通貨ペア		CADJPY (Canadian Dollar vs. Japanese Yen)
期間		5分足(M5) 2007.01.02 09:00 - 2011.10.04 17:34 (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;
Bars in test	345813	Ticks modelled	690609	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1352.81	Gross profit	1818.49	Gross loss	-465.69
Profit factor	3.90	Expected payoff	22.18
Absolute drawdown	102.77	Maximal drawdown	669.82 (6.05%)	Relative drawdown	6.05% (669.82)
Total trades	61	Short positions (won %)	0 (0.00%)	Long positions (won %)	61 (95.08%)
		Profit trades (% of total)	58 (95.08%)	Loss trades (% of total)	3 (4.92%)
Largest		profit trade	32.82	loss trade	-189.78
Average		profit trade	31.35	loss trade	-155.23
Maximum		consecutive wins (profit in money)	34 (1064.91)	consecutive losses (loss in money)	1 (-189.78)
Maximal		consecutive profit (count of wins)	1064.91 (34)	consecutive loss (count of losses)	-189.78 (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	2007.01.05 16:25	buy	1	0.10	101.162	96.462	101.402
2	2007.01.09 11:25	t/p	1	0.10	101.402	96.462	101.402	31.59	10031.59
3	2007.03.08 12:55	buy	2	0.10	99.162	94.462	99.402
4	2007.03.08 13:10	t/p	2	0.10	99.402	94.462	99.402	31.28	10062.87
5	2007.03.19 05:15	buy	3	0.10	99.542	94.842	99.782
6	2007.03.19 11:15	t/p	3	0.10	99.782	94.842	99.782	31.29	10094.16
7	2007.03.20 02:30	buy	4	0.10	100.029	95.329	100.269
8	2007.03.20 10:25	t/p	4	0.10	100.269	95.329	100.269	31.28	10125.44
9	2007.08.21 07:00	buy	5	0.10	108.892	104.192	109.132
10	2007.08.23 02:10	t/p	5	0.10	109.132	104.192	109.132	31.90	10157.33
11	2007.11.13 04:00	buy	6	0.10	114.672	109.972	114.912
12	2007.11.13 09:30	t/p	6	0.10	114.912	109.972	114.912	31.28	10188.61
13	2007.11.26 08:15	buy	7	0.10	110.342	105.642	110.582
14	2007.11.26 10:35	t/p	7	0.10	110.582	105.642	110.582	31.28	10219.89
15	2007.11.28 08:25	buy	8	0.10	109.232	104.532	109.472
16	2007.11.28 13:05	t/p	8	0.10	109.472	104.532	109.472	31.28	10251.17
17	2008.01.08 09:45	buy	9	0.10	109.222	104.522	109.462
18	2008.01.08 10:35	t/p	9	0.10	109.462	104.522	109.462	31.28	10282.45
19	2008.01.10 12:00	buy	10	0.10	109.002	104.302	109.242
20	2008.01.10 14:10	t/p	10	0.10	109.242	104.302	109.242	31.28	10313.73
21	2008.01.16 16:40	buy	11	0.10	104.992	100.292	105.232
22	2008.01.16 16:45	t/p	11	0.10	105.232	100.292	105.232	31.28	10345.01
23	2008.01.22 13:25	buy	12	0.10	103.072	98.372	103.312
24	2008.01.22 15:25	t/p	12	0.10	103.312	98.372	103.312	31.28	10376.29
25	2008.01.23 03:45	buy	13	0.10	103.972	99.272	104.212
26	2008.01.23 23:10	t/p	13	0.10	104.212	99.272	104.212	31.28	10407.57
27	2008.01.24 00:45	buy	14	0.10	104.172	99.472	104.412
28	2008.01.24 01:15	t/p	14	0.10	104.412	99.472	104.412	31.28	10438.85
29	2008.03.11 23:00	buy	15	0.10	104.132	99.432	104.372
30	2008.03.12 00:45	t/p	15	0.10	104.372	99.432	104.372	31.43	10470.29
31	2008.04.15 00:15	buy	16	0.10	99.332	94.632	99.572
32	2008.04.15 16:20	t/p	16	0.10	99.572	94.632	99.572	31.28	10501.57
33	2008.06.09 12:20	buy	17	0.10	103.672	98.972	103.912
34	2008.06.09 17:10	t/p	17	0.10	103.912	98.972	103.912	31.28	10532.85
35	2008.07.02 00:00	buy	18	0.10	103.842	99.142	104.082
36	2008.07.02 09:30	t/p	18	0.10	104.082	99.142	104.082	31.29	10564.14
37	2008.07.29 16:00	buy	19	0.10	105.372	100.672	105.612
38	2008.07.30 15:20	t/p	19	0.10	105.612	100.672	105.612	31.43	10595.57
39	2008.08.06 09:40	buy	20	0.10	104.082	99.382	104.322
40	2008.08.06 17:05	t/p	20	0.10	104.322	99.382	104.322	31.28	10626.85
41	2008.09.04 01:45	buy	21	0.10	102.062	97.362	102.302
42	2008.09.04 10:20	t/p	21	0.10	102.302	97.362	102.302	31.28	10658.13
43	2008.09.05 20:00	buy	22	0.10	100.502	95.802	100.742
44	2008.09.05 22:45	t/p	22	0.10	100.742	95.802	100.742	31.28	10689.41
45	2008.11.13 12:05	buy	23	0.10	78.022	73.322	78.262
46	2008.11.13 16:35	t/p	23	0.10	78.262	73.322	78.262	31.27	10720.68
47	2009.01.15 13:05	buy	24	0.10	71.572	66.872	71.812
48	2009.01.15 21:45	t/p	24	0.10	71.812	66.872	71.812	31.28	10751.96
49	2009.01.16 04:00	buy	25	0.10	72.322	67.622	72.562
50	2009.01.16 06:35	t/p	25	0.10	72.562	67.622	72.562	31.28	10783.24
51	2009.01.28 12:00	buy	26	0.10	73.302	68.602	73.542
52	2009.01.28 15:30	t/p	26	0.10	73.542	68.602	73.542	31.28	10814.52
53	2009.04.23 14:25	buy	27	0.10	79.802	75.102	80.042
54	2009.04.23 17:40	t/p	27	0.10	80.042	75.102	80.042	31.28	10845.80
55	2009.05.18 10:20	buy	28	0.10	81.102	76.402	81.342
56	2009.05.18 11:40	t/p	28	0.10	81.342	76.402	81.342	31.28	10877.08
57	2009.07.13 18:35	buy	29	0.10	80.142	75.442	80.382
58	2009.07.13 19:05	t/p	29	0.10	80.382	75.442	80.382	31.28	10908.36
59	2009.08.20 01:30	buy	30	0.10	85.942	81.242	86.182
60	2009.08.20 05:00	t/p	30	0.10	86.182	81.242	86.182	31.28	10939.64
61	2009.09.01 04:05	buy	31	0.10	85.192	80.492	85.432
62	2009.09.01 10:10	t/p	31	0.10	85.432	80.492	85.432	31.28	10970.92
63	2009.09.03 08:45	buy	32	0.10	83.792	79.092	84.032
64	2009.09.03 12:10	t/p	32	0.10	84.032	79.092	84.032	31.28	11002.20
65	2009.09.04 10:05	buy	33	0.10	84.232	79.532	84.472
66	2009.09.04 11:45	t/p	33	0.10	84.472	79.532	84.472	31.28	11033.48
67	2009.10.02 20:10	buy	34	0.10	82.802	78.102	83.042
68	2009.10.05 03:05	t/p	34	0.10	83.042	78.102	83.042	31.43	11064.91
69	2009.10.07 16:30	buy	35	0.10	84.232	79.532	84.472
70	2009.10.08 17:00	close	35	0.10	83.350	79.532	84.472	-114.49	10950.43
71	2009.11.20 22:40	buy	36	0.10	83.222	78.522	83.462
72	2009.11.23 04:30	t/p	36	0.10	83.462	78.522	83.462	31.43	10981.86
73	2009.11.25 22:00	buy	37	0.10	83.612	78.912	83.852
74	2009.11.26 08:00	close	37	0.10	82.370	78.912	83.852	-161.42	10820.44
75	2009.12.03 18:15	buy	38	0.10	83.872	79.172	84.112
76	2009.12.04 14:05	t/p	38	0.10	84.112	79.172	84.112	31.43	10851.88
77	2010.01.25 13:05	buy	39	0.10	85.652	80.952	85.892
78	2010.01.28 20:00	close	39	0.10	84.190	80.952	85.892	-189.78	10662.10
79	2010.05.11 16:50	buy	40	0.10	90.682	85.982	90.922
80	2010.05.11 17:05	t/p	40	0.10	90.922	85.982	90.922	31.29	10693.39
81	2010.05.21 04:30	buy	41	0.10	84.122	79.422	84.362
82	2010.05.21 04:50	t/p	41	0.10	84.362	79.422	84.362	31.28	10724.67
83	2010.05.26 00:15	buy	42	0.10	84.742	80.042	84.982
84	2010.05.26 15:15	t/p	42	0.10	84.982	80.042	84.982	31.29	10755.96
85	2010.06.30 11:20	buy	43	0.10	84.502	79.802	84.742
86	2010.07.08 15:55	t/p	43	0.10	84.742	79.802	84.742	32.82	10788.77
87	2010.07.22 20:00	buy	44	0.10	83.982	79.282	84.222
88	2010.07.23 15:30	t/p	44	0.10	84.222	79.282	84.222	31.43	10820.21
89	2010.08.04 17:05	buy	45	0.10	84.292	79.592	84.532
90	2010.08.04 17:50	t/p	45	0.10	84.532	79.592	84.532	31.28	10851.49
91	2010.08.17 13:25	buy	46	0.10	82.312	77.612	82.552
92	2010.08.17 16:20	t/p	46	0.10	82.552	77.612	82.552	31.29	10882.78
93	2010.08.18 20:00	buy	47	0.10	82.952	78.252	83.192
94	2010.08.19 02:15	t/p	47	0.10	83.192	78.252	83.192	31.75	10914.53
95	2010.08.25 03:00	buy	48	0.10	79.422	74.722	79.662
96	2010.08.25 04:15	t/p	48	0.10	79.662	74.722	79.662	31.28	10945.81
97	2010.08.27 08:00	buy	49	0.10	80.112	75.412	80.352
98	2010.08.27 17:35	t/p	49	0.10	80.352	75.412	80.352	31.28	10977.09
99	2010.10.06 01:15	buy	50	0.10	81.952	77.252	82.192
100	2010.10.06 18:40	t/p	50	0.10	82.192	77.252	82.192	31.28	11008.37
101	2010.10.13 04:00	buy	51	0.10	81.082	76.382	81.322
102	2010.10.13 11:40	t/p	51	0.10	81.322	76.382	81.322	31.28	11039.65
103	2010.12.24 00:20	buy	52	0.10	82.212	77.512	82.452
104	2010.12.24 14:10	t/p	52	0.10	82.452	77.512	82.452	31.28	11070.93
105	2011.03.18 02:55	buy	53	0.10	80.656	75.956	80.896
106	2011.03.18 03:05	t/p	53	0.10	80.896	75.956	80.896	31.28	11102.21
107	2011.04.19 00:30	buy	54	0.10	85.746	81.046	85.986
108	2011.04.19 14:05	t/p	54	0.10	85.986	81.046	85.986	31.29	11133.50
109	2011.04.27 08:00	buy	55	0.10	85.959	81.259	86.199
110	2011.04.27 12:50	t/p	55	0.10	86.199	81.259	86.199	31.28	11164.78
111	2011.05.06 00:40	buy	56	0.10	83.000	78.300	83.240
112	2011.05.06 01:10	t/p	56	0.10	83.240	78.300	83.240	31.28	11196.06
113	2011.05.09 09:30	buy	57	0.10	83.858	79.158	84.098
114	2011.05.10 15:30	t/p	57	0.10	84.098	79.158	84.098	31.44	11227.50
115	2011.06.09 16:00	buy	58	0.10	81.834	77.134	82.074
116	2011.06.09 17:05	t/p	58	0.10	82.074	77.134	82.074	31.29	11258.79
117	2011.07.15 11:50	buy	59	0.10	82.551	77.851	82.791
118	2011.07.15 18:10	t/p	59	0.10	82.791	77.851	82.791	31.29	11290.08
119	2011.09.15 22:15	buy	60	0.10	77.932	73.232	78.172
120	2011.09.16 17:20	t/p	60	0.10	78.172	73.232	78.172	31.43	11321.52
121	2011.09.23 00:30	buy	61	0.10	74.205	69.505	74.445
122	2011.09.23 03:10	t/p	61	0.10	74.445	69.505	74.445	31.29	11352.81