通貨ペア		GBPUSDpro (Great Britan Pound vs US Dollar)
期間		5分足(M5) 2009.05.01 00:00 - 2009.08.21 20:55 (2009.05.01 - 2009.08.22)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	24253	Ticks modelled	4248011	Modelling quality	n/a
Mismatched charts errors	945
Initial deposit	10000.00
Total net profit	999.60	Gross profit	2059.10	Gross loss	-1059.50
Profit factor	1.94	Expected payoff	21.73
Absolute drawdown	171.50	Maximal drawdown	760.70 (6.96%)	Relative drawdown	6.96% (760.70)
Total trades	46	Short positions (won %)	20 (70.00%)	Long positions (won %)	26 (65.38%)
		Profit trades (% of total)	31 (67.39%)	Loss trades (% of total)	15 (32.61%)
Largest		profit trade	90.30	loss trade	-141.00
Average		profit trade	66.42	loss trade	-70.63
Maximum		consecutive wins (profit in money)	7 (447.40)	consecutive losses (loss in money)	4 (-490.80)
Maximal		consecutive profit (count of wins)	447.40 (7)	consecutive loss (count of losses)	-490.80 (4)
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	2009.05.04 20:09	sell	1	0.20	1.50112	1.50812	1.49812
2	2009.05.04 20:10	sell limit	2	0.30	1.50462	1.50812	1.50162
3	2009.05.05 06:42	sell	2	0.30	1.50462	1.50812	1.50162
4	2009.05.05 06:42	modify	1	0.20	1.50112	1.50812	1.50162
5	2009.05.05 07:43	t/p	1	0.20	1.50162	1.50812	1.50162	-13.00	9987.00
6	2009.05.05 07:43	t/p	2	0.30	1.50162	1.50812	1.50162	90.00	10077.00
7	2009.05.05 21:36	buy	3	0.20	1.50593	1.49893	1.50893
8	2009.05.05 21:37	buy limit	4	0.30	1.50243	1.49893	1.50543
9	2009.05.06 01:17	buy	4	0.30	1.50243	1.49893	1.50543
10	2009.05.06 01:17	modify	3	0.20	1.50593	1.49893	1.50543
11	2009.05.06 07:42	t/p	3	0.20	1.50543	1.49893	1.50543	-9.80	10067.20
12	2009.05.06 07:42	t/p	4	0.30	1.50543	1.49893	1.50543	90.00	10157.20
13	2009.05.06 20:21	sell	5	0.20	1.51445	1.52145	1.51145
14	2009.05.06 20:22	sell limit	6	0.30	1.51795	1.52145	1.51495
15	2009.05.06 21:35	t/p	5	0.20	1.51145	1.52145	1.51145	60.00	10217.20
16	2009.05.06 21:35	delete	6	0.30	1.51795	1.52145	1.51495
17	2009.05.07 21:10	sell	7	0.20	1.50422	1.51122	1.50122
18	2009.05.07 21:11	sell limit	8	0.30	1.50772	1.51122	1.50472
19	2009.05.07 22:27	t/p	7	0.20	1.50122	1.51122	1.50122	60.00	10277.20
20	2009.05.07 22:27	delete	8	0.30	1.50772	1.51122	1.50472
21	2009.05.11 21:47	buy	9	0.20	1.51018	1.50318	1.51318
22	2009.05.11 21:48	buy limit	10	0.30	1.50668	1.50318	1.50968
23	2009.05.11 22:56	t/p	9	0.20	1.51318	1.50318	1.51318	60.00	10337.20
24	2009.05.11 22:56	delete	10	0.30	1.50668	1.50318	1.50968
25	2009.05.18 20:40	sell	11	0.20	1.53449	1.54149	1.53149
26	2009.05.18 20:41	sell limit	12	0.30	1.53799	1.54149	1.53499
27	2009.05.19 00:06	t/p	11	0.20	1.53149	1.54149	1.53149	57.00	10394.20
28	2009.05.19 00:06	delete	12	0.30	1.53799	1.54149	1.53499
29	2009.05.19 20:18	buy	13	0.20	1.54819	1.54119	1.55119
30	2009.05.19 20:19	buy limit	14	0.30	1.54469	1.54119	1.54769
31	2009.05.20 07:37	t/p	13	0.20	1.55119	1.54119	1.55119	60.20	10454.40
32	2009.05.20 07:37	delete	14	0.30	1.54469	1.54119	1.54769
33	2009.05.20 21:40	buy	15	0.20	1.57383	1.56683	1.57683
34	2009.05.20 21:41	buy limit	16	0.30	1.57033	1.56683	1.57333
35	2009.05.21 02:08	t/p	15	0.20	1.57683	1.56683	1.57683	60.20	10514.60
36	2009.05.21 02:08	delete	16	0.30	1.57033	1.56683	1.57333
37	2009.05.27 20:20	buy	17	0.20	1.60016	1.59316	1.60316
38	2009.05.27 20:21	buy limit	18	0.30	1.59666	1.59316	1.59966
39	2009.05.27 20:59	buy	18	0.30	1.59666	1.59316	1.59966
40	2009.05.27 20:59	modify	17	0.20	1.60016	1.59316	1.59966
41	2009.05.28 03:06	s/l	17	0.20	1.59316	1.59316	1.59966	-139.80	10374.80
42	2009.05.28 03:06	s/l	18	0.30	1.59316	1.59316	1.59966	-104.70	10270.10
43	2009.05.28 20:55	sell	19	0.20	1.59515	1.60215	1.59215
44	2009.05.28 20:56	sell limit	20	0.30	1.59865	1.60215	1.59565
45	2009.05.28 23:30	t/p	19	0.20	1.59215	1.60215	1.59215	60.00	10330.10
46	2009.05.28 23:30	delete	20	0.30	1.59865	1.60215	1.59565
47	2009.06.03 20:10	sell	21	0.20	1.62967	1.63667	1.62667
48	2009.06.03 20:11	sell limit	22	0.30	1.63317	1.63667	1.63017
49	2009.06.04 00:17	sell	22	0.30	1.63317	1.63667	1.63017
50	2009.06.04 00:17	modify	21	0.20	1.62967	1.63667	1.63017
51	2009.06.04 01:59	t/p	21	0.20	1.63017	1.63667	1.63017	-11.00	10319.10
52	2009.06.04 01:59	t/p	22	0.30	1.63017	1.63667	1.63017	90.00	10409.10
53	2009.06.04 22:05	buy	23	0.20	1.61447	1.60747	1.61747
54	2009.06.04 22:06	buy limit	24	0.30	1.61097	1.60747	1.61397
55	2009.06.04 22:58	buy	24	0.30	1.61097	1.60747	1.61397
56	2009.06.04 22:58	modify	23	0.20	1.61447	1.60747	1.61397
57	2009.06.05 00:24	t/p	23	0.20	1.61397	1.60747	1.61397	-9.80	10399.30
58	2009.06.05 00:24	t/p	24	0.30	1.61397	1.60747	1.61397	90.30	10489.60
59	2009.06.09 21:02	buy	25	0.20	1.63119	1.62419	1.63419
60	2009.06.09 21:03	buy limit	26	0.30	1.62769	1.62419	1.63069
61	2009.06.10 01:11	t/p	25	0.20	1.63419	1.62419	1.63419	60.20	10549.80
62	2009.06.10 01:11	delete	26	0.30	1.62769	1.62419	1.63069
63	2009.06.17 22:00	buy	27	0.20	1.63929	1.63229	1.64229
64	2009.06.17 22:01	buy limit	28	0.30	1.63579	1.63229	1.63879
65	2009.06.17 23:57	t/p	27	0.20	1.64229	1.63229	1.64229	60.00	10609.80
66	2009.06.17 23:57	delete	28	0.30	1.63579	1.63229	1.63879
67	2009.06.29 22:29	buy	29	0.20	1.65504	1.64804	1.65804
68	2009.06.29 22:31	buy limit	30	0.30	1.65154	1.64804	1.65454
69	2009.06.29 23:18	t/p	29	0.20	1.65804	1.64804	1.65804	60.00	10669.80
70	2009.06.29 23:18	delete	30	0.30	1.65154	1.64804	1.65454
71	2009.07.02 20:45	buy	31	0.20	1.63916	1.63216	1.64216
72	2009.07.02 20:46	buy limit	32	0.30	1.63566	1.63216	1.63866
73	2009.07.02 21:29	buy	32	0.30	1.63566	1.63216	1.63866
74	2009.07.02 21:29	modify	31	0.20	1.63916	1.63216	1.63866
75	2009.07.03 04:31	t/p	31	0.20	1.63866	1.63216	1.63866	-9.80	10660.00
76	2009.07.03 04:31	t/p	32	0.30	1.63866	1.63216	1.63866	90.30	10750.30
77	2009.07.06 20:05	sell	33	0.20	1.62871	1.63571	1.62571
78	2009.07.06 20:06	sell limit	34	0.30	1.63221	1.63571	1.62921
79	2009.07.07 01:21	t/p	33	0.20	1.62571	1.63571	1.62571	57.00	10807.30
80	2009.07.07 01:21	delete	34	0.30	1.63221	1.63571	1.62921
81	2009.07.08 20:45	sell	35	0.20	1.60691	1.61391	1.60391
82	2009.07.08 20:47	sell limit	36	0.30	1.61041	1.61391	1.60741
83	2009.07.08 23:28	t/p	35	0.20	1.60391	1.61391	1.60391	60.00	10867.30
84	2009.07.08 23:28	delete	36	0.30	1.61041	1.61391	1.60741
85	2009.07.09 21:00	buy	37	0.20	1.63347	1.62647	1.63647
86	2009.07.09 21:01	buy limit	38	0.30	1.62997	1.62647	1.63297
87	2009.07.10 00:16	buy	38	0.30	1.62997	1.62647	1.63297
88	2009.07.10 00:16	modify	37	0.20	1.63347	1.62647	1.63297
89	2009.07.10 06:49	s/l	37	0.20	1.62647	1.62647	1.63297	-139.80	10727.50
90	2009.07.10 06:49	s/l	38	0.30	1.62647	1.62647	1.63297	-105.00	10622.50
91	2009.07.13 22:05	sell	39	0.20	1.62426	1.63126	1.62126
92	2009.07.13 22:06	sell limit	40	0.30	1.62776	1.63126	1.62476
93	2009.07.13 23:18	sell	40	0.30	1.62776	1.63126	1.62476
94	2009.07.13 23:18	modify	39	0.20	1.62426	1.63126	1.62476
95	2009.07.14 01:13	t/p	39	0.20	1.62476	1.63126	1.62476	-13.00	10609.50
96	2009.07.14 01:13	t/p	40	0.30	1.62476	1.63126	1.62476	85.50	10695.00
97	2009.07.14 20:40	sell	41	0.20	1.63122	1.63822	1.62822
98	2009.07.14 20:41	sell limit	42	0.30	1.63472	1.63822	1.63172
99	2009.07.15 05:57	sell	42	0.30	1.63472	1.63822	1.63172
100	2009.07.15 05:57	modify	41	0.20	1.63122	1.63822	1.63172
101	2009.07.15 06:02	s/l	41	0.20	1.63822	1.63822	1.63172	-141.00	10554.00
102	2009.07.15 06:02	s/l	42	0.30	1.63822	1.63822	1.63172	-105.00	10449.00
103	2009.07.16 22:20	buy	43	0.20	1.64205	1.63505	1.64505
104	2009.07.16 22:21	buy limit	44	0.30	1.63855	1.63505	1.64155
105	2009.07.17 00:51	buy	44	0.30	1.63855	1.63505	1.64155
106	2009.07.17 00:51	modify	43	0.20	1.64205	1.63505	1.64155
107	2009.07.17 06:30	s/l	43	0.20	1.63505	1.63505	1.64155	-139.80	10309.20
108	2009.07.17 06:30	s/l	44	0.30	1.63505	1.63505	1.64155	-105.00	10204.20
109	2009.07.21 20:23	sell	45	0.20	1.64544	1.65244	1.64244
110	2009.07.21 20:24	sell limit	46	0.30	1.64894	1.65244	1.64594
111	2009.07.21 23:49	t/p	45	0.20	1.64244	1.65244	1.64244	60.00	10264.20
112	2009.07.21 23:49	delete	46	0.30	1.64894	1.65244	1.64594
113	2009.07.22 20:35	sell	47	0.20	1.64711	1.65411	1.64411
114	2009.07.22 20:36	sell limit	48	0.30	1.65061	1.65411	1.64761
115	2009.07.23 00:22	t/p	47	0.20	1.64411	1.65411	1.64411	59.00	10323.20
116	2009.07.23 00:22	delete	48	0.30	1.65061	1.65411	1.64761
117	2009.07.23 20:35	buy	49	0.20	1.64765	1.64065	1.65065
118	2009.07.23 20:36	buy limit	50	0.30	1.64415	1.64065	1.64715
119	2009.07.23 22:39	t/p	49	0.20	1.65065	1.64065	1.65065	60.00	10383.20
120	2009.07.23 22:39	delete	50	0.30	1.64415	1.64065	1.64715
121	2009.07.29 21:41	buy	51	0.20	1.63650	1.62950	1.63950
122	2009.07.29 21:42	buy limit	52	0.30	1.63300	1.62950	1.63600
123	2009.07.30 00:11	t/p	51	0.20	1.63950	1.62950	1.63950	60.20	10443.40
124	2009.07.30 00:11	delete	52	0.30	1.63300	1.62950	1.63600
125	2009.07.30 20:06	buy	53	0.20	1.64823	1.64123	1.65123
126	2009.07.30 20:07	buy limit	54	0.30	1.64473	1.64123	1.64773
127	2009.07.31 01:00	t/p	53	0.20	1.65123	1.64123	1.65123	60.20	10503.60
128	2009.07.31 01:00	delete	54	0.30	1.64473	1.64123	1.64773
129	2009.08.04 20:40	sell	55	0.20	1.69499	1.70199	1.69199
130	2009.08.04 20:41	sell limit	56	0.30	1.69849	1.70199	1.69549
131	2009.08.05 05:17	t/p	55	0.20	1.69199	1.70199	1.69199	59.00	10562.60
132	2009.08.05 05:17	delete	56	0.30	1.69849	1.70199	1.69549
133	2009.08.05 20:50	buy	57	0.20	1.69950	1.69250	1.70250
134	2009.08.05 20:51	buy limit	58	0.30	1.69600	1.69250	1.69900
135	2009.08.06 01:32	t/p	57	0.20	1.70250	1.69250	1.70250	60.20	10622.80
136	2009.08.06 01:32	delete	58	0.30	1.69600	1.69250	1.69900
137	2009.08.10 20:20	sell	59	0.20	1.64749	1.65449	1.64449
138	2009.08.10 20:21	sell limit	60	0.30	1.65099	1.65449	1.64799
139	2009.08.11 00:26	sell	60	0.30	1.65099	1.65449	1.64799
140	2009.08.11 00:26	modify	59	0.20	1.64749	1.65449	1.64799
141	2009.08.11 02:30	t/p	59	0.20	1.64799	1.65449	1.64799	-13.00	10609.80
142	2009.08.11 02:30	t/p	60	0.30	1.64799	1.65449	1.64799	90.00	10699.80
143	2009.08.11 22:25	sell	61	0.20	1.64850	1.65550	1.64550
144	2009.08.11 22:26	sell limit	62	0.30	1.65200	1.65550	1.64900
145	2009.08.12 06:22	t/p	61	0.20	1.64550	1.65550	1.64550	59.00	10758.80
146	2009.08.12 06:22	delete	62	0.30	1.65200	1.65550	1.64900
147	2009.08.12 20:40	buy	63	0.20	1.64738	1.64038	1.65038
148	2009.08.12 20:41	buy limit	64	0.30	1.64388	1.64038	1.64688
149	2009.08.12 22:47	t/p	63	0.20	1.65038	1.64038	1.65038	60.00	10818.80
150	2009.08.12 22:47	delete	64	0.30	1.64388	1.64038	1.64688
151	2009.08.13 22:01	buy	65	0.20	1.65747	1.65047	1.66047
152	2009.08.13 22:04	buy limit	66	0.30	1.65397	1.65047	1.65697
153	2009.08.14 01:04	t/p	65	0.20	1.66047	1.65047	1.66047	60.20	10879.00
154	2009.08.14 01:04	delete	66	0.30	1.65397	1.65047	1.65697
155	2009.08.17 21:46	buy	67	0.20	1.63363	1.62663	1.63663
156	2009.08.17 21:47	buy limit	68	0.30	1.63013	1.62663	1.63313
157	2009.08.18 00:09	t/p	67	0.20	1.63663	1.62663	1.63663	60.60	10939.60
158	2009.08.18 00:09	delete	68	0.30	1.63013	1.62663	1.63313
159	2009.08.18 20:05	buy	69	0.20	1.65571	1.64871	1.65871
160	2009.08.18 20:06	buy limit	70	0.30	1.65221	1.64871	1.65521
161	2009.08.18 23:51	t/p	69	0.20	1.65871	1.64871	1.65871	60.00	10999.60
162	2009.08.18 23:51	delete	70	0.30	1.65221	1.64871	1.65521