通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2001.01.01 00:00 - 2001.12.28 23:55 (2001.01.01 - 2001.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		AgressiveMode=false; Lots=0.1; SlipPage=3; GMT=2; MagicNumber_1=12345; MagicNumber_2=54321;
Bars in test	75050	Ticks modelled	2023641	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	274.66	Gross profit	2560.43	Gross loss	-2285.77
Profit factor	1.12	Expected payoff	4.90
Absolute drawdown	787.73	Maximal drawdown	926.73 (9.14%)	Relative drawdown	9.14% (926.73)
Total trades	56	Short positions (won %)	26 (53.85%)	Long positions (won %)	30 (43.33%)
		Profit trades (% of total)	27 (48.21%)	Loss trades (% of total)	29 (51.79%)
Largest		profit trade	334.00	loss trade	-210.00
Average		profit trade	94.83	loss trade	-78.82
Maximum		consecutive wins (profit in money)	4 (741.84)	consecutive losses (loss in money)	4 (-413.66)
Maximal		consecutive profit (count of wins)	741.84 (4)	consecutive loss (count of losses)	-413.66 (4)
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	2001.01.02 10:00	buy	1	0.10	0.94570	0.00000	0.00000
2	2001.01.02 10:15	modify	1	0.10	0.94570	0.92480	0.97980
3	2001.01.17 17:00	close	1	0.10	0.93020	0.92480	0.97980	-155.00	9845.00
4	2001.01.17 17:00	sell	2	0.10	0.93020	0.00000	0.00000
5	2001.01.17 17:15	modify	2	0.10	0.93020	0.95310	0.89810
6	2001.01.18 12:00	close	2	0.10	0.94280	0.95310	0.89810	-126.49	9718.51
7	2001.01.18 12:00	buy	3	0.10	0.94280	0.00000	0.00000
8	2001.01.18 12:15	modify	3	0.10	0.94280	0.92010	0.97510
9	2001.01.19 17:00	close	3	0.10	0.93470	0.92010	0.97510	-81.00	9637.51
10	2001.01.19 17:00	sell	4	0.10	0.93470	0.00000	0.00000
11	2001.01.19 17:15	modify	4	0.10	0.93470	0.95890	0.90390
12	2001.01.22 20:00	close	4	0.10	0.93980	0.95890	0.90390	-51.16	9586.34
13	2001.01.24 16:00	sell	5	0.10	0.92500	0.00000	0.00000
14	2001.01.24 16:15	modify	5	0.10	0.92500	0.94640	0.89140
15	2001.01.30 16:00	close	5	0.10	0.92070	0.94640	0.89140	42.01	9628.35
16	2001.01.30 16:00	buy	6	0.10	0.92070	0.00000	0.00000
17	2001.01.30 16:15	modify	6	0.10	0.92070	0.90160	0.95660
18	2001.02.05 08:15	modify	6	0.10	0.92070	0.92110	0.95660
19	2001.02.05 08:30	modify	6	0.10	0.92070	0.92180	0.95660
20	2001.02.05 08:45	modify	6	0.10	0.92070	0.92290	0.95660
21	2001.02.08 12:22	s/l	6	0.10	0.92290	0.92290	0.95660	22.00	9650.35
22	2001.02.08 13:00	sell	7	0.10	0.92240	0.00000	0.00000
23	2001.02.08 13:15	modify	7	0.10	0.92240	0.94420	0.88920
24	2001.02.09 12:00	close	7	0.10	0.92270	0.94420	0.88920	-3.16	9647.19
25	2001.02.09 12:00	buy	8	0.10	0.92270	0.00000	0.00000
26	2001.02.09 12:15	modify	8	0.10	0.92270	0.90030	0.95530
27	2001.02.15 11:00	close	8	0.10	0.91260	0.90030	0.95530	-101.00	9546.19
28	2001.02.15 11:00	sell	9	0.10	0.91260	0.00000	0.00000
29	2001.02.15 11:15	modify	9	0.10	0.91260	0.93480	0.87980
30	2001.02.16 11:00	close	9	0.10	0.90990	0.93480	0.87980	26.84	9573.03
31	2001.02.16 11:00	buy	10	0.10	0.90990	0.00000	0.00000
32	2001.02.16 11:15	modify	10	0.10	0.90990	0.88850	0.94350
33	2001.02.20 05:45	modify	10	0.10	0.90990	0.91030	0.94350
34	2001.02.20 10:00	close	10	0.10	0.91530	0.91030	0.94350	54.00	9627.03
35	2001.02.20 10:00	sell	11	0.10	0.91530	0.00000	0.00000
36	2001.02.20 10:15	modify	11	0.10	0.91530	0.93590	0.88090
37	2001.02.21 10:00	close	11	0.10	0.91280	0.93590	0.88090	24.84	9651.86
38	2001.02.21 10:00	buy	12	0.10	0.91280	0.00000	0.00000
39	2001.02.21 10:15	modify	12	0.10	0.91280	0.89290	0.94790
40	2001.03.02 05:00	modify	12	0.10	0.91280	0.91318	0.94790
41	2001.03.02 05:15	modify	12	0.10	0.91280	0.91338	0.94790
42	2001.03.02 06:00	modify	12	0.10	0.91280	0.91363	0.94790
43	2001.03.02 06:15	modify	12	0.10	0.91280	0.91433	0.94790
44	2001.03.02 09:45	modify	12	0.10	0.91280	0.91577	0.94790
45	2001.03.07 01:00	modify	12	0.10	0.91280	0.91628	0.94790
46	2001.03.07 01:15	modify	12	0.10	0.91280	0.91718	0.94790
47	2001.03.07 02:00	modify	12	0.10	0.91280	0.91752	0.94790
48	2001.03.07 02:15	modify	12	0.10	0.91280	0.91762	0.94790
49	2001.03.07 02:30	modify	12	0.10	0.91280	0.91832	0.94790
50	2001.03.07 17:00	close	12	0.10	0.92720	0.91832	0.94790	144.00	9795.86
51	2001.03.07 17:00	sell	13	0.10	0.92720	0.00000	0.00000
52	2001.03.07 17:15	modify	13	0.10	0.92720	0.94980	0.89480
53	2001.03.08 12:00	close	13	0.10	0.93330	0.94980	0.89480	-61.49	9734.37
54	2001.03.08 12:00	buy	14	0.10	0.93330	0.00000	0.00000
55	2001.03.08 12:15	modify	14	0.10	0.93330	0.91180	0.96680
56	2001.03.13 10:00	close	14	0.10	0.92280	0.91180	0.96680	-105.00	9629.37
57	2001.03.13 10:00	sell	15	0.10	0.92280	0.00000	0.00000
58	2001.03.13 10:15	modify	15	0.10	0.92280	0.94560	0.89060
59	2001.03.16 04:00	modify	15	0.10	0.92280	0.91972	0.89060
60	2001.03.16 05:00	modify	15	0.10	0.92280	0.91917	0.89060
61	2001.03.16 05:30	modify	15	0.10	0.92280	0.91867	0.89060
62	2001.03.16 06:00	modify	15	0.10	0.92280	0.91823	0.89060
63	2001.03.16 06:15	modify	15	0.10	0.92280	0.91813	0.89060
64	2001.03.19 04:00	modify	15	0.10	0.92280	0.91683	0.89060
65	2001.03.19 04:15	modify	15	0.10	0.92280	0.91673	0.89060
66	2001.03.19 05:45	modify	15	0.10	0.92280	0.91627	0.89060
67	2001.03.19 10:00	close	15	0.10	0.89880	0.91627	0.89060	239.01	9868.38
68	2001.03.20 08:00	buy	16	0.10	0.90470	0.00000	0.00000
69	2001.03.20 08:15	modify	16	0.10	0.90470	0.88330	0.93830
70	2001.03.22 16:00	close	16	0.10	0.88370	0.88330	0.93830	-210.00	9658.38
71	2001.03.22 16:00	sell	17	0.10	0.88370	0.00000	0.00000
72	2001.03.22 16:15	modify	17	0.10	0.88370	0.90650	0.85150
73	2001.03.23 08:00	close	17	0.10	0.89160	0.90650	0.85150	-79.16	9579.22
74	2001.03.23 08:00	buy	18	0.10	0.89160	0.00000	0.00000
75	2001.03.23 08:15	modify	18	0.10	0.89160	0.86950	0.92450
76	2001.03.28 11:00	close	18	0.10	0.88690	0.86950	0.92450	-47.00	9532.22
77	2001.03.28 11:00	sell	19	0.10	0.88690	0.00000	0.00000
78	2001.03.28 11:15	modify	19	0.10	0.88690	0.90930	0.85430
79	2001.03.30 15:00	close	19	0.10	0.88520	0.90930	0.85430	16.34	9548.56
80	2001.03.30 15:00	buy	20	0.10	0.88520	0.00000	0.00000
81	2001.03.30 15:15	modify	20	0.10	0.88520	0.86300	0.91800
82	2001.04.10 17:00	close	20	0.10	0.89030	0.86300	0.91800	51.00	9599.56
83	2001.04.10 17:00	sell	21	0.10	0.89030	0.00000	0.00000
84	2001.04.10 17:15	modify	21	0.10	0.89030	0.91110	0.85610
85	2001.04.12 16:00	close	21	0.10	0.89070	0.91110	0.85610	-4.66	9594.90
86	2001.04.12 16:00	buy	22	0.10	0.89070	0.00000	0.00000
87	2001.04.12 16:15	modify	22	0.10	0.89070	0.86960	0.92460
88	2001.04.16 14:00	close	22	0.10	0.88520	0.86960	0.92460	-55.00	9539.90
89	2001.04.17 13:00	sell	23	0.10	0.87890	0.00000	0.00000
90	2001.04.17 13:15	modify	23	0.10	0.87890	0.90110	0.84610
91	2001.04.18 19:00	close	23	0.10	0.88760	0.90110	0.84610	-87.16	9452.74
92	2001.04.18 19:00	buy	24	0.10	0.88760	0.00000	0.00000
93	2001.04.18 19:15	modify	24	0.10	0.88760	0.86540	0.92040
94	2001.04.27 16:00	close	24	0.10	0.89360	0.86540	0.92040	60.00	9512.74
95	2001.04.27 16:00	sell	25	0.10	0.89360	0.00000	0.00000
96	2001.04.27 16:15	modify	25	0.10	0.89360	0.91310	0.85810
97	2001.05.01 15:00	close	25	0.10	0.89030	0.91310	0.85810	32.67	9545.41
98	2001.05.01 15:00	buy	26	0.10	0.89030	0.00000	0.00000
99	2001.05.01 15:15	modify	26	0.10	0.89030	0.86810	0.92310
100	2001.05.10 18:00	close	26	0.10	0.87910	0.86810	0.92310	-112.00	9433.41
101	2001.05.10 18:00	sell	27	0.10	0.87910	0.00000	0.00000
102	2001.05.10 18:15	modify	27	0.10	0.87910	0.90210	0.84710
103	2001.05.15 11:00	close	27	0.10	0.87530	0.90210	0.84710	37.51	9470.91
104	2001.05.15 11:00	buy	28	0.10	0.87530	0.00000	0.00000
105	2001.05.15 11:15	modify	28	0.10	0.87530	0.85350	0.90850
106	2001.05.22 14:00	close	28	0.10	0.86820	0.85350	0.90850	-71.00	9399.91
107	2001.05.22 14:00	sell	29	0.10	0.86820	0.00000	0.00000
108	2001.05.22 14:15	modify	29	0.10	0.86820	0.89010	0.83510
109	2001.05.25 09:00	close	29	0.10	0.86110	0.89010	0.83510	70.18	9470.09
110	2001.05.25 09:00	buy	30	0.10	0.86110	0.00000	0.00000
111	2001.05.25 09:15	modify	30	0.10	0.86110	0.83930	0.89430
112	2001.05.31 07:00	close	30	0.10	0.85100	0.83930	0.89430	-101.00	9369.09
113	2001.05.31 07:00	sell	31	0.10	0.85100	0.00000	0.00000
114	2001.05.31 07:15	modify	31	0.10	0.85100	0.87600	0.82100
115	2001.06.01 20:00	close	31	0.10	0.84860	0.87600	0.82100	23.84	9392.93
116	2001.06.01 20:00	buy	32	0.10	0.84860	0.00000	0.00000
117	2001.06.01 20:15	modify	32	0.10	0.84860	0.82630	0.88130
118	2001.06.06 17:00	close	32	0.10	0.84650	0.82630	0.88130	-21.00	9371.93
119	2001.06.06 17:00	sell	33	0.10	0.84650	0.00000	0.00000
120	2001.06.06 17:15	modify	33	0.10	0.84650	0.86940	0.81440
121	2001.06.07 17:00	close	33	0.10	0.85030	0.86940	0.81440	-38.49	9333.43
122	2001.06.07 17:00	buy	34	0.10	0.85030	0.00000	0.00000
123	2001.06.07 17:15	modify	34	0.10	0.85030	0.82710	0.88210
124	2001.06.11 15:00	close	34	0.10	0.84520	0.82710	0.88210	-51.00	9282.43
125	2001.06.12 13:00	buy	35	0.10	0.84720	0.00000	0.00000
126	2001.06.12 13:15	modify	35	0.10	0.84720	0.82540	0.88040
127	2001.06.15 05:15	modify	35	0.10	0.84720	0.84745	0.88040
128	2001.06.15 05:30	modify	35	0.10	0.84720	0.84775	0.88040
129	2001.06.18 07:30	modify	35	0.10	0.84720	0.84777	0.88040
130	2001.06.27 02:30	modify	35	0.10	0.84720	0.84780	0.88040
131	2001.06.27 02:45	modify	35	0.10	0.84720	0.84800	0.88040
132	2001.06.28 13:00	close	35	0.10	0.85250	0.84800	0.88040	53.00	9335.43
133	2001.06.28 13:00	sell	36	0.10	0.85250	0.00000	0.00000
134	2001.06.28 13:15	modify	36	0.10	0.85250	0.87450	0.81950
135	2001.06.29 21:00	close	36	0.10	0.84970	0.87450	0.81950	27.84	9363.27
136	2001.06.29 21:00	buy	37	0.10	0.84970	0.00000	0.00000
137	2001.06.29 21:15	modify	37	0.10	0.84970	0.82740	0.88240
138	2001.07.19 01:00	modify	37	0.10	0.84970	0.85158	0.88240
139	2001.07.19 01:15	modify	37	0.10	0.84970	0.85178	0.88240
140	2001.07.19 02:00	modify	37	0.10	0.84970	0.85258	0.88240
141	2001.07.20 01:00	modify	37	0.10	0.84970	0.85362	0.88240
142	2001.07.20 02:00	modify	37	0.10	0.84970	0.85468	0.88240
143	2001.07.20 03:00	modify	37	0.10	0.84970	0.85470	0.88240
144	2001.07.20 03:15	modify	37	0.10	0.84970	0.85480	0.88240
145	2001.07.20 03:30	modify	37	0.10	0.84970	0.85510	0.88240
146	2001.07.20 03:45	modify	37	0.10	0.84970	0.85580	0.88240
147	2001.07.25 05:00	modify	37	0.10	0.84970	0.85632	0.88240
148	2001.07.25 06:00	modify	37	0.10	0.84970	0.85817	0.88240
149	2001.07.25 06:15	modify	37	0.10	0.84970	0.85837	0.88240
150	2001.07.25 23:00	modify	37	0.10	0.84970	0.86100	0.88240
151	2001.07.25 23:15	modify	37	0.10	0.84970	0.86120	0.88240
152	2001.07.25 23:30	modify	37	0.10	0.84970	0.86170	0.88240
153	2001.07.26 00:01	modify	37	0.10	0.84970	0.86210	0.88240
154	2001.07.26 00:30	modify	37	0.10	0.84970	0.86230	0.88240
155	2001.07.26 01:00	modify	37	0.10	0.84970	0.86425	0.88240
156	2001.07.26 01:45	modify	37	0.10	0.84970	0.86435	0.88240
157	2001.07.26 02:00	modify	37	0.10	0.84970	0.86503	0.88240
158	2001.07.26 02:15	modify	37	0.10	0.84970	0.86513	0.88240
159	2001.07.26 02:45	modify	37	0.10	0.84970	0.86523	0.88240
160	2001.07.26 08:22	t/p	37	0.10	0.88240	0.86523	0.88240	327.00	9690.27
161	2001.08.01 05:00	buy	38	0.10	0.87940	0.00000	0.00000
162	2001.08.01 05:15	modify	38	0.10	0.87940	0.85780	0.91280
163	2001.08.14 01:04	modify	38	0.10	0.87940	0.88010	0.91280
164	2001.08.14 01:45	modify	38	0.10	0.87940	0.88080	0.91280
165	2001.08.14 02:00	modify	38	0.10	0.87940	0.88103	0.91280
166	2001.08.14 04:00	modify	38	0.10	0.87940	0.88125	0.91280
167	2001.08.14 04:18	modify	38	0.10	0.87940	0.88135	0.91280
168	2001.08.14 05:00	modify	38	0.10	0.87940	0.88288	0.91280
169	2001.08.14 05:15	modify	38	0.10	0.87940	0.88328	0.91280
170	2001.08.15 01:01	modify	38	0.10	0.87940	0.88355	0.91280
171	2001.08.15 01:30	modify	38	0.10	0.87940	0.88365	0.91280
172	2001.08.15 02:00	modify	38	0.10	0.87940	0.88605	0.91280
173	2001.08.15 02:15	modify	38	0.10	0.87940	0.88625	0.91280
174	2001.08.15 02:45	modify	38	0.10	0.87940	0.88675	0.91280
175	2001.08.15 03:00	modify	38	0.10	0.87940	0.88708	0.91280
176	2001.08.15 03:15	modify	38	0.10	0.87940	0.88748	0.91280
177	2001.08.15 03:45	modify	38	0.10	0.87940	0.88808	0.91280
178	2001.08.15 13:57	t/p	38	0.10	0.91280	0.88808	0.91280	334.00	10024.27
179	2001.08.15 14:00	buy	39	0.10	0.91390	0.00000	0.00000
180	2001.08.15 14:15	modify	39	0.10	0.91390	0.89000	0.94500
181	2001.08.28 09:00	close	39	0.10	0.90520	0.89000	0.94500	-87.00	9937.27
182	2001.08.28 09:00	sell	40	0.10	0.90520	0.00000	0.00000
183	2001.08.28 09:15	modify	40	0.10	0.90520	0.92840	0.87340
184	2001.08.30 15:00	close	40	0.10	0.91150	0.92840	0.87340	-63.66	9873.61
185	2001.08.30 15:00	buy	41	0.10	0.91150	0.00000	0.00000
186	2001.08.30 15:15	modify	41	0.10	0.91150	0.89120	0.94620
187	2001.08.31 17:00	close	41	0.10	0.90820	0.89120	0.94620	-33.00	9840.61
188	2001.08.31 17:00	sell	42	0.10	0.90820	0.00000	0.00000
189	2001.08.31 17:15	modify	42	0.10	0.90820	0.93190	0.87690
190	2001.09.05 02:30	modify	42	0.10	0.90820	0.90813	0.87690
191	2001.09.05 04:00	modify	42	0.10	0.90820	0.90593	0.87690
192	2001.09.05 04:16	modify	42	0.10	0.90820	0.90553	0.87690
193	2001.09.05 05:00	modify	42	0.10	0.90820	0.90498	0.87690
194	2001.09.05 05:15	modify	42	0.10	0.90820	0.90488	0.87690
195	2001.09.05 06:00	modify	42	0.10	0.90820	0.90432	0.87690
196	2001.09.05 18:00	close	42	0.10	0.88990	0.90432	0.87690	182.51	10023.12
197	2001.09.05 18:00	buy	43	0.10	0.88990	0.00000	0.00000
198	2001.09.05 18:15	modify	43	0.10	0.88990	0.86700	0.92200
199	2001.09.13 00:01	modify	43	0.10	0.88990	0.89128	0.92200
200	2001.09.13 01:01	modify	43	0.10	0.88990	0.89292	0.92200
201	2001.09.13 01:15	modify	43	0.10	0.88990	0.89302	0.92200
202	2001.09.13 02:00	modify	43	0.10	0.88990	0.89315	0.92200
203	2001.09.13 03:00	modify	43	0.10	0.88990	0.89317	0.92200
204	2001.09.14 14:08	t/p	43	0.10	0.92200	0.89317	0.92200	321.00	10344.12
205	2001.09.14 14:15	buy	44	0.10	0.92240	0.00000	0.00000
206	2001.09.14 14:30	modify	44	0.10	0.92240	0.90180	0.95680
207	2001.10.09 18:00	close	44	0.10	0.91570	0.90180	0.95680	-67.00	10277.12
208	2001.10.09 18:00	sell	45	0.10	0.91570	0.00000	0.00000
209	2001.10.09 18:15	modify	45	0.10	0.91570	0.93520	0.88020
210	2001.10.12 15:00	close	45	0.10	0.90530	0.93520	0.88020	103.18	10380.29
211	2001.10.12 15:00	buy	46	0.10	0.90530	0.00000	0.00000
212	2001.10.12 15:15	modify	46	0.10	0.90530	0.88420	0.93920
213	2001.10.22 17:00	close	46	0.10	0.89130	0.88420	0.93920	-140.00	10240.29
214	2001.10.24 12:00	buy	47	0.10	0.89390	0.00000	0.00000
215	2001.10.24 12:15	modify	47	0.10	0.89390	0.87150	0.92650
216	2001.10.31 17:00	close	47	0.10	0.90040	0.87150	0.92650	65.00	10305.29
217	2001.10.31 17:00	sell	48	0.10	0.90040	0.00000	0.00000
218	2001.10.31 17:15	modify	48	0.10	0.90040	0.92260	0.86760
219	2001.11.01 11:00	close	48	0.10	0.90750	0.92260	0.86760	-71.49	10233.80
220	2001.11.01 11:00	buy	49	0.10	0.90750	0.00000	0.00000
221	2001.11.01 11:15	modify	49	0.10	0.90750	0.88550	0.94050
222	2001.11.08 17:00	close	49	0.10	0.89240	0.88550	0.94050	-151.00	10082.80
223	2001.11.08 17:00	sell	50	0.10	0.89240	0.00000	0.00000
224	2001.11.08 17:15	modify	50	0.10	0.89240	0.91320	0.85820
225	2001.11.12 16:00	close	50	0.10	0.89860	0.91320	0.85820	-62.33	10020.47
226	2001.11.13 09:00	sell	51	0.10	0.88790	0.00000	0.00000
227	2001.11.13 09:15	modify	51	0.10	0.88790	0.90960	0.85460
228	2001.11.14 17:00	close	51	0.10	0.88400	0.90960	0.85460	38.84	10059.31
229	2001.11.14 17:00	buy	52	0.10	0.88400	0.00000	0.00000
230	2001.11.14 17:15	modify	52	0.10	0.88400	0.86190	0.91690
231	2001.12.05 18:00	close	52	0.10	0.88550	0.86190	0.91690	15.00	10074.31
232	2001.12.05 18:00	sell	53	0.10	0.88550	0.00000	0.00000
233	2001.12.05 18:15	modify	53	0.10	0.88550	0.90790	0.85290
234	2001.12.06 16:00	close	53	0.10	0.89030	0.90790	0.85290	-48.49	10025.81
235	2001.12.06 16:00	buy	54	0.10	0.89030	0.00000	0.00000
236	2001.12.06 16:15	modify	54	0.10	0.89030	0.86940	0.92440
237	2001.12.19 12:00	close	54	0.10	0.89640	0.86940	0.92440	61.00	10086.81
238	2001.12.19 12:00	sell	55	0.10	0.89640	0.00000	0.00000
239	2001.12.19 12:15	modify	55	0.10	0.89640	0.91870	0.86370
240	2001.12.26 09:00	close	55	0.10	0.88140	0.91870	0.86370	148.85	10235.66
241	2001.12.26 09:00	buy	56	0.10	0.88140	0.00000	0.00000
242	2001.12.26 09:15	modify	56	0.10	0.88140	0.85920	0.91420
243	2001.12.28 23:55	close at stop	56	0.10	0.88530	0.85920	0.91420	39.00	10274.66