通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		15分足(M15) 2008.01.01 00:00 - 2009.08.20 23:45 (2008.01.01 - 2009.08.21)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNo=20090822; Lots=0.1; Leverage=0; Slippage=3; StopLoss=100; TakeProfit=20; ServerJisa=0; OpenPositionStartTime=7; OpenPositionEndTime=9; ClosePositionTime=16; SpreadFilter=true; MaxSpread=4; MondayTrade=false; Digits5=false;
Bars in test	41271	Ticks modelled	11529505	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1319.10	Gross profit	1731.10	Gross loss	-412.00
Profit factor	4.20	Expected payoff	12.68
Absolute drawdown	13.00	Maximal drawdown	170.00 (1.52%)	Relative drawdown	1.52% (170.00)
Total trades	104	Short positions (won %)	39 (94.87%)	Long positions (won %)	65 (86.15%)
		Profit trades (% of total)	93 (89.42%)	Loss trades (% of total)	11 (10.58%)
Largest		profit trade	20.00	loss trade	-100.00
Average		profit trade	18.61	loss trade	-37.45
Maximum		consecutive wins (profit in money)	37 (678.00)	consecutive losses (loss in money)	2 (-90.00)
Maximal		consecutive profit (count of wins)	678.00 (37)	consecutive loss (count of losses)	-100.00 (1)
Average		consecutive wins	8	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	2008.01.08 08:14	buy	1	0.10	1.9679	1.9579	1.9699
2	2008.01.08 10:06	t/p	1	0.10	1.9699	1.9579	1.9699	20.00	10020.00
3	2008.01.15 08:00	buy	2	0.10	1.9530	1.9430	1.9550
4	2008.01.15 10:12	t/p	2	0.10	1.9550	1.9430	1.9550	20.00	10040.00
5	2008.01.16 07:07	buy	3	0.10	1.9612	1.9512	1.9632
6	2008.01.16 11:29	close	3	0.10	1.9619	1.9512	1.9632	7.00	10047.00
7	2008.01.22 08:15	buy	4	0.10	1.9405	1.9305	1.9425
8	2008.01.22 10:43	t/p	4	0.10	1.9425	1.9305	1.9425	20.00	10067.00
9	2008.01.23 07:16	sell	5	0.10	1.9632	1.9732	1.9612
10	2008.01.23 08:28	t/p	5	0.10	1.9612	1.9732	1.9612	20.00	10087.00
11	2008.01.23 08:51	buy	6	0.10	1.9591	1.9491	1.9611
12	2008.01.23 09:06	t/p	6	0.10	1.9611	1.9491	1.9611	20.00	10107.00
13	2008.01.31 08:52	buy	7	0.10	1.9830	1.9730	1.9850
14	2008.01.31 09:13	t/p	7	0.10	1.9850	1.9730	1.9850	20.00	10127.00
15	2008.02.06 07:21	sell	8	0.10	1.9650	1.9750	1.9630
16	2008.02.06 07:35	t/p	8	0.10	1.9630	1.9750	1.9630	20.00	10147.00
17	2008.02.08 07:42	sell	9	0.10	1.9435	1.9535	1.9415
18	2008.02.08 09:24	t/p	9	0.10	1.9415	1.9535	1.9415	20.00	10167.00
19	2008.02.29 07:36	buy	10	0.10	1.9874	1.9774	1.9894
20	2008.02.29 08:46	t/p	10	0.10	1.9894	1.9774	1.9894	20.00	10187.00
21	2008.03.07 07:45	sell	11	0.10	2.0107	2.0207	2.0087
22	2008.03.07 16:00	close	11	0.10	2.0149	2.0207	2.0087	-42.00	10145.00
23	2008.03.11 07:00	buy	12	0.10	2.0058	1.9958	2.0078
24	2008.03.11 07:49	t/p	12	0.10	2.0078	1.9958	2.0078	20.00	10165.00
25	2008.03.20 08:22	sell	13	0.10	1.9871	1.9971	1.9851
26	2008.03.20 08:34	t/p	13	0.10	1.9851	1.9971	1.9851	20.00	10185.00
27	2008.03.25 07:00	sell	14	0.10	1.9877	1.9977	1.9857
28	2008.03.25 07:32	t/p	14	0.10	1.9857	1.9977	1.9857	20.00	10205.00
29	2008.03.26 07:14	sell	15	0.10	2.0062	2.0162	2.0042
30	2008.03.26 07:51	t/p	15	0.10	2.0042	2.0162	2.0042	20.00	10225.00
31	2008.04.01 08:07	buy	16	0.10	1.9820	1.9720	1.9840
32	2008.04.01 09:01	t/p	16	0.10	1.9840	1.9720	1.9840	20.00	10245.00
33	2008.04.09 07:52	buy	17	0.10	1.9665	1.9565	1.9685
34	2008.04.09 15:22	t/p	17	0.10	1.9685	1.9565	1.9685	20.00	10265.00
35	2008.04.15 08:08	buy	18	0.10	1.9738	1.9638	1.9758
36	2008.04.15 16:00	close	18	0.10	1.9706	1.9638	1.9758	-32.00	10233.00
37	2008.05.02 07:01	sell	19	0.10	1.9762	1.9862	1.9742
38	2008.05.02 12:47	close	19	0.10	1.9753	1.9862	1.9742	9.00	10242.00
39	2008.05.13 08:30	buy	20	0.10	1.9535	1.9435	1.9555
40	2008.05.13 09:26	t/p	20	0.10	1.9555	1.9435	1.9555	20.00	10262.00
41	2008.07.16 07:12	sell	21	0.10	2.0065	2.0165	2.0045
42	2008.07.16 07:45	t/p	21	0.10	2.0045	2.0165	2.0045	20.00	10282.00
43	2008.08.12 07:07	buy	22	0.10	1.9083	1.8983	1.9103
44	2008.08.12 08:03	t/p	22	0.10	1.9103	1.8983	1.9103	20.00	10302.00
45	2008.08.14 07:56	buy	23	0.10	1.8685	1.8585	1.8705
46	2008.08.14 15:28	close	23	0.10	1.8686	1.8585	1.8705	1.00	10303.00
47	2008.08.15 08:15	buy	24	0.10	1.8657	1.8557	1.8677
48	2008.08.15 08:34	t/p	24	0.10	1.8677	1.8557	1.8677	20.00	10323.00
49	2008.08.19 07:00	buy	25	0.10	1.8618	1.8518	1.8638
50	2008.08.19 08:22	t/p	25	0.10	1.8638	1.8518	1.8638	20.00	10343.00
51	2008.08.28 08:50	sell	26	0.10	1.8369	1.8469	1.8349
52	2008.08.28 09:12	t/p	26	0.10	1.8349	1.8469	1.8349	20.00	10363.00
53	2008.09.02 07:30	buy	27	0.10	1.7862	1.7762	1.7882
54	2008.09.02 07:30	t/p	27	0.10	1.7882	1.7762	1.7882	20.00	10383.00
55	2008.09.02 07:30	buy	28	0.10	1.7884	1.7784	1.7904
56	2008.09.02 07:50	t/p	28	0.10	1.7904	1.7784	1.7904	20.00	10403.00
57	2008.09.02 07:50	buy	29	0.10	1.7906	1.7806	1.7926
58	2008.09.02 08:07	t/p	29	0.10	1.7926	1.7806	1.7926	20.00	10423.00
59	2008.09.02 08:23	buy	30	0.10	1.7899	1.7799	1.7919
60	2008.09.02 08:57	t/p	30	0.10	1.7919	1.7799	1.7919	20.00	10443.00
61	2008.09.05 07:10	buy	31	0.10	1.7600	1.7500	1.7620
62	2008.09.05 08:11	t/p	31	0.10	1.7620	1.7500	1.7620	20.00	10463.00
63	2008.09.11 07:04	buy	32	0.10	1.7493	1.7393	1.7513
64	2008.09.11 07:46	t/p	32	0.10	1.7513	1.7393	1.7513	20.00	10483.00
65	2008.09.26 08:53	sell	33	0.10	1.8417	1.8517	1.8397
66	2008.09.26 14:07	close	33	0.10	1.8405	1.8517	1.8397	12.00	10495.00
67	2008.10.01 08:08	sell	34	0.10	1.7842	1.7942	1.7822
68	2008.10.01 09:08	t/p	34	0.10	1.7822	1.7942	1.7822	20.00	10515.00
69	2008.10.08 08:14	buy	35	0.10	1.7433	1.7333	1.7453
70	2008.10.08 08:24	t/p	35	0.10	1.7453	1.7333	1.7453	20.00	10535.00
71	2008.10.08 08:28	buy	36	0.10	1.7433	1.7333	1.7453
72	2008.10.08 08:53	t/p	36	0.10	1.7453	1.7333	1.7453	20.00	10555.00
73	2008.10.09 08:19	buy	37	0.10	1.7255	1.7155	1.7275
74	2008.10.09 11:22	close	37	0.10	1.7271	1.7155	1.7275	16.00	10571.00
75	2008.10.16 07:00	buy	38	0.10	1.7145	1.7045	1.7165
76	2008.10.16 07:03	t/p	38	0.10	1.7165	1.7045	1.7165	20.00	10591.00
77	2008.10.16 07:10	buy	39	0.10	1.7161	1.7061	1.7181
78	2008.10.16 07:49	t/p	39	0.10	1.7181	1.7061	1.7181	20.00	10611.00
79	2008.10.22 08:50	buy	40	0.10	1.6554	1.6454	1.6574
80	2008.10.22 09:22	t/p	40	0.10	1.6574	1.6454	1.6574	20.00	10631.00
81	2008.10.23 08:04	buy	41	0.10	1.6184	1.6084	1.6204
82	2008.10.23 08:41	t/p	41	0.10	1.6204	1.6084	1.6204	20.00	10651.00
83	2008.11.04 07:13	buy	42	0.10	1.5786	1.5686	1.5806
84	2008.11.04 07:18	t/p	42	0.10	1.5806	1.5686	1.5806	20.00	10671.00
85	2008.11.04 07:39	buy	43	0.10	1.5786	1.5686	1.5806
86	2008.11.04 09:13	t/p	43	0.10	1.5806	1.5686	1.5806	20.00	10691.00
87	2008.11.06 08:43	buy	44	0.10	1.5846	1.5746	1.5866
88	2008.11.06 09:43	t/p	44	0.10	1.5866	1.5746	1.5866	20.00	10711.00
89	2008.11.07 07:38	buy	45	0.10	1.5584	1.5484	1.5604
90	2008.11.07 11:23	t/p	45	0.10	1.5604	1.5484	1.5604	20.00	10731.00
91	2008.11.11 08:27	sell	46	0.10	1.5659	1.5759	1.5639
92	2008.11.11 08:40	t/p	46	0.10	1.5639	1.5759	1.5639	20.00	10751.00
93	2008.11.13 07:49	buy	47	0.10	1.4866	1.4766	1.4886
94	2008.11.13 08:24	t/p	47	0.10	1.4886	1.4766	1.4886	20.00	10771.00
95	2008.11.18 07:00	buy	48	0.10	1.4990	1.4890	1.5010
96	2008.11.18 08:20	t/p	48	0.10	1.5010	1.4890	1.5010	20.00	10791.00
97	2008.11.21 07:00	buy	49	0.10	1.4720	1.4620	1.4740
98	2008.11.21 07:15	t/p	49	0.10	1.4740	1.4620	1.4740	20.00	10811.00
99	2008.12.04 07:07	sell	50	0.10	1.4798	1.4898	1.4778
100	2008.12.04 07:45	t/p	50	0.10	1.4778	1.4898	1.4778	20.00	10831.00
101	2008.12.18 07:00	sell	51	0.10	1.5536	1.5636	1.5516
102	2008.12.18 07:33	t/p	51	0.10	1.5516	1.5636	1.5516	20.00	10851.00
103	2008.12.30 07:00	buy	52	0.10	1.4395	1.4295	1.4415
104	2008.12.30 07:08	t/p	52	0.10	1.4415	1.4295	1.4415	20.00	10871.00
105	2008.12.30 07:08	buy	53	0.10	1.4420	1.4320	1.4440
106	2008.12.30 08:19	t/p	53	0.10	1.4440	1.4320	1.4440	20.00	10891.00
107	2008.12.31 08:06	sell	54	0.10	1.4443	1.4543	1.4423
108	2008.12.31 11:40	t/p	54	0.10	1.4423	1.4543	1.4423	20.00	10911.00
109	2009.01.08 08:55	buy	55	0.10	1.5076	1.4976	1.5096
110	2009.01.08 13:58	close	55	0.10	1.5076	1.4976	1.5096	0.00	10911.00
111	2009.01.13 07:02	buy	56	0.10	1.4809	1.4709	1.4829
112	2009.01.13 16:00	close	56	0.10	1.4733	1.4709	1.4829	-76.00	10835.00
113	2009.01.15 07:03	sell	57	0.10	1.4612	1.4712	1.4592
114	2009.01.15 07:59	t/p	57	0.10	1.4592	1.4712	1.4592	20.00	10855.00
115	2009.01.15 08:42	sell	58	0.10	1.4611	1.4711	1.4591
116	2009.01.15 08:49	t/p	58	0.10	1.4591	1.4711	1.4591	20.00	10875.00
117	2009.01.15 08:52	sell	59	0.10	1.4614	1.4714	1.4594
118	2009.01.15 09:15	t/p	59	0.10	1.4594	1.4714	1.4594	20.00	10895.00
119	2009.01.20 07:00	buy	60	0.10	1.4422	1.4322	1.4442
120	2009.01.20 08:50	t/p	60	0.10	1.4442	1.4322	1.4442	20.00	10915.00
121	2009.01.21 07:04	buy	61	0.10	1.3861	1.3761	1.3881
122	2009.01.21 07:17	t/p	61	0.10	1.3881	1.3761	1.3881	20.00	10935.00
123	2009.01.27 07:13	sell	62	0.10	1.4008	1.4108	1.3988
124	2009.01.27 08:04	t/p	62	0.10	1.3988	1.4108	1.3988	20.00	10955.00
125	2009.01.28 08:16	sell	63	0.10	1.4190	1.4290	1.4170
126	2009.01.28 08:22	t/p	63	0.10	1.4170	1.4290	1.4170	20.00	10975.00
127	2009.01.28 08:39	sell	64	0.10	1.4187	1.4287	1.4167
128	2009.01.28 09:47	t/p	64	0.10	1.4167	1.4287	1.4167	20.00	10995.00
129	2009.01.30 08:21	buy	65	0.10	1.4262	1.4162	1.4282
130	2009.01.30 08:26	t/p	65	0.10	1.4282	1.4162	1.4282	20.00	11015.00
131	2009.01.30 08:40	buy	66	0.10	1.4263	1.4163	1.4283
132	2009.01.30 09:07	t/p	66	0.10	1.4283	1.4163	1.4283	20.00	11035.00
133	2009.02.03 08:14	buy	67	0.10	1.4223	1.4123	1.4243
134	2009.02.03 10:18	t/p	67	0.10	1.4243	1.4123	1.4243	20.00	11055.00
135	2009.02.10 07:22	buy	68	0.10	1.4885	1.4785	1.4905
136	2009.02.10 08:24	t/p	68	0.10	1.4905	1.4785	1.4905	20.00	11075.00
137	2009.02.10 08:45	buy	69	0.10	1.4873	1.4773	1.4893
138	2009.02.10 10:08	s/l	69	0.10	1.4773	1.4773	1.4893	-100.00	10975.00
139	2009.02.12 07:01	sell	70	0.10	1.4400	1.4500	1.4380
140	2009.02.12 07:32	t/p	70	0.10	1.4380	1.4500	1.4380	20.00	10995.00
141	2009.02.13 07:14	sell	71	0.10	1.4287	1.4387	1.4267
142	2009.02.13 08:11	t/p	71	0.10	1.4267	1.4387	1.4267	20.00	11015.00
143	2009.02.17 07:00	sell	72	0.10	1.4296	1.4396	1.4276
144	2009.02.17 07:14	t/p	72	0.10	1.4276	1.4396	1.4276	20.00	11035.00
145	2009.02.17 07:17	sell	73	0.10	1.4286	1.4386	1.4266
146	2009.02.17 09:24	t/p	73	0.10	1.4266	1.4386	1.4266	20.00	11055.00
147	2009.02.20 07:17	buy	74	0.10	1.4270	1.4170	1.4290
148	2009.02.20 07:49	t/p	74	0.10	1.4290	1.4170	1.4290	20.00	11075.00
149	2009.02.20 08:52	buy	75	0.10	1.4268	1.4168	1.4288
150	2009.02.20 16:00	close	75	0.10	1.4225	1.4168	1.4288	-43.00	11032.00
151	2009.02.24 08:58	buy	76	0.10	1.4465	1.4365	1.4485
152	2009.02.24 09:59	t/p	76	0.10	1.4485	1.4365	1.4485	20.00	11052.00
153	2009.02.27 08:39	buy	77	0.10	1.4289	1.4189	1.4309
154	2009.02.27 13:57	close	77	0.10	1.4297	1.4189	1.4309	8.00	11060.00
155	2009.03.04 08:15	buy	78	0.10	1.4027	1.3927	1.4047
156	2009.03.04 16:00	close	78	0.10	1.4018	1.3927	1.4047	-9.00	11051.00
157	2009.03.11 08:58	sell	79	0.10	1.3790	1.3890	1.3770
158	2009.03.11 10:06	t/p	79	0.10	1.3770	1.3890	1.3770	20.00	11071.00
159	2009.03.18 07:38	sell	80	0.10	1.4056	1.4156	1.4036
160	2009.03.18 09:53	t/p	80	0.10	1.4036	1.4156	1.4036	20.00	11091.00
161	2009.03.20 08:18	buy	81	0.10	1.4483	1.4383	1.4503
162	2009.03.20 09:00	t/p	81	0.10	1.4503	1.4383	1.4503	20.00	11111.00
163	2009.03.26 08:30	sell	82	0.10	1.4569	1.4669	1.4549
164	2009.03.26 08:56	t/p	82	0.10	1.4549	1.4669	1.4549	20.00	11131.00
165	2009.04.02 07:00	sell	83	0.10	1.4468	1.4568	1.4448
166	2009.04.02 16:00	close	83	0.10	1.4547	1.4568	1.4448	-79.00	11052.00
167	2009.04.07 08:28	buy	84	0.10	1.4711	1.4611	1.4731
168	2009.04.07 13:45	close	84	0.10	1.4700	1.4611	1.4731	-11.00	11041.00
169	2009.04.10 08:17	buy	85	0.10	1.4646	1.4546	1.4666
170	2009.04.10 13:08	close	85	0.10	1.4661	1.4546	1.4666	15.00	11056.00
171	2009.05.05 07:04	sell	86	0.10	1.5037	1.5137	1.5017
172	2009.05.05 09:42	t/p	86	0.10	1.5017	1.5137	1.5017	20.00	11076.00
173	2009.05.06 08:30	buy	87	0.10	1.5047	1.4947	1.5067
174	2009.05.06 14:51	close	87	0.10	1.5034	1.4947	1.5067	-13.00	11063.00
175	2009.05.13 08:30	sell	88	0.10	1.52961	1.5396	1.5276
176	2009.05.13 15:26	close	88	0.10	1.5285	1.5396	1.5276	11.10	11074.10
177	2009.05.22 08:51	sell	89	0.10	1.5877	1.5977	1.5857
178	2009.05.22 11:25	t/p	89	0.10	1.5857	1.5977	1.5857	20.00	11094.10
179	2009.05.27 08:30	sell	90	0.10	1.5968	1.6068	1.5948
180	2009.05.27 14:55	close	90	0.10	1.5949	1.6068	1.5948	19.00	11113.10
181	2009.06.05 07:25	buy	91	0.10	1.6122	1.6022	1.6142
182	2009.06.05 09:24	t/p	91	0.10	1.6142	1.6022	1.6142	20.00	11133.10
183	2009.06.09 08:22	sell	92	0.10	1.6076	1.6176	1.6056
184	2009.06.09 09:56	t/p	92	0.10	1.6056	1.6176	1.6056	20.00	11153.10
185	2009.06.16 08:52	buy	93	0.10	1.6278	1.6178	1.6298
186	2009.06.16 13:51	close	93	0.10	1.6273	1.6178	1.6298	-5.00	11148.10
187	2009.06.17 08:11	buy	94	0.10	1.6384	1.6284	1.6404
188	2009.06.17 12:42	close	94	0.10	1.6396	1.6284	1.6404	12.00	11160.10
189	2009.06.23 08:45	buy	95	0.10	1.6309	1.6209	1.6329
190	2009.06.23 09:09	t/p	95	0.10	1.6329	1.6209	1.6329	20.00	11180.10
191	2009.06.30 08:30	sell	96	0.10	1.6587	1.6687	1.6567
192	2009.06.30 08:58	t/p	96	0.10	1.6567	1.6687	1.6567	20.00	11200.10
193	2009.07.03 07:00	buy	97	0.10	1.6339	1.6239	1.6359
194	2009.07.03 07:02	t/p	97	0.10	1.6359	1.6239	1.6359	20.00	11220.10
195	2009.07.03 07:12	buy	98	0.10	1.6353	1.6253	1.6373
196	2009.07.03 09:41	t/p	98	0.10	1.6373	1.6253	1.6373	20.00	11240.10
197	2009.07.08 08:36	buy	99	0.10	1.6107	1.6007	1.6127
198	2009.07.08 13:52	close	99	0.10	1.6105	1.6007	1.6127	-2.00	11238.10
199	2009.07.14 07:42	sell	100	0.10	1.6258	1.6358	1.6238
200	2009.07.14 10:34	t/p	100	0.10	1.6238	1.6358	1.6238	20.00	11258.10
201	2009.07.17 07:40	buy	101	0.10	1.6411	1.6311	1.6431
202	2009.07.17 12:31	close	101	0.10	1.6412	1.6311	1.6431	1.00	11259.10
203	2009.07.29 08:35	buy	102	0.10	1.6407	1.6307	1.6427
204	2009.07.29 09:29	t/p	102	0.10	1.6427	1.6307	1.6427	20.00	11279.10
205	2009.08.05 08:15	sell	103	0.10	1.6950	1.7050	1.6930
206	2009.08.05 09:40	t/p	103	0.10	1.6930	1.7050	1.6930	20.00	11299.10
207	2009.08.19 08:48	sell	104	0.10	1.6581	1.6681	1.6561
208	2009.08.19 09:28	t/p	104	0.10	1.6561	1.6681	1.6561	20.00	11319.10