通貨ペア		EURCHF (Euro vs. Swiss Franc)
期間		15分足(M15) 2009.06.01 01:00 - 2010.05.07 23:45 (2009.06.01 - 2010.05.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Memo="Project0221EURCHF"; Magic=5214568; Lot=0.1;
Bars in test	23235	Ticks modelled	9830932	Modelling quality	90.00%
Mismatched charts errors	5
Initial deposit	10000.00
Total net profit	269.49	Gross profit	287.20	Gross loss	-17.70
Profit factor	16.22	Expected payoff	6.57
Absolute drawdown	6.94	Maximal drawdown	124.50 (1.23%)	Relative drawdown	1.23% (124.50)
Total trades	41	Short positions (won %)	28 (89.29%)	Long positions (won %)	13 (100.00%)
		Profit trades (% of total)	38 (92.68%)	Loss trades (% of total)	3 (7.32%)
Largest		profit trade	23.21	loss trade	-6.10
Average		profit trade	7.56	loss trade	-5.90
Maximum		consecutive wins (profit in money)	14 (115.68)	consecutive losses (loss in money)	1 (-6.10)
Maximal		consecutive profit (count of wins)	115.68 (14)	consecutive loss (count of losses)	-6.10 (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	2009.06.02 00:50	sell	1	0.10	1.51620	0.00000	0.00000
2	2009.06.02 00:50	modify	1	0.10	1.51620	1.54120	1.51470
3	2009.06.02 01:11	close	1	0.10	1.51559	1.54120	1.51470	7.30	10007.30
4	2009.06.26 00:00	buy	2	0.10	1.52971	0.00000	0.00000
5	2009.06.26 00:00	modify	2	0.10	1.52971	1.50471	1.53121
6	2009.06.26 00:27	close	2	0.10	1.53035	1.50471	1.53121	7.66	10014.96
7	2009.07.03 00:26	sell	3	0.10	1.51934	0.00000	0.00000
8	2009.07.03 00:26	modify	3	0.10	1.51934	1.54434	1.51784
9	2009.07.03 00:26	sell	4	0.10	1.51978	0.00000	0.00000
10	2009.07.03 00:26	modify	4	0.10	1.51978	1.54434	1.51754
11	2009.07.03 00:46	close	3	0.10	1.51823	1.54434	1.51784	13.28	10028.24
12	2009.07.03 00:46	close	4	0.10	1.51817	1.54434	1.51754	19.25	10047.49
13	2009.07.07 00:23	sell	5	0.10	1.51718	0.00000	0.00000
14	2009.07.07 00:23	modify	5	0.10	1.51718	1.54218	1.51568
15	2009.07.07 00:55	close	5	0.10	1.51657	1.54218	1.51568	7.30	10054.79
16	2009.07.24 00:01	buy	6	0.10	1.52066	0.00000	0.00000
17	2009.07.24 00:01	modify	6	0.10	1.52066	1.49566	1.52216
18	2009.07.24 00:49	close	6	0.10	1.52082	1.49566	1.52216	1.91	10056.70
19	2009.08.07 00:55	sell	7	0.10	1.52898	0.00000	0.00000
20	2009.08.07 00:55	modify	7	0.10	1.52898	1.55398	1.52748
21	2009.08.07 00:55	sell	8	0.10	1.52941	0.00000	0.00000
22	2009.08.07 00:55	modify	8	0.10	1.52941	1.55398	1.52718
23	2009.08.07 01:35	close	7	0.10	1.52864	1.55398	1.52748	4.07	10060.77
24	2009.08.07 01:36	close	8	0.10	1.52855	1.55398	1.52718	10.29	10071.06
25	2009.08.13 00:01	sell	9	0.10	1.53045	0.00000	0.00000
26	2009.08.13 00:01	modify	9	0.10	1.53045	1.55545	1.52895
27	2009.08.13 00:02	sell	10	0.10	1.53087	0.00000	0.00000
28	2009.08.13 00:02	modify	10	0.10	1.53087	1.55545	1.52865
29	2009.08.13 00:21	close	9	0.10	1.52972	1.55545	1.52895	8.73	10079.79
30	2009.08.13 00:41	close	10	0.10	1.52990	1.55545	1.52865	11.60	10091.39
31	2009.08.21 00:12	sell	11	0.10	1.51589	0.00000	0.00000
32	2009.08.21 00:12	modify	11	0.10	1.51589	1.54089	1.51439
33	2009.08.21 00:34	close	11	0.10	1.51526	1.54089	1.51439	7.53	10098.92
34	2009.09.25 00:09	buy	12	0.10	1.50887	0.00000	0.00000
35	2009.09.25 00:09	modify	12	0.10	1.50887	1.48387	1.51037
36	2009.09.25 00:09	buy	13	0.10	1.50839	0.00000	0.00000
37	2009.09.25 00:09	modify	13	0.10	1.50839	1.48387	1.51067
38	2009.09.25 00:49	close	12	0.10	1.50922	1.48387	1.51037	4.19	10103.11
39	2009.09.25 00:49	close	13	0.10	1.50931	1.48387	1.51067	11.01	10114.12
40	2009.10.24 00:07	sell	14	0.10	1.51407	0.00000	0.00000
41	2009.10.24 00:07	modify	14	0.10	1.51407	1.53907	1.51257
42	2009.10.24 00:58	close	14	0.10	1.51394	1.53907	1.51257	1.56	10115.68
43	2009.11.28 00:30	sell	15	0.10	1.50565	0.00000	0.00000
44	2009.11.28 00:30	modify	15	0.10	1.50565	1.53065	1.50415
45	2009.11.28 00:31	sell	16	0.10	1.50606	0.00000	0.00000
46	2009.11.28 00:31	modify	16	0.10	1.50606	1.53065	1.50385
47	2009.11.28 00:51	sell	17	0.10	1.50652	0.00000	0.00000
48	2009.11.28 00:51	modify	17	0.10	1.50652	1.53065	1.50385
49	2009.11.30 10:53	close	15	0.10	1.50611	1.53065	1.50415	-6.10	10109.58
50	2009.11.30 11:09	close	16	0.10	1.50584	1.53065	1.50385	2.03	10111.62
51	2009.11.30 11:20	close	17	0.10	1.50554	1.53065	1.50385	11.12	10122.74
52	2009.12.01 00:27	sell	18	0.10	1.50857	0.00000	0.00000
53	2009.12.01 00:27	modify	18	0.10	1.50857	1.53357	1.50707
54	2009.12.01 01:15	close	18	0.10	1.50846	1.53357	1.50707	1.31	10124.05
55	2009.12.08 00:08	sell	19	0.10	1.51150	0.00000	0.00000
56	2009.12.08 00:08	modify	19	0.10	1.51150	1.53650	1.51000
57	2009.12.08 02:31	close	19	0.10	1.51128	1.53650	1.51000	2.63	10126.68
58	2009.12.12 00:05	sell	20	0.10	1.51266	0.00000	0.00000
59	2009.12.12 00:05	modify	20	0.10	1.51266	1.53766	1.51116
60	2009.12.12 00:59	close	20	0.10	1.51255	1.53766	1.51116	1.32	10128.00
61	2009.12.19 00:00	sell	21	0.10	1.49488	0.00000	0.00000
62	2009.12.19 00:00	modify	21	0.10	1.49488	1.51988	1.49338
63	2009.12.21 02:00	t/p	21	0.10	1.49338	1.51988	1.49338	17.34	10145.34
64	2010.01.09 00:32	buy	22	0.10	1.47472	0.00000	0.00000
65	2010.01.09 00:32	modify	22	0.10	1.47472	1.44972	1.47622
66	2010.01.09 00:58	close	22	0.10	1.47533	1.44972	1.47622	7.30	10152.64
67	2010.01.16 00:13	sell	23	0.10	1.47651	0.00000	0.00000
68	2010.01.16 00:13	modify	23	0.10	1.47651	1.50151	1.47501
69	2010.01.16 00:56	close	23	0.10	1.47638	1.50151	1.47501	1.55	10154.19
70	2010.01.23 00:46	buy	24	0.10	1.47153	0.00000	0.00000
71	2010.01.23 00:46	modify	24	0.10	1.47153	1.44653	1.47303
72	2010.01.23 00:46	buy	25	0.10	1.47112	0.00000	0.00000
73	2010.01.23 00:46	modify	25	0.10	1.47112	1.44653	1.47333
74	2010.01.23 00:51	t/p	24	0.10	1.47303	1.44653	1.47303	17.94	10172.13
75	2010.01.23 00:51	close	25	0.10	1.47306	1.44653	1.47333	23.21	10195.34
76	2010.01.23 00:51	sell	26	0.10	1.47340	0.00000	0.00000
77	2010.01.23 00:51	modify	26	0.10	1.47340	1.49840	1.47190
78	2010.01.23 00:51	sell	27	0.10	1.47385	0.00000	0.00000
79	2010.01.23 00:51	modify	27	0.10	1.47385	1.49840	1.47160
80	2010.01.25 02:00	close	26	0.10	1.47285	1.49840	1.47190	5.97	10201.31
81	2010.01.25 02:00	close	27	0.10	1.47275	1.49840	1.47160	12.56	10213.88
82	2010.02.02 00:00	buy	28	0.10	1.47118	0.00000	0.00000
83	2010.02.02 00:00	modify	28	0.10	1.47118	1.44618	1.47268
84	2010.02.02 00:48	close	28	0.10	1.47129	1.44618	1.47268	1.31	10215.19
85	2010.02.06 00:27	sell	29	0.10	1.46689	0.00000	0.00000
86	2010.02.06 00:27	modify	29	0.10	1.46689	1.49189	1.46539
87	2010.02.06 00:42	sell	30	0.10	1.46730	0.00000	0.00000
88	2010.02.06 00:42	modify	30	0.10	1.46730	1.49189	1.46509
89	2010.02.08 02:44	close	29	0.10	1.46732	1.49189	1.46539	-5.75	10209.44
90	2010.02.08 04:28	close	30	0.10	1.46707	1.49189	1.46509	2.15	10211.59
91	2010.02.10 00:55	sell	31	0.10	1.46810	0.00000	0.00000
92	2010.02.10 00:55	modify	31	0.10	1.46810	1.49310	1.46660
93	2010.02.10 01:45	close	31	0.10	1.46798	1.49310	1.46660	1.43	10213.02
94	2010.02.19 00:35	buy	32	0.10	1.46593	0.00000	0.00000
95	2010.02.19 00:35	modify	32	0.10	1.46593	1.44093	1.46743
96	2010.02.19 00:35	buy	33	0.10	1.46552	0.00000	0.00000
97	2010.02.19 00:35	modify	33	0.10	1.46552	1.44093	1.46773
98	2010.02.19 00:37	buy	34	0.10	1.46510	0.00000	0.00000
99	2010.02.19 00:37	modify	34	0.10	1.46510	1.44093	1.46773
100	2010.02.19 00:56	close	32	0.10	1.46656	1.44093	1.46743	7.54	10220.56
101	2010.02.19 01:27	close	33	0.10	1.46639	1.44093	1.46773	10.41	10230.97
102	2010.02.19 01:27	close	34	0.10	1.46665	1.44093	1.46773	18.55	10249.52
103	2010.02.20 00:33	sell	35	0.10	1.46494	0.00000	0.00000
104	2010.02.20 00:33	modify	35	0.10	1.46494	1.48994	1.46344
105	2010.02.22 02:09	close	35	0.10	1.46538	1.48994	1.46344	-5.86	10243.66
106	2010.03.26 00:50	buy	36	0.10	1.42606	0.00000	0.00000
107	2010.03.26 00:50	modify	36	0.10	1.42606	1.40106	1.42756
108	2010.03.26 02:28	close	36	0.10	1.42631	1.40106	1.42756	2.99	10246.65
109	2010.04.13 00:11	sell	37	0.10	1.44015	0.00000	0.00000
110	2010.04.13 00:11	modify	37	0.10	1.44015	1.46515	1.43865
111	2010.04.13 00:52	close	37	0.10	1.44003	1.46515	1.43865	1.43	10248.08
112	2010.04.14 00:10	sell	38	0.10	1.43493	0.00000	0.00000
113	2010.04.14 00:10	modify	38	0.10	1.43493	1.45993	1.43343
114	2010.04.14 03:15	close	38	0.10	1.43492	1.45993	1.43343	0.12	10248.20
115	2010.04.15 00:56	sell	39	0.10	1.43674	0.00000	0.00000
116	2010.04.15 00:56	modify	39	0.10	1.43674	1.46174	1.43524
117	2010.04.15 01:36	close	39	0.10	1.43644	1.46174	1.43524	3.59	10251.79
118	2010.04.27 00:49	buy	40	0.10	1.43470	0.00000	0.00000
119	2010.04.27 00:49	modify	40	0.10	1.43470	1.40970	1.43620
120	2010.04.27 01:11	close	40	0.10	1.43531	1.40970	1.43620	7.30	10259.09
121	2010.05.07 00:08	sell	41	0.10	1.40689	0.00000	0.00000
122	2010.05.07 00:08	modify	41	0.10	1.40689	1.43189	1.40539
123	2010.05.07 00:28	close	41	0.10	1.40602	1.43189	1.40539	10.40	10269.49