通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		1時間足(H1) 2007.01.02 01:00 - 2007.06.29 22:00 (2007.01.01 - 2007.06.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		StopLoss=40; TakeProfit=10; lots=3; avePeriod=3; stoLevel=14;
Bars in test	4070	Ticks modelled	657598	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	583.24	Gross profit	3423.28	Gross loss	-2840.04
Profit factor	1.21	Expected payoff	12.96
Absolute drawdown	277.45	Maximal drawdown	1220.94 (10.94%)	Relative drawdown	10.94% (1220.94)
Total trades	45	Short positions (won %)	30 (46.67%)	Long positions (won %)	15 (46.67%)
		Profit trades (% of total)	21 (46.67%)	Loss trades (% of total)	24 (53.33%)
Largest		profit trade	273.79	loss trade	-508.35
Average		profit trade	163.01	loss trade	-118.33
Maximum		consecutive wins (profit in money)	5 (753.81)	consecutive losses (loss in money)	9 (-740.83)
Maximal		consecutive profit (count of wins)	753.81 (5)	consecutive loss (count of losses)	-740.83 (9)
Average		consecutive wins	3	consecutive losses	3

#	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	2007.01.02 15:00	sell	1	3.00	118.83	119.23	118.73
2	2007.01.02 15:40	t/p	1	3.00	118.73	119.23	118.73	252.67	10252.67
3	2007.01.03 21:00	sell	2	3.00	119.60	120.00	119.50
4	2007.01.03 21:04	t/p	2	3.00	119.50	120.00	119.50	251.09	10503.76
5	2007.01.04 00:00	buy	3	3.00	119.34	118.94	119.44
6	2007.01.04 02:00	close	3	3.00	119.35	118.94	119.44	25.14	10528.90
7	2007.01.05 08:00	buy	4	3.00	118.35	117.95	118.45
8	2007.01.05 09:00	close	4	3.00	118.25	117.95	118.45	-253.70	10275.20
9	2007.01.17 05:04	sell	5	3.00	120.83	121.23	120.73
10	2007.01.17 06:05	t/p	5	3.00	120.73	121.23	120.73	248.49	10523.69
11	2007.01.18 13:39	sell	6	3.00	121.40	121.80	121.30
12	2007.01.18 14:00	close	6	3.00	121.38	121.80	121.30	49.43	10573.12
13	2007.01.23 06:07	sell	7	3.00	121.72	122.12	121.62
14	2007.01.23 08:00	close	7	3.00	121.72	122.12	121.62	0.00	10573.12
15	2007.01.23 23:24	sell	8	3.00	121.66	122.06	121.56
16	2007.01.24 00:04	t/p	8	3.00	121.56	122.06	121.56	207.94	10781.06
17	2007.01.24 20:55	buy	9	3.00	120.88	120.48	120.98
18	2007.01.24 21:32	t/p	9	3.00	120.98	120.48	120.98	247.95	11029.01
19	2007.01.25 06:58	buy	10	3.00	120.38	119.98	120.48
20	2007.01.25 07:00	close	10	3.00	120.35	119.98	120.48	-74.78	10954.23
21	2007.01.25 16:22	sell	11	3.00	120.92	121.32	120.82
22	2007.01.25 17:00	close	11	3.00	120.95	121.32	120.82	-74.41	10879.82
23	2007.01.29 06:28	sell	12	3.00	121.76	122.16	121.66
24	2007.01.29 07:02	close	12	3.00	121.80	122.16	121.66	-98.52	10781.30
25	2007.02.01 22:11	sell	13	3.00	120.70	121.10	120.60
26	2007.02.01 23:00	close	13	3.00	120.71	121.10	120.60	-24.85	10756.45
27	2007.02.02 01:15	sell	14	3.00	120.79	121.19	120.69
28	2007.02.02 02:00	close	14	3.00	120.80	121.19	120.69	-24.83	10731.62
29	2007.02.06 23:00	buy	15	3.00	120.11	119.71	120.21
30	2007.02.07 01:00	close	15	3.00	120.02	119.71	120.21	-194.18	10537.44
31	2007.02.08 12:27	sell	16	3.00	121.22	121.62	121.12
32	2007.02.08 13:00	close	16	3.00	121.24	121.62	121.12	-49.49	10487.95
33	2007.02.19 02:20	sell	17	3.00	119.39	119.79	119.29
34	2007.02.19 03:00	close	17	3.00	119.44	119.79	119.29	-125.59	10362.36
35	2007.02.22 12:43	sell	18	3.00	121.29	121.69	121.19
36	2007.02.22 13:01	close	18	3.00	121.32	121.69	121.19	-74.18	10288.18
37	2007.03.01 08:57	buy	19	3.00	118.14	117.74	118.24
38	2007.03.01 09:00	close	19	3.00	118.18	117.74	118.24	101.54	10389.72
39	2007.03.08 10:22	sell	20	3.00	116.80	117.20	116.70
40	2007.03.08 10:50	t/p	20	3.00	116.70	117.20	116.70	257.07	10646.79
41	2007.03.09 10:40	sell	21	3.00	117.51	117.91	117.41
42	2007.03.09 11:00	close	21	3.00	117.48	117.91	117.41	76.61	10723.40
43	2007.03.21 01:37	sell	22	3.00	117.34	117.74	117.24
44	2007.03.21 01:57	t/p	22	3.00	117.24	117.74	117.24	255.89	10979.29
45	2007.03.27 01:04	sell	23	3.00	118.13	118.53	118.03
46	2007.03.27 02:00	close	23	3.00	118.16	118.53	118.03	-76.17	10903.12
47	2007.04.06 18:00	sell	24	3.00	119.33	119.73	119.23
48	2007.04.06 20:00	close	24	3.00	119.35	119.73	119.23	-50.27	10852.85
49	2007.04.10 02:38	buy	25	3.00	119.13	118.73	119.23
50	2007.04.10 03:00	close	25	3.00	119.07	118.73	119.23	-151.17	10701.68
51	2007.04.13 07:43	buy	26	3.00	118.72	118.32	118.82
52	2007.04.13 08:00	close	26	3.00	118.73	118.32	118.82	25.27	10726.95
53	2007.04.13 13:00	buy	27	3.00	118.32	117.92	118.42
54	2007.04.13 13:49	t/p	27	3.00	118.42	117.92	118.42	253.34	10980.29
55	2007.04.19 04:22	buy	28	3.00	118.23	117.83	118.33
56	2007.04.19 05:00	close	28	3.00	118.03	117.83	118.33	-508.35	10471.94
57	2007.04.19 08:17	buy	29	3.00	117.81	117.41	117.91
58	2007.04.19 09:00	close	29	3.00	117.81	117.41	117.91	0.00	10471.94
59	2007.04.27 20:00	sell	30	3.00	119.64	120.04	119.54
60	2007.04.27 21:12	t/p	30	3.00	119.54	120.04	119.54	250.96	10722.90
61	2007.05.02 14:00	sell	31	3.00	120.19	120.59	120.09
62	2007.05.02 14:17	t/p	31	3.00	120.09	120.59	120.09	249.86	10972.76
63	2007.05.04 00:08	sell	32	3.00	120.45	120.85	120.35
64	2007.05.04 04:00	close	32	3.00	120.39	120.85	120.35	149.51	11122.27
65	2007.05.10 21:53	buy	33	3.00	119.94	119.54	120.04
66	2007.05.10 22:00	close	33	3.00	119.85	119.54	120.04	-225.28	10896.99
67	2007.05.21 07:04	sell	34	3.00	121.27	121.67	121.17
68	2007.05.21 08:00	close	34	3.00	121.31	121.67	121.17	-98.92	10798.07
69	2007.05.22 06:59	sell	35	3.00	121.54	121.94	121.44
70	2007.05.22 07:00	close	35	3.00	121.58	121.94	121.44	-98.70	10699.37
71	2007.05.22 21:00	sell	36	3.00	121.56	121.96	121.46
72	2007.05.22 22:00	close	36	3.00	121.59	121.96	121.46	-74.02	10625.35
73	2007.05.25 20:50	sell	37	3.00	121.73	122.13	121.63
74	2007.05.25 21:00	close	37	3.00	121.74	122.13	121.63	-24.64	10600.71
75	2007.05.28 05:53	buy	38	3.00	121.65	121.25	121.75
76	2007.05.28 06:04	close	38	3.00	121.64	121.25	121.75	-24.66	10576.05
77	2007.05.28 13:01	sell	39	3.00	121.70	122.10	121.60
78	2007.05.28 15:00	close	39	3.00	121.70	122.10	121.60	0.00	10576.05
79	2007.05.29 08:06	buy	40	3.00	121.35	120.95	121.45
80	2007.05.29 09:00	close	40	3.00	121.30	120.95	121.45	-123.66	10452.39
81	2007.06.01 09:00	sell	41	3.00	121.91	122.31	121.81
82	2007.06.01 11:00	close	41	3.00	121.95	122.31	121.81	-98.40	10353.99
83	2007.06.08 16:27	sell	42	3.00	121.70	122.10	121.60
84	2007.06.08 17:01	t/p	42	3.00	121.60	122.10	121.60	246.73	10600.72
85	2007.06.15 15:00	sell	43	3.00	123.48	123.88	123.38
86	2007.06.15 16:00	close	43	3.00	123.59	123.88	123.38	-267.01	10333.71
87	2007.06.19 23:02	buy	44	3.00	123.35	122.95	123.45
88	2007.06.20 02:06	t/p	44	3.00	123.45	122.95	123.45	273.79	10607.50
89	2007.06.21 05:56	sell	45	3.00	123.65	124.05	123.55
90	2007.06.21 06:00	close	45	3.00	123.66	124.05	123.55	-24.26	10583.24