通貨ペア		GBPUSD (Great Britain Pound vs. United States Dollar)
期間		15分足(M15) 2008.01.02 11:00 - 2009.08.21 22:45 (2008.01.01 - 2009.08.22)
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=30; Slippage=3; StopLoss=100; TakeProfit=17; ServerJisa=6; OpenPositionStartTime=7; OpenPositionEndTime=9; ClosePositionTime=16; SpreadFilter=true; MaxSpread=4; MondayTrade=false; Digits5=false;
Bars in test	41392	Ticks modelled	7123562	Modelling quality	90.00%
Mismatched charts errors	7
Initial deposit	10000.00
Total net profit	351331.00	Gross profit	405752.00	Gross loss	-54421.00
Profit factor	7.46	Expected payoff	3478.52
Absolute drawdown	464.00	Maximal drawdown	52000.00 (27.61%)	Relative drawdown	27.61% (52000.00)
Total trades	101	Short positions (won %)	41 (97.56%)	Long positions (won %)	60 (88.33%)
		Profit trades (% of total)	93 (92.08%)	Loss trades (% of total)	8 (7.92%)
Largest		profit trade	8500.00	loss trade	-21500.00
Average		profit trade	4362.92	loss trade	-6802.63
Maximum		consecutive wins (profit in money)	42 (89161.00)	consecutive losses (loss in money)	1 (-21500.00)
Maximal		consecutive profit (count of wins)	89161.00 (42)	consecutive loss (count of losses)	-21500.00 (1)
Average		consecutive wins	10	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 02:14	buy	1	3.00	1.9681	1.9581	1.9698
2	2008.01.08 04:05	t/p	1	3.00	1.9698	1.9581	1.9698	510.00	10510.00
3	2008.01.15 02:00	buy	2	3.20	1.9532	1.9432	1.9549
4	2008.01.15 04:06	t/p	2	3.20	1.9549	1.9432	1.9549	544.00	11054.00
5	2008.01.16 01:07	buy	3	3.30	1.9613	1.9513	1.9630
6	2008.01.16 05:29	close	3	3.30	1.9619	1.9513	1.9630	198.00	11252.00
7	2008.01.22 02:15	buy	4	3.40	1.9407	1.9307	1.9424
8	2008.01.22 03:20	t/p	4	3.40	1.9424	1.9307	1.9424	578.00	11830.00
9	2008.01.23 01:16	sell	5	3.50	1.9632	1.9732	1.9615
10	2008.01.23 02:26	t/p	5	3.50	1.9615	1.9732	1.9615	595.00	12425.00
11	2008.01.23 02:51	buy	6	3.70	1.9593	1.9493	1.9610
12	2008.01.23 03:03	t/p	6	3.70	1.9610	1.9493	1.9610	629.00	13054.00
13	2008.01.31 02:52	buy	7	3.90	1.9830	1.9730	1.9847
14	2008.01.31 03:12	t/p	7	3.90	1.9847	1.9730	1.9847	663.00	13717.00
15	2008.02.06 01:21	sell	8	4.10	1.9650	1.9750	1.9633
16	2008.02.06 01:35	t/p	8	4.10	1.9633	1.9750	1.9633	697.00	14414.00
17	2008.02.08 01:42	sell	9	4.30	1.9435	1.9535	1.9418
18	2008.02.08 02:36	t/p	9	4.30	1.9418	1.9535	1.9418	731.00	15145.00
19	2008.02.29 02:24	buy	10	4.50	1.9874	1.9774	1.9891
20	2008.02.29 02:46	t/p	10	4.50	1.9891	1.9774	1.9891	765.00	15910.00
21	2008.03.07 01:45	sell	11	4.80	2.0107	2.0207	2.0090
22	2008.03.07 10:00	close	11	4.80	2.0151	2.0207	2.0090	-2112.00	13798.00
23	2008.03.11 01:00	buy	12	4.10	2.0060	1.9960	2.0077
24	2008.03.11 01:48	t/p	12	4.10	2.0077	1.9960	2.0077	697.00	14495.00
25	2008.03.20 02:22	sell	13	4.30	1.9871	1.9971	1.9854
26	2008.03.20 02:34	t/p	13	4.30	1.9854	1.9971	1.9854	731.00	15226.00
27	2008.03.25 01:00	sell	14	4.60	1.9877	1.9977	1.9860
28	2008.03.25 01:32	t/p	14	4.60	1.9860	1.9977	1.9860	782.00	16008.00
29	2008.03.26 01:14	sell	15	4.80	2.0062	2.0162	2.0045
30	2008.03.26 01:51	t/p	15	4.80	2.0045	2.0162	2.0045	816.00	16824.00
31	2008.04.02 02:57	sell	16	5.00	1.9782	1.9882	1.9765
32	2008.04.02 04:23	t/p	16	5.00	1.9765	1.9882	1.9765	850.00	17674.00
33	2008.04.09 01:53	buy	17	5.30	1.9665	1.9565	1.9682
34	2008.04.09 09:16	t/p	17	5.30	1.9682	1.9565	1.9682	901.00	18575.00
35	2008.04.15 02:09	buy	18	5.60	1.9738	1.9638	1.9755
36	2008.04.15 07:05	t/p	18	5.60	1.9755	1.9638	1.9755	952.00	19527.00
37	2008.05.02 01:01	sell	19	5.90	1.9762	1.9862	1.9745
38	2008.05.02 07:41	close	19	5.90	1.9750	1.9862	1.9745	708.00	20235.00
39	2008.05.13 02:30	buy	20	6.10	1.9537	1.9437	1.9554
40	2008.05.13 03:26	t/p	20	6.10	1.9554	1.9437	1.9554	1037.00	21272.00
41	2008.07.16 01:12	sell	21	6.40	2.0065	2.0165	2.0048
42	2008.07.16 01:45	t/p	21	6.40	2.0048	2.0165	2.0048	1088.00	22360.00
43	2008.08.14 01:56	buy	22	6.70	1.8686	1.8586	1.8703
44	2008.08.14 09:28	close	22	6.70	1.8686	1.8586	1.8703	0.00	22360.00
45	2008.08.15 02:18	buy	23	6.70	1.8657	1.8557	1.8674
46	2008.08.15 02:34	t/p	23	6.70	1.8674	1.8557	1.8674	1139.00	23499.00
47	2008.08.19 01:00	buy	24	7.00	1.8620	1.8520	1.8637
48	2008.08.19 02:22	t/p	24	7.00	1.8637	1.8520	1.8637	1190.00	24689.00
49	2008.08.28 02:50	sell	25	7.40	1.8369	1.8469	1.8352
50	2008.08.28 03:12	t/p	25	7.40	1.8352	1.8469	1.8352	1258.00	25947.00
51	2008.09.02 01:30	buy	26	7.80	1.7864	1.7764	1.7881
52	2008.09.02 01:30	t/p	26	7.80	1.7881	1.7764	1.7881	1326.00	27273.00
53	2008.09.02 01:30	buy	27	8.20	1.7886	1.7786	1.7903
54	2008.09.02 01:50	t/p	27	8.20	1.7903	1.7786	1.7903	1394.00	28667.00
55	2008.09.02 01:50	buy	28	8.60	1.7908	1.7808	1.7925
56	2008.09.02 02:06	t/p	28	8.60	1.7925	1.7808	1.7925	1462.00	30129.00
57	2008.09.02 02:23	buy	29	9.00	1.7899	1.7799	1.7916
58	2008.09.02 02:56	t/p	29	9.00	1.7916	1.7799	1.7916	1530.00	31659.00
59	2008.09.05 01:10	buy	30	9.50	1.7602	1.7502	1.7619
60	2008.09.05 02:11	t/p	30	9.50	1.7619	1.7502	1.7619	1615.00	33274.00
61	2008.09.11 01:04	buy	31	10.00	1.7495	1.7395	1.7512
62	2008.09.11 01:46	t/p	31	10.00	1.7512	1.7395	1.7512	1700.00	34974.00
63	2008.09.26 02:53	sell	32	10.50	1.8417	1.8517	1.8400
64	2008.09.26 08:07	close	32	10.50	1.8405	1.8517	1.8400	1260.00	36234.00
65	2008.10.01 02:08	sell	33	10.90	1.7842	1.7942	1.7825
66	2008.10.01 03:08	t/p	33	10.90	1.7825	1.7942	1.7825	1853.00	38087.00
67	2008.10.08 02:14	buy	34	11.40	1.7435	1.7335	1.7452
68	2008.10.08 02:24	t/p	34	11.40	1.7452	1.7335	1.7452	1938.00	40025.00
69	2008.10.08 02:29	buy	35	12.00	1.7433	1.7333	1.7450
70	2008.10.08 02:53	t/p	35	12.00	1.7450	1.7333	1.7450	2040.00	42065.00
71	2008.10.09 02:20	buy	36	12.60	1.7249	1.7149	1.7266
72	2008.10.09 05:21	t/p	36	12.60	1.7266	1.7149	1.7266	2142.00	44207.00
73	2008.10.16 01:00	buy	37	13.30	1.7147	1.7047	1.7164
74	2008.10.16 01:03	t/p	37	13.30	1.7164	1.7047	1.7164	2261.00	46468.00
75	2008.10.16 01:10	buy	38	13.90	1.7163	1.7063	1.7180
76	2008.10.16 01:49	t/p	38	13.90	1.7180	1.7063	1.7180	2363.00	48831.00
77	2008.10.22 02:50	buy	39	14.60	1.6553	1.6453	1.6570
78	2008.10.22 03:19	t/p	39	14.60	1.6570	1.6453	1.6570	2482.00	51313.00
79	2008.10.23 02:29	buy	40	15.40	1.6169	1.6069	1.6186
80	2008.10.23 02:36	t/p	40	15.40	1.6186	1.6069	1.6186	2618.00	53931.00
81	2008.11.04 01:13	buy	41	16.20	1.5788	1.5688	1.5805
82	2008.11.04 01:18	t/p	41	16.20	1.5805	1.5688	1.5805	2754.00	56685.00
83	2008.11.04 01:39	buy	42	17.00	1.5786	1.5686	1.5803
84	2008.11.04 03:13	t/p	42	17.00	1.5803	1.5686	1.5803	2890.00	59575.00
85	2008.11.06 02:43	buy	43	17.90	1.5848	1.5748	1.5865
86	2008.11.06 03:40	t/p	43	17.90	1.5865	1.5748	1.5865	3043.00	62618.00
87	2008.11.07 01:38	buy	44	18.80	1.5583	1.5483	1.5600
88	2008.11.07 05:23	t/p	44	18.80	1.5600	1.5483	1.5600	3196.00	65814.00
89	2008.11.11 02:27	sell	45	19.70	1.5659	1.5759	1.5642
90	2008.11.11 02:40	t/p	45	19.70	1.5642	1.5759	1.5642	3349.00	69163.00
91	2008.11.13 01:49	buy	46	20.70	1.4868	1.4768	1.4885
92	2008.11.13 02:24	t/p	46	20.70	1.4885	1.4768	1.4885	3519.00	72682.00
93	2008.11.18 01:01	buy	47	21.80	1.4990	1.4890	1.5007
94	2008.11.18 02:19	t/p	47	21.80	1.5007	1.4890	1.5007	3706.00	76388.00
95	2008.11.21 01:09	buy	48	22.90	1.4721	1.4621	1.4738
96	2008.11.21 01:15	t/p	48	22.90	1.4738	1.4621	1.4738	3893.00	80281.00
97	2008.12.04 01:07	sell	49	24.10	1.4798	1.4898	1.4781
98	2008.12.04 01:45	t/p	49	24.10	1.4781	1.4898	1.4781	4097.00	84378.00
99	2008.12.18 01:00	sell	50	25.30	1.5536	1.5636	1.5519
100	2008.12.18 01:33	t/p	50	25.30	1.5519	1.5636	1.5519	4301.00	88679.00
101	2008.12.30 01:00	buy	51	26.60	1.4397	1.4297	1.4414
102	2008.12.30 01:08	t/p	51	26.60	1.4414	1.4297	1.4414	4522.00	93201.00
103	2008.12.30 01:08	buy	52	28.00	1.4422	1.4322	1.4439
104	2008.12.30 02:19	t/p	52	28.00	1.4439	1.4322	1.4439	4760.00	97961.00
105	2008.12.31 02:06	sell	53	29.40	1.4443	1.4543	1.4426
106	2008.12.31 05:40	t/p	53	29.40	1.4426	1.4543	1.4426	4998.00	102959.00
107	2009.01.08 02:56	buy	54	30.90	1.5077	1.4977	1.5094
108	2009.01.08 07:58	close	54	30.90	1.5076	1.4977	1.5094	-309.00	102650.00
109	2009.01.13 01:04	buy	55	30.80	1.4808	1.4708	1.4825
110	2009.01.13 02:27	t/p	55	30.80	1.4825	1.4708	1.4825	5236.00	107886.00
111	2009.01.15 01:03	sell	56	32.40	1.4612	1.4712	1.4595
112	2009.01.15 01:58	t/p	56	32.40	1.4595	1.4712	1.4595	5508.00	113394.00
113	2009.01.15 02:42	sell	57	34.00	1.4611	1.4711	1.4594
114	2009.01.15 02:49	t/p	57	34.00	1.4594	1.4711	1.4594	5780.00	119174.00
115	2009.01.15 02:52	sell	58	35.80	1.4614	1.4714	1.4597
116	2009.01.15 03:15	t/p	58	35.80	1.4597	1.4714	1.4597	6086.00	125260.00
117	2009.01.20 01:00	buy	59	37.60	1.4424	1.4324	1.4441
118	2009.01.20 02:50	t/p	59	37.60	1.4441	1.4324	1.4441	6392.00	131652.00
119	2009.01.21 01:04	buy	60	39.50	1.3860	1.3760	1.3877
120	2009.01.21 01:17	t/p	60	39.50	1.3877	1.3760	1.3877	6715.00	138367.00
121	2009.01.27 01:13	sell	61	41.50	1.4008	1.4108	1.3991
122	2009.01.27 02:04	t/p	61	41.50	1.3991	1.4108	1.3991	7055.00	145422.00
123	2009.01.28 02:16	sell	62	43.60	1.4190	1.4290	1.4173
124	2009.01.28 02:22	t/p	62	43.60	1.4173	1.4290	1.4173	7412.00	152834.00
125	2009.01.28 02:39	sell	63	45.90	1.4187	1.4287	1.4170
126	2009.01.28 03:47	t/p	63	45.90	1.4170	1.4287	1.4170	7803.00	160637.00
127	2009.01.30 02:21	buy	64	48.20	1.4262	1.4162	1.4279
128	2009.01.30 02:26	t/p	64	48.20	1.4279	1.4162	1.4279	8194.00	168831.00
129	2009.01.30 02:40	buy	65	50.00	1.4263	1.4163	1.4280
130	2009.01.30 02:53	t/p	65	50.00	1.4280	1.4163	1.4280	8500.00	177331.00
131	2009.02.03 02:15	buy	66	50.00	1.4224	1.4124	1.4241
132	2009.02.03 04:18	t/p	66	50.00	1.4241	1.4124	1.4241	8500.00	185831.00
133	2009.02.10 02:45	buy	67	50.00	1.4872	1.4772	1.4889
134	2009.02.10 08:36	close	67	50.00	1.4843	1.4772	1.4889	-14500.00	171331.00
135	2009.02.12 01:01	sell	68	50.00	1.4400	1.4500	1.4383
136	2009.02.12 01:31	t/p	68	50.00	1.4383	1.4500	1.4383	8500.00	179831.00
137	2009.02.13 01:14	sell	69	50.00	1.4287	1.4387	1.4270
138	2009.02.13 02:10	t/p	69	50.00	1.4270	1.4387	1.4270	8500.00	188331.00
139	2009.02.17 01:00	sell	70	50.00	1.4296	1.4396	1.4279
140	2009.02.17 01:14	t/p	70	50.00	1.4279	1.4396	1.4279	8500.00	196831.00
141	2009.02.17 01:17	sell	71	50.00	1.4286	1.4386	1.4269
142	2009.02.17 03:24	t/p	71	50.00	1.4269	1.4386	1.4269	8500.00	205331.00
143	2009.02.20 02:53	buy	72	50.00	1.4268	1.4168	1.4285
144	2009.02.20 10:00	close	72	50.00	1.4225	1.4168	1.4285	-21500.00	183831.00
145	2009.02.24 02:59	buy	73	50.00	1.4459	1.4359	1.4476
146	2009.02.24 03:08	t/p	73	50.00	1.4476	1.4359	1.4476	8500.00	192331.00
147	2009.02.27 02:39	buy	74	50.00	1.4291	1.4191	1.4308
148	2009.02.27 07:57	close	74	50.00	1.4297	1.4191	1.4308	3000.00	195331.00
149	2009.03.11 02:58	sell	75	50.00	1.3790	1.3890	1.3773
150	2009.03.11 04:05	t/p	75	50.00	1.3773	1.3890	1.3773	8500.00	203831.00
151	2009.03.18 01:38	sell	76	50.00	1.4056	1.4156	1.4039
152	2009.03.18 03:53	t/p	76	50.00	1.4039	1.4156	1.4039	8500.00	212331.00
153	2009.03.20 02:18	buy	77	50.00	1.4483	1.4383	1.4500
154	2009.03.20 02:31	t/p	77	50.00	1.4500	1.4383	1.4500	8500.00	220831.00
155	2009.03.26 02:30	sell	78	50.00	1.4569	1.4669	1.4552
156	2009.03.26 02:56	t/p	78	50.00	1.4552	1.4669	1.4552	8500.00	229331.00
157	2009.04.03 02:53	sell	79	50.00	1.4742	1.4842	1.4725
158	2009.04.03 03:49	t/p	79	50.00	1.4725	1.4842	1.4725	8500.00	237831.00
159	2009.04.07 02:33	buy	80	50.00	1.4709	1.4609	1.4726
160	2009.04.07 07:45	close	80	50.00	1.4700	1.4609	1.4726	-4500.00	233331.00
161	2009.04.10 02:17	buy	81	50.00	1.4647	1.4547	1.4664
162	2009.04.10 07:08	close	81	50.00	1.4661	1.4547	1.4664	7000.00	240331.00
163	2009.05.05 01:05	sell	82	50.00	1.5036	1.5136	1.5019
164	2009.05.05 03:39	t/p	82	50.00	1.5019	1.5136	1.5019	8500.00	248831.00
165	2009.05.06 02:36	buy	83	50.00	1.5046	1.4946	1.5063
166	2009.05.06 08:49	close	83	50.00	1.5033	1.4946	1.5063	-6500.00	242331.00
167	2009.05.13 02:30	sell	84	50.00	1.5295	1.5395	1.5278
168	2009.05.13 09:18	close	84	50.00	1.5285	1.5395	1.5278	5000.00	247331.00
169	2009.05.22 02:24	sell	85	50.00	1.5873	1.5973	1.5856
170	2009.05.22 05:24	t/p	85	50.00	1.5856	1.5973	1.5856	8500.00	255831.00
171	2009.05.27 02:30	sell	86	50.00	1.5967	1.6067	1.5950
172	2009.05.27 08:51	t/p	86	50.00	1.5950	1.6067	1.5950	8500.00	264331.00
173	2009.06.05 01:24	buy	87	50.00	1.6121	1.6021	1.6138
174	2009.06.05 03:19	t/p	87	50.00	1.6138	1.6021	1.6138	8500.00	272831.00
175	2009.06.09 02:22	sell	88	50.00	1.6075	1.6175	1.6058
176	2009.06.09 03:53	t/p	88	50.00	1.6058	1.6175	1.6058	8500.00	281331.00
177	2009.06.16 02:49	buy	89	50.00	1.6278	1.6178	1.6295
178	2009.06.16 08:16	close	89	50.00	1.6270	1.6178	1.6295	-4000.00	277331.00
179	2009.06.17 02:21	buy	90	50.00	1.6381	1.6281	1.6398
180	2009.06.17 06:39	close	90	50.00	1.6396	1.6281	1.6398	7500.00	284831.00
181	2009.06.19 02:19	sell	91	50.00	1.6381	1.6481	1.6364
182	2009.06.19 02:34	t/p	91	50.00	1.6364	1.6481	1.6364	8500.00	293331.00
183	2009.06.23 02:45	buy	92	50.00	1.6310	1.6210	1.6327
184	2009.06.23 03:09	t/p	92	50.00	1.6327	1.6210	1.6327	8500.00	301831.00
185	2009.06.30 02:30	sell	93	50.00	1.6587	1.6687	1.6570
186	2009.06.30 02:55	t/p	93	50.00	1.6570	1.6687	1.6570	8500.00	310331.00
187	2009.07.03 01:00	buy	94	50.00	1.6342	1.6242	1.6359
188	2009.07.03 01:05	t/p	94	50.00	1.6359	1.6242	1.6359	8500.00	318831.00
189	2009.07.03 01:13	buy	95	50.00	1.6352	1.6252	1.6369
190	2009.07.03 03:37	t/p	95	50.00	1.6369	1.6252	1.6369	8500.00	327331.00
191	2009.07.08 02:34	buy	96	50.00	1.6106	1.6006	1.6123
192	2009.07.08 07:52	close	96	50.00	1.6104	1.6006	1.6123	-1000.00	326331.00
193	2009.07.14 01:39	sell	97	50.00	1.6258	1.6358	1.6241
194	2009.07.14 04:31	t/p	97	50.00	1.6241	1.6358	1.6241	8500.00	334831.00
195	2009.07.17 01:40	buy	98	50.00	1.6410	1.6310	1.6427
196	2009.07.17 06:33	close	98	50.00	1.6412	1.6310	1.6427	1000.00	335831.00
197	2009.07.29 02:36	buy	99	50.00	1.6406	1.6306	1.6423
198	2009.07.29 03:24	t/p	99	50.00	1.6423	1.6306	1.6423	8500.00	344331.00
199	2009.08.05 02:15	sell	100	50.00	1.6950	1.7050	1.6933
200	2009.08.05 03:39	t/p	100	50.00	1.6933	1.7050	1.6933	8500.00	352831.00
201	2009.08.19 02:51	sell	101	50.00	1.6581	1.6681	1.6564
202	2009.08.19 03:24	t/p	101	50.00	1.6564	1.6681	1.6564	8500.00	361331.00