通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		1時間足(H1) 2009.03.02 02:00 - 2009.09.03 23:00 (2009.03.01 - 2009.09.04)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	4160	Ticks modelled	6777728	Modelling quality	90.00%
Mismatched charts errors	52
初期資金	10000.00
総利益	13022.11	Gross profit	17293.91	Gross loss	-4271.80
プロフィットファクター	4.05	Expected payoff	210.03
Absolute drawdown	957.20	Maximal drawdown	2531.80 (10.40%)	Relative drawdown	13.14% (1367.70)
トレード回数	62	Short positions (won %)	29 (93.10%)	Long positions (won %)	33 (96.97%)
		勝ちトレード (勝率%)	59 (95.16%)	Loss trades (% of total)	3 (4.84%)
Largest		profit trade	930.00	loss trade	-2150.40
Average		profit trade	293.12	loss trade	-1423.93
Maximum		consecutive wins (profit in money)	35 (7916.89)	consecutive losses (loss in money)	1 (-2150.40)
Maximal		consecutive profit (count of wins)	8208.02 (22)	consecutive loss (count of losses)	-2150.40 (1)
Average		consecutive wins	15	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	2009.03.03 01:01	buy	1	2.39	1.2567	1.2535	1.2617
2	2009.03.03 01:03	close	1	2.39	1.2577	1.2535	1.2617	239.00	10239.00
3	2009.03.04 00:38	buy	2	2.45	1.2558	1.2520	1.2608
4	2009.03.04 03:34	s/l	2	2.45	1.2520	1.2520	1.2608	-931.00	9308.00
5	2009.03.05 01:00	sell	3	4.42	1.2659	1.2691	1.2609
6	2009.03.05 01:55	close	3	4.42	1.2648	1.2691	1.2609	486.20	9794.20
7	2009.03.06 01:39	buy	4	4.70	1.2531	1.2480	1.2581
8	2009.03.06 01:47	close	4	4.70	1.2541	1.2480	1.2581	470.00	10264.20
9	2009.03.10 01:20	buy	5	2.45	1.2594	1.2554	1.2644
10	2009.03.10 02:22	close	5	2.45	1.2599	1.2554	1.2644	122.50	10386.70
11	2009.03.11 01:27	sell	6	2.46	1.2692	1.2822	1.2642
12	2009.03.11 04:26	close	6	2.46	1.2691	1.2822	1.2642	24.60	10411.30
13	2009.03.12 01:54	buy	7	2.44	1.2825	1.2673	1.2875
14	2009.03.12 03:19	close	7	2.44	1.2826	1.2673	1.2875	24.40	10435.70
15	2009.03.13 00:59	buy	8	2.43	1.2900	1.2748	1.2950
16	2009.03.13 01:04	close	8	2.43	1.2910	1.2748	1.2950	243.00	10678.70
17	2009.03.17 00:38	sell	9	2.47	1.2984	1.3071	1.2934
18	2009.03.17 00:50	close	9	2.47	1.2974	1.3071	1.2934	247.00	10925.70
19	2009.03.17 01:54	buy	10	2.53	1.2964	1.2866	1.3014
20	2009.03.17 02:26	close	10	2.53	1.2974	1.2866	1.3014	253.00	11178.70
21	2009.03.18 01:19	sell	11	2.58	1.3026	1.3058	1.2976
22	2009.03.18 03:06	close	11	2.58	1.3025	1.3058	1.2976	25.80	11204.50
23	2009.03.20 01:57	buy	12	2.47	1.3655	1.3503	1.3705
24	2009.03.20 02:59	close	12	2.47	1.3665	1.3503	1.3705	247.00	11451.50
25	2009.03.24 00:39	buy	13	2.53	1.3623	1.3484	1.3673
26	2009.03.24 02:05	close	13	2.53	1.3627	1.3484	1.3673	101.20	11552.70
27	2009.03.25 01:33	sell	14	2.58	1.3481	1.3633	1.3431
28	2009.03.25 02:33	close	14	2.58	1.3479	1.3633	1.3431	51.60	11604.30
29	2009.03.27 00:01	sell	15	2.58	1.3528	1.3640	1.3478
30	2009.03.27 01:45	close	15	2.58	1.3525	1.3640	1.3478	77.40	11681.70
31	2009.04.02 01:09	sell	16	2.65	1.3247	1.3286	1.3197
32	2009.04.02 01:46	close	16	2.65	1.3237	1.3286	1.3197	265.00	11946.70
33	2009.04.07 00:37	buy	17	2.68	1.3398	1.3357	1.3448
34	2009.04.07 01:48	close	17	2.68	1.3402	1.3357	1.3448	107.20	12053.90
35	2009.04.08 01:32	sell	18	2.73	1.3280	1.3397	1.3230
36	2009.04.08 01:53	close	18	2.73	1.3270	1.3397	1.3230	273.00	12326.90
37	2009.04.08 01:59	sell	19	2.79	1.3280	1.3397	1.3230
38	2009.04.08 02:17	close	19	2.79	1.3270	1.3397	1.3230	279.00	12605.90
39	2009.04.09 01:20	buy	20	2.86	1.3257	1.3147	1.3307
40	2009.04.09 01:35	close	20	2.86	1.3267	1.3147	1.3307	286.00	12891.90
41	2009.04.09 01:58	buy	21	2.92	1.3252	1.3147	1.3302
42	2009.04.09 03:12	close	21	2.92	1.3256	1.3147	1.3302	116.80	13008.70
43	2009.04.15 00:44	sell	22	2.95	1.3272	1.3366	1.3222
44	2009.04.15 00:49	close	22	2.95	1.3262	1.3366	1.3222	295.00	13303.70
45	2009.04.15 01:59	sell	23	3.01	1.3273	1.3366	1.3223
46	2009.04.15 02:24	close	23	3.01	1.32631	1.3366	1.3223	297.99	13601.69
47	2009.04.16 01:05	buy	24	3.09	1.3210	1.3146	1.3260
48	2009.04.16 01:22	close	24	3.09	1.3220	1.3146	1.3260	309.00	13910.69
49	2009.04.22 01:59	buy	25	3.23	1.2930	1.2896	1.2980
50	2009.04.22 02:09	close	25	3.23	1.2940	1.2896	1.2980	323.00	14233.69
51	2009.04.24 00:59	buy	26	3.26	1.3134	1.2982	1.3184
52	2009.04.24 01:18	close	26	3.26	1.3144	1.2982	1.3184	326.00	14559.69
53	2009.04.28 00:22	buy	27	3.36	1.3018	1.2986	1.3068
54	2009.04.28 01:22	close	27	3.36	1.3027	1.2986	1.3068	302.40	14862.09
55	2009.04.29 01:05	buy	28	3.40	1.3134	1.2982	1.3184
56	2009.04.29 01:19	close	28	3.40	1.3144	1.2982	1.3184	340.00	15202.09
57	2009.04.29 01:48	buy	29	3.48	1.3129	1.2977	1.3179
58	2009.04.29 02:55	close	29	3.48	1.3134	1.2977	1.3179	174.00	15376.09
59	2009.05.06 00:15	buy	30	3.47	1.3315	1.3282	1.3365
60	2009.05.06 01:30	close	30	3.47	1.3317	1.3282	1.3365	69.40	15445.49
61	2009.05.07 00:15	buy	31	3.48	1.3319	1.3245	1.3369
62	2009.05.07 05:02	close	31	3.48	1.3320	1.3245	1.3369	34.80	15480.29
63	2009.05.08 00:03	sell	32	3.47	1.3393	1.3469	1.3343
64	2009.05.08 01:03	close	32	3.47	1.3389	1.3469	1.3343	138.80	15619.09
65	2009.05.13 00:00	sell	33	3.44	1.3651	1.3707	1.3601
66	2009.05.13 01:07	close	33	3.44	1.3642	1.3707	1.3601	309.60	15928.69
67	2009.05.14 01:06	buy	34	3.52	1.3584	1.3552	1.3634
68	2009.05.14 01:11	close	34	3.52	1.3594	1.3552	1.3634	352.00	16280.69
69	2009.05.14 01:55	buy	35	3.60	1.3581	1.3549	1.3631
70	2009.05.14 01:59	close	35	3.60	1.3591	1.3549	1.3631	360.00	16640.69
71	2009.05.20 00:15	buy	36	3.67	1.3626	1.3530	1.3676
72	2009.05.20 01:27	close	36	3.67	1.3632	1.3530	1.3676	220.20	16860.89
73	2009.05.22 00:16	sell	37	3.64	1.3906	1.3938	1.3856
74	2009.05.22 00:25	close	37	3.64	1.3896	1.3938	1.3856	364.00	17224.89
75	2009.05.22 00:58	sell	38	3.72	1.3905	1.3937	1.3855
76	2009.05.22 02:58	s/l	38	3.72	1.3937	1.3937	1.3855	-1190.40	16034.49
77	2009.06.02 00:17	sell	39	6.80	1.4165	1.4246	1.4115
78	2009.06.02 00:41	close	39	6.80	1.4155	1.4246	1.4115	680.00	16714.49
79	2009.06.03 00:00	buy	40	7.02	1.4303	1.4151	1.4353
80	2009.06.03 01:11	close	40	7.02	1.43091	1.4151	1.4353	428.22	17142.71
81	2009.06.04 00:49	buy	41	7.28	1.4143	1.4109	1.4193
82	2009.06.04 01:44	close	41	7.28	1.4153	1.4109	1.4193	728.00	17870.71
83	2009.06.05 00:12	sell	42	3.78	1.4196	1.4240	1.4146
84	2009.06.05 00:24	close	42	3.78	1.4186	1.4240	1.4146	378.00	18248.71
85	2009.06.09 01:17	sell	43	3.94	1.3911	1.4002	1.3861
86	2009.06.09 01:21	close	43	3.94	1.3901	1.4002	1.3861	394.00	18642.71
87	2009.06.09 01:30	sell	44	4.02	1.3913	1.4002	1.3863
88	2009.06.09 01:51	close	44	4.02	1.3903	1.4002	1.3863	402.00	19044.71
89	2009.06.10 01:10	sell	45	4.06	1.4079	1.4111	1.4029
90	2009.06.10 01:31	close	45	4.06	1.4069	1.4111	1.4029	406.00	19450.71
91	2009.06.11 00:09	buy	46	4.18	1.3970	1.3914	1.4020
92	2009.06.11 00:25	close	46	4.18	1.3980	1.3914	1.4020	418.00	19868.71
93	2009.06.11 01:49	sell	47	4.27	1.3984	1.4136	1.3934
94	2009.06.11 03:09	close	47	4.27	1.3978	1.4136	1.3934	256.20	20124.91
95	2009.06.12 00:45	buy	48	4.29	1.4094	1.3942	1.4144
96	2009.06.12 01:21	close	48	4.29	1.4104	1.3942	1.4144	429.00	20553.91
97	2009.06.12 01:58	sell	49	4.37	1.4113	1.4172	1.4063
98	2009.06.12 03:27	close	49	4.37	1.4112	1.4172	1.4063	43.70	20597.61
99	2009.06.16 01:23	buy	50	4.49	1.3775	1.3743	1.3825
100	2009.06.16 01:26	close	50	4.49	1.3785	1.3743	1.3825	449.00	21046.61
101	2009.06.19 01:07	sell	51	4.54	1.3916	1.4001	1.3866
102	2009.06.19 01:21	close	51	4.54	1.3906	1.4001	1.3866	454.00	21500.61
103	2009.06.25 01:41	sell	52	4.63	1.3941	1.4093	1.3891
104	2009.06.25 05:29	close	52	4.63	1.3940	1.4093	1.3891	46.30	21546.91
105	2009.07.02 01:28	buy	53	4.58	1.4136	1.4000	1.4186
106	2009.07.02 02:25	close	53	4.58	1.4146	1.4000	1.4186	458.00	22004.91
107	2009.07.14 00:03	buy	54	4.73	1.3977	1.3896	1.4027
108	2009.07.14 00:48	close	54	4.73	1.3987	1.3896	1.4027	473.00	22477.91
109	2009.07.14 01:41	sell	55	4.82	1.3995	1.4027	1.3945
110	2009.07.14 02:52	close	55	4.82	1.3990	1.4027	1.3945	241.00	22718.91
111	2009.07.16 01:09	buy	56	4.84	1.4095	1.3968	1.4145
112	2009.07.16 02:02	close	56	4.84	1.4105	1.3968	1.4145	484.00	23202.91
113	2009.07.17 01:04	buy	57	4.93	1.4136	1.4055	1.4186
114	2009.07.17 02:08	close	57	4.93	1.4142	1.4055	1.4186	295.80	23498.71
115	2009.07.24 01:39	sell	58	4.98	1.4167	1.4291	1.4117
116	2009.07.24 03:00	close	58	4.98	1.4163	1.4291	1.4117	199.20	23697.91
117	2009.08.06 00:00	buy	59	4.94	1.4405	1.4355	1.4455
118	2009.08.06 00:47	close	59	4.94	1.4415	1.4355	1.4455	494.00	24191.91
119	2009.08.07 01:23	sell	60	5.06	1.4361	1.4431	1.4311
120	2009.08.07 04:45	close	60	5.06	1.4360	1.4431	1.4311	50.60	24242.51
121	2009.08.13 01:01	sell	61	5.12	1.4205	1.4247	1.4155
122	2009.08.13 09:04	s/l	61	5.12	1.4247	1.4247	1.4155	-2150.40	22092.11
123	2009.08.21 01:36	sell	62	9.30	1.4262	1.4294	1.4212
124	2009.08.21 01:57	close	62	9.30	1.4252	1.4294	1.4212	930.00	23022.11