通貨ペア		AUDJPY (Australian Dollar vs. Japanese Yen)
期間		5分足(M5) 2007.01.02 09:00 - 2011.10.03 01:09 (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; TPpipsBuy=700; stop=10000;
Bars in test	343205	Ticks modelled	685402	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1665.22	Gross profit	3410.85	Gross loss	-1745.63
Profit factor	1.95	Expected payoff	33.30
Absolute drawdown	415.77	Maximal drawdown	639.79 (6.12%)	Relative drawdown	6.12% (639.79)
Total trades	50	Short positions (won %)	0 (0.00%)	Long positions (won %)	50 (74.00%)
		Profit trades (% of total)	37 (74.00%)	Loss trades (% of total)	13 (26.00%)
Largest		profit trade	103.86	loss trade	-397.67
Average		profit trade	92.19	loss trade	-134.28
Maximum		consecutive wins (profit in money)	8 (728.75)	consecutive losses (loss in money)	2 (-169.82)
Maximal		consecutive profit (count of wins)	728.75 (8)	consecutive loss (count of losses)	-397.67 (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	2007.01.08 06:50	buy	1	0.10	92.387	82.387	93.087
2	2007.01.09 05:15	t/p	1	0.10	93.087	82.387	93.087	92.08	10092.08
3	2007.02.02 00:30	buy	2	0.10	93.547	83.547	94.247
4	2007.02.05 12:25	close	2	0.10	93.470	83.547	94.247	-8.68	10083.40
5	2007.02.28 10:00	buy	3	0.10	93.527	83.527	94.227
6	2007.03.02 00:00	close	3	0.10	92.244	83.527	94.227	-161.13	9922.26
7	2007.03.06 01:30	buy	4	0.10	88.987	78.987	89.687
8	2007.03.06 03:15	t/p	4	0.10	89.687	78.987	89.687	90.77	10013.03
9	2007.07.30 16:30	buy	5	0.10	101.207	91.207	101.907
10	2007.07.30 23:35	t/p	5	0.10	101.907	91.207	101.907	90.77	10103.80
11	2007.08.15 20:30	buy	6	0.10	96.737	86.737	97.437
12	2007.08.16 08:00	close	6	0.10	93.640	86.737	97.437	-397.67	9706.13
13	2007.10.22 23:05	buy	7	0.10	101.137	91.137	101.837
14	2007.10.23 01:30	t/p	7	0.10	101.837	91.137	101.837	92.08	9798.21
15	2007.11.13 03:55	buy	8	0.10	98.177	88.177	98.877
16	2007.11.13 14:20	t/p	8	0.10	98.877	88.177	98.877	90.77	9888.98
17	2007.11.23 18:50	buy	9	0.10	94.497	84.497	95.197
18	2007.11.26 00:00	t/p	9	0.10	95.197	84.497	95.197	92.08	9981.06
19	2008.01.07 10:10	buy	10	0.10	95.357	85.357	96.057
20	2008.01.08 05:30	t/p	10	0.10	96.057	85.357	96.057	92.08	10073.14
21	2008.03.18 07:10	buy	11	0.10	89.497	79.497	90.197
22	2008.03.18 10:55	t/p	11	0.10	90.197	79.497	90.197	90.77	10163.91
23	2008.04.01 12:00	buy	12	0.10	91.187	81.187	91.887
24	2008.04.01 17:05	t/p	12	0.10	91.887	81.187	91.887	90.77	10254.68
25	2008.05.12 04:35	buy	13	0.10	96.787	86.787	97.487
26	2008.05.12 11:10	t/p	13	0.10	97.487	86.787	97.487	90.77	10345.45
27	2008.08.11 04:15	buy	14	0.10	97.757	87.757	98.457
28	2008.08.12 08:00	close	14	0.10	96.590	87.757	98.457	-150.01	10195.44
29	2008.08.13 19:30	buy	15	0.10	94.777	84.777	95.477
30	2008.08.13 20:35	t/p	15	0.10	95.477	84.777	95.477	90.77	10286.21
31	2008.08.27 00:00	buy	16	0.10	93.837	83.837	94.537
32	2008.08.28 04:40	t/p	16	0.10	94.537	83.837	94.537	94.71	10380.91
33	2008.09.02 03:00	buy	17	0.10	91.837	81.837	92.537
34	2008.09.02 16:00	close	17	0.10	90.220	81.837	92.537	-209.68	10171.23
35	2008.09.03 05:00	buy	18	0.10	90.597	80.597	91.297
36	2008.09.03 12:00	close	18	0.10	89.850	80.597	91.297	-96.86	10074.37
37	2008.10.07 05:30	buy	19	0.10	73.577	63.577	74.277
38	2008.10.07 06:50	t/p	19	0.10	74.277	63.577	74.277	90.76	10165.13
39	2008.10.23 12:30	buy	20	0.10	65.427	55.427	66.127
40	2008.10.24 00:15	t/p	20	0.10	66.127	55.427	66.127	92.08	10257.21
41	2008.10.27 02:00	buy	21	0.10	57.927	47.927	58.627
42	2008.10.27 03:05	t/p	21	0.10	58.627	47.927	58.627	90.77	10347.98
43	2008.11.13 12:00	buy	22	0.10	61.677	51.677	62.377
44	2008.11.13 17:25	t/p	22	0.10	62.377	51.677	62.377	90.76	10438.74
45	2008.12.02 12:00	buy	23	0.10	59.687	49.687	60.387
46	2008.12.02 14:25	t/p	23	0.10	60.387	49.687	60.387	90.76	10529.50
47	2009.01.13 22:30	buy	24	0.10	59.077	49.077	59.777
48	2009.01.14 03:05	t/p	24	0.10	59.777	49.077	59.777	92.08	10621.58
49	2009.02.03 03:05	buy	25	0.10	56.617	46.617	57.317
50	2009.02.03 04:30	t/p	25	0.10	57.317	46.617	57.317	90.77	10712.35
51	2009.04.21 17:30	buy	26	0.10	68.887	58.887	69.587
52	2009.04.21 18:15	t/p	26	0.10	69.587	58.887	69.587	90.77	10803.12
53	2009.07.09 11:00	buy	27	0.10	73.217	63.217	73.917
54	2009.07.10 04:50	close	27	0.10	72.640	63.217	73.917	-73.51	10729.61
55	2009.08.18 03:05	buy	28	0.10	77.857	67.857	78.557
56	2009.08.18 10:05	t/p	28	0.10	78.557	67.857	78.557	90.77	10820.38
57	2009.09.02 14:15	buy	29	0.10	77.177	67.177	77.877
58	2009.09.03 17:05	t/p	29	0.10	77.877	67.177	77.877	94.70	10915.08
59	2009.09.28 14:15	buy	30	0.10	77.427	67.427	78.127
60	2009.09.28 18:45	t/p	30	0.10	78.127	67.427	78.127	90.77	11005.85
61	2009.11.20 06:30	buy	31	0.10	81.767	71.767	82.467
62	2009.11.23 18:50	t/p	31	0.10	82.467	71.767	82.467	92.08	11097.93
63	2009.11.27 12:00	buy	32	0.10	77.897	67.897	78.597
64	2009.11.27 16:55	t/p	32	0.10	78.597	67.897	78.597	90.77	11188.70
65	2009.12.09 12:00	buy	33	0.10	79.617	69.617	80.317
66	2009.12.10 02:35	t/p	33	0.10	80.317	69.617	80.317	94.70	11283.39
67	2010.01.22 16:30	buy	34	0.10	81.737	71.737	82.437
68	2010.01.29 00:00	close	34	0.10	80.420	71.737	82.437	-161.61	11121.78
69	2010.02.05 09:05	buy	35	0.10	77.887	67.887	78.587
70	2010.02.09 00:00	close	35	0.10	77.150	67.887	78.587	-92.95	11028.83
71	2010.05.07 19:05	buy	36	0.10	81.697	71.697	82.397
72	2010.05.10 00:00	t/p	36	0.10	82.397	71.697	82.397	92.08	11120.91
73	2010.05.17 21:15	buy	37	0.10	80.717	70.717	81.417
74	2010.05.18 10:15	t/p	37	0.10	81.417	70.717	81.417	92.08	11212.99
75	2010.05.21 03:30	buy	38	0.10	73.967	63.967	74.667
76	2010.05.21 06:25	t/p	38	0.10	74.667	63.967	74.667	90.77	11303.76
77	2010.06.30 08:00	buy	39	0.10	75.567	65.567	76.267
78	2010.07.08 04:30	t/p	39	0.10	76.267	65.567	76.267	103.86	11407.62
79	2010.08.12 17:05	buy	40	0.10	76.727	66.727	77.427
80	2010.08.13 05:30	t/p	40	0.10	77.427	66.727	77.427	92.08	11499.70
81	2010.12.01 02:30	buy	41	0.10	80.357	70.357	81.057
82	2010.12.01 04:00	close	41	0.10	79.880	70.357	81.057	-61.86	11437.84
83	2011.02.23 10:00	buy	42	0.10	82.942	72.942	83.642
84	2011.02.24 16:25	close	42	0.10	82.155	72.942	83.642	-98.13	11339.71
85	2011.03.17 16:05	buy	43	0.10	77.730	67.730	78.430
86	2011.03.18 03:05	t/p	43	0.10	78.430	67.730	78.430	92.08	11431.78
87	2011.06.09 10:10	buy	44	0.10	84.910	74.910	85.610
88	2011.06.09 12:00	close	44	0.10	84.593	74.910	85.610	-41.11	11390.67
89	2011.07.12 19:00	buy	45	0.10	84.543	74.543	85.243
90	2011.07.14 08:35	t/p	45	0.10	85.243	74.543	85.243	96.02	11486.69
91	2011.08.03 19:10	buy	46	0.10	82.449	72.449	83.149
92	2011.08.04 04:05	t/p	46	0.10	83.149	72.449	83.149	94.70	11581.39
93	2011.08.09 22:20	buy	47	0.10	78.564	68.564	79.264
94	2011.08.09 22:50	t/p	47	0.10	79.264	68.564	79.264	90.77	11672.16
95	2011.09.12 23:00	buy	48	0.10	79.994	69.994	80.694
96	2011.09.14 12:00	close	48	0.10	78.490	69.994	80.694	-192.41	11479.74
97	2011.09.15 11:00	buy	49	0.10	78.752	68.752	79.452
98	2011.09.16 07:25	t/p	49	0.10	79.452	68.752	79.452	92.08	11571.82
99	2011.09.23 10:00	buy	50	0.10	75.046	65.046	75.746
100	2011.09.27 14:20	t/p	50	0.10	75.746	65.046	75.746	93.40	11665.22