通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2007.01.02 09:00 - 2011.09.05 02:04 (2007.01.01 - 2012.01.01)
モデル		Open prices only (only for Expert Advisors that explicitly control bar opening)
パラメーター		MAGIC=20121231; std4HLevel=1.3; stdNowLevel=1.1;
Bars in test	346551	Ticks modelled	692090	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	957.83	Gross profit	1100.23	Gross loss	-142.40
Profit factor	7.73	Expected payoff	8.05
Absolute drawdown	360.59	Maximal drawdown	575.96 (5.64%)	Relative drawdown	5.64% (575.96)
Total trades	119	Short positions (won %)	0 (0.00%)	Long positions (won %)	119 (73.95%)
		Profit trades (% of total)	88 (73.95%)	Loss trades (% of total)	31 (26.05%)
Largest		profit trade	25.69	loss trade	-23.14
Average		profit trade	12.50	loss trade	-4.59
Maximum		consecutive wins (profit in money)	14 (158.26)	consecutive losses (loss in money)	3 (-7.59)
Maximal		consecutive profit (count of wins)	158.26 (14)	consecutive loss (count of losses)	-23.14 (1)
Average		consecutive wins	4	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	2007.03.14 16:00	buy	1	0.10	116.559	110.560	116.760
2	2007.03.14 20:30	t/p	1	0.10	116.760	110.560	116.760	17.22	10017.22
3	2007.03.14 20:30	buy	2	0.10	116.748	110.750	116.950
4	2007.03.14 20:30	close	2	0.10	116.720	110.750	116.950	-2.40	10014.82
5	2007.03.19 08:00	buy	3	0.10	117.323	111.320	117.520
6	2007.03.19 11:00	close	3	0.10	117.380	111.320	117.520	4.86	10019.68
7	2007.03.21 16:00	buy	4	0.10	117.882	111.880	118.080
8	2007.03.22 18:35	t/p	4	0.10	118.080	111.880	118.080	16.78	10036.46
9	2007.03.22 18:35	buy	5	0.10	118.033	112.030	118.230
10	2007.03.22 18:45	t/p	5	0.10	118.230	112.030	118.230	16.66	10053.12
11	2007.03.22 18:45	buy	6	0.10	118.258	112.260	118.460
12	2007.03.22 18:45	close	6	0.10	118.230	112.260	118.460	-2.37	10050.75
13	2007.03.27 05:25	buy	7	0.10	118.228	112.230	118.430
14	2007.03.27 11:00	close	7	0.10	118.330	112.230	118.430	8.62	10059.37
15	2007.03.29 08:00	buy	8	0.10	117.156	111.160	117.360
16	2007.03.29 08:15	close	8	0.10	117.250	111.160	117.360	8.02	10067.39
17	2007.06.12 20:00	buy	9	0.10	121.788	115.790	121.990
18	2007.06.13 07:05	t/p	9	0.10	121.990	115.790	121.990	16.56	10083.95
19	2007.06.13 07:05	buy	10	0.10	121.988	115.990	122.190
20	2007.06.13 07:15	close	10	0.10	122.040	115.990	122.190	4.26	10088.21
21	2007.08.01 22:55	buy	11	0.10	118.828	112.830	119.030
22	2007.08.01 23:15	close	11	0.10	118.810	112.830	119.030	-1.52	10086.69
23	2007.08.06 20:00	buy	12	0.10	118.348	112.350	118.550
24	2007.08.06 20:00	close	12	0.10	118.320	112.350	118.550	-2.37	10084.32
25	2007.08.10 20:00	buy	13	0.10	118.298	112.300	118.500
26	2007.08.10 20:00	close	13	0.10	118.270	112.300	118.500	-2.37	10081.95
27	2007.09.17 01:10	buy	14	0.10	115.218	109.220	115.420
28	2007.09.17 03:15	close	14	0.10	115.320	109.220	115.420	8.84	10090.79
29	2007.09.18 15:05	buy	15	0.10	115.308	109.310	115.510
30	2007.09.18 15:15	t/p	15	0.10	115.510	109.310	115.510	17.49	10108.28
31	2007.09.18 15:15	buy	16	0.10	115.508	109.510	115.710
32	2007.09.18 15:15	close	16	0.10	115.480	109.510	115.710	-2.42	10105.86
33	2007.09.19 22:50	buy	17	0.10	116.068	110.070	116.270
34	2007.10.03 10:00	close	17	0.10	116.160	110.070	116.270	7.92	10113.78
35	2007.11.05 20:00	buy	18	0.10	114.528	108.530	114.730
36	2007.11.06 06:00	close	18	0.10	114.670	108.530	114.730	12.38	10126.16
37	2007.11.19 00:00	buy	19	0.10	110.878	104.880	111.080
38	2007.11.19 00:00	close	19	0.10	110.850	104.880	111.080	-2.53	10123.63
39	2007.11.19 00:05	buy	20	0.10	110.848	104.850	111.050
40	2007.11.19 00:05	close	20	0.10	110.820	104.850	111.050	-2.53	10121.10
41	2007.11.19 00:10	buy	21	0.10	110.868	104.870	111.070
42	2007.11.19 00:10	close	21	0.10	110.840	104.870	111.070	-2.53	10118.57
43	2007.11.19 00:15	buy	22	0.10	110.858	104.860	111.060
44	2007.11.19 02:15	close	22	0.10	110.980	104.860	111.060	10.99	10129.56
45	2007.11.27 08:00	buy	23	0.10	108.398	102.400	108.600
46	2007.11.27 08:15	close	23	0.10	108.500	102.400	108.600	9.40	10138.96
47	2007.11.30 05:25	buy	24	0.10	110.328	104.330	110.530
48	2007.11.30 06:00	close	24	0.10	110.350	104.330	110.530	1.99	10140.95
49	2007.12.05 08:00	buy	25	0.10	110.338	104.340	110.540
50	2007.12.05 09:00	close	25	0.10	110.430	104.340	110.540	8.33	10149.28
51	2008.01.22 15:25	buy	26	0.10	106.758	100.760	106.960
52	2008.01.22 15:30	close	26	0.10	106.740	100.760	106.960	-1.69	10147.59
53	2008.01.30 00:00	buy	27	0.10	107.138	101.140	107.340
54	2008.01.30 15:30	t/p	27	0.10	107.340	101.140	107.340	18.82	10166.41
55	2008.01.30 15:30	buy	28	0.10	107.378	101.380	107.580
56	2008.02.05 12:25	t/p	28	0.10	107.580	101.380	107.580	18.78	10185.19
57	2008.02.05 12:25	buy	29	0.10	107.598	101.600	107.800
58	2008.02.05 12:30	close	29	0.10	107.710	101.600	107.800	10.40	10195.59
59	2008.02.12 09:05	buy	30	0.10	107.098	101.100	107.300
60	2008.02.12 13:15	close	30	0.10	107.100	101.100	107.300	0.19	10195.78
61	2008.03.07 22:20	buy	31	0.10	102.938	96.940	103.140
62	2008.03.11 15:55	t/p	31	0.10	103.140	96.940	103.140	19.59	10215.37
63	2008.03.11 15:55	buy	32	0.10	103.148	97.150	103.350
64	2008.03.11 16:00	close	32	0.10	103.030	97.150	103.350	-11.45	10203.92
65	2008.03.13 21:25	buy	33	0.10	101.208	95.210	101.410
66	2008.04.01 17:10	t/p	33	0.10	101.410	95.210	101.410	19.93	10223.85
67	2008.04.01 17:10	buy	34	0.10	101.358	95.360	101.560
68	2008.04.01 17:15	close	34	0.10	101.230	95.360	101.560	-12.64	10211.21
69	2008.04.10 20:00	buy	35	0.10	101.798	95.800	102.000
70	2008.04.10 20:00	close	35	0.10	101.770	95.800	102.000	-2.75	10208.46
71	2008.06.03 16:00	buy	36	0.10	104.488	98.490	104.690
72	2008.06.03 16:05	t/p	36	0.10	104.690	98.490	104.690	19.28	10227.74
73	2008.06.03 16:05	buy	37	0.10	104.818	98.820	105.020
74	2008.06.03 16:15	t/p	37	0.10	105.020	98.820	105.020	19.23	10246.97
75	2008.06.03 16:15	buy	38	0.10	105.058	99.060	105.260
76	2008.06.03 16:15	close	38	0.10	105.030	99.060	105.260	-2.67	10244.30
77	2008.07.08 20:25	buy	39	0.10	107.398	101.400	107.600
78	2008.07.08 20:25	close	39	0.10	107.370	101.400	107.600	-2.61	10241.69
79	2008.07.11 08:00	buy	40	0.10	107.178	101.180	107.380
80	2008.07.11 09:30	close	40	0.10	107.240	101.180	107.380	5.78	10247.47
81	2008.08.28 00:00	buy	41	0.10	109.498	103.500	109.700
82	2008.08.28 00:15	close	41	0.10	109.590	103.500	109.700	8.39	10255.86
83	2008.08.28 00:25	buy	42	0.10	109.578	103.580	109.780
84	2008.08.28 20:30	close	42	0.10	109.570	103.580	109.780	-0.73	10255.13
85	2008.09.17 00:25	buy	43	0.10	105.878	99.880	106.080
86	2008.09.17 02:30	t/p	43	0.10	106.080	99.880	106.080	19.05	10274.18
87	2008.09.17 02:30	buy	44	0.10	106.068	100.070	106.270
88	2008.09.17 02:30	close	44	0.10	106.040	100.070	106.270	-2.64	10271.54
89	2008.09.23 20:00	buy	45	0.10	105.928	99.930	106.130
90	2008.09.24 09:00	close	45	0.10	106.080	99.930	106.130	14.33	10285.87
91	2008.09.25 00:05	buy	46	0.10	106.148	100.150	106.350
92	2008.09.25 00:15	close	46	0.10	106.260	100.150	106.350	10.54	10296.41
93	2008.09.25 00:25	buy	47	0.10	106.278	100.280	106.480
94	2008.09.25 17:30	close	47	0.10	106.380	100.280	106.480	9.59	10306.00
95	2008.09.29 00:00	buy	48	0.10	106.148	100.150	106.350
96	2008.09.29 00:30	close	48	0.10	106.230	100.150	106.350	7.72	10313.72
97	2008.09.29 00:40	buy	49	0.10	106.248	100.250	106.450
98	2008.09.29 01:15	close	49	0.10	106.350	100.250	106.450	9.59	10323.31
99	2008.10.16 22:05	buy	50	0.10	101.188	95.190	101.390
100	2008.10.16 22:10	t/p	50	0.10	101.390	95.190	101.390	19.91	10343.22
101	2008.10.16 22:10	buy	51	0.10	101.518	95.520	101.720
102	2008.10.16 22:15	close	51	0.10	101.530	95.520	101.720	1.18	10344.40
103	2008.10.29 20:05	buy	52	0.10	97.648	91.650	97.850
104	2008.10.29 20:05	close	52	0.10	97.620	91.650	97.850	-2.87	10341.53
105	2008.11.07 07:05	buy	53	0.10	97.678	91.680	97.880
106	2008.11.07 09:30	close	53	0.10	97.600	91.680	97.880	-7.99	10333.54
107	2008.11.20 20:00	buy	54	0.10	95.978	89.980	96.180
108	2008.11.20 20:00	close	54	0.10	95.950	89.980	96.180	-2.92	10330.62
109	2008.12.23 00:00	buy	55	0.10	90.258	84.260	90.460
110	2008.12.23 08:30	close	55	0.10	90.300	84.260	90.460	4.65	10335.27
111	2008.12.30 04:00	buy	56	0.10	90.658	84.660	90.860
112	2008.12.31 16:00	close	56	0.10	90.740	84.660	90.860	9.04	10344.31
113	2009.01.28 12:00	buy	57	0.10	89.338	83.340	89.540
114	2009.01.28 15:00	close	57	0.10	89.450	83.340	89.540	12.52	10356.83
115	2009.02.05 12:45	buy	58	0.10	89.728	83.730	89.930
116	2009.02.05 14:15	t/p	58	0.10	89.930	83.730	89.930	22.46	10379.29
117	2009.02.05 14:15	buy	59	0.10	89.948	83.950	90.150
118	2009.02.05 14:15	close	59	0.10	89.920	83.950	90.150	-3.11	10376.18
119	2009.03.26 12:20	buy	60	0.10	98.178	92.180	98.380
120	2009.03.26 14:00	t/p	60	0.10	98.380	92.180	98.380	20.53	10396.71
121	2009.03.26 14:00	buy	61	0.10	98.448	92.450	98.650
122	2009.03.26 14:00	close	61	0.10	98.420	92.450	98.650	-2.84	10393.87
123	2009.05.06 16:05	buy	62	0.10	98.918	92.920	99.120
124	2009.05.06 16:05	close	62	0.10	98.890	92.920	99.120	-2.83	10391.04
125	2009.05.07 08:15	buy	63	0.10	98.538	92.540	98.740
126	2009.05.07 09:00	close	63	0.10	98.640	92.540	98.740	10.34	10401.38
127	2009.05.21 18:45	buy	64	0.10	95.188	89.190	95.390
128	2009.05.27 02:45	close	64	0.10	95.290	89.190	95.390	10.70	10412.08
129	2009.06.01 17:05	buy	65	0.10	95.968	89.970	96.170
130	2009.06.01 17:10	t/p	65	0.10	96.170	89.970	96.170	20.98	10433.06
131	2009.06.01 17:10	buy	66	0.10	96.298	90.300	96.500
132	2009.06.01 17:15	close	66	0.10	96.190	90.300	96.500	-11.23	10421.83
133	2009.06.04 04:00	buy	67	0.10	96.198	90.200	96.400
134	2009.06.04 04:15	close	67	0.10	96.330	90.200	96.400	13.70	10435.53
135	2009.07.20 00:00	buy	68	0.10	94.278	88.280	94.480
136	2009.07.20 03:00	close	68	0.10	94.350	88.280	94.480	7.63	10443.16
137	2009.07.22 20:00	buy	69	0.10	93.688	87.690	93.890
138	2009.07.23 04:45	close	69	0.10	93.800	87.690	93.890	11.94	10455.10
139	2009.07.27 20:00	buy	70	0.10	95.288	89.290	95.490
140	2009.07.30 15:45	close	70	0.10	95.440	89.290	95.490	15.93	10471.03
141	2009.08.05 00:00	buy	71	0.10	95.248	89.250	95.450
142	2009.08.05 02:30	close	71	0.10	95.380	89.250	95.450	13.84	10484.87
143	2009.09.09 08:00	buy	72	0.10	92.338	86.340	92.540
144	2009.09.09 09:30	close	72	0.10	92.460	86.340	92.540	13.19	10498.06
145	2009.09.17 00:00	buy	73	0.10	90.948	84.950	91.150
146	2009.09.17 03:00	close	73	0.10	91.030	84.950	91.150	9.01	10507.07
147	2009.09.21 04:00	buy	74	0.10	91.488	85.490	91.690
148	2009.09.21 08:10	t/p	74	0.10	91.690	85.490	91.690	21.99	10529.06
149	2009.09.21 08:10	buy	75	0.10	91.888	85.890	92.090
150	2009.09.21 08:15	close	75	0.10	91.950	85.890	92.090	6.74	10535.80
151	2009.09.23 16:00	buy	76	0.10	91.308	85.310	91.510
152	2009.09.23 16:15	close	76	0.10	91.370	85.310	91.510	6.79	10542.59
153	2009.09.24 20:05	buy	77	0.10	91.258	85.260	91.460
154	2009.09.24 20:30	close	77	0.10	91.350	85.260	91.460	10.07	10552.66
155	2009.12.10 00:35	buy	78	0.10	88.088	82.090	88.290
156	2009.12.10 03:00	close	78	0.10	88.170	82.090	88.290	9.30	10561.96
157	2010.02.01 22:05	buy	79	0.10	90.618	84.620	90.820
158	2010.02.02 01:00	close	79	0.10	90.700	84.620	90.820	9.04	10571.00
159	2010.03.10 08:00	buy	80	0.10	90.118	84.120	90.320
160	2010.03.10 11:00	close	80	0.10	90.200	84.120	90.320	9.09	10580.09
161	2010.03.16 16:00	buy	81	0.10	90.508	84.510	90.710
162	2010.03.16 21:15	close	81	0.10	90.440	84.510	90.710	-7.52	10572.57
163	2010.04.22 20:00	buy	82	0.10	93.258	87.260	93.460
164	2010.04.22 20:30	close	82	0.10	93.290	87.260	93.460	3.43	10576.00
165	2010.04.28 13:00	buy	83	0.10	93.878	87.880	94.080
166	2010.04.28 15:15	close	83	0.10	93.990	87.880	94.080	11.92	10587.92
167	2010.05.21 04:00	buy	84	0.10	89.998	84.000	90.200
168	2010.05.21 05:00	close	84	0.10	90.140	84.000	90.200	15.75	10603.67
169	2010.06.02 04:00	buy	85	0.10	91.398	85.400	91.600
170	2010.06.02 04:40	t/p	85	0.10	91.600	85.400	91.600	22.05	10625.72
171	2010.06.02 04:40	buy	86	0.10	91.668	85.670	91.870
172	2010.06.02 04:45	close	86	0.10	91.670	85.670	91.870	0.22	10625.94
173	2010.06.07 20:00	buy	87	0.10	91.978	85.980	92.180
174	2010.06.14 11:45	close	87	0.10	92.020	85.980	92.180	4.56	10630.50
175	2010.07.07 20:15	buy	88	0.10	87.308	81.310	87.510
176	2010.07.07 21:15	close	88	0.10	87.450	81.310	87.510	16.24	10646.74
177	2010.07.12 08:25	buy	89	0.10	88.968	82.970	89.170
178	2010.07.14 03:30	close	89	0.10	89.080	82.970	89.170	12.57	10659.31
179	2010.07.22 20:00	buy	90	0.10	87.078	81.080	87.280
180	2010.07.23 02:00	close	90	0.10	87.170	81.080	87.280	10.55	10669.86
181	2010.08.17 20:05	buy	91	0.10	85.558	79.560	85.760
182	2010.08.18 02:15	close	91	0.10	85.650	79.560	85.760	10.74	10680.60
183	2010.08.20 15:45	buy	92	0.10	85.458	79.460	85.660
184	2010.08.20 16:00	close	92	0.10	85.580	79.460	85.660	14.26	10694.86
185	2010.09.01 04:00	buy	93	0.10	84.328	78.330	84.530
186	2010.09.01 04:15	close	93	0.10	84.270	78.330	84.530	-6.88	10687.98
187	2010.10.13 08:00	buy	94	0.10	81.838	75.840	82.040
188	2010.10.13 10:00	close	94	0.10	81.930	75.840	82.040	11.23	10699.21
189	2010.10.14 16:20	buy	95	0.10	81.508	75.510	81.710
190	2010.10.14 20:15	close	95	0.10	81.530	75.510	81.710	2.70	10701.91
191	2010.10.15 20:55	buy	96	0.10	81.478	75.480	81.680
192	2010.10.19 14:30	close	96	0.10	81.510	75.480	81.680	3.93	10705.84
193	2010.10.21 19:55	buy	97	0.10	81.308	75.310	81.510
194	2010.10.22 18:00	close	97	0.10	81.410	75.310	81.510	12.53	10718.37
195	2010.12.10 20:00	buy	98	0.10	83.968	77.970	84.170
196	2010.12.13 05:45	close	98	0.10	84.080	77.970	84.170	13.32	10731.69
197	2011.01.07 04:00	buy	99	0.10	83.312	77.310	83.510
198	2011.01.07 06:45	close	99	0.10	83.433	77.310	83.510	14.50	10746.19
199	2011.01.11 16:40	buy	100	0.10	83.129	77.130	83.330
200	2011.01.11 17:00	close	100	0.10	83.241	77.130	83.330	13.45	10759.64
201	2011.01.14 14:20	buy	101	0.10	82.977	76.980	83.180
202	2011.01.20 21:30	close	101	0.10	83.022	76.980	83.180	5.42	10765.06
203	2011.02.09 04:00	buy	102	0.10	82.295	76.300	82.500
204	2011.02.09 07:00	close	102	0.10	82.390	76.300	82.500	11.53	10776.59
205	2011.03.03 12:55	buy	103	0.10	81.844	75.840	82.040
206	2011.03.03 16:35	t/p	103	0.10	82.040	75.840	82.040	23.95	10800.54
207	2011.03.03 16:35	buy	104	0.10	81.876	75.880	82.080
208	2011.03.03 16:45	close	104	0.10	82.041	75.880	82.080	20.11	10820.65
209	2011.03.08 12:00	buy	105	0.10	82.522	76.520	82.720
210	2011.03.08 17:10	t/p	105	0.10	82.720	76.520	82.720	23.94	10844.59
211	2011.03.08 17:10	buy	106	0.10	82.751	76.750	82.950
212	2011.03.08 17:15	close	106	0.10	82.733	76.750	82.950	-2.18	10842.41
213	2011.03.22 12:00	buy	107	0.10	81.087	75.090	81.290
214	2011.03.25 12:00	close	107	0.10	81.191	75.090	81.290	12.81	10855.22
215	2011.05.16 04:00	buy	108	0.10	80.878	74.880	81.080
216	2011.05.16 05:00	close	108	0.10	80.973	74.880	81.080	11.73	10866.95
217	2011.05.17 04:00	buy	109	0.10	80.989	74.990	81.190
218	2011.05.17 05:45	t/p	109	0.10	81.190	74.990	81.190	24.75	10891.70
219	2011.05.17 05:45	buy	110	0.10	81.237	75.240	81.440
220	2011.05.17 05:45	close	110	0.10	81.209	75.240	81.440	-3.45	10888.25
221	2011.06.13 00:00	buy	111	0.10	80.278	74.280	80.480
222	2011.06.13 04:15	t/p	111	0.10	80.480	74.280	80.480	25.10	10913.35
223	2011.06.15 08:05	buy	112	0.10	80.551	74.550	80.750
224	2011.06.15 11:30	close	112	0.10	80.655	74.550	80.750	12.89	10926.24
225	2011.06.22 00:00	buy	113	0.10	80.225	74.230	80.430
226	2011.06.22 01:15	close	113	0.10	80.249	74.230	80.430	2.99	10929.23
227	2011.07.01 00:00	buy	114	0.10	80.572	74.570	80.770
228	2011.07.01 02:15	close	114	0.10	80.634	74.570	80.770	7.69	10936.92
229	2011.07.25 20:05	buy	115	0.10	78.388	72.390	78.590
230	2011.07.26 05:15	close	115	0.10	78.207	72.390	78.590	-23.14	10913.78
231	2011.07.27 20:00	buy	116	0.10	78.139	72.140	78.340
232	2011.08.04 04:15	t/p	116	0.10	78.340	72.140	78.340	25.69	10939.47
233	2011.08.04 04:15	buy	117	0.10	78.253	72.250	78.450
234	2011.08.04 04:15	close	117	0.10	78.225	72.250	78.450	-3.58	10935.89
235	2011.08.24 04:05	buy	118	0.10	76.823	70.820	77.020
236	2011.08.24 20:30	t/p	118	0.10	77.020	70.820	77.020	25.58	10961.47
237	2011.08.24 20:30	buy	119	0.10	77.036	71.040	77.240
238	2011.08.24 20:30	close	119	0.10	77.008	71.040	77.240	-3.64	10957.83