14	buy	49	1.00	85.203	84.403	85.381
98	2010.08.12 06:52	close	49	1.00	85.057	84.403	85.381	-171.65	9116.18
99	2010.08.13 01:49	sell	50	1.00	85.952	86.752	85.816
100	2010.08.13 06:15	close	50	1.00	86.061	86.752	85.816	-126.65	8989.53
101	2010.08.16 00:00	buy	51	1.00	86.130	85.330	86.310
102	2010.08.16 07:26	close	51	1.00	85.830	85.330	86.310	-349.53	8640.00
103	2010.08.17 01:15	sell	52	1.00	85.380	86.180	85.242
104	2010.08.17 02:20	close	52	1.00	85.262	86.180	85.242	138.40	8778.40
105	2010.08.18 00:45	sell	53	1.00	85.573	86.373	85.438
106	2010.08.18 03:14	close	53	1.00	85.469	86.373	85.438	121.68	8900.08
107	2010.08.19 00:38	buy	54	1.00	85.340	84.540	85.482
108	2010.08.19 02:09	close	54	1.00	85.455	84.540	85.482	134.57	9034.65
109	2010.08.20 00:00	sell	55	1.00	85.376	86.176	85.243
110	2010.08.20 00:46	close	55	1.00	85.265	86.176	85.243	130.18	9164.83
111	2010.08.20 00:46	buy	56	1.00	85.263	84.463	85.397
112	2010.08.20 03:59	close	56	1.00	85.365	84.463	85.397	119.49	9284.32
113	2010.08.23 00:00	buy	57	1.00	85.600	84.800	85.765
114	2010.08.23 09:15	close	57	1.00	85.350	84.800	85.765	-292.91	8991.41
115	2010.08.24 00:00	buy	58	1.00	85.150	84.350	85.334
116	2010.08.24 06:30	close	58	1.00	85.070	84.350	85.334	-94.04	8897.37
117	2010.08.25 00:00	buy	59	1.00	83.920	83.120	84.356
118	2010.08.25 03:17	close	59	1.00	84.283	83.120	84.356	430.69	9328.06
119	2010.08.26 00:00	buy	60	1.00	84.568	83.768	84.794
120	2010.08.26 02:14	close	60	1.00	84.750	83.768	84.794	214.75	9542.81
121	2010.08.27 01:57	buy	61	1.00	84.350	83.550	84.494
122	2010.08.27 05:02	close	61	1.00	84.382	83.550	84.494	37.92	9580.73
123	2010.08.30 01:04	sell	62	1.00	85.434	86.234	85.279
124	2010.08.30 06:11	close	62	1.00	85.791	86.234	85.279	-416.13	9164.60
125	2010.08.31 01:12	buy	63	1.00	84.495	83.695	84.722
126	2010.08.31 03:00	close	63	1.00	84.618	83.695	84.722	145.36	9309.96
127	2010.09.01 00:00	sell	64	1.00	84.170	84.970	83.925
128	2010.09.01 08:01	close	64	1.00	84.358	84.970	83.925	-222.86	9087.10
129	2010.09.03 00:02	sell	65	1.00	84.280	85.080	84.155
130	2010.09.03 05:25	close	65	1.00	84.300	85.080	84.155	-23.72	9063.38
131	2010.09.06 00:00	buy	66	1.00	84.190	83.390	84.521
132	2010.09.06 12:00	close	66	1.00	84.090	83.390	84.521	-118.92	8944.46
133	2010.09.07 01:00	buy	67	1.00	84.100	83.300	84.251
134	2010.09.07 03:55	close	67	1.00	84.182	83.300	84.251	97.41	9041.87
135	2010.09.08 00:00	sell	68	1.00	83.820	84.620	83.666
136	2010.09.08 01:07	close	68	1.00	83.712	84.620	83.666	129.01	9170.88
137	2010.09.08 01:07	buy	69	1.00	83.706	82.906	83.844
138	2010.09.08 03:25	close	69	1.00	83.815	82.906	83.844	130.05	9300.93
139	2010.09.09 01:51	sell	70	1.00	83.950	84.750	83.803
140	2010.09.09 04:33	t/p	70	1.00	83.803	84.750	83.803	175.42	9476.35
141	2010.09.10 00:06	buy	71	1.00	83.760	82.960	83.904
142	2010.09.10 01:23	close	71	1.00	83.880	82.960	83.904	143.06	9619.41
143	2010.09.10 01:24	sell	72	1.00	83.890	84.690	83.753
144	2010.09.10 06:17	close	72	1.00	84.180	84.690	83.753	-344.50	9274.91
145	2010.09.13 00:03	sell	73	1.00	84.230	85.030	84.066
146	2010.09.13 04:13	close	73	1.00	84.171	85.030	84.066	70.10	9345.01
147	2010.09.14 00:00	sell	74	1.00	83.715	84.515	83.563
148	2010.09.14 02:56	close	74	1.00	83.608	84.515	83.563	127.98	9472.99
149	2010.09.16 00:00	sell	75	1.00	85.730	86.530	85.506
150	2010.09.16 02:57	close	75	1.00	85.609	86.530	85.506	141.34	9614.33
151	2010.09.17 01:47	sell	76	1.00	85.873	86.673	85.723
152	2010.09.17 03:28	t/p	76	1.00	85.723	86.673	85.723	174.98	9789.31
153	2010.09.20 00:34	buy	77	1.00	85.730	84.930	85.863
154	2010.09.20 05:05	close	77	1.00	85.719	84.930	85.863	-12.83	9776.48
155	2010.09.21 00:02	buy	78	1.00	85.690	84.890	85.820
156	2010.09.21 02:32	close	78	1.00	85.745	84.890	85.820	64.14	9840.62
157	2010.09.22 01:17	sell	79	1.00	85.180	85.980	85.008
158	2010.09.22 02:46	t/p	79	1.00	85.008	85.980	85.008	202.34	10042.96
159	2010.09.24 01:35	sell	80	1.00	84.416	85.216	84.294
160	2010.09.24 06:54	close	80	1.00	84.538	85.216	84.294	-144.31	9898.65
161	2010.09.27 00:00	buy	81	1.00	84.260	83.460	84.434
162	2010.09.27 02:21	close	81	1.00	84.377	83.460	84.434	138.66	10037.31
163	2010.09.28 00:00	sell	82	1.00	84.284	85.084	84.138
164	2010.09.28 04:39	close	82	1.00	84.243	85.084	84.138	48.67	10085.98
165	2010.09.30 00:01	sell	83	1.00	83.703	84.503	83.571
166	2010.09.30 03:23	close	83	1.00	83.660	84.503	83.571	51.40	10137.38
167	2010.10.01 01:04	sell	84	1.00	83.520	84.320	83.397
168	2010.10.01 05:00	close	84	1.00	83.486	84.320	83.397	40.73	10178.11
169	2010.10.04 00:00	buy	85	1.00	83.270	82.470	83.442
170	2010.10.04 01:22	close	85	1.00	83.393	82.470	83.442	147.49	10325.60
171	2010.10.04 01:22	sell	86	1.00	83.396	84.196	83.208
172	2010.10.04 06:23	close	86	1.00	83.630	84.196	83.208	-279.80	10045.80
173	2010.10.05 01:44	sell	87	1.00	83.464	84.264	83.315
174	2010.10.05 05:24	close	87	1.00	83.494	84.264	83.315	-35.93	10009.87
175	2010.10.08 00:43	buy	88	1.00	82.314	81.514	82.447
176	2010.10.08 03:26	t/p	88	1.00	82.447	81.514	82.447	161.32	10171.19
177	2010.10.11 00:27	buy	89	1.00	81.927	81.127	82.123
178	2010.10.11 03:46	close	89	1.00	82.042	81.127	82.123	140.17	10311.36
179	2010.10.13 00:01	buy	90	1.00	81.725	80.925	81.918
180	2010.10.13 03:02	close	90	1.00	81.844	80.925	81.918	145.40	10456.76
181	2010.10.18 01:02	sell	91	1.00	81.470	82.270	81.340
182	2010.10.18 02:01	t/p	91	1.00	81.340	82.270	81.340	159.82	10616.58
183	2010.10.19 00:00	sell	92	1.00	81.250	82.050	81.128
184	2010.10.19 03:30	close	92	1.00	81.159	82.050	81.128	112.13	10728.71
185	2010.10.20 00:41	sell	93	1.00	81.598	82.398	81.443
186	2010.10.20 02:44	close	93	1.00	81.516	82.398	81.443	100.59	10829.30
187	2010.10.21 01:49	buy	94	1.00	81.075	80.275	81.204
188	2010.10.21 04:20	close	94	1.00	81.152	80.275	81.204	94.88	10924.18
189	2010.10.25 00:00	buy	95	1.00	81.310	80.510	81.518
190	2010.10.25 10:43	s/l	95	1.00	80.510	80.510	81.518	-993.67	9930.51
191	2010.10.27 00:02	buy	96	1.00	81.367	80.567	81.601
192	2010.10.27 03:30	close	96	1.00	81.456	80.567	81.601	109.26	10039.77
193	2010.11.01 00:00	buy	97	1.00	80.330	79.530	80.596
194	2010.11.01 03:00	close	97	1.00	80.471	79.530	80.596	175.22	10214.99
195	2010.11.01 23:40	buy	98	1.00	80.546	79.746	80.676
196	2010.11.02 01:29	close	98	1.00	80.620	79.746	80.676	91.79	10306.78
197	2010.11.02 23:45	buy	99	1.00	80.630	79.830	80.771
198	2010.11.03 04:10	close	99	1.00	80.658	79.830	80.771	34.71	10341.49
199	2010.11.03 23:00	buy	100	1.00	81.160	80.360	81.420
200	2010.11.04 03:43	close	100	1.00	81.152	80.360	81.420	-9.86	10331.63
201	2010.11.04 23:33	sell	101	1.00	80.744	81.544	80.598
202	2010.11.05 02:34	close	101	1.00	80.667	81.544	80.598	92.94	10424.57
203	2010.11.08 00:15	buy	102	1.00	81.240	80.440	81.387
204	2010.11.08 03:43	close	102	1.00	81.313	80.440	81.387	89.78	10514.35
205	2010.11.15 01:00	sell	103	1.00	82.500	83.300	82.351
206	2010.11.15 11:00	close	103	1.00	82.960	83.300	82.351	-554.48	9959.87
207	2010.11.15 23:00	sell	104	1.00	83.180	83.980	82.677
208	2010.11.16 03:14	close	104	1.00	83.066	83.980	82.677	134.73	10094.60
209	2010.11.17 23:51	buy	105	1.00	83.195	82.395	83.342
210	2010.11.18 03:01	close	105	1.00	83.235	82.395	83.342	48.06	10142.66
211	2010.11.22 00:18	buy	106	1.00	83.427	82.627	83.566
212	2010.11.22 02:36	close	106	1.00	83.506	82.627	83.566	94.60	10237.26
213	2010.11.29 00:01	buy	107	1.00	83.993	83.193	84.128
214	2010.11.29 00:45	close	107	1.00	84.105	83.193	84.128	133.17	10370.43
215	2010.11.30 00:06	sell	108	1.00	84.310	85.110	84.187
216	2010.11.30 02:22	close	108	1.00	84.211	85.110	84.187	117.56	10487.99
217	2010.11.30 23:00	sell	109	1.00	83.690	84.490	83.545
218	2010.12.01 02:16	close	109	1.00	83.590	84.490	83.545	117.12	10605.11
219	2010.12.06 00:00	buy	110	1.00	82.670	81.870	82.944
220	2010.12.06 02:51	close	110	1.00	82.849	81.870	82.944	216.06	10821.17
221	2010.12.07 00:09	sell	111	1.00	82.720	83.520	82.552
222	2010.12.07 02:07	close	111	1.00	82.603	83.520	82.552	141.64	10962.81
223	2010.12.10 00:40	sell	112	1.00	83.755	84.555	83.630
224	2010.12.10 04:14	close	112	1.00	83.721	84.555	83.630	40.61	11003.42
225	2010.12.13 00:02	sell	113	1.00	84.000	84.800	83.832
226	2010.12.13 04:19	close	113	1.00	83.930	84.800	83.832	83.40	11086.82
227	2010.12.14 00:55	sell	114	1.00	83.460	84.260	83.267
228	2010.12.14 08:49	close	114	1.00	83.457	84.260	83.267	3.59	11090.41
229	2010.12.14 23:00	sell	115	1.00	83.719	84.519	83.221
230	2010.12.15 05:10	close	115	1.00	83.880	84.519	83.221	-194.45	10895.96
231	2010.12.16 23:00	buy	116	1.00	84.030	83.230	84.312
232	2010.12.17 07:05	close	116	1.00	83.899	83.230	84.312	-156.14	10739.82
233	2010.12.24 00:52	sell	117	1.00	82.993	83.793	82.860
234	2010.12.24 04:56	close	117	1.00	83.028	83.793	82.860	-42.15	10697.67
235	2010.12.28 23:05	sell	118	1.00	82.462	83.262	82.140
236	2010.12.29 01:24	close	118	1.00	82.340	83.262	82.140	145.66	10843.33
237	2011.01.03 00:36	buy	119	1.00	81.094	80.294	81.253
238	2011.01.03 02:32	t/p	119	1.00	81.253	80.294	81.253	195.69	11039.02
239	2011.01.03 23:00	sell	120	1.00	81.718	82.518	81.483
240	2011.01.04 02:04	close	120	1.00	81.648	82.518	81.483	83.22	11122.24
241	2011.01.05 00:08	sell	121	1.00	82.072	82.872	81.869
242	2011.01.05 06:14	close	121	1.00	82.075	82.872	81.869	-3.66	11118.58
243	2011.01.06 23:08	sell	122	1.00	83.329	84.129	83.101
244	2011.01.07 04:19	close	122	1.00	83.282	84.129	83.101	53.92	11172.50
245	2011.01.10 00:00	sell	123	1.00	83.212	84.012	82.869
246	2011.01.10 04:00	close	123	1.00	82.988	84.012	82.869	269.92	11442.42
247	2011.01.12 00:45	sell	124	1.00	83.328	84.128	83.162
248	2011.01.12 04:00	close	124	1.00	83.258	84.128	83.162	84.08	11526.50
249	2011.01.13 00:17	sell	125	1.00	83.006	83.806	82.851
250	2011.01.13 04:27	close	125	1.00	83.039	83.806	82.851	-39.74	11486.76
251	2011.01.13 23:15	sell	126	1.00	82.800	83.600	82.665
252	2011.01.14 02:09	close	126	1.00	82.717	83.600	82.665	97.83	11584.59