通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		5分足(M5) 2009.03.02 00:00 - 2009.07.31 22:55 (2009.03.01 - 2009.08.01)
モデル		Every tick (the most precise method based on all available least timeframes)
Mismatched charts errors	421
Initial deposit	10000.00
Total net profit	547.28	Gross profit	1287.81	Gross loss	-740.53
Profit factor	1.74	Expected payoff	10.33
Absolute drawdown	84.13	Maximal drawdown	229.56 (2.24%)	Relative drawdown	2.24% (229.56)
Total trades	53	Short positions (won %)	39 (69.23%)	Long positions (won %)	14 (57.14%)
		Profit trades (% of total)	35 (66.04%)	Loss trades (% of total)	18 (33.96%)
Largest		profit trade	60.14	loss trade	-70.27
Average		profit trade	36.79	loss trade	-41.14
Maximum		consecutive wins (profit in money)	7 (239.62)	consecutive losses (loss in money)	3 (-145.36)
Maximal		consecutive profit (count of wins)	239.62 (7)	consecutive loss (count of losses)	-145.36 (3)
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	2009.03.02 21:16	sell	1	0.10	1.40644	1.41344	1.40344
2	2009.03.02 21:17	sell limit	2	0.20	1.40994	1.41344	1.40694
3	2009.03.02 23:12	t/p	1	0.10	1.40344	1.41344	1.40344	30.00	10030.00
4	2009.03.02 23:12	delete	2	0.20	1.40994	1.41344	1.40694
5	2009.03.03 22:40	buy	3	0.10	1.40464	1.39764	1.40764
6	2009.03.03 22:41	buy limit	4	0.20	1.40114	1.39764	1.40414
7	2009.03.04 01:38	buy	4	0.20	1.40114	1.39764	1.40414
8	2009.03.04 01:38	modify	3	0.10	1.40464	1.39764	1.40414
9	2009.03.04 08:26	t/p	3	0.10	1.40414	1.39764	1.40414	-4.93	10025.07
10	2009.03.04 08:26	t/p	4	0.20	1.40414	1.39764	1.40414	60.00	10085.07
11	2009.03.04 22:52	sell	5	0.10	1.41940	1.42640	1.41640
12	2009.03.04 22:53	sell limit	6	0.20	1.42290	1.42640	1.41990
13	2009.03.05 01:02	t/p	5	0.10	1.41640	1.42640	1.41640	29.73	10114.80
14	2009.03.05 01:02	delete	6	0.20	1.42290	1.42640	1.41990
15	2009.03.18 22:29	sell	7	0.10	1.43136	1.43836	1.42836
16	2009.03.18 22:30	sell limit	8	0.20	1.43486	1.43836	1.43186
17	2009.03.18 23:38	t/p	7	0.10	1.42836	1.43836	1.42836	30.00	10144.80
18	2009.03.18 23:38	delete	8	0.20	1.43486	1.43836	1.43186
19	2009.03.19 21:20	buy	9	0.10	1.44927	1.44227	1.45227
20	2009.03.19 21:21	buy limit	10	0.20	1.44577	1.44227	1.44877
21	2009.03.20 05:32	buy	10	0.20	1.44577	1.44227	1.44877
22	2009.03.20 05:32	modify	9	0.10	1.44927	1.44227	1.44877
23	2009.03.20 08:10	t/p	9	0.10	1.44877	1.44227	1.44877	-4.93	10139.87
24	2009.03.20 08:10	t/p	10	0.20	1.44877	1.44227	1.44877	60.00	10199.87
25	2009.03.30 21:25	sell	11	0.10	1.42387	1.43087	1.42087
26	2009.03.30 21:26	sell limit	12	0.20	1.42737	1.43087	1.42437
27	2009.03.30 23:05	sell	12	0.20	1.42737	1.43087	1.42437
28	2009.03.30 23:05	modify	11	0.10	1.42387	1.43087	1.42437
29	2009.03.31 01:27	t/p	11	0.10	1.42437	1.43087	1.42437	-5.09	10194.78
30	2009.03.31 01:27	t/p	12	0.20	1.42437	1.43087	1.42437	59.82	10254.60
31	2009.04.01 21:44	sell	13	0.10	1.44489	1.45189	1.44189
32	2009.04.01 21:45	sell limit	14	0.20	1.44839	1.45189	1.44539
33	2009.04.02 02:57	sell	14	0.20	1.44839	1.45189	1.44539
34	2009.04.02 02:57	modify	13	0.10	1.44489	1.45189	1.44539
35	2009.04.02 07:50	s/l	13	0.10	1.45189	1.45189	1.44539	-70.27	10184.33
36	2009.04.02 07:50	s/l	14	0.20	1.45189	1.45189	1.44539	-70.00	10114.33
37	2009.04.02 22:30	sell	15	0.10	1.47262	1.47962	1.46962
38	2009.04.02 22:31	sell limit	16	0.20	1.47612	1.47962	1.47312
39	2009.04.03 02:16	sell	16	0.20	1.47612	1.47962	1.47312
40	2009.04.03 02:16	modify	15	0.10	1.47262	1.47962	1.47312
41	2009.04.03 02:37	t/p	15	0.10	1.47312	1.47962	1.47312	-5.09	10109.24
42	2009.04.03 02:37	t/p	16	0.20	1.47312	1.47962	1.47312	60.00	10169.24
43	2009.04.06 21:58	sell	17	0.10	1.47437	1.48137	1.47137
44	2009.04.06 22:00	sell limit	18	0.20	1.47787	1.48137	1.47487
45	2009.04.07 01:23	t/p	17	0.10	1.47137	1.48137	1.47137	29.91	10199.15
46	2009.04.07 01:23	delete	18	0.20	1.47787	1.48137	1.47487
47	2009.04.08 22:32	sell	19	0.10	1.47062	1.47762	1.46762
48	2009.04.08 22:33	sell limit	20	0.20	1.47412	1.47762	1.47112
49	2009.04.09 01:53	t/p	19	0.10	1.46762	1.47762	1.46762	29.73	10228.88
50	2009.04.09 01:53	delete	20	0.20	1.47412	1.47762	1.47112
51	2009.04.09 21:14	sell	21	0.10	1.46830	1.47530	1.46530
52	2009.04.09 21:15	sell limit	22	0.20	1.47180	1.47530	1.46880
53	2009.04.10 01:14	t/p	21	0.10	1.46530	1.47530	1.46530	29.91	10258.79
54	2009.04.10 01:14	delete	22	0.20	1.47180	1.47530	1.46880
55	2009.04.13 21:45	sell	23	0.10	1.48624	1.49324	1.48324
56	2009.04.13 21:46	sell limit	24	0.20	1.48974	1.49324	1.48674
57	2009.04.14 02:51	t/p	23	0.10	1.48324	1.49324	1.48324	29.91	10288.70
58	2009.04.14 02:51	delete	24	0.20	1.48974	1.49324	1.48674
59	2009.04.14 21:17	sell	25	0.10	1.49393	1.50093	1.49093
60	2009.04.14 21:18	sell limit	26	0.20	1.49743	1.50093	1.49443
61	2009.04.14 22:04	t/p	25	0.10	1.49093	1.50093	1.49093	30.00	10318.70
62	2009.04.14 22:04	delete	26	0.20	1.49743	1.50093	1.49443
63	2009.04.15 22:17	sell	27	0.10	1.49950	1.50650	1.49650
64	2009.04.15 22:18	sell limit	28	0.20	1.50300	1.50650	1.50000
65	2009.04.16 02:17	sell	28	0.20	1.50300	1.50650	1.50000
66	2009.04.16 02:17	modify	27	0.10	1.49950	1.50650	1.50000
67	2009.04.16 02:48	s/l	27	0.10	1.50650	1.50650	1.50000	-70.27	10248.43
68	2009.04.16 02:48	s/l	28	0.20	1.50650	1.50650	1.50000	-70.00	10178.43
69	2009.04.23 22:06	sell	29	0.10	1.47268	1.47968	1.46968
70	2009.04.23 22:07	sell limit	30	0.20	1.47618	1.47968	1.47318
71	2009.04.24 01:36	t/p	29	0.10	1.46968	1.47968	1.46968	29.91	10208.34
72	2009.04.24 01:36	delete	30	0.20	1.47618	1.47968	1.47318
73	2009.04.30 21:23	buy	31	0.10	1.47925	1.47225	1.48225
74	2009.04.30 21:24	buy limit	32	0.20	1.47575	1.47225	1.47875
75	2009.05.01 06:23	buy	32	0.20	1.47575	1.47225	1.47875
76	2009.05.01 06:23	modify	31	0.10	1.47925	1.47225	1.47875
77	2009.05.01 07:03	t/p	31	0.10	1.47875	1.47225	1.47875	-4.93	10203.41
78	2009.05.01 07:03	t/p	32	0.20	1.47875	1.47225	1.47875	60.00	10263.41
79	2009.05.04 22:10	sell	33	0.10	1.50124	1.50824	1.49824
80	2009.05.04 22:11	sell limit	34	0.20	1.50474	1.50824	1.50174
81	2009.05.05 08:45	sell	34	0.20	1.50474	1.50824	1.50174
82	2009.05.05 08:45	modify	33	0.10	1.50124	1.50824	1.50174
83	2009.05.05 09:43	t/p	33	0.10	1.50174	1.50824	1.50174	-5.09	10258.32
84	2009.05.05 09:43	t/p	34	0.20	1.50174	1.50824	1.50174	60.00	10318.32
85	2009.05.05 22:40	sell	35	0.10	1.50938	1.51638	1.50638
86	2009.05.05 22:41	sell limit	36	0.20	1.51288	1.51638	1.50988
87	2009.05.05 23:33	t/p	35	0.10	1.50638	1.51638	1.50638	30.00	10348.32
88	2009.05.05 23:33	delete	36	0.20	1.51288	1.51638	1.50988
89	2009.05.06 21:12	sell	37	0.10	1.51372	1.52072	1.51072
90	2009.05.06 21:13	sell limit	38	0.20	1.51722	1.52072	1.51422
91	2009.05.07 03:18	t/p	37	0.10	1.51072	1.52072	1.51072	29.73	10378.05
92	2009.05.07 03:18	delete	38	0.20	1.51722	1.52072	1.51422
93	2009.05.07 23:10	sell	39	0.10	1.50456	1.51156	1.50156
94	2009.05.07 23:11	sell limit	40	0.20	1.50806	1.51156	1.50506
95	2009.05.08 00:27	t/p	39	0.10	1.50156	1.51156	1.50156	29.91	10407.96
96	2009.05.08 00:27	delete	40	0.20	1.50806	1.51156	1.50506
97	2009.05.18 21:55	sell	41	0.10	1.53417	1.54117	1.53117
98	2009.05.18 21:56	sell limit	42	0.20	1.53767	1.54117	1.53467
99	2009.05.19 02:37	t/p	41	0.10	1.53117	1.54117	1.53117	29.91	10437.87
100	2009.05.19 02:37	delete	42	0.20	1.53767	1.54117	1.53467
101	2009.05.19 21:11	sell	43	0.10	1.55187	1.55887	1.54887
102	2009.05.19 21:12	sell limit	44	0.20	1.55537	1.55887	1.55237
103	2009.05.19 21:55	t/p	43	0.10	1.54887	1.55887	1.54887	30.00	10467.87
104	2009.05.19 21:55	delete	44	0.20	1.55537	1.55887	1.55237
105	2009.05.19 22:18	buy	45	0.10	1.54809	1.54109	1.55109
106	2009.05.19 22:19	buy limit	46	0.20	1.54459	1.54109	1.54759
107	2009.05.20 09:37	t/p	45	0.10	1.55109	1.54109	1.55109	30.07	10497.94
108	2009.05.20 09:37	delete	46	0.20	1.54459	1.54109	1.54759
109	2009.05.27 21:32	buy	47	0.10	1.60118	1.59418	1.60418
110	2009.05.27 21:33	buy limit	48	0.20	1.59768	1.59418	1.60068
111	2009.05.27 22:57	buy	48	0.20	1.59768	1.59418	1.60068
112	2009.05.27 22:57	modify	47	0.10	1.60118	1.59418	1.60068
113	2009.05.28 05:02	s/l	47	0.10	1.59418	1.59418	1.60068	-69.79	10428.15
114	2009.05.28 05:02	s/l	48	0.20	1.59418	1.59418	1.60068	-69.58	10358.57
115	2009.05.28 22:55	sell	49	0.10	1.59524	1.60224	1.59224
116	2009.05.28 22:56	sell limit	50	0.20	1.59874	1.60224	1.59574
117	2009.05.29 01:31	t/p	49	0.10	1.59224	1.60224	1.59224	29.91	10388.48
118	2009.05.29 01:31	delete	50	0.20	1.59874	1.60224	1.59574
119	2009.06.01 22:55	sell	51	0.10	1.64504	1.65204	1.64204
120	2009.06.01 22:56	sell limit	52	0.20	1.64854	1.65204	1.64554
121	2009.06.02 02:32	t/p	51	0.10	1.64204	1.65204	1.64204	29.91	10418.39
122	2009.06.02 02:32	delete	52	0.20	1.64854	1.65204	1.64554
123	2009.06.03 22:10	sell	53	0.10	1.62981	1.63681	1.62681
124	2009.06.03 22:11	sell limit	54	0.20	1.63331	1.63681	1.63031
125	2009.06.04 02:16	sell	54	0.20	1.63331	1.63681	1.63031
126	2009.06.04 02:16	modify	53	0.10	1.62981	1.63681	1.63031
127	2009.06.04 03:59	t/p	53	0.10	1.63031	1.63681	1.63031	-5.27	10413.12
128	2009.06.04 03:59	t/p	54	0.20	1.63031	1.63681	1.63031	60.00	10473.12
129	2009.06.08 21:36	sell	55	0.10	1.60962	1.61662	1.60662
130	2009.06.08 21:37	sell limit	56	0.20	1.61312	1.61662	1.61012
131	2009.06.08 21:59	t/p	55	0.10	1.60662	1.61662	1.60662	30.00	10503.12
132	2009.06.08 21:59	delete	56	0.20	1.61312	1.61662	1.61012
133	2009.06.09 23:00	buy	57	0.10	1.63104	1.62404	1.63404
134	2009.06.09 23:01	buy limit	58	0.20	1.62754	1.62404	1.63054
135	2009.06.10 03:13	t/p	57	0.10	1.63404	1.62404	1.63404	30.07	10533.19
136	2009.06.10 03:13	delete	58	0.20	1.62754	1.62404	1.63054
137	2009.06.10 21:55	sell	59	0.10	1.63480	1.64180	1.63180
138	2009.06.10 21:56	sell limit	60	0.20	1.63830	1.64180	1.63530
139	2009.06.11 03:30	sell	60	0.20	1.63830	1.64180	1.63530
140	2009.06.11 03:30	modify	59	0.10	1.63480	1.64180	1.63530
141	2009.06.11 05:19	s/l	59	0.10	1.64180	1.64180	1.63530	-70.27	10462.92
142	2009.06.11 05:19	s/l	60	0.20	1.64180	1.64180	1.63530	-70.00	10392.92
143	2009.06.15 22:00	sell	61	0.10	1.63130	1.63830	1.62830
144	2009.06.15 22:01	sell limit	62	0.20	1.63480	1.63830	1.63180
145	2009.06.16 01:47	t/p	61	0.10	1.62830	1.63830	1.62830	29.91	10422.83
146	2009.06.16 01:47	delete	62	0.20	1.63480	1.63830	1.63180
147	2009.06.29 21:19	sell	63	0.10	1.65796	1.66496	1.65496
148	2009.06.29 21:20	sell limit	64	0.20	1.66146	1.66496	1.65846
149	2009.06.30 00:21	t/p	63	0.10	1.65496	1.66496	1.65496	29.91	10452.74
150	2009.06.30 00:21	delete	64	0.20	1.66146	1.66496	1.65846
151	2009.07.02 22:45	buy	65	0.10	1.63903	1.63203	1.64203
152	2009.07.02 22:46	buy limit	66	0.20	1.63553	1.63203	1.63853
153	2009.07.02 23:29	buy	66	0.20	1.63553	1.63203	1.63853
154	2009.07.02 23:29	modify	65	0.10	1.63903	1.63203	1.63853
155	2009.07.03 02:51	t/p	65	0.10	1.63853	1.63203	1.63853	-4.93	10447.81
156	2009.07.03 02:51	t/p	66	0.20	1.63853	1.63203	1.63853	60.14	10507.95
157	2009.07.06 22:05	sell	67	0.10	1.62874	1.63574	1.62574
158	2009.07.06 22:06	sell limit	68	0.20	1.63224	1.63574	1.62924
159	2009.07.07 03:02	t/p	67	0.10	1.62574	1.63574	1.62574	29.91	10537.86
160	2009.07.07 03:02	delete	68	0.20	1.63224	1.63574	1.62924
161	2009.07.08 22:45	sell	69	0.10	1.60692	1.61392	1.60392
162	2009.07.08 22:46	sell limit	70	0.20	1.61042	1.61392	1.60742
163	2009.07.09 01:20	t/p	69	0.10	1.60392	1.61392	1.60392	29.73	10567.59
164	2009.07.09 01:20	delete	70	0.20	1.61042	1.61392	1.60742
165	2009.07.14 22:37	sell	71	0.10	1.63078	1.63778	1.62778
166	2009.07.14 22:38	sell limit	72	0.20	1.63428	1.63778	1.63128
167	2009.07.15 07:55	sell	72	0.20	1.63428	1.63778	1.63128
168	2009.07.15 07:55	modify	71	0.10	1.63078	1.63778	1.63128
169	2009.07.15 08:02	s/l	71	0.10	1.63778	1.63778	1.63128	-70.09	10497.50
170	2009.07.15 08:02	s/l	72	0.20	1.63778	1.63778	1.63128	-70.00	10427.50
171	2009.07.21 22:19	sell	73	0.10	1.64537	1.65237	1.64237
172	2009.07.21 22:20	sell limit	74	0.20	1.64887	1.65237	1.64587
173	2009.07.22 01:49	t/p	73	0.10	1.64237	1.65237	1.64237	29.91	10457.41
174	2009.07.22 01:49	delete	74	0.20	1.64887	1.65237	1.64587
175	2009.07.22 22:35	sell	75	0.10	1.64717	1.65417	1.64417
176	2009.07.22 22:36	sell limit	76	0.20	1.65067	1.65417	1.64767
177	2009.07.23 02:22	t/p	75	0.10	1.64417	1.65417	1.64417	29.73	10487.14
178	2009.07.23 02:22	delete	76	0.20	1.65067	1.65417	1.64767
179	2009.07.23 22:34	buy	77	0.10	1.64761	1.64061	1.65061
180	2009.07.23 22:35	buy limit	78	0.20	1.64411	1.64061	1.64711
181	2009.07.24 00:39	t/p	77	0.10	1.65061	1.64061	1.65061	30.07	10517.21
182	2009.07.24 00:39	delete	78	0.20	1.64411	1.64061	1.64711
183	2009.07.30 22:06	buy	79	0.10	1.64816	1.64116	1.65116
184	2009.07.30 22:07	buy limit	80	0.20	1.64466	1.64116	1.64766
185	2009.07.31 01:36	t/p	79	0.10	1.65116	1.64116	1.65116	30.07	10547.28
186	2009.07.31 01:36	delete	80	0.20	1.64466	1.64116	1.64766