| 通貨ペア | EURUSD (Euro vs. United States Dollar) | ||||
| 期間 | 15分足(M15) 2009.06.01 01:00 - 2010.05.28 07:15 (2009.06.01 - 2010.06.01) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | useATR_SL=false; Percentage_ATR_SL=8; UseHourTrade=true; FromHourTrade=10; ToHourTrade=17; Slippage=3; UseMoneyManagement=true; DecreaseFactor=5; Risk=10; InitialLot=0.1; AccountIsMicro=true; pipsaway=5; brokerworsefill=0; MA_dis_pips=27; SL=300; SLreal=290; MA_period=12; TP_pips=20; TradeperBar=true; MyMaxLot=50; UseTimeCut=false; LimitTime_1=20; Avoid_News=false; MinsBeforeNews=30; MinsAfterNews=30; hd=" --Delay time--"; useDelay=1; MinutesToDelay=30; accoutlimit=30; | ||||
| Bars in test | 23570 | Ticks modelled | 10966627 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 5000.00 | ||||
| Total net profit | 6447.36 | Gross profit | 6447.36 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 157.25 | |||
| Absolute drawdown | 898.44 | Maximal drawdown | 1795.50 (28.32%) | Relative drawdown | 28.32% (1795.50) |
| Total trades | 41 | Short positions (won %) | 25 (100.00%) | Long positions (won %) | 16 (100.00%) |
| Profit trades (% of total) | 41 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 259.91 | loss trade | 0.00 | |
| Average | profit trade | 157.25 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 41 (6447.36) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 6447.36 (41) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 41 | consecutive losses | 0 | |

| # | 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 | 2009.06.01 10:45 | sell | 1 | 0.50 | 1.4220 | 1.4520 | 0.0000 | ||
| 2 | 2009.06.01 14:38 | close | 1 | 0.50 | 1.4200 | 1.4520 | 0.0000 | 95.00 | 5095.00 |
| 3 | 2009.06.02 14:15 | sell | 2 | 0.51 | 1.42199 | 1.4520 | 0.0000 | ||
| 4 | 2009.06.03 12:19 | close | 2 | 0.51 | 1.4200 | 1.4520 | 0.0000 | 96.39 | 5191.39 |
| 5 | 2009.06.04 16:00 | sell | 3 | 0.52 | 1.4164 | 1.4464 | 0.0000 | ||
| 6 | 2009.06.04 16:20 | close | 3 | 0.52 | 1.4144 | 1.4464 | 0.0000 | 98.80 | 5290.19 |
| 7 | 2009.06.05 17:00 | buy | 4 | 0.53 | 1.40271 | 1.3727 | 0.0000 | ||
| 8 | 2009.06.09 10:30 | sell | 5 | 0.41 | 1.3947 | 1.4247 | 0.0000 | ||
| 9 | 2009.06.09 11:47 | close | 5 | 0.41 | 1.3927 | 1.4247 | 0.0000 | 77.90 | 5368.09 |
| 10 | 2009.06.09 14:45 | sell | 6 | 0.42 | 1.3943 | 1.4243 | 0.0000 | ||
| 11 | 2009.06.10 10:00 | close | 4 | 0.53 | 1.4072 | 1.3727 | 0.0000 | 229.97 | 5598.06 |
| 12 | 2009.06.10 16:45 | buy | 7 | 0.46 | 1.4038 | 1.3738 | 0.0000 | ||
| 13 | 2009.06.11 17:15 | close | 7 | 0.46 | 1.4058 | 1.3738 | 0.0000 | 85.06 | 5683.12 |
| 14 | 2009.06.15 10:00 | close | 6 | 0.42 | 1.38979 | 1.4243 | 0.0000 | 185.22 | 5868.34 |
| 15 | 2009.06.24 14:30 | buy | 8 | 0.59 | 1.4030 | 1.3730 | 0.0000 | ||
| 16 | 2009.06.24 15:30 | close | 8 | 0.59 | 1.4050 | 1.3730 | 0.0000 | 112.10 | 5980.44 |
| 17 | 2009.06.30 16:15 | buy | 9 | 0.60 | 1.4075 | 1.3775 | 0.0000 | ||
| 18 | 2009.07.01 15:12 | close | 9 | 0.60 | 1.4095 | 1.3775 | 0.0000 | 112.98 | 6093.43 |
| 19 | 2009.07.07 14:00 | sell | 10 | 0.61 | 1.4013 | 1.4313 | 0.0000 | ||
| 20 | 2009.07.07 16:23 | close | 10 | 0.61 | 1.3993 | 1.4313 | 0.0000 | 115.90 | 6209.33 |
| 21 | 2009.07.16 14:30 | sell | 11 | 0.62 | 1.4139 | 1.4439 | 0.0000 | ||
| 22 | 2009.07.16 16:24 | close | 11 | 0.62 | 1.4119 | 1.4439 | 0.0000 | 117.80 | 6327.13 |
| 23 | 2009.07.31 17:15 | sell | 12 | 0.63 | 1.4167 | 1.4467 | 0.0000 | ||
| 24 | 2009.08.11 15:44 | close | 12 | 0.63 | 1.4147 | 1.4467 | 0.0000 | 119.70 | 6446.83 |
| 25 | 2009.08.21 11:00 | sell | 13 | 0.64 | 1.4295 | 1.4595 | 0.0000 | ||
| 26 | 2009.08.25 10:00 | close | 13 | 0.64 | 1.4267 | 1.4595 | 0.0000 | 172.80 | 6619.63 |
| 27 | 2009.08.26 16:45 | buy | 14 | 0.66 | 1.4232 | 1.3932 | 0.0000 | ||
| 28 | 2009.08.27 10:00 | close | 14 | 0.66 | 1.4258 | 1.3932 | 0.0000 | 161.64 | 6781.27 |
| 29 | 2009.09.03 14:45 | sell | 15 | 0.68 | 1.4345 | 1.4645 | 0.0000 | ||
| 30 | 2009.09.03 15:23 | close | 15 | 0.68 | 1.4325 | 1.4645 | 0.0000 | 129.20 | 6910.47 |
| 31 | 2009.09.09 16:15 | sell | 16 | 0.69 | 1.45711 | 1.4871 | 0.0000 | ||
| 32 | 2009.09.10 11:29 | close | 16 | 0.69 | 1.4551 | 1.4871 | 0.0000 | 131.79 | 7042.26 |
| 33 | 2009.09.14 17:00 | sell | 17 | 0.70 | 1.4622 | 1.4922 | 0.0000 | ||
| 34 | 2009.09.15 10:23 | close | 17 | 0.70 | 1.4602 | 1.4922 | 0.0000 | 133.00 | 7175.26 |
| 35 | 2009.09.18 11:15 | buy | 18 | 0.72 | 1.4655 | 1.4355 | 0.0000 | ||
| 36 | 2009.09.18 11:35 | close | 18 | 0.72 | 1.4675 | 1.4355 | 0.0000 | 136.80 | 7312.06 |
| 37 | 2009.09.21 15:45 | buy | 19 | 0.73 | 1.4617 | 1.4317 | 0.0000 | ||
| 38 | 2009.09.21 16:29 | close | 19 | 0.73 | 1.4637 | 1.4317 | 0.0000 | 138.70 | 7450.76 |
| 39 | 2009.09.30 12:30 | sell | 20 | 0.75 | 1.46691 | 1.4969 | 0.0000 | ||
| 40 | 2009.09.30 14:50 | close | 20 | 0.75 | 1.4649 | 1.4969 | 0.0000 | 143.25 | 7594.01 |
| 41 | 2009.10.02 17:30 | sell | 21 | 0.76 | 1.4630 | 1.4930 | 0.0000 | ||
| 42 | 2009.10.02 17:56 | close | 21 | 0.76 | 1.4610 | 1.4930 | 0.0000 | 144.40 | 7738.41 |
| 43 | 2009.10.13 14:15 | sell | 22 | 0.77 | 1.48639 | 1.5164 | 0.0000 | ||
| 44 | 2009.10.13 15:56 | close | 22 | 0.77 | 1.4844 | 1.5164 | 0.0000 | 145.53 | 7883.94 |
| 45 | 2009.10.21 17:45 | sell | 23 | 0.79 | 1.50099 | 1.5310 | 0.0000 | ||
| 46 | 2009.10.22 10:00 | close | 23 | 0.79 | 1.4976 | 1.5310 | 0.0000 | 259.91 | 8143.85 |
| 47 | 2009.11.03 14:00 | buy | 24 | 0.81 | 1.46439 | 1.4344 | 0.0000 | ||
| 48 | 2009.11.03 16:20 | close | 24 | 0.81 | 1.4664 | 1.4344 | 0.0000 | 154.71 | 8298.56 |
| 49 | 2009.11.19 11:15 | buy | 25 | 0.83 | 1.4860 | 1.4560 | 0.0000 | ||
| 50 | 2009.11.19 12:04 | close | 25 | 0.83 | 1.4880 | 1.4560 | 0.0000 | 157.70 | 8456.26 |
| 51 | 2009.12.31 10:00 | sell | 26 | 0.85 | 1.4438 | 1.4738 | 0.0000 | ||
| 52 | 2009.12.31 10:42 | close | 26 | 0.85 | 1.4418 | 1.4738 | 0.0000 | 161.50 | 8617.76 |
| 53 | 2010.01.08 16:45 | sell | 27 | 0.86 | 1.4360 | 1.4660 | 0.0000 | ||
| 54 | 2010.01.08 17:53 | close | 27 | 0.86 | 1.4340 | 1.4660 | 0.0000 | 163.40 | 8781.16 |
| 55 | 2010.02.10 16:15 | buy | 28 | 0.88 | 1.3741 | 1.3441 | 0.0000 | ||
| 56 | 2010.02.10 16:24 | close | 28 | 0.88 | 1.3761 | 1.3441 | 0.0000 | 167.20 | 8948.36 |
| 57 | 2010.02.12 13:15 | buy | 29 | 0.89 | 1.3574 | 1.3274 | 0.0000 | ||
| 58 | 2010.02.12 16:41 | close | 29 | 0.89 | 1.3594 | 1.3274 | 0.0000 | 169.10 | 9117.46 |
| 59 | 2010.03.01 15:15 | buy | 30 | 0.91 | 1.3523 | 1.3223 | 0.0000 | ||
| 60 | 2010.03.01 17:04 | close | 30 | 0.91 | 1.3543 | 1.3223 | 0.0000 | 172.90 | 9290.36 |
| 61 | 2010.03.12 13:45 | sell | 31 | 0.93 | 1.3788 | 1.4088 | 0.0000 | ||
| 62 | 2010.03.12 14:06 | close | 31 | 0.93 | 1.3768 | 1.4088 | 0.0000 | 176.70 | 9467.06 |
| 63 | 2010.03.26 17:30 | sell | 32 | 0.95 | 1.3412 | 1.3712 | 0.0000 | ||
| 64 | 2010.03.26 17:58 | close | 32 | 0.95 | 1.3392 | 1.3712 | 0.0000 | 180.50 | 9647.56 |
| 65 | 2010.04.23 11:45 | sell | 33 | 0.96 | 1.3305 | 1.3605 | 0.0000 | ||
| 66 | 2010.04.23 15:45 | close | 33 | 0.96 | 1.3285 | 1.3605 | 0.0000 | 182.40 | 9829.96 |
| 67 | 2010.04.28 15:15 | sell | 34 | 0.98 | 1.3245 | 1.3545 | 0.0000 | ||
| 68 | 2010.04.28 15:30 | close | 34 | 0.98 | 1.3225 | 1.3545 | 0.0000 | 186.20 | 10016.16 |
| 69 | 2010.05.07 10:45 | sell | 35 | 1.00 | 1.2729 | 1.3029 | 0.0000 | ||
| 70 | 2010.05.07 10:55 | close | 35 | 1.00 | 1.2709 | 1.3029 | 0.0000 | 190.00 | 10206.16 |
| 71 | 2010.05.25 10:45 | buy | 36 | 1.02 | 1.2239 | 1.1939 | 0.0000 | ||
| 72 | 2010.05.25 17:05 | close | 36 | 1.02 | 1.2259 | 1.1939 | 0.0000 | 193.80 | 10399.96 |
| 73 | 2010.05.26 11:45 | sell | 37 | 1.04 | 1.2336 | 1.2636 | 0.0000 | ||
| 74 | 2010.05.26 12:09 | close | 37 | 1.04 | 1.2315 | 1.2636 | 0.0000 | 208.00 | 10607.96 |
| 75 | 2010.05.26 16:00 | buy | 38 | 1.06 | 1.2263 | 1.1963 | 0.0000 | ||
| 76 | 2010.05.26 16:36 | close | 38 | 1.06 | 1.2283 | 1.1963 | 0.0000 | 201.40 | 10809.36 |
| 77 | 2010.05.26 17:15 | buy | 39 | 1.08 | 1.2240 | 1.1940 | 0.0000 | ||
| 78 | 2010.05.26 17:38 | close | 39 | 1.08 | 1.2260 | 1.1940 | 0.0000 | 205.20 | 11014.56 |
| 79 | 2010.05.27 10:15 | sell | 40 | 1.10 | 1.2329 | 1.2629 | 0.0000 | ||
| 80 | 2010.05.27 10:20 | close | 40 | 1.10 | 1.2308 | 1.2629 | 0.0000 | 220.00 | 11234.56 |
| 81 | 2010.05.27 15:45 | buy | 41 | 1.12 | 1.2235 | 1.1935 | 0.0000 | ||
| 82 | 2010.05.27 17:32 | close | 41 | 1.12 | 1.2255 | 1.1935 | 0.0000 | 212.80 | 11447.36 |