通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2002.01.01 07:50 - 2002.12.30 23:55 (2002.01.01 - 2002.12.31)
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	75218	Ticks modelled	2136668	Modelling quality	89.99%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1184.70	Gross profit	2655.43	Gross loss	-1470.73
Profit factor	1.81	Expected payoff	29.62
Absolute drawdown	307.80	Maximal drawdown	455.09 (4.21%)	Relative drawdown	4.34% (439.80)
Total trades	40	Short positions (won %)	16 (43.75%)	Long positions (won %)	24 (50.00%)
		Profit trades (% of total)	19 (47.50%)	Loss trades (% of total)	21 (52.50%)
Largest		profit trade	335.00	loss trade	-178.00
Average		profit trade	139.76	loss trade	-70.03
Maximum		consecutive wins (profit in money)	3 (414.76)	consecutive losses (loss in money)	4 (-280.62)
Maximal		consecutive profit (count of wins)	650.00 (2)	consecutive loss (count of losses)	-280.62 (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	2002.01.02 05:00	buy	1	0.10	0.89370	0.00000	0.00000
2	2002.01.02 05:15	modify	1	0.10	0.89370	0.87210	0.92710
3	2002.01.07 13:00	close	1	0.10	0.88890	0.87210	0.92710	-48.00	9952.00
4	2002.01.09 01:00	buy	2	0.10	0.89540	0.00000	0.00000
5	2002.01.09 01:15	modify	2	0.10	0.89540	0.87240	0.92740
6	2002.01.15 21:00	close	2	0.10	0.88430	0.87240	0.92740	-111.00	9841.00
7	2002.01.15 21:00	sell	3	0.10	0.88430	0.00000	0.00000
8	2002.01.15 21:15	modify	3	0.10	0.88430	0.90670	0.85170
9	2002.01.17 01:00	close	3	0.10	0.88480	0.90670	0.85170	-5.62	9835.38
10	2002.01.17 01:00	buy	4	0.10	0.88480	0.00000	0.00000
11	2002.01.17 01:15	modify	4	0.10	0.88480	0.86270	0.91770
12	2002.01.23 20:00	close	4	0.10	0.87810	0.86270	0.91770	-67.00	9768.38
13	2002.01.23 20:00	sell	5	0.10	0.87810	0.00000	0.00000
14	2002.01.23 20:15	modify	5	0.10	0.87810	0.89920	0.84420
15	2002.01.29 18:00	close	5	0.10	0.86420	0.89920	0.84420	138.07	9906.45
16	2002.01.29 18:00	buy	6	0.10	0.86420	0.00000	0.00000
17	2002.01.29 18:15	modify	6	0.10	0.86420	0.84310	0.89810
18	2002.02.12 05:00	modify	6	0.10	0.86420	0.86470	0.89810
19	2002.02.20 18:00	close	6	0.10	0.87080	0.86470	0.89810	66.00	9972.45
20	2002.02.20 18:00	sell	7	0.10	0.87080	0.00000	0.00000
21	2002.02.20 18:15	modify	7	0.10	0.87080	0.89300	0.83800
22	2002.02.22 14:00	close	7	0.10	0.87440	0.89300	0.83800	-36.62	9935.82
23	2002.02.22 14:00	buy	8	0.10	0.87440	0.00000	0.00000
24	2002.02.22 14:15	modify	8	0.10	0.87440	0.85230	0.90730
25	2002.02.26 19:00	close	8	0.10	0.86260	0.85230	0.90730	-118.00	9817.82
26	2002.02.26 19:00	sell	9	0.10	0.86260	0.00000	0.00000
27	2002.02.26 19:15	modify	9	0.10	0.86260	0.88530	0.83030
28	2002.02.28 21:00	close	9	0.10	0.86900	0.88530	0.83030	-64.62	9753.20
29	2002.02.28 21:00	buy	10	0.10	0.86900	0.00000	0.00000
30	2002.02.28 21:15	modify	10	0.10	0.86900	0.84700	0.90200
31	2002.03.21 04:00	modify	10	0.10	0.86900	0.86913	0.90200
32	2002.03.21 04:15	modify	10	0.10	0.86900	0.86963	0.90200
33	2002.03.21 04:45	modify	10	0.10	0.86900	0.86973	0.90200
34	2002.03.22 19:00	close	10	0.10	0.87560	0.86973	0.90200	66.00	9819.20
35	2002.03.22 19:00	sell	11	0.10	0.87560	0.00000	0.00000
36	2002.03.22 19:15	modify	11	0.10	0.87560	0.89820	0.84320
37	2002.04.01 03:00	close	11	0.10	0.87370	0.89820	0.84320	17.76	9836.96
38	2002.04.03 14:00	buy	12	0.10	0.88080	0.00000	0.00000
39	2002.04.03 14:15	modify	12	0.10	0.88080	0.85890	0.91390
40	2002.04.26 00:48	modify	12	0.10	0.88080	0.88087	0.91390
41	2002.04.26 01:00	modify	12	0.10	0.88080	0.88263	0.91390
42	2002.04.26 01:15	modify	12	0.10	0.88080	0.88273	0.91390
43	2002.04.26 01:30	modify	12	0.10	0.88080	0.88283	0.91390
44	2002.04.26 02:00	modify	12	0.10	0.88080	0.88425	0.91390
45	2002.04.26 02:15	modify	12	0.10	0.88080	0.88535	0.91390
46	2002.04.29 02:00	modify	12	0.10	0.88080	0.88710	0.91390
47	2002.04.29 02:30	modify	12	0.10	0.88080	0.88730	0.91390
48	2002.04.29 02:45	modify	12	0.10	0.88080	0.88740	0.91390
49	2002.04.29 03:00	modify	12	0.10	0.88080	0.88803	0.91390
50	2002.04.29 04:00	modify	12	0.10	0.88080	0.88823	0.91390
51	2002.04.29 04:45	modify	12	0.10	0.88080	0.88843	0.91390
52	2002.04.29 05:00	modify	12	0.10	0.88080	0.88918	0.91390
53	2002.05.02 02:00	modify	12	0.10	0.88080	0.88957	0.91390
54	2002.05.02 02:15	modify	12	0.10	0.88080	0.88987	0.91390
55	2002.05.02 03:00	modify	12	0.10	0.88080	0.89087	0.91390
56	2002.05.02 03:30	modify	12	0.10	0.88080	0.89107	0.91390
57	2002.05.02 04:00	modify	12	0.10	0.88080	0.89147	0.91390
58	2002.05.03 16:07	t/p	12	0.10	0.91390	0.89147	0.91390	331.00	10167.96
59	2002.05.03 16:15	buy	13	0.10	0.91250	0.00000	0.00000
60	2002.05.03 16:30	modify	13	0.10	0.91250	0.89050	0.94550
61	2002.05.08 18:00	close	13	0.10	0.90400	0.89050	0.94550	-85.00	10082.96
62	2002.05.08 18:00	sell	14	0.10	0.90400	0.00000	0.00000
63	2002.05.08 18:15	modify	14	0.10	0.90400	0.92630	0.87130
64	2002.05.09 17:00	close	14	0.10	0.90860	0.92630	0.87130	-46.47	10036.49
65	2002.05.09 17:00	buy	15	0.10	0.90860	0.00000	0.00000
66	2002.05.09 17:15	modify	15	0.10	0.90860	0.88580	0.94080
67	2002.05.23 15:00	close	15	0.10	0.91890	0.88580	0.94080	103.00	10139.49
68	2002.05.23 15:00	sell	16	0.10	0.91890	0.00000	0.00000
69	2002.05.23 15:15	modify	16	0.10	0.91890	0.94020	0.88520
70	2002.05.28 10:00	close	16	0.10	0.92460	0.94020	0.88520	-57.47	10082.03
71	2002.05.28 10:00	buy	17	0.10	0.92460	0.00000	0.00000
72	2002.05.28 10:15	modify	17	0.10	0.92460	0.90310	0.95810
73	2002.05.31 19:00	close	17	0.10	0.93050	0.90310	0.95810	59.00	10141.03
74	2002.05.31 19:00	sell	18	0.10	0.93050	0.00000	0.00000
75	2002.05.31 19:15	modify	18	0.10	0.93050	0.95170	0.89670
76	2002.06.03 17:00	close	18	0.10	0.93780	0.95170	0.89670	-73.16	10067.87
77	2002.06.06 16:00	buy	19	0.10	0.94450	0.00000	0.00000
78	2002.06.06 16:15	modify	19	0.10	0.94450	0.92250	0.97750
79	2002.06.21 06:00	modify	19	0.10	0.94450	0.94482	0.97750
80	2002.06.21 06:15	modify	19	0.10	0.94450	0.94502	0.97750
81	2002.06.21 06:45	modify	19	0.10	0.94450	0.94522	0.97750
82	2002.06.21 07:00	modify	19	0.10	0.94450	0.94530	0.97750
83	2002.06.21 09:15	modify	19	0.10	0.94450	0.94538	0.97750
84	2002.06.21 09:30	modify	19	0.10	0.94450	0.94548	0.97750
85	2002.06.21 09:45	modify	19	0.10	0.94450	0.94558	0.97750
86	2002.06.21 10:00	modify	19	0.10	0.94450	0.94757	0.97750
87	2002.06.24 10:07	t/p	19	0.10	0.97750	0.94757	0.97750	330.00	10397.87
88	2002.06.25 20:00	buy	20	0.10	0.97760	0.00000	0.00000
89	2002.06.25 20:15	modify	20	0.10	0.97760	0.95460	1.00960
90	2002.07.15 13:30	modify	20	0.10	0.97760	0.97845	1.00960
91	2002.07.16 03:00	modify	20	0.10	0.97760	0.97863	1.00960
92	2002.07.16 03:15	modify	20	0.10	0.97760	0.97963	1.00960
93	2002.07.16 04:00	modify	20	0.10	0.97760	0.98333	1.00960
94	2002.07.16 04:15	modify	20	0.10	0.97760	0.98383	1.00960
95	2002.07.16 05:00	modify	20	0.10	0.97760	0.98417	1.00960
96	2002.07.16 05:15	modify	20	0.10	0.97760	0.98467	1.00960
97	2002.07.16 06:00	modify	20	0.10	0.97760	0.98535	1.00960
98	2002.07.16 06:15	modify	20	0.10	0.97760	0.98575	1.00960
99	2002.07.16 06:30	modify	20	0.10	0.97760	0.98595	1.00960
100	2002.07.16 10:51	t/p	20	0.10	1.00960	0.98595	1.00960	320.00	10717.87
101	2002.07.16 11:00	buy	21	0.10	1.01150	0.00000	0.00000
102	2002.07.16 11:15	modify	21	0.10	1.01150	0.99050	1.04550
103	2002.07.23 04:00	close	21	0.10	0.99940	0.99050	1.04550	-121.00	10596.87
104	2002.07.23 04:00	sell	22	0.10	0.99940	0.00000	0.00000
105	2002.07.23 04:15	modify	22	0.10	0.99940	1.02060	0.96560
106	2002.07.24 15:00	close	22	0.10	0.99590	1.02060	0.96560	34.84	10631.72
107	2002.07.24 15:00	buy	23	0.10	0.99590	0.00000	0.00000
108	2002.07.24 15:15	modify	23	0.10	0.99590	0.97470	1.02970
109	2002.07.26 16:00	close	23	0.10	0.99250	0.97470	1.02970	-34.00	10597.72
110	2002.07.26 16:00	sell	24	0.10	0.99250	0.00000	0.00000
111	2002.07.26 16:15	modify	24	0.10	0.99250	1.01430	0.95930
112	2002.07.30 12:00	close	24	0.10	0.98430	1.01430	0.95930	81.69	10679.41
113	2002.07.30 12:00	buy	25	0.10	0.98430	0.00000	0.00000
114	2002.07.30 12:15	modify	25	0.10	0.98430	0.96200	1.01700
115	2002.08.14 22:00	close	25	0.10	0.97840	0.96200	1.01700	-59.00	10620.41
116	2002.08.14 22:00	sell	26	0.10	0.97840	0.00000	0.00000
117	2002.08.14 22:15	modify	26	0.10	0.97840	1.00190	0.94690
118	2002.08.15 19:00	close	26	0.10	0.98400	1.00190	0.94690	-56.47	10563.94
119	2002.08.15 19:00	buy	27	0.10	0.98400	0.00000	0.00000
120	2002.08.15 19:15	modify	27	0.10	0.98400	0.96230	1.01730
121	2002.08.22 18:00	close	27	0.10	0.97000	0.96230	1.01730	-140.00	10423.94
122	2002.08.22 18:00	sell	28	0.10	0.97000	0.00000	0.00000
123	2002.08.22 18:15	modify	28	0.10	0.97000	0.99260	0.93760
124	2002.08.23 17:00	close	28	0.10	0.97250	0.99260	0.93760	-25.16	10398.78
125	2002.08.23 17:00	buy	29	0.10	0.97250	0.00000	0.00000
126	2002.08.23 17:15	modify	29	0.10	0.97250	0.95110	1.00610
127	2002.09.03 23:00	modify	29	0.10	0.97250	0.97622	1.00610
128	2002.09.03 23:15	modify	29	0.10	0.97250	0.97652	1.00610
129	2002.09.03 23:30	modify	29	0.10	0.97250	0.97672	1.00610
130	2002.09.04 00:01	modify	29	0.10	0.97250	0.97753	1.00610
131	2002.09.04 01:00	modify	29	0.10	0.97250	0.97878	1.00610
132	2002.09.04 01:15	modify	29	0.10	0.97250	0.97898	1.00610
133	2002.09.04 01:30	modify	29	0.10	0.97250	0.97908	1.00610
134	2002.09.04 02:15	modify	29	0.10	0.97250	0.97942	1.00610
135	2002.09.06 16:00	close	29	0.10	0.98480	0.97942	1.00610	123.00	10521.78
136	2002.09.06 16:00	sell	30	0.10	0.98480	0.00000	0.00000
137	2002.09.06 16:15	modify	30	0.10	0.98480	1.00790	0.95290
138	2002.09.10 05:00	close	30	0.10	0.98330	1.00790	0.95290	14.69	10536.47
139	2002.09.10 05:00	buy	31	0.10	0.98330	0.00000	0.00000
140	2002.09.10 05:15	modify	31	0.10	0.98330	0.96050	1.01550
141	2002.09.13 18:00	close	31	0.10	0.97470	0.96050	1.01550	-86.00	10450.47
142	2002.09.13 18:00	sell	32	0.10	0.97470	0.00000	0.00000
143	2002.09.13 18:15	modify	32	0.10	0.97470	0.99540	0.94040
144	2002.09.17 22:00	close	32	0.10	0.97250	0.99540	0.94040	21.69	10472.16
145	2002.09.17 22:00	buy	33	0.10	0.97250	0.00000	0.00000
146	2002.09.17 22:15	modify	33	0.10	0.97250	0.95050	1.00550
147	2002.10.03 04:45	modify	33	0.10	0.97250	0.97250	1.00550
148	2002.10.04 15:00	close	33	0.10	0.98130	0.97250	1.00550	88.00	10560.16
149	2002.10.04 15:00	sell	34	0.10	0.98130	0.00000	0.00000
150	2002.10.04 15:15	modify	34	0.10	0.98130	1.00380	0.94880
151	2002.10.07 16:00	close	34	0.10	0.98220	1.00380	0.94880	-9.16	10551.01
152	2002.10.09 14:00	buy	35	0.10	0.98110	0.00000	0.00000
153	2002.10.09 14:15	modify	35	0.10	0.98110	0.95960	1.01460
154	2002.11.04 05:30	modify	35	0.10	0.98110	0.98122	1.01460
155	2002.11.04 06:00	modify	35	0.10	0.98110	0.98168	1.01460
156	2002.11.04 07:00	modify	35	0.10	0.98110	0.98253	1.01460
157	2002.11.04 08:15	modify	35	0.10	0.98110	0.98255	1.01460
158	2002.11.04 08:30	modify	35	0.10	0.98110	0.98275	1.01460
159	2002.11.05 04:30	modify	35	0.10	0.98110	0.98277	1.01460
160	2002.11.05 06:00	modify	35	0.10	0.98110	0.98287	1.01460
161	2002.11.07 06:00	modify	35	0.10	0.98110	0.98315	1.01460
162	2002.11.07 06:15	modify	35	0.10	0.98110	0.98355	1.01460
163	2002.11.07 06:30	modify	35	0.10	0.98110	0.98415	1.01460
164	2002.11.07 07:00	modify	35	0.10	0.98110	0.98487	1.01460
165	2002.11.07 08:00	modify	35	0.10	0.98110	0.98505	1.01460
166	2002.11.07 09:30	modify	35	0.10	0.98110	0.98507	1.01460
167	2002.11.08 00:01	modify	35	0.10	0.98110	0.98562	1.01460
168	2002.11.08 01:00	modify	35	0.10	0.98110	0.98672	1.01460
169	2002.11.08 02:00	modify	35	0.10	0.98110	0.98765	1.01460
170	2002.11.08 02:15	modify	35	0.10	0.98110	0.98805	1.01460
171	2002.11.08 02:30	modify	35	0.10	0.98110	0.98865	1.01460
172	2002.11.08 03:00	modify	35	0.10	0.98110	0.98942	1.01460
173	2002.11.08 03:45	modify	35	0.10	0.98110	0.98952	1.01460
174	2002.11.08 04:00	modify	35	0.10	0.98110	0.99038	1.01460
175	2002.11.08 05:45	modify	35	0.10	0.98110	0.99047	1.01460
176	2002.11.08 06:00	modify	35	0.10	0.98110	0.99083	1.01460
177	2002.11.08 09:15	modify	35	0.10	0.98110	0.99113	1.01460
178	2002.11.08 17:13	t/p	35	0.10	1.01460	0.99113	1.01460	335.00	10886.01
179	2002.11.08 17:15	buy	36	0.10	1.01450	0.00000	0.00000
180	2002.11.08 17:30	modify	36	0.10	1.01450	0.99200	1.04700
181	2002.11.22 18:00	close	36	0.10	0.99670	0.99200	1.04700	-178.00	10708.01
182	2002.11.22 18:00	sell	37	0.10	0.99670	0.00000	0.00000
183	2002.11.22 18:15	modify	37	0.10	0.99670	1.01870	0.96370
184	2002.11.26 22:00	close	37	0.10	0.99330	1.01870	0.96370	33.69	10741.70
185	2002.11.26 22:00	buy	38	0.10	0.99330	0.00000	0.00000
186	2002.11.26 22:15	modify	38	0.10	0.99330	0.97160	1.02660
187	2002.12.02 13:00	close	38	0.10	0.98840	0.97160	1.02660	-49.00	10692.70
188	2002.12.04 03:00	buy	39	0.10	0.99880	0.00000	0.00000
189	2002.12.04 03:15	modify	39	0.10	0.99880	0.97650	1.03150
190	2002.12.13 00:01	modify	39	0.10	0.99880	1.00300	1.03150
191	2002.12.13 01:00	modify	39	0.10	0.99880	1.00347	1.03150
192	2002.12.13 01:15	modify	39	0.10	0.99880	1.00397	1.03150
193	2002.12.13 03:00	modify	39	0.10	0.99880	1.00450	1.03150
194	2002.12.13 04:15	modify	39	0.10	0.99880	1.00462	1.03150
195	2002.12.13 05:15	modify	39	0.10	0.99880	1.00475	1.03150
196	2002.12.13 06:00	modify	39	0.10	0.99880	1.00540	1.03150
197	2002.12.13 06:15	modify	39	0.10	0.99880	1.00550	1.03150
198	2002.12.13 06:30	modify	39	0.10	0.99880	1.00580	1.03150
199	2002.12.13 07:00	modify	39	0.10	0.99880	1.00613	1.03150
200	2002.12.17 09:18	t/p	39	0.10	1.03150	1.00613	1.03150	327.00	11019.70
201	2002.12.17 09:30	buy	40	0.10	1.03110	0.00000	0.00000
202	2002.12.17 09:45	modify	40	0.10	1.03110	1.01030	1.06530
203	2002.12.30 23:59	close at stop	40	0.10	1.04760	1.01030	1.06530	165.00	11184.70