通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		5分足(M5) 2009.08.31 00:00 - 2010.02.05 22:55 (2009.08.30 - 2010.02.08)
モデル		Every tick (the most precise method based on all available least timeframes)
Initial deposit	10000.00
Total net profit	3941.44	Gross profit	8126.40	Gross loss	-4184.96
Profit factor	1.94	Expected payoff	87.59
Absolute drawdown	3163.04	Maximal drawdown	3612.00 (34.57%)	Relative drawdown	34.57% (3612.00)
Total trades	45	Short positions (won %)	31 (61.29%)	Long positions (won %)	14 (85.71%)
		Profit trades (% of total)	31 (68.89%)	Loss trades (% of total)	14 (31.11%)
Largest		profit trade	360.00	loss trade	-565.76
Average		profit trade	262.14	loss trade	-298.93
Maximum		consecutive wins (profit in money)	9 (2265.60)	consecutive losses (loss in money)	6 (-2953.44)
Maximal		consecutive profit (count of wins)	2265.60 (9)	consecutive loss (count of losses)	-2953.44 (6)
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	2009.08.31 22:47	sell	1	0.80	1.62901	1.63601	1.62601
2	2009.08.31 22:48	sell limit	2	1.20	1.63251	1.63601	1.62951
3	2009.09.01 02:53	t/p	1	0.80	1.62601	1.63601	1.62601	238.08	10238.08
4	2009.09.01 02:53	delete	2	1.20	1.63251	1.63601	1.62951
5	2009.09.07 22:12	sell	3	0.80	1.63505	1.64205	1.63205
6	2009.09.07 22:13	sell limit	4	1.20	1.63855	1.64205	1.63555
7	2009.09.08 08:31	sell	4	1.20	1.63855	1.64205	1.63555
8	2009.09.08 08:31	modify	3	0.80	1.63505	1.64205	1.63555
9	2009.09.08 09:46	s/l	3	0.80	1.64205	1.64205	1.63555	-561.92	9676.16
10	2009.09.08 09:46	s/l	4	1.20	1.64205	1.64205	1.63555	-420.00	9256.16
11	2009.09.10 23:05	buy	5	0.80	1.66509	1.65809	1.66809
12	2009.09.10 23:06	buy limit	6	1.20	1.66159	1.65809	1.66459
13	2009.09.11 04:08	t/p	5	0.80	1.66809	1.65809	1.66809	240.00	9496.16
14	2009.09.11 04:08	delete	6	1.20	1.66159	1.65809	1.66459
15	2009.09.16 23:15	buy	7	0.80	1.64867	1.64167	1.65167
16	2009.09.16 23:16	buy limit	8	1.20	1.64517	1.64167	1.64817
17	2009.09.17 07:46	t/p	7	0.80	1.65167	1.64167	1.65167	240.00	9736.16
18	2009.09.17 07:46	delete	8	1.20	1.64517	1.64167	1.64817
19	2009.09.23 22:35	buy	9	0.80	1.63466	1.62766	1.63766
20	2009.09.23 22:36	buy limit	10	1.20	1.63116	1.62766	1.63416
21	2009.09.24 07:48	t/p	9	0.80	1.63766	1.62766	1.63766	240.00	9976.16
22	2009.09.24 07:48	delete	10	1.20	1.63116	1.62766	1.63416
23	2009.09.30 23:37	sell	11	0.80	1.60043	1.60743	1.59743
24	2009.09.30 23:38	sell limit	12	1.20	1.60393	1.60743	1.60093
25	2009.10.01 03:23	t/p	11	0.80	1.59743	1.60743	1.59743	234.24	10210.40
26	2009.10.01 03:23	delete	12	1.20	1.60393	1.60743	1.60093
27	2009.10.07 22:51	sell	13	0.80	1.59567	1.60267	1.59267
28	2009.10.07 22:52	sell limit	14	1.20	1.59917	1.60267	1.59617
29	2009.10.08 02:43	sell	14	1.20	1.59917	1.60267	1.59617
30	2009.10.08 02:43	modify	13	0.80	1.59567	1.60267	1.59617
31	2009.10.08 08:57	s/l	13	0.80	1.60267	1.60267	1.59617	-565.76	9644.64
32	2009.10.08 08:57	s/l	14	1.20	1.60267	1.60267	1.59617	-420.00	9224.64
33	2009.10.13 22:50	sell	15	0.80	1.59130	1.59830	1.58830
34	2009.10.13 22:51	sell limit	16	1.20	1.59480	1.59830	1.59180
35	2009.10.14 06:20	sell	16	1.20	1.59480	1.59830	1.59180
36	2009.10.14 06:20	modify	15	0.80	1.59130	1.59830	1.59180
37	2009.10.14 07:59	s/l	15	0.80	1.59830	1.59830	1.59180	-561.92	8662.72
38	2009.10.14 07:59	s/l	16	1.20	1.59830	1.59830	1.59180	-420.00	8242.72
39	2009.10.14 23:40	sell	17	0.80	1.59923	1.60623	1.59623
40	2009.10.14 23:41	sell limit	18	1.20	1.60273	1.60623	1.59973
41	2009.10.15 02:51	sell	18	1.20	1.60273	1.60623	1.59973
42	2009.10.15 02:51	modify	17	0.80	1.59923	1.60623	1.59973
43	2009.10.15 05:43	s/l	17	0.80	1.60623	1.60623	1.59973	-565.76	7676.96
44	2009.10.15 05:43	s/l	18	1.20	1.60623	1.60623	1.59973	-420.00	7256.96
45	2009.10.16 00:07	buy	19	0.80	1.62601	1.61901	1.62901
46	2009.10.16 00:08	buy limit	20	1.20	1.62251	1.61901	1.62551
47	2009.10.16 01:30	t/p	19	0.80	1.62901	1.61901	1.62901	240.00	7496.96
48	2009.10.16 01:30	delete	20	1.20	1.62251	1.61901	1.62551
49	2009.10.19 22:38	sell	21	0.80	1.63818	1.64518	1.63518
50	2009.10.19 22:39	sell limit	22	1.20	1.64168	1.64518	1.63868
51	2009.10.19 22:59	sell	22	1.20	1.64168	1.64518	1.63868
52	2009.10.19 22:59	modify	21	0.80	1.63818	1.64518	1.63868
53	2009.10.20 02:38	t/p	21	0.80	1.63868	1.64518	1.63868	-41.92	7455.04
54	2009.10.20 02:38	t/p	22	1.20	1.63868	1.64518	1.63868	357.12	7812.16
55	2009.10.21 00:30	sell	23	0.80	1.63870	1.64570	1.63570
56	2009.10.21 00:31	sell limit	24	1.20	1.64220	1.64570	1.63920
57	2009.10.21 03:48	t/p	23	0.80	1.63570	1.64570	1.63570	240.00	8052.16
58	2009.10.21 03:48	delete	24	1.20	1.64220	1.64570	1.63920
59	2009.10.21 22:05	buy	25	0.80	1.65816	1.65116	1.66116
60	2009.10.21 22:06	buy limit	26	1.20	1.65466	1.65116	1.65766
61	2009.10.22 00:31	t/p	25	0.80	1.66116	1.65116	1.66116	240.00	8292.16
62	2009.10.22 00:31	delete	26	1.20	1.65466	1.65116	1.65766
63	2009.10.28 00:30	sell	27	0.80	1.63846	1.64546	1.63546
64	2009.10.28 00:31	sell limit	28	1.20	1.64196	1.64546	1.63896
65	2009.10.28 01:48	t/p	27	0.80	1.63546	1.64546	1.63546	240.00	8532.16
66	2009.10.28 01:48	delete	28	1.20	1.64196	1.64546	1.63896
67	2009.10.28 23:25	sell	29	0.80	1.64023	1.64723	1.63723
68	2009.10.28 23:26	sell limit	30	1.20	1.64373	1.64723	1.64073
69	2009.10.29 01:07	t/p	29	0.80	1.63723	1.64723	1.63723	234.24	8766.40
70	2009.10.29 01:07	delete	30	1.20	1.64373	1.64723	1.64073
71	2009.10.29 22:20	sell	31	0.80	1.65567	1.66267	1.65267
72	2009.10.29 22:21	sell limit	32	1.20	1.65917	1.66267	1.65617
73	2009.10.30 07:58	t/p	31	0.80	1.65267	1.66267	1.65267	238.08	9004.48
74	2009.10.30 07:58	delete	32	1.20	1.65917	1.66267	1.65617
75	2009.11.02 23:00	sell	33	0.80	1.64116	1.64816	1.63816
76	2009.11.02 23:01	sell limit	34	1.20	1.64466	1.64816	1.64166
77	2009.11.03 03:48	t/p	33	0.80	1.63816	1.64816	1.63816	238.08	9242.56
78	2009.11.03 03:48	delete	34	1.20	1.64466	1.64816	1.64166
79	2009.11.03 22:40	sell	35	0.80	1.64379	1.65079	1.64079
80	2009.11.03 22:41	sell limit	36	1.20	1.64729	1.65079	1.64429
81	2009.11.04 01:14	t/p	35	0.80	1.64079	1.65079	1.64079	238.08	9480.64
82	2009.11.04 01:14	delete	36	1.20	1.64729	1.65079	1.64429
83	2009.11.10 00:18	sell	37	0.80	1.67724	1.68424	1.67424
84	2009.11.10 00:19	sell limit	38	1.20	1.68074	1.68424	1.67774
85	2009.11.10 03:15	t/p	37	0.80	1.67424	1.68424	1.67424	240.00	9720.64
86	2009.11.10 03:15	delete	38	1.20	1.68074	1.68424	1.67774
87	2009.11.10 22:50	sell	39	0.80	1.67401	1.68101	1.67101
88	2009.11.10 22:51	sell limit	40	1.20	1.67751	1.68101	1.67451
89	2009.11.11 10:32	sell	40	1.20	1.67751	1.68101	1.67451
90	2009.11.11 10:32	modify	39	0.80	1.67401	1.68101	1.67451
91	2009.11.11 11:25	t/p	39	0.80	1.67451	1.68101	1.67451	-41.92	9678.72
92	2009.11.11 11:25	t/p	40	1.20	1.67451	1.68101	1.67451	360.00	10038.72
93	2009.11.11 22:05	sell	41	0.80	1.65649	1.66349	1.65349
94	2009.11.11 22:06	sell limit	42	1.20	1.65999	1.66349	1.65699
95	2009.11.12 01:27	sell	42	1.20	1.65999	1.66349	1.65699
96	2009.11.12 01:27	modify	41	0.80	1.65649	1.66349	1.65699
97	2009.11.12 06:09	t/p	41	0.80	1.65699	1.66349	1.65699	-45.76	9992.96
98	2009.11.12 06:09	t/p	42	1.20	1.65699	1.66349	1.65699	360.00	10352.96
99	2009.11.17 00:26	sell	43	0.80	1.68364	1.69064	1.68064
100	2009.11.17 00:27	sell limit	44	1.20	1.68714	1.69064	1.68414
101	2009.11.17 03:17	t/p	43	0.80	1.68064	1.69064	1.68064	240.00	10592.96
102	2009.11.17 03:17	delete	44	1.20	1.68714	1.69064	1.68414
103	2009.11.17 23:38	buy	45	0.80	1.68032	1.67332	1.68332
104	2009.11.17 23:40	buy limit	46	1.20	1.67682	1.67332	1.67982
105	2009.11.18 08:05	t/p	45	0.80	1.68332	1.67332	1.68332	240.00	10832.96
106	2009.11.18 08:05	delete	46	1.20	1.67682	1.67332	1.67982
107	2009.11.19 22:57	sell	47	0.80	1.66660	1.67360	1.66360
108	2009.11.19 22:58	sell limit	48	1.20	1.67010	1.67360	1.66710
109	2009.11.20 02:13	t/p	47	0.80	1.66360	1.67360	1.66360	238.08	11071.04
110	2009.11.20 02:13	delete	48	1.20	1.67010	1.67360	1.66710
111	2009.11.24 22:16	buy	49	0.80	1.65744	1.65044	1.66044
112	2009.11.24 22:17	buy limit	50	1.20	1.65394	1.65044	1.65694
113	2009.11.25 01:18	t/p	49	0.80	1.66044	1.65044	1.66044	240.00	11311.04
114	2009.11.25 01:18	delete	50	1.20	1.65394	1.65044	1.65694
115	2009.11.26 22:45	sell	51	0.80	1.65207	1.65907	1.64907
116	2009.11.26 22:46	sell limit	52	1.20	1.65557	1.65907	1.65257
117	2009.11.27 00:10	t/p	51	0.80	1.64907	1.65907	1.64907	238.08	11549.12
118	2009.11.27 00:10	delete	52	1.20	1.65557	1.65907	1.65257
119	2009.12.01 00:25	buy	53	0.80	1.64328	1.63628	1.64628
120	2009.12.01 00:26	buy limit	54	1.20	1.63978	1.63628	1.64278
121	2009.12.01 07:37	buy	54	1.20	1.63978	1.63628	1.64278
122	2009.12.01 07:37	modify	53	0.80	1.64328	1.63628	1.64278
123	2009.12.01 08:01	t/p	53	0.80	1.64278	1.63628	1.64278	-40.00	11509.12
124	2009.12.01 08:01	t/p	54	1.20	1.64278	1.63628	1.64278	360.00	11869.12
125	2009.12.03 00:16	sell	55	0.80	1.66543	1.67243	1.66243
126	2009.12.03 00:17	sell limit	56	1.20	1.66893	1.67243	1.66593
127	2009.12.03 07:53	sell	56	1.20	1.66893	1.67243	1.66593
128	2009.12.03 07:53	modify	55	0.80	1.66543	1.67243	1.66593
129	2009.12.03 10:11	t/p	55	0.80	1.66593	1.67243	1.66593	-40.00	11829.12
130	2009.12.03 10:11	t/p	56	1.20	1.66593	1.67243	1.66593	360.00	12189.12
131	2009.12.03 23:07	buy	57	0.80	1.65356	1.64656	1.65656
132	2009.12.03 23:09	buy limit	58	1.20	1.65006	1.64656	1.65306
133	2009.12.04 08:01	t/p	57	0.80	1.65656	1.64656	1.65656	240.00	12429.12
134	2009.12.04 08:01	delete	58	1.20	1.65006	1.64656	1.65306
135	2009.12.08 00:27	sell	59	0.80	1.64557	1.65257	1.64257
136	2009.12.08 00:29	sell limit	60	1.20	1.64907	1.65257	1.64607
137	2009.12.08 07:11	t/p	59	0.80	1.64257	1.65257	1.64257	240.00	12669.12
138	2009.12.08 07:11	delete	60	1.20	1.64907	1.65257	1.64607
139	2009.12.08 23:56	buy	61	0.80	1.62674	1.61974	1.62974
140	2009.12.08 23:57	buy limit	62	1.20	1.62324	1.61974	1.62624
141	2009.12.09 00:29	buy	62	1.20	1.62324	1.61974	1.62624
142	2009.12.09 00:29	modify	61	0.80	1.62674	1.61974	1.62624
143	2009.12.09 01:24	t/p	61	0.80	1.62624	1.61974	1.62624	-40.00	12629.12
144	2009.12.09 01:24	t/p	62	1.20	1.62624	1.61974	1.62624	360.00	12989.12
145	2009.12.09 23:23	sell	63	0.80	1.62969	1.63669	1.62669
146	2009.12.09 23:24	sell limit	64	1.20	1.63319	1.63669	1.63019
147	2009.12.10 05:16	t/p	63	0.80	1.62669	1.63669	1.62669	234.24	13223.36
148	2009.12.10 05:16	delete	64	1.20	1.63319	1.63669	1.63019
149	2009.12.22 23:21	buy	65	0.80	1.59573	1.58873	1.59873
150	2009.12.22 23:22	buy limit	66	1.20	1.59223	1.58873	1.59523
151	2009.12.23 16:32	t/p	65	0.80	1.59873	1.58873	1.59873	240.00	13463.36
152	2009.12.23 16:32	delete	66	1.20	1.59223	1.58873	1.59523
153	2010.01.26 23:05	sell	67	0.80	1.61446	1.62146	1.61146
154	2010.01.26 23:06	sell limit	68	1.20	1.61796	1.62146	1.61496
155	2010.01.27 06:45	t/p	67	0.80	1.61146	1.62146	1.61146	238.08	13701.44
156	2010.01.27 06:45	delete	68	1.20	1.61796	1.62146	1.61496
157	2010.02.02 22:37	buy	69	0.80	1.59723	1.59023	1.60023
158	2010.02.02 22:39	buy limit	70	1.20	1.59373	1.59023	1.59673
159	2010.02.03 01:38	t/p	69	0.80	1.60023	1.59023	1.60023	240.00	13941.44
160	2010.02.03 01:38	delete	70	1.20	1.59373	1.59023	1.59673