通貨ペア		GBPUSDFXF (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	24211	Ticks modelled	1816034	Modelling quality	n/a
Mismatched charts errors	270
Initial deposit	10000.00
Total net profit	230.60	Gross profit	1758.90	Gross loss	-1528.30
Profit factor	1.15	Expected payoff	5.24
Absolute drawdown	261.80	Maximal drawdown	790.30 (7.51%)	Relative drawdown	7.51% (790.30)
Total trades	44	Short positions (won %)	18 (72.22%)	Long positions (won %)	26 (53.85%)
		Profit trades (% of total)	27 (61.36%)	Loss trades (% of total)	17 (38.64%)
Largest		profit trade	90.30	loss trade	-141.00
Average		profit trade	65.14	loss trade	-89.90
Maximum		consecutive wins (profit in money)	7 (417.60)	consecutive losses (loss in money)	4 (-490.80)
Maximal		consecutive profit (count of wins)	417.60 (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	1.5013	1.5083	1.4983
2	2009.05.04 20:10	sell limit	2	0.30	1.5048	1.5083	1.5018
3	2009.05.05 06:45	sell	2	0.30	1.5048	1.5083	1.5018
4	2009.05.05 06:45	modify	1	0.20	1.5013	1.5083	1.5018
5	2009.05.05 07:43	t/p	1	0.20	1.5018	1.5083	1.5018	-13.00	9987.00
6	2009.05.05 07:43	t/p	2	0.30	1.5018	1.5083	1.5018	90.00	10077.00
7	2009.05.05 21:36	buy	3	0.20	1.5060	1.4990	1.5090
8	2009.05.05 21:37	buy limit	4	0.30	1.5025	1.4990	1.5055
9	2009.05.06 01:18	buy	4	0.30	1.5025	1.4990	1.5055
10	2009.05.06 01:18	modify	3	0.20	1.5060	1.4990	1.5055
11	2009.05.06 02:02	s/l	3	0.20	1.4990	1.4990	1.5055	-139.80	9937.20
12	2009.05.06 02:02	s/l	4	0.30	1.4990	1.4990	1.5055	-105.00	9832.20
13	2009.05.06 20:21	sell	5	0.20	1.5144	1.5214	1.5114
14	2009.05.06 20:22	sell limit	6	0.30	1.5179	1.5214	1.5149
15	2009.05.06 21:35	t/p	5	0.20	1.5114	1.5214	1.5114	60.00	9892.20
16	2009.05.06 21:35	delete	6	0.30	1.5179	1.5214	1.5149
17	2009.05.07 21:10	sell	7	0.20	1.5041	1.5111	1.5011
18	2009.05.07 21:11	sell limit	8	0.30	1.5076	1.5111	1.5046
19	2009.05.07 22:28	t/p	7	0.20	1.5011	1.5111	1.5011	60.00	9952.20
20	2009.05.07 22:28	delete	8	0.30	1.5076	1.5111	1.5046
21	2009.05.18 20:38	sell	9	0.20	1.5344	1.5414	1.5314
22	2009.05.18 20:39	sell limit	10	0.30	1.5379	1.5414	1.5349
23	2009.05.19 00:06	t/p	9	0.20	1.5314	1.5414	1.5314	57.00	10009.20
24	2009.05.19 00:06	delete	10	0.30	1.5379	1.5414	1.5349
25	2009.05.19 20:05	buy	11	0.20	1.5485	1.5415	1.5515
26	2009.05.19 20:06	buy limit	12	0.30	1.5450	1.5415	1.5480
27	2009.05.20 07:41	t/p	11	0.20	1.5515	1.5415	1.5515	60.20	10069.40
28	2009.05.20 07:41	delete	12	0.30	1.5450	1.5415	1.5480
29	2009.05.20 21:40	buy	13	0.20	1.5742	1.5672	1.5772
30	2009.05.20 21:41	buy limit	14	0.30	1.5707	1.5672	1.5737
31	2009.05.21 02:17	t/p	13	0.20	1.5772	1.5672	1.5772	60.20	10129.60
32	2009.05.21 02:17	delete	14	0.30	1.5707	1.5672	1.5737
33	2009.05.27 20:20	buy	15	0.20	1.6001	1.5931	1.6031
34	2009.05.27 20:21	buy limit	16	0.30	1.5966	1.5931	1.5996
35	2009.05.27 20:58	buy	16	0.30	1.5966	1.5931	1.5996
36	2009.05.27 20:58	modify	15	0.20	1.6001	1.5931	1.5996
37	2009.05.28 03:05	s/l	15	0.20	1.5931	1.5931	1.5996	-139.80	9989.80
38	2009.05.28 03:05	s/l	16	0.30	1.5931	1.5931	1.5996	-104.70	9885.10
39	2009.05.28 20:55	sell	17	0.20	1.5951	1.6021	1.5921
40	2009.05.28 20:56	sell limit	18	0.30	1.5986	1.6021	1.5956
41	2009.05.28 23:30	t/p	17	0.20	1.5921	1.6021	1.5921	60.00	9945.10
42	2009.05.28 23:30	delete	18	0.30	1.5986	1.6021	1.5956
43	2009.06.03 20:55	sell	19	0.20	1.6316	1.6386	1.6286
44	2009.06.03 20:56	sell limit	20	0.30	1.6351	1.6386	1.6321
45	2009.06.03 22:18	t/p	19	0.20	1.6286	1.6386	1.6286	60.00	10005.10
46	2009.06.03 22:18	delete	20	0.30	1.6351	1.6386	1.6321
47	2009.06.04 22:00	buy	21	0.20	1.6143	1.6073	1.6173
48	2009.06.04 22:01	buy limit	22	0.30	1.6108	1.6073	1.6138
49	2009.06.04 22:58	buy	22	0.30	1.6108	1.6073	1.6138
50	2009.06.04 22:58	modify	21	0.20	1.6143	1.6073	1.6138
51	2009.06.05 00:24	t/p	21	0.20	1.6138	1.6073	1.6138	-9.80	9995.30
52	2009.06.05 00:24	t/p	22	0.30	1.6138	1.6073	1.6138	90.30	10085.60
53	2009.06.09 21:02	buy	23	0.20	1.6311	1.6241	1.6341
54	2009.06.09 21:03	buy limit	24	0.30	1.6276	1.6241	1.6306
55	2009.06.10 01:11	t/p	23	0.20	1.6341	1.6241	1.6341	60.20	10145.80
56	2009.06.10 01:11	delete	24	0.30	1.6276	1.6241	1.6306
57	2009.06.17 22:01	buy	25	0.20	1.6393	1.6323	1.6423
58	2009.06.17 22:02	buy limit	26	0.30	1.6358	1.6323	1.6388
59	2009.06.17 23:57	t/p	25	0.20	1.6423	1.6323	1.6423	60.00	10205.80
60	2009.06.17 23:57	delete	26	0.30	1.6358	1.6323	1.6388
61	2009.06.29 22:29	buy	27	0.20	1.6550	1.6480	1.6580
62	2009.06.29 22:31	buy limit	28	0.30	1.6515	1.6480	1.6545
63	2009.06.29 23:18	t/p	27	0.20	1.6580	1.6480	1.6580	60.00	10265.80
64	2009.06.29 23:18	delete	28	0.30	1.6515	1.6480	1.6545
65	2009.07.02 20:45	buy	29	0.20	1.6391	1.6321	1.6421
66	2009.07.02 20:46	buy limit	30	0.30	1.6356	1.6321	1.6386
67	2009.07.02 21:29	buy	30	0.30	1.6356	1.6321	1.6386
68	2009.07.02 21:29	modify	29	0.20	1.6391	1.6321	1.6386
69	2009.07.03 00:53	t/p	29	0.20	1.6386	1.6321	1.6386	-9.80	10256.00
70	2009.07.03 00:53	t/p	30	0.30	1.6386	1.6321	1.6386	90.30	10346.30
71	2009.07.06 20:05	sell	31	0.20	1.6286	1.6356	1.6256
72	2009.07.06 20:06	sell limit	32	0.30	1.6321	1.6356	1.6291
73	2009.07.07 01:28	t/p	31	0.20	1.6256	1.6356	1.6256	57.00	10403.30
74	2009.07.07 01:28	delete	32	0.30	1.6321	1.6356	1.6291
75	2009.07.08 20:45	sell	33	0.20	1.6069	1.6139	1.6039
76	2009.07.08 20:46	sell limit	34	0.30	1.6104	1.6139	1.6074
77	2009.07.08 23:28	t/p	33	0.20	1.6039	1.6139	1.6039	60.00	10463.30
78	2009.07.08 23:28	delete	34	0.30	1.6104	1.6139	1.6074
79	2009.07.09 21:00	buy	35	0.20	1.6335	1.6265	1.6365
80	2009.07.09 21:01	buy limit	36	0.30	1.6300	1.6265	1.6330
81	2009.07.10 00:16	buy	36	0.30	1.6300	1.6265	1.6330
82	2009.07.10 00:16	modify	35	0.20	1.6335	1.6265	1.6330
83	2009.07.10 06:49	s/l	35	0.20	1.6265	1.6265	1.6330	-139.80	10323.50
84	2009.07.10 06:49	s/l	36	0.30	1.6265	1.6265	1.6330	-105.00	10218.50
85	2009.07.13 22:05	sell	37	0.20	1.6243	1.6313	1.6213
86	2009.07.13 22:06	sell limit	38	0.30	1.6278	1.6313	1.6248
87	2009.07.13 23:18	sell	38	0.30	1.6278	1.6313	1.6248
88	2009.07.13 23:18	modify	37	0.20	1.6243	1.6313	1.6248
89	2009.07.14 01:13	t/p	37	0.20	1.6248	1.6313	1.6248	-13.00	10205.50
90	2009.07.14 01:13	t/p	38	0.30	1.6248	1.6313	1.6248	85.50	10291.00
91	2009.07.14 20:40	sell	39	0.20	1.6312	1.6382	1.6282
92	2009.07.14 20:41	sell limit	40	0.30	1.6347	1.6382	1.6317
93	2009.07.15 05:57	sell	40	0.30	1.6347	1.6382	1.6317
94	2009.07.15 05:57	modify	39	0.20	1.6312	1.6382	1.6317
95	2009.07.15 06:03	s/l	39	0.20	1.6382	1.6382	1.6317	-141.00	10150.00
96	2009.07.15 06:03	s/l	40	0.30	1.6382	1.6382	1.6317	-105.00	10045.00
97	2009.07.16 22:20	buy	41	0.20	1.6422	1.6352	1.6452
98	2009.07.16 22:21	buy limit	42	0.30	1.6387	1.6352	1.6417
99	2009.07.17 00:50	buy	42	0.30	1.6387	1.6352	1.6417
100	2009.07.17 00:50	modify	41	0.20	1.6422	1.6352	1.6417
101	2009.07.17 06:31	s/l	41	0.20	1.6352	1.6352	1.6417	-139.80	9905.20
102	2009.07.17 06:31	s/l	42	0.30	1.6352	1.6352	1.6417	-105.00	9800.20
103	2009.07.21 20:10	sell	43	0.20	1.6439	1.6509	1.6409
104	2009.07.21 20:13	sell limit	44	0.30	1.6474	1.6509	1.6444
105	2009.07.22 00:05	t/p	43	0.20	1.6409	1.6509	1.6409	59.00	9859.20
106	2009.07.22 00:05	delete	44	0.30	1.6474	1.6509	1.6444
107	2009.07.22 20:35	sell	45	0.20	1.6471	1.6541	1.6441
108	2009.07.22 20:36	sell limit	46	0.30	1.6506	1.6541	1.6476
109	2009.07.23 00:22	t/p	45	0.20	1.6441	1.6541	1.6441	59.00	9918.20
110	2009.07.23 00:22	delete	46	0.30	1.6506	1.6541	1.6476
111	2009.07.23 20:34	buy	47	0.20	1.6476	1.6406	1.6506
112	2009.07.23 20:35	buy limit	48	0.30	1.6441	1.6406	1.6471
113	2009.07.23 22:39	t/p	47	0.20	1.6506	1.6406	1.6506	60.00	9978.20
114	2009.07.23 22:39	delete	48	0.30	1.6441	1.6406	1.6471
115	2009.07.29 21:41	buy	49	0.20	1.6364	1.6294	1.6394
116	2009.07.29 21:42	buy limit	50	0.30	1.6329	1.6294	1.6359
117	2009.07.30 00:12	t/p	49	0.20	1.6394	1.6294	1.6394	60.20	10038.40
118	2009.07.30 00:12	delete	50	0.30	1.6329	1.6294	1.6359
119	2009.07.30 20:06	buy	51	0.20	1.6483	1.6413	1.6513
120	2009.07.30 20:07	buy limit	52	0.30	1.6448	1.6413	1.6478
121	2009.07.31 01:04	t/p	51	0.20	1.6513	1.6413	1.6513	60.20	10098.60
122	2009.07.31 01:04	delete	52	0.30	1.6448	1.6413	1.6478
123	2009.08.04 20:40	sell	53	0.20	1.6949	1.7019	1.6919
124	2009.08.04 20:41	sell limit	54	0.30	1.6984	1.7019	1.6954
125	2009.08.05 05:17	t/p	53	0.20	1.6919	1.7019	1.6919	59.00	10157.60
126	2009.08.05 05:17	delete	54	0.30	1.6984	1.7019	1.6954
127	2009.08.05 20:50	buy	55	0.20	1.6996	1.6926	1.7026
128	2009.08.05 20:52	buy limit	56	0.30	1.6961	1.6926	1.6991
129	2009.08.06 01:31	t/p	55	0.20	1.7026	1.6926	1.7026	60.20	10217.80
130	2009.08.06 01:31	delete	56	0.30	1.6961	1.6926	1.6991
131	2009.08.10 20:20	sell	57	0.20	1.6473	1.6543	1.6443
132	2009.08.10 20:21	sell limit	58	0.30	1.6508	1.6543	1.6478
133	2009.08.11 00:25	sell	58	0.30	1.6508	1.6543	1.6478
134	2009.08.11 00:25	modify	57	0.20	1.6473	1.6543	1.6478
135	2009.08.11 02:31	t/p	57	0.20	1.6478	1.6543	1.6478	-13.00	10204.80
136	2009.08.11 02:31	t/p	58	0.30	1.6478	1.6543	1.6478	90.00	10294.80
137	2009.08.12 20:40	buy	59	0.20	1.6473	1.6403	1.6503
138	2009.08.12 20:41	buy limit	60	0.30	1.6438	1.6403	1.6468
139	2009.08.12 22:47	t/p	59	0.20	1.6503	1.6403	1.6503	60.00	10354.80
140	2009.08.12 22:47	delete	60	0.30	1.6438	1.6403	1.6468
141	2009.08.13 22:01	buy	61	0.20	1.6576	1.6506	1.6606
142	2009.08.13 22:04	buy limit	62	0.30	1.6541	1.6506	1.6571
143	2009.08.14 07:18	buy	62	0.30	1.6541	1.6506	1.6571
144	2009.08.14 07:18	modify	61	0.20	1.6576	1.6506	1.6571
145	2009.08.14 07:29	s/l	61	0.20	1.6506	1.6506	1.6571	-139.80	10215.00
146	2009.08.14 07:29	s/l	62	0.30	1.6506	1.6506	1.6571	-105.00	10110.00
147	2009.08.17 21:45	buy	63	0.20	1.6336	1.6266	1.6366
148	2009.08.17 21:46	buy limit	64	0.30	1.6301	1.6266	1.6331
149	2009.08.18 00:09	t/p	63	0.20	1.6366	1.6266	1.6366	60.60	10170.60
150	2009.08.18 00:09	delete	64	0.30	1.6301	1.6266	1.6331
151	2009.08.18 20:05	buy	65	0.20	1.6558	1.6488	1.6588
152	2009.08.18 20:06	buy limit	66	0.30	1.6523	1.6488	1.6553
153	2009.08.18 23:51	t/p	65	0.20	1.6588	1.6488	1.6588	60.00	10230.60
154	2009.08.18 23:51	delete	66	0.30	1.6523	1.6488	1.6553