通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		1時間足(H1) 2008.01.02 09:00 - 2009.06.11 23:00 (2008.01.01 - 2009.06.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNo=20090614; Lots=0.1; Leverage=0; Slippage=3; TakeProfit=1000; StopLoss=200; BreakEven=200; SpreadFilter=true; MaxSpread=3;
Bars in test	9892	Ticks modelled	8211142	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	7631.19	Gross profit	12081.96	Gross loss	-4450.77
Profit factor	2.71	Expected payoff	76.31
Absolute drawdown	235.78	Maximal drawdown	915.76 (8.50%)	Relative drawdown	8.50% (915.76)
Total trades	100	Short positions (won %)	50 (58.00%)	Long positions (won %)	50 (56.00%)
		Profit trades (% of total)	57 (57.00%)	Loss trades (% of total)	43 (43.00%)
Largest		profit trade	700.49	loss trade	-140.42
Average		profit trade	211.96	loss trade	-103.51
Maximum		consecutive wins (profit in money)	5 (828.69)	consecutive losses (loss in money)	4 (-213.24)
Maximal		consecutive profit (count of wins)	1663.91 (4)	consecutive loss (count of losses)	-419.95 (3)
Average		consecutive wins	2	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	2008.01.03 04:00	sell	1	0.10	1.9805	2.0005	1.8805
2	2008.01.08 08:00	close	1	0.10	1.9746	2.0005	1.8805	41.09	10041.09
3	2008.01.08 08:00	buy	2	0.10	1.9746	1.9546	2.0746
4	2008.01.10 05:01	close	2	0.10	1.9584	1.9546	2.0746	-113.20	9927.89
5	2008.01.10 05:01	sell	3	0.10	1.9584	1.9784	1.8584
6	2008.01.14 14:00	close	3	0.10	1.9606	1.9784	1.8584	-15.54	9912.35
7	2008.01.14 14:00	buy	4	0.10	1.9606	1.9406	2.0606
8	2008.01.21 02:00	close	4	0.10	1.9521	1.9406	2.0606	-59.16	9853.19
9	2008.01.21 02:00	sell	5	0.10	1.9521	1.9721	1.8521
10	2008.01.23 23:00	close	5	0.10	1.9557	1.9721	1.8521	-25.34	9827.85
11	2008.01.23 23:00	buy	6	0.10	1.9557	1.9357	2.0557
12	2008.01.24 21:22	modify	6	0.10	1.9557	0.0002	2.0557
13	2008.01.30 10:00	close	6	0.10	1.9916	0.0002	2.0557	251.64	10079.49
14	2008.01.30 10:00	sell	7	0.10	1.9916	2.0116	1.8916
15	2008.02.11 14:00	close	7	0.10	1.9485	2.0116	1.8916	300.86	10380.35
16	2008.02.11 14:00	buy	8	0.10	1.9485	1.9285	2.0485
17	2008.02.14 08:34	modify	8	0.10	1.9485	0.0002	2.0485
18	2008.02.18 06:03	close	8	0.10	1.9622	0.0002	2.0485	96.24	10476.60
19	2008.02.18 06:03	sell	9	0.10	1.9622	1.9822	1.8622
20	2008.02.21 17:00	close	9	0.10	1.9601	1.9822	1.8622	14.35	10490.95
21	2008.02.21 17:00	buy	10	0.10	1.9601	1.9401	2.0601
22	2008.02.26 18:22	modify	10	0.10	1.9601	0.0002	2.0601
23	2008.02.29 15:00	close	10	0.10	1.9837	0.0002	2.0601	165.59	10656.54
24	2008.02.29 15:00	sell	11	0.10	1.9837	2.0037	1.8837
25	2008.03.06 12:00	close	11	0.10	1.9940	2.0037	1.8837	-72.52	10584.02
26	2008.03.06 12:00	buy	12	0.10	1.9940	1.9740	2.0940
27	2008.03.07 07:46	modify	12	0.10	1.9940	0.0002	2.0940
28	2008.03.11 16:00	close	12	0.10	2.0007	0.0002	2.0940	47.05	10631.06
29	2008.03.11 16:00	sell	13	0.10	2.0007	2.0207	1.9007
30	2008.03.12 11:27	s/l	13	0.10	2.0207	2.0207	1.9007	-140.07	10490.99
31	2008.03.13 17:00	buy	14	0.10	2.0311	2.0111	2.1311
32	2008.03.17 03:25	s/l	14	0.10	2.0111	2.0111	2.1311	-139.90	10351.09
33	2008.03.17 08:00	sell	15	0.10	2.0128	2.0328	1.9128
34	2008.03.24 22:00	close	15	0.10	1.9860	2.0328	1.9128	187.11	10538.20
35	2008.03.24 22:00	buy	16	0.10	1.9860	1.9660	2.0860
36	2008.03.25 21:48	modify	16	0.10	1.9860	0.0002	2.0860
37	2008.03.28 19:00	close	16	0.10	1.9917	0.0002	2.0860	40.19	10578.40
38	2008.03.28 19:00	sell	17	0.10	1.9917	2.0117	1.8917
39	2008.04.03 08:00	close	17	0.10	1.9867	2.0117	1.8917	34.58	10612.98
40	2008.04.03 08:00	buy	18	0.10	1.9867	1.9667	2.0867
41	2008.04.08 11:00	close	18	0.10	1.9767	1.9667	2.0867	-69.85	10543.12
42	2008.04.08 11:00	sell	19	0.10	1.9767	1.9967	1.8767
43	2008.04.11 06:00	close	19	0.10	1.9754	1.9967	1.8767	8.75	10551.87
44	2008.04.11 06:00	buy	20	0.10	1.9754	1.9554	2.0754
45	2008.04.15 20:00	close	20	0.10	1.9618	1.9554	2.0754	-95.10	10456.77
46	2008.04.15 20:00	sell	21	0.10	1.9618	1.9818	1.8618
47	2008.04.16 19:00	close	21	0.10	1.9744	1.9818	1.8618	-88.27	10368.50
48	2008.04.16 19:00	buy	22	0.10	1.9744	1.9544	2.0744
49	2008.04.18 08:07	modify	22	0.10	1.9744	0.0002	2.0744
50	2008.04.22 10:00	close	22	0.10	1.9768	0.0002	2.0744	17.09	10385.60
51	2008.04.22 10:00	sell	23	0.10	1.9768	1.9968	1.8768
52	2008.04.22 17:20	s/l	23	0.10	1.9968	1.9968	1.8768	-140.00	10245.60
53	2008.04.28 22:00	buy	24	0.10	1.9901	1.9701	2.0901
54	2008.04.29 19:06	s/l	24	0.10	1.9701	1.9701	2.0901	-139.95	10105.64
55	2008.04.30 10:00	sell	25	0.10	1.9636	1.9836	1.8636
56	2008.04.30 17:09	s/l	25	0.10	1.9836	1.9836	1.8636	-140.00	9965.64
57	2008.05.02 21:00	buy	26	0.10	1.9744	1.9544	2.0744
58	2008.05.06 04:01	close	26	0.10	1.9746	1.9544	2.0744	1.50	9967.14
59	2008.05.06 04:01	sell	27	0.10	1.9746	1.9946	1.8746
60	2008.05.12 16:00	close	27	0.10	1.9607	1.9946	1.8746	96.88	10064.02
61	2008.05.12 16:00	buy	28	0.10	1.9607	1.9407	2.0607
62	2008.05.14 09:04	s/l	28	0.10	1.9407	1.9407	2.0607	-139.90	9924.12
63	2008.05.26 11:01	sell	29	0.10	1.9770	1.9970	1.8770
64	2008.06.06 07:01	close	29	0.10	1.9570	1.9970	1.8770	139.09	10063.21
65	2008.06.06 07:01	buy	30	0.10	1.9570	1.9370	2.0570
66	2008.06.09 10:30	modify	30	0.10	1.9570	0.0002	2.0570
67	2008.06.11 11:00	close	30	0.10	1.9532	0.0002	2.0570	-26.45	10036.76
68	2008.06.11 11:00	sell	31	0.10	1.9532	1.9732	1.8532
69	2008.06.16 11:00	close	31	0.10	1.9575	1.9732	1.8532	-30.45	10006.31
70	2008.06.16 11:00	buy	32	0.10	1.9575	1.9375	2.0575
71	2008.06.20 12:20	modify	32	0.10	1.9575	0.0002	2.0575
72	2008.06.24 07:00	close	32	0.10	1.9646	0.0002	2.0575	50.09	10056.40
73	2008.06.24 07:00	sell	33	0.10	1.9646	1.9846	1.8646
74	2008.06.26 12:02	s/l	33	0.10	1.9846	1.9846	1.8646	-140.28	9916.12
75	2008.06.26 16:00	buy	34	0.10	1.9855	1.9655	2.0855
76	2008.07.01 23:00	close	34	0.10	1.9946	1.9655	2.0855	63.85	9979.97
77	2008.07.01 23:00	sell	35	0.10	1.9946	2.0146	1.8946
78	2008.07.09 19:00	close	35	0.10	1.9811	2.0146	1.8946	93.94	10073.91
79	2008.07.09 19:00	buy	36	0.10	1.9811	1.9611	2.0811
80	2008.07.15 09:26	modify	36	0.10	1.9811	0.0002	2.0811
81	2008.07.17 15:00	close	36	0.10	2.0002	0.0002	2.0811	134.19	10208.10
82	2008.07.17 15:00	sell	37	0.10	2.0002	2.0202	1.9002
83	2008.07.24 02:00	close	37	0.10	1.9975	2.0202	1.9002	18.41	10226.51
84	2008.07.24 02:00	buy	38	0.10	1.9975	1.9775	2.0975
85	2008.07.24 11:00	close	38	0.10	1.9869	1.9775	2.0975	-74.20	10152.31
86	2008.07.24 11:00	sell	39	0.10	1.9869	2.0069	1.8869
87	2008.07.28 20:00	close	39	0.10	1.9958	2.0069	1.8869	-62.44	10089.87
88	2008.07.28 20:00	buy	40	0.10	1.9958	1.9758	2.0958
89	2008.07.30 15:06	s/l	40	0.10	1.9758	1.9758	2.0958	-139.90	9949.96
90	2008.07.30 18:00	sell	41	0.10	1.9809	2.0009	1.8809
91	2008.08.04 17:00	close	41	0.10	1.9659	2.0009	1.8809	104.65	10054.61
92	2008.08.04 17:00	buy	42	0.10	1.9659	1.9459	2.0659
93	2008.08.04 18:00	close	42	0.10	1.9603	1.9459	2.0659	-39.20	10015.41
94	2008.08.04 18:00	sell	43	0.10	1.9603	1.9803	1.8603
95	2008.08.15 08:28	t/p	43	0.10	1.8603	1.9803	1.8603	699.09	10714.50
96	2008.08.18 00:01	buy	44	0.10	1.8647	1.8447	1.9647
97	2008.08.25 02:09	s/l	44	0.10	1.8447	1.8447	1.9647	-139.66	10574.85
98	2008.08.25 09:00	sell	45	0.10	1.8439	1.8639	1.7439
99	2008.08.28 12:00	close	45	0.10	1.8366	1.8639	1.7439	50.75	10625.60
100	2008.08.28 12:00	buy	46	0.10	1.8366	1.8166	1.9366
101	2008.08.29 14:00	close	46	0.10	1.8283	1.8166	1.9366	-58.05	10567.55
102	2008.08.29 14:00	sell	47	0.10	1.8283	1.8483	1.7283
103	2008.09.04 15:00	close	47	0.10	1.7823	1.8483	1.7283	321.58	10889.13
104	2008.09.04 15:00	buy	48	0.10	1.7823	1.7623	1.8823
105	2008.09.04 23:17	s/l	48	0.10	1.7623	1.7623	1.8823	-140.00	10749.13
106	2008.09.11 13:00	sell	49	0.10	1.7502	1.7702	1.6502
107	2008.09.12 06:00	close	49	0.10	1.7579	1.7702	1.6502	-53.97	10695.16
108	2008.09.12 06:00	buy	50	0.10	1.7579	1.7379	1.8579
109	2008.09.12 15:19	modify	50	0.10	1.7579	0.0002	1.8579
110	2008.09.18 07:01	close	50	0.10	1.8202	0.0002	1.8579	436.39	11131.55
111	2008.09.18 07:01	sell	51	0.10	1.8202	1.8402	1.7202
112	2008.09.19 07:00	close	51	0.10	1.8027	1.8402	1.7202	122.43	11253.98
113	2008.09.19 07:00	buy	52	0.10	1.8027	1.7827	1.9027
114	2008.09.19 15:26	modify	52	0.10	1.8027	0.0002	1.9027
115	2008.09.25 03:00	close	52	0.10	1.8520	0.0002	1.9027	345.39	11599.37
116	2008.09.25 03:00	sell	53	0.10	1.8520	1.8720	1.7520
117	2008.10.03 09:00	close	53	0.10	1.7669	1.8720	1.7520	595.14	12194.51
118	2008.10.03 09:00	buy	54	0.10	1.7669	1.7469	1.8669
119	2008.10.06 16:12	s/l	54	0.10	1.7469	1.7469	1.8669	-139.95	12054.56
120	2008.10.09 03:00	sell	55	0.10	1.7203	1.7403	1.6203
121	2008.10.13 14:36	s/l	55	0.10	1.7403	1.7403	1.6203	-140.14	11914.42
122	2008.10.13 20:00	buy	56	0.10	1.7307	1.7107	1.8307
123	2008.10.14 03:47	modify	56	0.10	1.7307	0.0002	1.8307
124	2008.10.16 22:00	close	56	0.10	1.7348	0.0002	1.8307	28.95	11943.37
125	2008.10.16 22:00	sell	57	0.10	1.7348	1.7548	1.6348
126	2008.10.22 06:17	t/p	57	0.10	1.6348	1.7548	1.6348	699.72	12643.09
127	2008.10.28 02:00	buy	58	0.10	1.5463	1.5263	1.6463
128	2008.10.28 06:38	modify	58	0.10	1.5463	0.0002	1.6463
129	2008.10.29 17:39	t/p	58	0.10	1.6463	0.0002	1.6463	700.05	13343.14
130	2008.11.03 15:00	sell	59	0.10	1.6013	1.6213	1.5013
131	2008.11.06 15:00	close	59	0.10	1.5941	1.6213	1.5013	50.05	13393.19
132	2008.11.06 15:00	buy	60	0.10	1.5941	1.5741	1.6941
133	2008.11.06 19:32	s/l	60	0.10	1.5741	1.5741	1.6941	-140.00	13253.19
134	2008.11.07 01:00	sell	61	0.10	1.5576	1.5776	1.4576
135	2008.11.07 10:00	close	61	0.10	1.5729	1.5776	1.4576	-107.10	13146.09
136	2008.11.07 10:00	buy	62	0.10	1.5729	1.5529	1.6729
137	2008.11.10 13:00	close	62	0.10	1.5790	1.5529	1.6729	42.75	13188.84
138	2008.11.10 13:00	sell	63	0.10	1.5790	1.5990	1.4790
139	2008.11.13 15:01	t/p	63	0.10	1.4790	1.5990	1.4790	699.65	13888.49
140	2008.11.17 14:00	buy	64	0.10	1.4922	1.4722	1.5922
141	2008.11.19 15:12	modify	64	0.10	1.4922	0.0001	1.5922
142	2008.11.21 06:00	close	64	0.10	1.4797	0.0001	1.5922	-87.21	13801.28
143	2008.11.21 06:00	sell	65	0.10	1.4797	1.4997	1.3797
144	2008.11.21 11:03	s/l	65	0.10	1.4997	1.4997	1.3797	-140.00	13661.28
145	2008.11.24 17:00	buy	66	0.10	1.5086	1.4886	1.6086
146	2008.11.25 15:09	modify	66	0.10	1.5086	0.0002	1.6086
147	2008.11.28 12:00	close	66	0.10	1.5394	0.0002	1.6086	215.89	13877.17
148	2008.11.28 12:00	sell	67	0.10	1.5394	1.5594	1.4394
149	2008.12.05 08:00	close	67	0.10	1.4692	1.5594	1.4394	490.91	14368.08
150	2008.12.05 08:00	buy	68	0.10	1.4692	1.4492	1.5692
151	2008.12.08 08:45	modify	68	0.10	1.4692	0.0001	1.5692
152	2008.12.17 05:46	t/p	68	0.10	1.5692	0.0001	1.5692	700.49	15068.57
153	2008.12.18 20:00	sell	69	0.10	1.5040	1.5240	1.4040
154	2008.12.24 18:00	close	69	0.10	1.4673	1.5240	1.4040	256.62	15325.19
155	2008.12.24 18:00	buy	70	0.10	1.4673	1.4473	1.5673
156	2008.12.29 19:54	s/l	70	0.10	1.4473	1.4473	1.5673	-139.76	15185.44
157	2008.12.30 15:00	sell	71	0.10	1.4433	1.4633	1.3433
158	2008.12.31 14:20	s/l	71	0.10	1.4633	1.4633	1.3433	-140.07	15045.37
159	2008.12.31 19:00	buy	72	0.10	1.4575	1.4375	1.5575
160	2009.01.06 17:46	modify	72	0.10	1.4575	0.0001	1.5575
161	2009.01.12 10:00	close	72	0.10	1.4937	0.0001	1.5575	253.99	15299.36
162	2009.01.12 10:00	sell	73	0.10	1.4937	1.5137	1.3937
163	2009.01.16 04:00	close	73	0.10	1.4791	1.5137	1.3937	101.78	15401.14
164	2009.01.16 04:00	buy	74	0.10	1.4791	1.4591	1.5791
165	2009.01.19 13:58	s/l	74	0.10	1.4591	1.4591	1.5791	-139.95	15261.19
166	2009.01.20 09:00	sell	75	0.10	1.4118	1.4318	1.3118
167	2009.01.23 12:00	close	75	0.10	1.3559	1.4318	1.3118	390.95	15652.14
168	2009.01.23 12:00	buy	76	0.10	1.3559	1.3359	1.4559
169	2009.01.23 19:33	modify	76	0.10	1.3559	0.0001	1.4559
170	2009.01.30 17:00	close	76	0.10	1.4415	0.0001	1.4559	599.54	16251.68
171	2009.01.30 17:00	sell	77	0.10	1.4415	1.4615	1.3415
172	2009.02.05 00:00	close	77	0.10	1.4443	1.4615	1.3415	-20.02	16231.66
173	2009.02.05 00:00	buy	78	0.10	1.4443	1.4243	1.5443
174	2009.02.05 13:17	modify	78	0.10	1.4443	0.0001	1.5443
175	2009.02.10 20:00	close	78	0.10	1.4496	0.0001	1.5443	37.25	16268.91
176	2009.02.10 20:00	sell	79	0.10	1.4496	1.4696	1.3496
177	2009.02.16 16:00	close	79	0.10	1.4292	1.4696	1.3496	142.38	16411.29
178	2009.02.16 16:00	buy	80	0.10	1.4292	1.4092	1.5292
179	2009.02.23 02:49	modify	80	0.10	1.4292	0.0001	1.5292
180	2009.02.25 19:00	close	80	0.10	1.4216	0.0001	1.5292	-52.76	16358.53
181	2009.02.25 19:00	sell	81	0.10	1.4216	1.4416	1.3216
182	2009.03.04 23:00	close	81	0.10	1.4194	1.4416	1.3216	14.91	16373.44
183	2009.03.04 23:00	buy	82	0.10	1.4194	1.3994	1.5194
184	2009.03.09 09:35	s/l	82	0.10	1.3994	1.3994	1.5194	-139.76	16233.68
185	2009.03.09 19:00	sell	83	0.10	1.3815	1.4015	1.2815
186	2009.03.12 17:00	close	83	0.10	1.3812	1.4015	1.2815	1.75	16235.43
187	2009.03.12 17:00	buy	84	0.10	1.3812	1.3612	1.4812
188	2009.03.13 09:53	modify	84	0.10	1.3812	0.0001	1.4812
189	2009.03.18 16:00	close	84	0.10	1.3973	0.0001	1.4812	112.90	16348.33
190	2009.03.18 16:00	sell	85	0.10	1.3973	1.4173	1.2973
191	2009.03.18 19:30	s/l	85	0.10	1.4173	1.4173	1.2973	-140.00	16208.33
192	2009.03.19 08:00	buy	86	0.10	1.4214	1.4014	1.5214
193	2009.03.19 12:44	modify	86	0.10	1.4214	0.0001	1.5214
194	2009.03.24 22:00	close	86	0.10	1.4679	0.0001	1.5214	325.65	16533.98
195	2009.03.24 22:00	sell	87	0.10	1.4679	1.4879	1.3679
196	2009.04.01 11:00	close	87	0.10	1.4389	1.4879	1.3679	202.44	16736.42
197	2009.04.01 11:00	buy	88	0.10	1.4389	1.4189	1.5389
198	2009.04.02 08:21	modify	88	0.10	1.4389	0.0001	1.5389
199	2009.04.07 13:00	close	88	0.10	1.4619	0.0001	1.5389	161.29	16897.71
200	2009.04.07 13:00	sell	89	0.10	1.4619	1.4819	1.3619
201	2009.04.13 17:29	s/l	89	0.10	1.4819	1.4819	1.3619	-140.42	16757.29
202	2009.04.13 21:00	buy	90	0.10	1.4832	1.4632	1.5832
203	2009.04.15 12:31	modify	90	0.10	1.4832	0.0001	1.5832
204	2009.04.17 06:00	close	90	0.10	1.4885	0.0001	1.5832	37.39	16794.68
205	2009.04.17 06:00	sell	91	0.10	1.4885	1.5085	1.3885
206	2009.04.23 12:00	close	91	0.10	1.4560	1.5085	1.3885	227.08	17021.76
207	2009.04.23 12:00	buy	92	0.10	1.4560	1.4360	1.5560
208	2009.04.24 15:33	modify	92	0.10	1.4560	0.0001	1.5560
209	2009.05.07 11:00	close	92	0.10	1.5120	0.0001	1.5560	392.69	17414.45
210	2009.05.07 11:00	sell	93	0.10	1.5120	1.5320	1.4120
211	2009.05.12 13:55	s/l	93	0.10	1.5320	1.5320	1.4120	-140.21	17274.24
212	2009.05.12 20:00	buy	94	0.10	1.5249	1.5049	1.6249
213	2009.05.14 03:00	close	94	0.10	1.51351	1.5049	1.6249	-79.53	17194.71
214	2009.05.14 03:00	sell	95	0.10	1.51351	1.5335	1.4135
215	2009.05.18 18:46	s/l	95	0.10	1.5335	1.5335	1.4135	-140.07	17054.64
216	2009.05.19 02:00	buy	96	0.10	1.5328	1.5128	1.6328
217	2009.05.20 10:55	modify	96	0.10	1.5328	0.0002	1.6328
218	2009.05.25 18:00	close	96	0.10	1.5912	0.0002	1.6328	409.09	17463.73
219	2009.05.25 18:00	sell	97	0.10	1.5912	1.6112	1.4912
220	2009.05.29 11:26	s/l	97	0.10	1.6112	1.6112	1.4912	-140.42	17323.31
221	2009.06.01 02:00	buy	98	0.10	1.6179	1.5979	1.7179
222	2009.06.01 09:42	modify	98	0.10	1.6179	0.0002	1.7179
223	2009.06.04 03:00	close	98	0.10	1.6309	0.0002	1.7179	91.25	17414.55
224	2009.06.04 03:00	sell	99	0.10	1.6309	1.6509	1.5309
225	2009.06.09 20:00	close	99	0.10	1.6286	1.6509	1.5309	15.89	17430.44
226	2009.06.09 20:00	buy	100	0.10	1.6286	1.6086	1.7286
227	2009.06.11 11:03	modify	100	0.10	1.6286	0.0002	1.7286
228	2009.06.11 23:59	close at stop	100	0.10	1.65725	0.0002	1.7286	200.75	17631.19