通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		5分足(M5) 2009.05.01 00:00 - 2009.08.21 22:55 (2009.05.01 - 2009.08.22)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	24118	Ticks modelled	5026887	Modelling quality	n/a
Mismatched charts errors	637
Initial deposit	10000.00
Total net profit	1165.68	Gross profit	1950.36	Gross loss	-784.68
Profit factor	2.49	Expected payoff	28.43
Absolute drawdown	160.20	Maximal drawdown	293.24 (2.59%)	Relative drawdown	2.64% (288.80)
Total trades	41	Short positions (won %)	22 (68.18%)	Long positions (won %)	19 (78.95%)
		Profit trades (% of total)	30 (73.17%)	Loss trades (% of total)	11 (26.83%)
Largest		profit trade	90.24	loss trade	-140.20
Average		profit trade	65.01	loss trade	-71.33
Maximum		consecutive wins (profit in money)	8 (480.28)	consecutive losses (loss in money)	2 (-245.20)
Maximal		consecutive profit (count of wins)	480.28 (8)	consecutive loss (count of losses)	-245.20 (2)
Average		consecutive wins	4	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	2009.05.04 22:10	sell	1	0.20	1.50124	1.50824	1.49824
2	2009.05.04 22:11	sell limit	2	0.30	1.50474	1.50824	1.50174
3	2009.05.05 08:45	sell	2	0.30	1.50474	1.50824	1.50174
4	2009.05.05 08:45	modify	1	0.20	1.50124	1.50824	1.50174
5	2009.05.05 09:43	t/p	1	0.20	1.50174	1.50824	1.50174	-10.20	9989.80
6	2009.05.05 09:43	t/p	2	0.30	1.50174	1.50824	1.50174	90.00	10079.80
7	2009.05.05 22:40	sell	3	0.20	1.50938	1.51638	1.50638
8	2009.05.05 22:41	sell limit	4	0.30	1.51288	1.51638	1.50988
9	2009.05.05 23:33	t/p	3	0.20	1.50638	1.51638	1.50638	60.00	10139.80
10	2009.05.05 23:33	delete	4	0.30	1.51288	1.51638	1.50988
11	2009.05.06 22:21	sell	5	0.20	1.51448	1.52148	1.51148
12	2009.05.06 22:22	sell limit	6	0.30	1.51798	1.52148	1.51498
13	2009.05.06 23:35	t/p	5	0.20	1.51148	1.52148	1.51148	60.00	10199.80
14	2009.05.06 23:35	delete	6	0.30	1.51798	1.52148	1.51498
15	2009.05.07 23:10	sell	7	0.20	1.50456	1.51156	1.50156
16	2009.05.07 23:11	sell limit	8	0.30	1.50806	1.51156	1.50506
17	2009.05.08 00:28	t/p	7	0.20	1.50156	1.51156	1.50156	59.80	10259.60
18	2009.05.08 00:28	delete	8	0.30	1.50806	1.51156	1.50506
19	2009.05.18 22:40	sell	9	0.20	1.53460	1.54160	1.53160
20	2009.05.18 22:41	sell limit	10	0.30	1.53810	1.54160	1.53510
21	2009.05.19 02:08	t/p	9	0.20	1.53160	1.54160	1.53160	59.80	10319.40
22	2009.05.19 02:08	delete	10	0.30	1.53810	1.54160	1.53510
23	2009.05.19 22:18	buy	11	0.20	1.54816	1.54116	1.55116
24	2009.05.19 22:19	buy limit	12	0.30	1.54466	1.54116	1.54766
25	2009.05.20 09:37	t/p	11	0.20	1.55116	1.54116	1.55116	60.16	10379.56
26	2009.05.20 09:37	delete	12	0.30	1.54466	1.54116	1.54766
27	2009.05.20 23:41	buy	13	0.20	1.57389	1.56689	1.57689
28	2009.05.20 23:42	buy limit	14	0.30	1.57039	1.56689	1.57339
29	2009.05.21 04:07	t/p	13	0.20	1.57689	1.56689	1.57689	60.48	10440.04
30	2009.05.21 04:07	delete	14	0.30	1.57039	1.56689	1.57339
31	2009.05.27 22:25	buy	15	0.20	1.59978	1.59278	1.60278
32	2009.05.27 22:27	buy limit	16	0.30	1.59628	1.59278	1.59928
33	2009.05.27 22:57	buy	16	0.30	1.59628	1.59278	1.59928
34	2009.05.27 22:57	modify	15	0.20	1.59978	1.59278	1.59928
35	2009.05.28 05:07	s/l	15	0.20	1.59278	1.59278	1.59928	-139.52	10300.52
36	2009.05.28 05:07	s/l	16	0.30	1.59278	1.59278	1.59928	-104.28	10196.24
37	2009.05.28 22:55	sell	17	0.20	1.59524	1.60224	1.59224
38	2009.05.28 22:56	sell limit	18	0.30	1.59874	1.60224	1.59574
39	2009.05.29 01:31	t/p	17	0.20	1.59224	1.60224	1.59224	59.80	10256.04
40	2009.05.29 01:31	delete	18	0.30	1.59874	1.60224	1.59574
41	2009.06.01 22:55	sell	19	0.20	1.64504	1.65204	1.64204
42	2009.06.01 22:56	sell limit	20	0.30	1.64854	1.65204	1.64554
43	2009.06.02 02:32	t/p	19	0.20	1.64204	1.65204	1.64204	59.80	10315.84
44	2009.06.02 02:32	delete	20	0.30	1.64854	1.65204	1.64554
45	2009.06.03 22:10	sell	21	0.20	1.62981	1.63681	1.62681
46	2009.06.03 22:11	sell limit	22	0.30	1.63331	1.63681	1.63031
47	2009.06.04 02:16	sell	22	0.30	1.63331	1.63681	1.63031
48	2009.06.04 02:16	modify	21	0.20	1.62981	1.63681	1.63031
49	2009.06.04 03:59	t/p	21	0.20	1.63031	1.63681	1.63031	-10.60	10305.24
50	2009.06.04 03:59	t/p	22	0.30	1.63031	1.63681	1.63031	90.00	10395.24
51	2009.06.04 23:53	buy	23	0.20	1.61456	1.60756	1.61756
52	2009.06.04 23:54	buy limit	24	0.30	1.61106	1.60756	1.61406
53	2009.06.05 00:43	buy	24	0.30	1.61106	1.60756	1.61406
54	2009.06.05 00:43	modify	23	0.20	1.61456	1.60756	1.61406
55	2009.06.05 02:23	t/p	23	0.20	1.61406	1.60756	1.61406	-9.84	10385.40
56	2009.06.05 02:23	t/p	24	0.30	1.61406	1.60756	1.61406	90.00	10475.40
57	2009.06.08 23:45	buy	25	0.20	1.60420	1.59720	1.60720
58	2009.06.08 23:47	buy limit	26	0.30	1.60070	1.59720	1.60370
59	2009.06.09 01:21	t/p	25	0.20	1.60720	1.59720	1.60720	60.16	10535.56
60	2009.06.09 01:21	delete	26	0.30	1.60070	1.59720	1.60370
61	2009.06.09 23:00	buy	27	0.20	1.63111	1.62411	1.63411
62	2009.06.09 23:01	buy limit	28	0.30	1.62761	1.62411	1.63061
63	2009.06.10 03:14	t/p	27	0.20	1.63411	1.62411	1.63411	60.16	10595.72
64	2009.06.10 03:14	delete	28	0.30	1.62761	1.62411	1.63061
65	2009.06.18 00:02	buy	29	0.20	1.63942	1.63242	1.64242
66	2009.06.18 00:03	buy limit	30	0.30	1.63592	1.63242	1.63892
67	2009.06.18 01:58	t/p	29	0.20	1.64242	1.63242	1.64242	60.00	10655.72
68	2009.06.18 01:58	delete	30	0.30	1.63592	1.63242	1.63892
69	2009.06.29 23:27	buy	31	0.20	1.65616	1.64916	1.65916
70	2009.06.29 23:29	buy limit	32	0.30	1.65266	1.64916	1.65566
71	2009.06.30 01:25	t/p	31	0.20	1.65916	1.64916	1.65916	60.16	10715.88
72	2009.06.30 01:25	delete	32	0.30	1.65266	1.64916	1.65566
73	2009.07.02 22:45	buy	33	0.20	1.63910	1.63210	1.64210
74	2009.07.02 22:46	buy limit	34	0.30	1.63560	1.63210	1.63860
75	2009.07.02 23:29	buy	34	0.30	1.63560	1.63210	1.63860
76	2009.07.02 23:29	modify	33	0.20	1.63910	1.63210	1.63860
77	2009.07.03 02:54	t/p	33	0.20	1.63860	1.63210	1.63860	-9.84	10706.04
78	2009.07.03 02:54	t/p	34	0.30	1.63860	1.63210	1.63860	90.24	10796.28
79	2009.07.06 22:05	sell	35	0.20	1.62874	1.63574	1.62574
80	2009.07.06 22:06	sell limit	36	0.30	1.63224	1.63574	1.62924
81	2009.07.07 03:21	t/p	35	0.20	1.62574	1.63574	1.62574	59.80	10856.08
82	2009.07.07 03:21	delete	36	0.30	1.63224	1.63574	1.62924
83	2009.07.08 22:45	sell	37	0.20	1.60692	1.61392	1.60392
84	2009.07.08 22:46	sell limit	38	0.30	1.61042	1.61392	1.60742
85	2009.07.09 01:20	t/p	37	0.20	1.60392	1.61392	1.60392	59.40	10915.48
86	2009.07.09 01:20	delete	38	0.30	1.61042	1.61392	1.60742
87	2009.07.14 22:37	sell	39	0.20	1.63078	1.63778	1.62778
88	2009.07.14 22:38	sell limit	40	0.30	1.63428	1.63778	1.63128
89	2009.07.15 07:55	sell	40	0.30	1.63428	1.63778	1.63128
90	2009.07.15 07:55	modify	39	0.20	1.63078	1.63778	1.63128
91	2009.07.15 08:02	s/l	39	0.20	1.63778	1.63778	1.63128	-140.20	10775.28
92	2009.07.15 08:02	s/l	40	0.30	1.63778	1.63778	1.63128	-105.00	10670.28
93	2009.07.21 22:19	sell	41	0.20	1.64537	1.65237	1.64237
94	2009.07.21 22:20	sell limit	42	0.30	1.64887	1.65237	1.64587
95	2009.07.22 01:49	t/p	41	0.20	1.64237	1.65237	1.64237	59.80	10730.08
96	2009.07.22 01:49	delete	42	0.30	1.64887	1.65237	1.64587
97	2009.07.22 22:35	sell	43	0.20	1.64717	1.65417	1.64417
98	2009.07.22 22:36	sell limit	44	0.30	1.65067	1.65417	1.64767
99	2009.07.23 02:22	t/p	43	0.20	1.64417	1.65417	1.64417	59.40	10789.48
100	2009.07.23 02:22	delete	44	0.30	1.65067	1.65417	1.64767
101	2009.07.23 22:34	buy	45	0.20	1.64768	1.64068	1.65068
102	2009.07.23 22:35	buy limit	46	0.30	1.64418	1.64068	1.64718
103	2009.07.24 00:39	t/p	45	0.20	1.65068	1.64068	1.65068	60.16	10849.64
104	2009.07.24 00:39	delete	46	0.30	1.64418	1.64068	1.64718
105	2009.07.28 00:25	buy	47	0.20	1.64828	1.64128	1.65128
106	2009.07.28 00:26	buy limit	48	0.30	1.64478	1.64128	1.64778
107	2009.07.28 07:16	t/p	47	0.20	1.65128	1.64128	1.65128	60.00	10909.64
108	2009.07.28 07:16	delete	48	0.30	1.64478	1.64128	1.64778
109	2009.07.29 23:41	buy	49	0.20	1.63638	1.62938	1.63938
110	2009.07.29 23:42	buy limit	50	0.30	1.63288	1.62938	1.63588
111	2009.07.30 02:11	t/p	49	0.20	1.63938	1.62938	1.63938	60.48	10970.12
112	2009.07.30 02:11	delete	50	0.30	1.63288	1.62938	1.63588
113	2009.07.30 22:06	buy	51	0.20	1.64823	1.64123	1.65123
114	2009.07.30 22:07	buy limit	52	0.30	1.64473	1.64123	1.64773
115	2009.07.31 02:45	t/p	51	0.20	1.65123	1.64123	1.65123	60.16	11030.28
116	2009.07.31 02:45	delete	52	0.30	1.64473	1.64123	1.64773
117	2009.08.04 22:35	sell	53	0.20	1.69481	1.70181	1.69181
118	2009.08.04 22:36	sell limit	54	0.30	1.69831	1.70181	1.69531
119	2009.08.05 07:18	t/p	53	0.20	1.69181	1.70181	1.69181	59.80	11090.08
120	2009.08.05 07:18	delete	54	0.30	1.69831	1.70181	1.69531
121	2009.08.05 22:50	buy	55	0.20	1.69951	1.69251	1.70251
122	2009.08.05 22:51	buy limit	56	0.30	1.69601	1.69251	1.69901
123	2009.08.06 03:31	t/p	55	0.20	1.70251	1.69251	1.70251	60.48	11150.56
124	2009.08.06 03:31	delete	56	0.30	1.69601	1.69251	1.69901
125	2009.08.10 22:18	sell	57	0.20	1.64757	1.65457	1.64457
126	2009.08.10 22:20	sell limit	58	0.30	1.65107	1.65457	1.64807
127	2009.08.11 02:26	sell	58	0.30	1.65107	1.65457	1.64807
128	2009.08.11 02:26	modify	57	0.20	1.64757	1.65457	1.64807
129	2009.08.11 04:30	t/p	57	0.20	1.64807	1.65457	1.64807	-10.20	11140.36
130	2009.08.11 04:30	t/p	58	0.30	1.64807	1.65457	1.64807	90.00	11230.36
131	2009.08.12 00:25	sell	59	0.20	1.64850	1.65550	1.64550
132	2009.08.12 00:26	sell limit	60	0.30	1.65200	1.65550	1.64900
133	2009.08.12 08:22	t/p	59	0.20	1.64550	1.65550	1.64550	60.00	11290.36
134	2009.08.12 08:22	delete	60	0.30	1.65200	1.65550	1.64900
135	2009.08.13 00:25	sell	61	0.20	1.65000	1.65700	1.64700
136	2009.08.13 00:27	sell limit	62	0.30	1.65350	1.65700	1.65050
137	2009.08.13 07:54	sell	62	0.30	1.65350	1.65700	1.65050
138	2009.08.13 07:54	modify	61	0.20	1.65000	1.65700	1.65050
139	2009.08.13 08:15	s/l	61	0.20	1.65700	1.65700	1.65050	-140.00	11150.36
140	2009.08.13 08:15	s/l	62	0.30	1.65700	1.65700	1.65050	-105.00	11045.36
141	2009.08.17 23:45	buy	63	0.20	1.63366	1.62666	1.63666
142	2009.08.17 23:46	buy limit	64	0.30	1.63016	1.62666	1.63316
143	2009.08.18 02:08	t/p	63	0.20	1.63666	1.62666	1.63666	60.16	11105.52
144	2009.08.18 02:08	delete	64	0.30	1.63016	1.62666	1.63316
145	2009.08.18 22:05	buy	65	0.20	1.65574	1.64874	1.65874
146	2009.08.18 22:06	buy limit	66	0.30	1.65224	1.64874	1.65524
147	2009.08.19 01:51	t/p	65	0.20	1.65874	1.64874	1.65874	60.16	11165.68
148	2009.08.19 01:51	delete	66	0.30	1.65224	1.64874	1.65524