通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2009.06.01 01:00 - 2010.05.28 22:55 (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		UseMoneyManagement=true; Risk=1; Slippage=2; MagicNumber=96; LotSize=0.01; TakeProfit=100; StopLoss=190; MA_PipsAway=27; MA_Period=11; MA_Shift=0; UseHourTrade=true; GMTOffSet=1; FromHourTrade=0; ToHourTrade=24; LatOrderStoppedOut=" --Delay time--"; UseDelay=true; MinutesToDelay=5; AddComment="";
Bars in test	68476	Ticks modelled	10967904	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	5000.00
Total net profit	1185.92	Gross profit	4648.55	Gross loss	-3462.63
Profit factor	1.34	Expected payoff	10.49
Absolute drawdown	122.09	Maximal drawdown	379.30 (6.65%)	Relative drawdown	6.65% (379.30)
Total trades	113	Short positions (won %)	53 (75.47%)	Long positions (won %)	60 (68.33%)
		Profit trades (% of total)	81 (71.68%)	Loss trades (% of total)	32 (28.32%)
Largest		profit trade	240.00	loss trade	-248.33
Average		profit trade	57.39	loss trade	-108.21
Maximum		consecutive wins (profit in money)	8 (649.49)	consecutive losses (loss in money)	2 (-230.41)
Maximal		consecutive profit (count of wins)	649.49 (8)	consecutive loss (count of losses)	-248.33 (1)
Average		consecutive wins	3	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
1	2009.06.01 09:53	sell	1	0.05	1.4187	0.0000	0.0000
2	2009.06.01 17:27	buy	2	0.05	1.4165	0.0000	0.0000
3	2009.06.02 14:37	close	2	0.05	1.4265	0.0000	0.0000	49.92	5049.92
4	2009.06.03 11:40	buy	3	0.05	1.4229	0.0000	0.0000
5	2009.06.04 14:57	close	1	0.05	1.4086	0.0000	0.0000	50.50	5100.42
6	2009.06.04 15:51	sell	4	0.05	1.4147	0.0000	0.0000
7	2009.06.05 16:22	close	4	0.05	1.4047	0.0000	0.0000	50.00	5150.42
8	2009.06.05 16:23	close	3	0.05	1.4038	0.0000	0.0000	-95.84	5054.58
9	2009.06.05 16:28	buy	5	0.05	1.4063	0.0000	0.0000
10	2009.06.08 11:03	close	5	0.05	1.3872	0.0000	0.0000	-95.58	4958.99
11	2009.06.08 12:37	buy	6	0.05	1.3839	0.0000	0.0000
12	2009.06.09 10:12	close	6	0.05	1.3939	0.0000	0.0000	49.92	5008.91
13	2009.06.09 14:29	sell	7	0.05	1.3922	0.0000	0.0000
14	2009.06.10 08:49	close	7	0.05	1.4113	0.0000	0.0000	-95.50	4913.41
15	2009.06.10 10:51	sell	8	0.05	1.4133	0.0000	0.0000
16	2009.06.10 12:29	buy	9	0.05	1.4086	0.0000	0.0000
17	2009.06.10 16:35	close	8	0.05	1.4033	0.0000	0.0000	50.00	4963.41
18	2009.06.11 17:16	sell	10	0.05	1.4077	0.0000	0.0000
19	2009.06.12 15:26	close	10	0.05	1.3977	0.0000	0.0000	50.00	5013.41
20	2009.06.15 09:22	close	9	0.05	1.3895	0.0000	0.0000	-95.92	4917.48
21	2009.06.15 18:05	buy	11	0.05	1.3797	0.0000	0.0000
22	2009.06.16 08:29	sell	12	0.05	1.3848	0.0000	0.0000
23	2009.06.16 12:00	close	11	0.05	1.3898	0.0000	0.0000	50.42	4967.90
24	2009.06.16 19:47	buy	13	0.05	1.3843	0.0000	0.0000
25	2009.06.17 21:16	close	13	0.05	1.3943	0.0000	0.0000	49.92	5017.81
26	2009.06.18 20:59	buy	14	0.05	1.3917	0.0000	0.0000
27	2009.06.23 15:48	close	14	0.05	1.4017	0.0000	0.0000	49.75	5067.56
28	2009.06.23 17:05	close	12	0.05	1.4039	0.0000	0.0000	-95.50	4972.06
29	2009.06.23 19:09	sell	15	0.05	1.4071	0.0000	0.0000
30	2009.06.24 14:28	buy	16	0.05	1.4050	0.0000	0.0000
31	2009.06.24 19:21	close	15	0.05	1.3971	0.0000	0.0000	50.00	5022.06
32	2009.06.25 20:17	sell	17	0.05	1.3982	0.0000	0.0000
33	2009.06.30 09:23	close	16	0.05	1.4150	0.0000	0.0000	49.49	5071.55
34	2009.06.30 16:13	buy	18	0.05	1.4075	0.0000	0.0000
35	2009.07.01 16:27	close	17	0.05	1.4173	0.0000	0.0000	-95.50	4976.05
36	2009.07.01 19:02	close	18	0.05	1.4186	0.0000	0.0000	55.42	5031.46
37	2009.07.01 19:02	sell	19	0.05	1.4186	0.0000	0.0000
38	2009.07.02 10:37	close	19	0.05	1.4086	0.0000	0.0000	50.00	5081.46
39	2009.07.02 15:30	buy	20	0.05	1.4022	0.0000	0.0000
40	2009.07.09 18:44	sell	21	0.05	1.4025	0.0000	0.0000
41	2009.07.10 10:18	close	21	0.05	1.3925	0.0000	0.0000	50.00	5131.46
42	2009.07.15 20:46	close	20	0.05	1.4122	0.0000	0.0000	49.07	5180.53
43	2009.07.16 13:40	sell	22	0.05	1.4135	0.0000	0.0000
44	2009.07.23 23:12	buy	23	0.05	1.4167	0.0000	0.0000
45	2009.07.27 09:42	close	23	0.05	1.4267	0.0000	0.0000	49.83	5230.36
46	2009.07.29 09:27	buy	24	0.05	1.4113	0.0000	0.0000
47	2009.07.29 18:17	close	22	0.05	1.4035	0.0000	0.0000	50.00	5280.36
48	2009.07.31 18:21	close	24	0.05	1.4213	0.0000	0.0000	49.66	5330.02
49	2009.07.31 18:27	sell	25	0.05	1.4224	0.0000	0.0000
50	2009.08.03 17:28	close	25	0.05	1.4415	0.0000	0.0000	-95.50	5234.52
51	2009.08.07 15:30	sell	26	0.05	1.4401	0.0000	0.0000
52	2009.08.07 15:39	buy	27	0.05	1.4335	0.0000	0.0000
53	2009.08.07 15:46	close	26	0.05	1.4301	0.0000	0.0000	50.00	5284.52
54	2009.08.10 18:07	close	27	0.05	1.4144	0.0000	0.0000	-95.58	5188.94
55	2009.08.12 21:17	buy	28	0.05	1.4190	0.0000	0.0000
56	2009.08.12 21:55	sell	29	0.05	1.4206	0.0000	0.0000
57	2009.08.13 15:07	close	28	0.05	1.4290	0.0000	0.0000	49.75	5238.68
58	2009.08.17 12:23	close	29	0.05	1.4106	0.0000	0.0000	50.00	5288.68
59	2009.08.17 13:31	buy	30	0.05	1.4056	0.0000	0.0000
60	2009.08.19 02:52	close	30	0.05	1.4156	0.0000	0.0000	49.83	5338.51
61	2009.08.19 17:04	sell	31	0.05	1.4168	0.0000	0.0000
62	2009.08.21 17:01	close	31	0.05	1.4359	0.0000	0.0000	-95.50	5243.01
63	2009.08.21 17:27	buy	32	0.05	1.4311	0.0000	0.0000
64	2009.08.27 21:13	sell	33	0.05	1.4314	0.0000	0.0000
65	2009.09.01 20:17	close	33	0.05	1.4214	0.0000	0.0000	50.00	5293.01
66	2009.09.02 18:12	sell	34	0.05	1.4260	0.0000	0.0000
67	2009.09.08 10:46	close	32	0.05	1.4411	0.0000	0.0000	48.64	5341.66
68	2009.09.08 12:45	close	34	0.05	1.4451	0.0000	0.0000	-95.50	5246.16
69	2009.09.10 16:27	buy	35	0.05	1.4541	0.0000	0.0000
70	2009.09.14 16:33	sell	36	0.05	1.4606	0.0000	0.0000
71	2009.09.14 17:47	close	35	0.05	1.4641	0.0000	0.0000	49.83	5295.99
72	2009.09.15 15:53	buy	37	0.05	1.4565	0.0000	0.0000
73	2009.09.15 20:41	close	37	0.05	1.4667	0.0000	0.0000	51.00	5346.99
74	2009.09.16 16:38	buy	38	0.05	1.4653	0.0000	0.0000
75	2009.09.17 09:32	close	38	0.05	1.4753	0.0000	0.0000	49.75	5396.73
76	2009.09.21 15:24	buy	39	0.05	1.4626	0.0000	0.0000
77	2009.09.22 09:22	close	39	0.05	1.4726	0.0000	0.0000	49.92	5446.65
78	2009.09.22 11:20	close	36	0.05	1.4797	0.0000	0.0000	-95.50	5351.15
79	2009.09.23 02:24	sell	40	0.05	1.4835	0.0000	0.0000
80	2009.09.23 22:52	close	40	0.05	1.4735	0.0000	0.0000	50.00	5401.15
81	2009.09.23 22:52	buy	41	0.05	1.4734	0.0000	0.0000
82	2009.09.25 17:07	sell	42	0.05	1.4707	0.0000	0.0000
83	2009.09.28 04:39	close	42	0.05	1.4607	0.0000	0.0000	50.00	5451.15
84	2009.09.29 13:35	close	41	0.05	1.4543	0.0000	0.0000	-96.01	5355.14
85	2009.09.30 15:47	buy	43	0.05	1.4592	0.0000	0.0000
86	2009.10.02 16:14	sell	44	0.05	1.4556	0.0000	0.0000
87	2009.10.06 04:54	close	43	0.05	1.4692	0.0000	0.0000	49.49	5404.63
88	2009.10.06 09:02	close	44	0.05	1.4747	0.0000	0.0000	-95.50	5309.13
89	2009.10.08 15:57	sell	45	0.05	1.4797	0.0000	0.0000
90	2009.10.09 19:06	close	45	0.05	1.4697	0.0000	0.0000	50.00	5359.13
91	2009.10.09 19:06	buy	46	0.05	1.4690	0.0000	0.0000
92	2009.10.12 16:36	close	46	0.05	1.4790	0.0000	0.0000	49.92	5409.05
93	2009.10.13 21:08	buy	47	0.05	1.4811	0.0000	0.0000
94	2009.10.14 12:26	close	47	0.05	1.4911	0.0000	0.0000	49.92	5458.96
95	2009.10.19 03:35	buy	48	0.05	1.4831	0.0000	0.0000
96	2009.10.19 10:05	close	48	0.05	1.4931	0.0000	0.0000	50.00	5508.96
97	2009.10.20 18:39	buy	49	0.06	1.4893	0.0000	0.0000
98	2009.10.21 16:37	sell	50	0.06	1.4984	0.0000	0.0000
99	2009.10.21 16:40	close	49	0.06	1.4993	0.0000	0.0000	59.90	5568.86
100	2009.10.26 19:04	buy	51	0.06	1.4925	0.0000	0.0000
101	2009.10.26 20:17	close	50	0.06	1.4884	0.0000	0.0000	60.00	5628.86
102	2009.10.28 19:20	close	51	0.06	1.4734	0.0000	0.0000	-114.80	5514.06
103	2009.10.29 15:47	sell	52	0.06	1.4778	0.0000	0.0000
104	2009.11.03 12:57	buy	53	0.06	1.4683	0.0000	0.0000
105	2009.11.03 13:02	close	52	0.06	1.4678	0.0000	0.0000	60.00	5574.06
106	2009.11.03 20:38	sell	54	0.06	1.4692	0.0000	0.0000
107	2009.11.04 16:26	close	53	0.06	1.4783	0.0000	0.0000	59.90	5633.95
108	2009.11.04 22:15	close	54	0.06	1.4883	0.0000	0.0000	-114.60	5519.35
109	2009.11.04 22:43	sell	55	0.06	1.4892	0.0000	0.0000
110	2009.11.06 16:36	buy	56	0.06	1.4828	0.0000	0.0000
111	2009.11.09 07:15	close	56	0.06	1.4928	0.0000	0.0000	59.90	5579.25
112	2009.11.10 19:07	buy	57	0.06	1.4946	0.0000	0.0000
113	2009.11.11 14:11	close	57	0.06	1.5046	0.0000	0.0000	59.90	5639.15
114	2009.11.12 18:12	buy	58	0.06	1.4885	0.0000	0.0000
115	2009.11.16 10:21	close	58	0.06	1.4985	0.0000	0.0000	59.80	5698.95
116	2009.11.16 20:15	buy	59	0.06	1.4936	0.0000	0.0000
117	2009.11.25 12:33	close	59	0.06	1.5036	0.0000	0.0000	59.08	5758.03
118	2009.11.25 14:39	close	55	0.06	1.5083	0.0000	0.0000	-114.60	5643.43
119	2009.11.25 14:44	sell	60	0.06	1.5090	0.0000	0.0000
120	2009.11.26 17:49	buy	61	0.06	1.5026	0.0000	0.0000
121	2009.11.26 18:59	close	60	0.06	1.4990	0.0000	0.0000	60.00	5703.43
122	2009.11.27 10:39	close	61	0.06	1.4835	0.0000	0.0000	-114.70	5588.73
123	2009.11.27 10:44	buy	62	0.06	1.4845	0.0000	0.0000
124	2009.11.27 18:03	sell	63	0.06	1.4934	0.0000	0.0000
125	2009.11.27 18:19	close	62	0.06	1.4945	0.0000	0.0000	60.00	5648.73
126	2009.12.03 10:23	close	63	0.06	1.5125	0.0000	0.0000	-114.60	5534.13
127	2009.12.04 16:34	buy	64	0.06	1.5031	0.0000	0.0000
128	2009.12.04 21:49	close	64	0.06	1.4840	0.0000	0.0000	-114.60	5419.53
129	2009.12.07 11:36	buy	65	0.05	1.4813	0.0000	0.0000
130	2009.12.07 20:36	sell	66	0.05	1.4846	0.0000	0.0000
131	2009.12.08 16:25	close	66	0.05	1.4746	0.0000	0.0000	50.00	5469.53
132	2009.12.11 18:15	close	65	0.05	1.4622	0.0000	0.0000	-96.01	5373.52
133	2009.12.14 07:33	sell	67	0.05	1.4671	0.0000	0.0000
134	2009.12.15 11:16	buy	68	0.05	1.4573	0.0000	0.0000
135	2009.12.15 11:20	close	67	0.05	1.4571	0.0000	0.0000	50.00	5423.52
136	2009.12.17 07:41	close	68	0.05	1.43819	0.0000	0.0000	-95.89	5327.63
137	2009.12.18 05:15	sell	69	0.05	1.4403	0.0000	0.0000
138	2009.12.18 18:42	close	69	0.05	1.4303	0.0000	0.0000	50.00	5377.63
139	2009.12.18 18:42	buy	70	0.05	1.4295	0.0000	0.0000
140	2009.12.24 13:07	close	70	0.05	1.4395	0.0000	0.0000	49.49	5427.12
141	2009.12.29 19:13	buy	71	0.05	1.4372	0.0000	0.0000
142	2009.12.31 09:46	sell	72	0.05	1.4414	0.0000	0.0000
143	2009.12.31 18:31	close	72	0.05	1.4314	0.0000	0.0000	50.00	5477.12
144	2010.01.04 12:38	sell	73	0.05	1.4387	0.0000	0.0000
145	2010.01.05 08:56	close	71	0.05	1.4472	0.0000	0.0000	49.41	5526.53
146	2010.01.06 09:46	buy	74	0.06	1.4319	0.0000	0.0000
147	2010.01.06 10:08	close	73	0.05	1.4287	0.0000	0.0000	50.00	5576.53
148	2010.01.06 22:03	close	74	0.06	1.4419	0.0000	0.0000	60.00	5636.53
149	2010.01.08 16:30	sell	75	0.06	1.4318	0.0000	0.0000
150	2010.01.08 17:53	buy	76	0.06	1.4344	0.0000	0.0000
151	2010.01.11 02:36	close	76	0.06	1.4444	0.0000	0.0000	59.90	5696.43
152	2010.01.11 05:52	close	75	0.06	1.4509	0.0000	0.0000	-114.60	5581.83
153	2010.01.11 18:53	sell	77	0.06	1.4555	0.0000	0.0000
154	2010.01.14 19:11	close	77	0.06	1.4455	0.0000	0.0000	60.00	5641.83
155	2010.01.15 04:54	buy	78	0.06	1.4437	0.0000	0.0000
156	2010.01.20 04:17	close	78	0.06	1.4245	0.0000	0.0000	-115.51	5526.32
157	2010.01.20 04:22	buy	79	0.06	1.4225	0.0000	0.0000
158	2010.01.21 13:45	close	79	0.06	1.4034	0.0000	0.0000	-114.91	5411.42
159	2010.01.21 18:29	buy	80	0.05	1.4060	0.0000	0.0000
160	2010.01.21 19:49	sell	81	0.05	1.4088	0.0000	0.0000
161	2010.01.22 12:47	close	80	0.05	1.4160	0.0000	0.0000	49.92	5461.33
162	2010.01.28 04:45	close	81	0.05	1.3988	0.0000	0.0000	50.00	5511.33
163	2010.01.28 04:45	buy	82	0.06	1.3965	0.0000	0.0000
164	2010.02.02 07:56	sell	83	0.05	1.3933	0.0000	0.0000
165	2010.02.04 12:30	close	83	0.05	1.3833	0.0000	0.0000	50.00	5561.33
166	2010.02.04 19:11	close	82	0.06	1.3774	0.0000	0.0000	-115.31	5446.02
167	2010.02.04 19:43	buy	84	0.05	1.3734	0.0000	0.0000
168	2010.02.05 16:34	sell	85	0.05	1.3731	0.0000	0.0000
169	2010.02.05 19:35	close	85	0.05	1.3631	0.0000	0.0000	50.00	5496.02
170	2010.02.09 19:40	sell	86	0.06	1.3761	0.0000	0.0000
171	2010.02.09 20:15	close	84	0.05	1.3834	0.0000	0.0000	49.75	5545.77
172	2010.02.09 20:41	buy	87	0.06	1.3791	0.0000	0.0000
173	2010.02.11 17:11	close	86	0.06	1.3661	0.0000	0.0000	60.00	5605.77
174	2010.02.11 18:52	close	87	0.06	1.3600	0.0000	0.0000	-115.01	5490.76
175	2010.02.12 12:58	buy	88	0.05	1.3582	0.0000	0.0000
176	2010.02.12 17:56	sell	89	0.06	1.3610	0.0000	0.0000
177	2010.02.16 11:17	close	88	0.05	1.3682	0.0000	0.0000	49.83	5540.59
178	2010.02.17 18:48	buy	90	0.06	1.3650	0.0000	0.0000
179	2010.02.19 00:37	close	89	0.06	1.3510	0.0000	0.0000	60.00	5600.59
180	2010.02.19 02:50	close	90	0.06	1.3459	0.0000	0.0000	-115.01	5485.58
181	2010.02.19 20:03	sell	91	0.05	1.3560	0.0000	0.0000
182	2010.02.25 07:23	close	91	0.05	1.3460	0.0000	0.0000	50.00	5535.58
183	2010.02.26 18:36	sell	92	0.06	1.3628	0.0000	0.0000
184	2010.02.26 20:12	buy	93	0.06	1.3621	0.0000	0.0000
185	2010.03.01 15:13	close	92	0.06	1.3528	0.0000	0.0000	60.00	5595.58
186	2010.03.03 18:57	sell	94	0.06	1.3691	0.0000	0.0000
187	2010.03.03 19:15	close	93	0.06	1.3721	0.0000	0.0000	59.69	5655.28
188	2010.03.04 18:31	close	94	0.06	1.3591	0.0000	0.0000	60.00	5715.28
189	2010.03.04 19:34	buy	95	0.06	1.3573	0.0000	0.0000
190	2010.03.08 04:59	close	95	0.06	1.3673	0.0000	0.0000	59.80	5775.07
191	2010.03.10 19:04	sell	96	0.06	1.3679	0.0000	0.0000
192	2010.03.26 00:14	close	96	0.06	1.3279	0.0000	0.0000	240.00	6015.07
193	2010.03.26 00:14	buy	97	0.06	1.3279	0.0000	0.0000
194	2010.03.26 11:48	close	97	0.06	1.3379	0.0000	0.0000	60.00	6075.07
195	2010.03.26 17:06	sell	98	0.06	1.3408	0.0000	0.0000
196	2010.04.08 10:24	close	98	0.06	1.3308	0.0000	0.0000	60.00	6135.07
197	2010.04.09 16:38	sell	99	0.06	1.3417	0.0000	0.0000
198	2010.04.12 01:16	close	99	0.06	1.3615	0.0000	0.0000	-118.80	6016.27
199	2010.04.12 01:21	sell	100	0.06	1.3624	0.0000	0.0000
200	2010.04.16 09:23	close	100	0.06	1.3524	0.0000	0.0000	60.00	6076.27
201	2010.04.22 17:26	sell	101	0.06	1.3327	0.0000	0.0000
202	2010.04.23 02:06	buy	102	0.06	1.3236	0.0000	0.0000
203	2010.04.23 02:07	close	101	0.06	1.3227	0.0000	0.0000	60.00	6136.27
204	2010.04.23 11:42	sell	103	0.06	1.3317	0.0000	0.0000
205	2010.04.23 12:03	close	102	0.06	1.3336	0.0000	0.0000	60.00	6196.27
206	2010.04.27 18:29	buy	104	0.06	1.3275	0.0000	0.0000
207	2010.04.27 19:14	close	103	0.06	1.3217	0.0000	0.0000	60.00	6256.27
208	2010.05.04 15:13	close	104	0.06	1.3084	0.0000	0.0000	-115.31	6140.96
209	2010.05.05 15:56	buy	105	0.06	1.2865	0.0000	0.0000
210	2010.05.06 17:02	sell	106	0.06	1.2768	0.0000	0.0000
211	2010.05.06 18:48	close	105	0.06	1.2674	0.0000	0.0000	-114.91	6026.06
212	2010.05.06 18:49	close	106	0.06	1.2668	0.0000	0.0000	60.00	6086.06
213	2010.05.06 19:24	sell	107	0.06	1.2739	0.0000	0.0000
214	2010.05.06 21:08	buy	108	0.06	1.2652	0.0000	0.0000
215	2010.05.06 21:11	close	107	0.06	1.2639	0.0000	0.0000	60.00	6146.06
216	2010.05.06 22:09	sell	109	0.06	1.2638	0.0000	0.0000
217	2010.05.07 11:08	close	108	0.06	1.2752	0.0000	0.0000	59.90	6205.95
218	2010.05.07 15:35	buy	110	0.06	1.2700	0.0000	0.0000
219	2010.05.26 05:55	close	110	0.06	1.2289	0.0000	0.0000	-248.33	5957.62
220	2010.05.26 05:55	close	109	0.06	1.2293	0.0000	0.0000	207.00	6164.62
221	2010.05.26 05:55	buy	111	0.06	1.2293	0.0000	0.0000
222	2010.05.27 18:03	sell	112	0.06	1.2295	0.0000	0.0000
223	2010.05.27 21:14	close	111	0.06	1.2393	0.0000	0.0000	59.69	6224.32
224	2010.05.28 15:28	buy	113	0.06	1.2355	0.0000	0.0000
225	2010.05.28 22:59	close at stop	113	0.06	1.2268	0.0000	0.0000	-52.20	6172.12
226	2010.05.28 22:59	close at stop	112	0.06	1.2272	0.0000	0.0000	13.80	6185.92