通貨ペア		EURGBP (Euro vs Great Britain Pound )
期間		5分足(M5) 2010.01.04 00:00 - 2010.07.30 23:55 (2010.01.01 - 2010.07.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		t_magic_200=1965; Account_Information=false; Lots=0.1; Lot_M=false;
Bars in test	42880	Ticks modelled	4069705	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	572.05	Gross profit	1013.97	Gross loss	-441.92
Profit factor	2.29	Expected payoff	5.11
Absolute drawdown	68.58	Maximal drawdown	124.37 (1.21%)	Relative drawdown	1.21% (124.37)
Total trades	112	Short positions (won %)	63 (77.78%)	Long positions (won %)	49 (77.55%)
		Profit trades (% of total)	87 (77.68%)	Loss trades (% of total)	25 (22.32%)
Largest		profit trade	33.47	loss trade	-55.81
Average		profit trade	11.65	loss trade	-17.68
Maximum		consecutive wins (profit in money)	9 (70.24)	consecutive losses (loss in money)	3 (-64.14)
Maximal		consecutive profit (count of wins)	142.71 (8)	consecutive loss (count of losses)	-64.14 (3)
Average		consecutive wins	5	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	2010.01.04 00:00	sell	1	0.10	0.8878	0.8981	0.8778
2	2010.01.04 01:20	close	1	0.10	0.8876	0.8981	0.8778	3.19	10003.19
3	2010.01.04 01:23	buy	2	0.10	0.8872	0.8769	0.8972
4	2010.01.04 03:54	close	2	0.10	0.8866	0.8769	0.8972	-9.57	9993.62
5	2010.01.05 01:33	buy	3	0.10	0.8948	0.8845	0.9048
6	2010.01.05 02:56	close	3	0.10	0.8951	0.8845	0.9048	4.78	9998.40
7	2010.01.11 00:32	buy	4	0.10	0.8977	0.8874	0.9077
8	2010.01.11 01:35	close	4	0.10	0.8979	0.8874	0.9077	3.18	10001.58
9	2010.01.11 01:40	sell	5	0.10	0.8984	0.9087	0.8884
10	2010.01.11 06:15	close	5	0.10	0.9019	0.9087	0.8884	-55.81	9945.77
11	2010.01.11 23:56	buy	6	0.10	0.9004	0.8901	0.9104
12	2010.01.12 00:32	close	6	0.10	0.9009	0.8901	0.9104	7.97	9953.74
13	2010.01.18 00:27	buy	7	0.10	0.8818	0.8715	0.8918
14	2010.01.18 01:14	close	7	0.10	0.8825	0.8715	0.8918	11.16	9964.90
15	2010.01.18 01:20	sell	8	0.10	0.8826	0.8929	0.8726
16	2010.01.18 02:43	close	8	0.10	0.8819	0.8929	0.8726	11.16	9976.06
17	2010.01.19 00:00	buy	9	0.10	0.8798	0.8695	0.8898
18	2010.01.19 01:09	close	9	0.10	0.8803	0.8695	0.8898	7.97	9984.03
19	2010.01.25 00:01	sell	10	0.10	0.8785	0.8888	0.8685
20	2010.01.25 01:18	close	10	0.10	0.8782	0.8888	0.8685	4.78	9988.81
21	2010.01.25 01:45	buy	11	0.10	0.8777	0.8674	0.8877
22	2010.01.25 02:40	close	11	0.10	0.8782	0.8674	0.8877	7.97	9996.78
23	2010.01.28 23:10	buy	12	0.10	0.8657	0.8554	0.8757
24	2010.01.29 00:28	close	12	0.10	0.8658	0.8554	0.8757	1.60	9998.38
25	2010.02.01 01:10	sell	13	0.10	0.8697	0.8800	0.8597
26	2010.02.01 01:26	close	13	0.10	0.8685	0.8800	0.8597	19.14	10017.52
27	2010.02.04 01:00	buy	14	0.10	0.8734	0.8631	0.8834
28	2010.02.04 02:05	close	14	0.10	0.8733	0.8631	0.8834	-1.59	10015.93
29	2010.02.04 23:47	buy	15	0.10	0.8712	0.8609	0.8812
30	2010.02.05 01:06	close	15	0.10	0.8709	0.8609	0.8812	-4.78	10011.15
31	2010.02.05 01:17	sell	16	0.10	0.8712	0.8815	0.8612
32	2010.02.05 02:53	close	16	0.10	0.8709	0.8815	0.8612	4.78	10015.93
33	2010.02.08 00:05	sell	17	0.10	0.8755	0.8858	0.8655
34	2010.02.08 01:16	close	17	0.10	0.8749	0.8858	0.8655	9.57	10025.50
35	2010.02.08 01:16	buy	18	0.10	0.8747	0.8644	0.8847
36	2010.02.08 02:49	close	18	0.10	0.8746	0.8644	0.8847	-1.59	10023.91
37	2010.02.09 00:05	sell	19	0.10	0.8765	0.8868	0.8665
38	2010.02.09 01:10	close	19	0.10	0.8756	0.8868	0.8665	14.35	10038.26
39	2010.02.15 01:10	sell	20	0.10	0.8695	0.8798	0.8595
40	2010.02.15 03:28	close	20	0.10	0.8688	0.8798	0.8595	11.16	10049.42
41	2010.02.18 23:36	buy	21	0.10	0.8703	0.8600	0.8803
42	2010.02.18 23:38	close	21	0.10	0.8714	0.8600	0.8803	17.54	10066.96
43	2010.02.18 23:38	buy	22	0.10	0.8702	0.8599	0.8802
44	2010.02.18 23:52	close	22	0.10	0.8716	0.8599	0.8802	22.32	10089.28
45	2010.02.18 23:52	sell	23	0.10	0.8719	0.8822	0.8619
46	2010.02.19 00:00	close	23	0.10	0.8701	0.8822	0.8619	28.33	10117.61
47	2010.02.19 00:57	buy	24	0.10	0.8703	0.8600	0.8803
48	2010.02.19 01:05	close	24	0.10	0.8716	0.8600	0.8803	20.73	10138.34
49	2010.02.19 01:48	sell	25	0.10	0.8720	0.8823	0.8620
50	2010.02.19 05:00	close	25	0.10	0.8735	0.8823	0.8620	-23.92	10114.42
51	2010.02.22 00:15	sell	26	0.10	0.8807	0.8910	0.8707
52	2010.02.22 02:07	close	26	0.10	0.8805	0.8910	0.8707	3.19	10117.61
53	2010.02.24 00:08	buy	27	0.10	0.8751	0.8648	0.8851
54	2010.02.24 01:18	close	27	0.10	0.8755	0.8648	0.8851	6.38	10123.99
55	2010.03.01 01:10	sell	28	0.10	0.8989	0.9092	0.8889
56	2010.03.01 01:44	close	28	0.10	0.8978	0.9092	0.8889	17.54	10141.53
57	2010.03.03 01:45	buy	29	0.10	0.9083	0.8980	0.9183
58	2010.03.03 05:12	close	29	0.10	0.9053	0.8980	0.9183	-47.82	10093.71
59	2010.03.08 00:00	sell	30	0.10	0.9006	0.9109	0.8906
60	2010.03.08 01:07	close	30	0.10	0.8995	0.9109	0.8906	17.54	10111.25
61	2010.03.08 01:11	buy	31	0.10	0.8995	0.8892	0.9095
62	2010.03.08 01:46	close	31	0.10	0.9006	0.8892	0.9095	17.53	10128.78
63	2010.03.08 01:52	sell	32	0.10	0.9008	0.9111	0.8908
64	2010.03.08 04:34	close	32	0.10	0.9017	0.9111	0.8908	-14.35	10114.43
65	2010.03.09 00:55	sell	33	0.10	0.9055	0.9158	0.8955
66	2010.03.09 06:00	close	33	0.10	0.9070	0.9158	0.8955	-23.92	10090.51
67	2010.03.12 01:09	buy	34	0.10	0.9071	0.8968	0.9171
68	2010.03.12 01:48	close	34	0.10	0.9077	0.8968	0.9171	9.57	10100.08
69	2010.03.15 01:24	buy	35	0.10	0.9067	0.8964	0.9167
70	2010.03.15 02:32	close	35	0.10	0.9067	0.8964	0.9167	0.00	10100.08
71	2010.03.22 00:08	buy	36	0.10	0.9006	0.8903	0.9106
72	2010.03.22 00:18	close	36	0.10	0.9015	0.8903	0.9106	14.35	10114.43
73	2010.03.22 00:30	sell	37	0.10	0.9020	0.9123	0.8920
74	2010.03.22 01:19	close	37	0.10	0.9011	0.9123	0.8920	14.35	10128.78
75	2010.03.29 00:04	sell	38	0.10	0.9014	0.9117	0.8914
76	2010.03.29 01:00	close	38	0.10	0.9007	0.9117	0.8914	11.16	10139.94
77	2010.03.29 01:00	buy	39	0.10	0.9003	0.8900	0.9103
78	2010.03.29 02:52	close	39	0.10	0.9012	0.8900	0.9103	14.35	10154.29
79	2010.04.12 01:15	buy	40	0.10	0.8814	0.8711	0.8914
80	2010.04.12 01:27	close	40	0.10	0.8826	0.8711	0.8914	19.13	10173.42
81	2010.04.12 01:28	sell	41	0.10	0.8828	0.8931	0.8728
82	2010.04.12 03:42	close	41	0.10	0.8841	0.8931	0.8728	-20.72	10152.70
83	2010.04.16 00:40	sell	42	0.10	0.8766	0.8869	0.8666
84	2010.04.16 03:00	close	42	0.10	0.8772	0.8869	0.8666	-9.56	10143.14
85	2010.04.19 01:11	buy	43	0.10	0.8803	0.8700	0.8903
86	2010.04.19 01:34	close	43	0.10	0.8817	0.8700	0.8903	22.32	10165.46
87	2010.04.19 01:37	sell	44	0.10	0.8819	0.8922	0.8719
88	2010.04.19 02:38	close	44	0.10	0.8812	0.8922	0.8719	11.17	10176.63
89	2010.04.21 00:46	buy	45	0.10	0.8734	0.8631	0.8834
90	2010.04.21 01:25	close	45	0.10	0.8740	0.8631	0.8834	9.56	10186.19
91	2010.04.23 00:00	buy	46	0.10	0.8642	0.8539	0.8742
92	2010.04.23 03:28	close	46	0.10	0.8621	0.8539	0.8742	-33.47	10152.72
93	2010.04.26 01:30	sell	47	0.10	0.8679	0.8782	0.8579
94	2010.04.26 02:59	close	47	0.10	0.8684	0.8782	0.8579	-7.97	10144.75
95	2010.04.26 23:00	sell	48	0.10	0.8646	0.8749	0.8546
96	2010.04.27 01:13	close	48	0.10	0.8660	0.8749	0.8546	-22.70	10122.05
97	2010.04.27 23:04	buy	49	0.10	0.8637	0.8534	0.8737
98	2010.04.28 00:20	close	49	0.10	0.8638	0.8534	0.8737	1.60	10123.65
99	2010.04.28 00:36	buy	50	0.10	0.8627	0.8524	0.8727
100	2010.04.28 01:05	close	50	0.10	0.8634	0.8524	0.8727	11.16	10134.81
101	2010.04.29 00:56	buy	51	0.10	0.8682	0.8579	0.8782
102	2010.04.29 01:51	close	51	0.10	0.8688	0.8579	0.8782	9.56	10144.37
103	2010.04.29 01:53	sell	52	0.10	0.8689	0.8792	0.8589
104	2010.04.29 07:12	close	52	0.10	0.8709	0.8792	0.8589	-31.89	10112.48
105	2010.04.29 23:00	sell	53	0.10	0.8641	0.8744	0.8541
106	2010.04.30 00:07	close	53	0.10	0.8629	0.8744	0.8541	18.75	10131.23
107	2010.05.04 23:15	buy	54	0.10	0.8568	0.8465	0.8668
108	2010.05.05 01:12	close	54	0.10	0.8573	0.8465	0.8668	7.97	10139.20
109	2010.05.06 00:05	buy	55	0.10	0.8478	0.8375	0.8578
110	2010.05.06 00:49	close	55	0.10	0.8487	0.8375	0.8578	14.35	10153.55
111	2010.05.06 00:49	sell	56	0.10	0.8489	0.8592	0.8389
112	2010.05.06 03:34	close	56	0.10	0.8484	0.8592	0.8389	7.97	10161.52
113	2010.05.06 23:43	sell	57	0.10	0.8512	0.8615	0.8412
114	2010.05.06 23:50	close	57	0.10	0.8497	0.8615	0.8412	23.91	10185.43
115	2010.05.06 23:50	sell	58	0.10	0.8516	0.8619	0.8416
116	2010.05.07 00:00	close	58	0.10	0.8496	0.8619	0.8416	31.51	10216.94
117	2010.05.07 00:00	buy	59	0.10	0.8492	0.8389	0.8592
118	2010.05.07 00:07	close	59	0.10	0.8513	0.8389	0.8592	33.47	10250.41
119	2010.05.07 00:07	sell	60	0.10	0.8516	0.8619	0.8416
120	2010.05.07 01:09	close	60	0.10	0.8513	0.8619	0.8416	4.78	10255.19
121	2010.05.07 01:16	buy	61	0.10	0.8513	0.8410	0.8613
122	2010.05.07 04:05	close	61	0.10	0.8493	0.8410	0.8613	-31.88	10223.31
123	2010.05.10 01:19	sell	62	0.10	0.8713	0.8816	0.8613
124	2010.05.10 02:10	close	62	0.10	0.8701	0.8816	0.8613	19.14	10242.45
125	2010.05.10 23:04	sell	63	0.10	0.8606	0.8709	0.8506
126	2010.05.10 23:49	close	63	0.10	0.8596	0.8709	0.8506	15.95	10258.40
127	2010.05.10 23:59	sell	64	0.10	0.8609	0.8712	0.8509
128	2010.05.11 01:22	close	64	0.10	0.8601	0.8712	0.8509	12.38	10270.77
129	2010.05.11 23:32	buy	65	0.10	0.8469	0.8366	0.8569
130	2010.05.12 01:56	close	65	0.10	0.8463	0.8366	0.8569	-9.56	10261.21
131	2010.05.13 00:35	sell	66	0.10	0.8518	0.8621	0.8418
132	2010.05.13 02:08	close	66	0.10	0.8512	0.8621	0.8418	9.57	10270.78
133	2010.05.14 00:26	sell	67	0.10	0.8581	0.8684	0.8481
134	2010.05.14 03:31	close	67	0.10	0.8580	0.8684	0.8481	1.59	10272.37
135	2010.05.17 00:00	buy	68	0.10	0.8503	0.8400	0.8603
136	2010.05.17 01:43	close	68	0.10	0.8504	0.8400	0.8603	1.60	10273.97
137	2010.05.18 00:00	sell	69	0.10	0.8561	0.8664	0.8461
138	2010.05.18 01:06	close	69	0.10	0.8552	0.8664	0.8461	14.35	10288.32
139	2010.05.19 00:51	sell	70	0.10	0.8519	0.8622	0.8419
140	2010.05.19 01:33	close	70	0.10	0.8514	0.8622	0.8419	7.98	10296.30
141	2010.05.19 23:04	sell	71	0.10	0.8595	0.8698	0.8495
142	2010.05.20 00:25	close	71	0.10	0.8589	0.8698	0.8495	8.43	10304.73
143	2010.05.20 01:34	sell	72	0.10	0.8600	0.8703	0.8500
144	2010.05.20 02:03	close	72	0.10	0.8591	0.8703	0.8500	14.35	10319.08
145	2010.05.20 23:42	sell	73	0.10	0.8698	0.8801	0.8598
146	2010.05.21 00:02	close	73	0.10	0.8690	0.8801	0.8598	12.37	10331.45
147	2010.05.21 00:08	buy	74	0.10	0.8688	0.8585	0.8788
148	2010.05.21 01:24	close	74	0.10	0.8688	0.8585	0.8788	0.00	10331.45
149	2010.05.21 01:57	sell	75	0.10	0.8695	0.8798	0.8595
150	2010.05.21 03:15	close	75	0.10	0.8705	0.8798	0.8595	-15.94	10315.51
151	2010.05.24 00:00	buy	76	0.10	0.8670	0.8567	0.8770
152	2010.05.24 02:22	close	76	0.10	0.8666	0.8567	0.8770	-6.38	10309.13
153	2010.05.24 23:25	buy	77	0.10	0.8568	0.8465	0.8668
154	2010.05.25 01:04	close	77	0.10	0.8573	0.8465	0.8668	7.97	10317.10
155	2010.05.25 01:07	sell	78	0.10	0.8575	0.8678	0.8475
156	2010.05.25 03:56	close	78	0.10	0.8569	0.8678	0.8475	9.57	10326.67
157	2010.05.26 00:09	sell	79	0.10	0.8578	0.8681	0.8478
158	2010.05.26 00:34	close	79	0.10	0.8562	0.8681	0.8478	25.51	10352.18
159	2010.05.26 23:00	sell	80	0.10	0.8466	0.8569	0.8366
160	2010.05.26 23:44	close	80	0.10	0.8459	0.8569	0.8366	11.16	10363.34
161	2010.05.27 00:00	buy	81	0.10	0.8457	0.8354	0.8557
162	2010.05.27 01:40	close	81	0.10	0.8459	0.8354	0.8557	3.19	10366.53
163	2010.05.27 01:57	sell	82	0.10	0.8462	0.8565	0.8362
164	2010.05.27 05:02	close	82	0.10	0.8470	0.8565	0.8362	-12.76	10353.77
165	2010.05.27 23:17	sell	83	0.10	0.8477	0.8580	0.8377
166	2010.05.28 03:18	close	83	0.10	0.8481	0.8580	0.8377	-6.75	10347.02
167	2010.05.31 00:01	sell	84	0.10	0.8510	0.8613	0.8410
168	2010.05.31 01:15	close	84	0.10	0.8498	0.8613	0.8410	19.14	10366.16
169	2010.05.31 01:15	buy	85	0.10	0.8496	0.8393	0.8596
170	2010.05.31 02:49	close	85	0.10	0.8496	0.8393	0.8596	0.00	10366.16
171	2010.06.01 23:59	buy	86	0.10	0.8344	0.8241	0.8444
172	2010.06.02 01:29	close	86	0.10	0.8346	0.8241	0.8444	3.19	10369.35
173	2010.06.07 00:10	sell	87	0.10	0.8278	0.8381	0.8178
174	2010.06.07 01:33	close	87	0.10	0.8271	0.8381	0.8178	11.16	10380.51
175	2010.06.07 01:33	buy	88	0.10	0.8272	0.8169	0.8372
176	2010.06.07 02:00	close	88	0.10	0.8281	0.8169	0.8372	14.34	10394.85
177	2010.06.07 02:00	sell	89	0.10	0.8282	0.8385	0.8182
178	2010.06.07 02:02	close	89	0.10	0.8271	0.8385	0.8182	17.54	10412.39
179	2010.06.08 23:00	buy	90	0.10	0.8280	0.8177	0.8380
180	2010.06.09 01:00	close	90	0.10	0.8276	0.8177	0.8380	-6.38	10406.01
181	2010.06.09 01:44	sell	91	0.10	0.8284	0.8387	0.8184
182	2010.06.09 02:37	close	91	0.10	0.8278	0.8387	0.8184	9.57	10415.58
183	2010.06.10 23:00	sell	92	0.10	0.8250	0.8353	0.8150
184	2010.06.11 00:12	close	92	0.10	0.8233	0.8353	0.8150	26.73	10442.31
185	2010.06.16 23:00	sell	93	0.10	0.8332	0.8435	0.8232
186	2010.06.17 00:56	close	93	0.10	0.8352	0.8435	0.8232	-33.03	10409.27
187	2010.06.21 00:10	sell	94	0.10	0.8372	0.8475	0.8272
188	2010.06.21 01:10	close	94	0.10	0.8352	0.8475	0.8272	31.89	10441.16
189	2010.06.21 01:32	buy	95	0.10	0.8356	0.8253	0.8456
190	2010.06.21 01:43	close	95	0.10	0.8364	0.8253	0.8456	12.75	10453.91
191	2010.06.22 00:18	sell	96	0.10	0.8353	0.8456	0.8253
192	2010.06.22 00:20	close	96	0.10	0.8342	0.8456	0.8253	17.54	10471.45
193	2010.06.22 23:00	sell	97	0.10	0.8287	0.8390	0.8187
194	2010.06.23 00:01	close	97	0.10	0.8280	0.8390	0.8187	10.78	10482.23
195	2010.06.23 23:54	buy	98	0.10	0.8227	0.8124	0.8327
196	2010.06.24 00:48	close	98	0.10	0.8231	0.8124	0.8327	6.38	10488.61
197	2010.06.28 00:00	buy	99	0.10	0.8217	0.8114	0.8317
198	2010.06.28 00:55	close	99	0.10	0.8221	0.8114	0.8317	6.38	10494.99
199	2010.06.28 00:56	sell	100	0.10	0.8223	0.8326	0.8123
200	2010.06.28 03:04	close	100	0.10	0.8226	0.8326	0.8123	-4.79	10490.20
201	2010.06.29 00:05	sell	101	0.10	0.8131	0.8234	0.8031
202	2010.06.29 03:46	close	101	0.10	0.8129	0.8234	0.8031	3.19	10493.39
203	2010.06.29 23:02	buy	102	0.10	0.8086	0.7983	0.8186
204	2010.06.30 00:04	close	102	0.10	0.8090	0.7983	0.8186	6.38	10499.77
205	2010.07.01 23:21	sell	103	0.10	0.8250	0.8353	0.8150
206	2010.07.02 01:57	close	103	0.10	0.8246	0.8353	0.8150	6.00	10505.77
207	2010.07.05 01:20	sell	104	0.10	0.8266	0.8369	0.8166
208	2010.07.05 02:02	close	104	0.10	0.8261	0.8369	0.8166	7.98	10513.75
209	2010.07.06 23:21	buy	105	0.10	0.8326	0.8223	0.8426
210	2010.07.07 00:28	close	105	0.10	0.8332	0.8223	0.8426	9.56	10523.31
211	2010.07.07 23:25	sell	106	0.10	0.8324	0.8427	0.8224
212	2010.07.08 00:01	close	106	0.10	0.8316	0.8427	0.8224	11.62	10534.93
213	2010.07.08 23:01	sell	107	0.10	0.8374	0.8477	0.8274
214	2010.07.09 00:55	close	107	0.10	0.8364	0.8477	0.8274	15.56	10550.49
215	2010.07.12 00:37	sell	108	0.10	0.8392	0.8495	0.8292
216	2010.07.12 01:59	close	108	0.10	0.8387	0.8495	0.8292	7.97	10558.46
217	2010.07.15 23:00	sell	109	0.10	0.8371	0.8474	0.8271
218	2010.07.16 02:00	close	109	0.10	0.8367	0.8474	0.8271	6.00	10564.46
219	2010.07.19 00:31	buy	110	0.10	0.8436	0.8333	0.8536
220	2010.07.19 02:19	close	110	0.10	0.8433	0.8333	0.8536	-4.78	10559.68
221	2010.07.22 00:40	buy	111	0.10	0.8403	0.8300	0.8503
222	2010.07.22 03:11	close	111	0.10	0.8406	0.8300	0.8503	4.78	10564.46
223	2010.07.22 23:45	sell	112	0.10	0.8448	0.8551	0.8348
224	2010.07.23 01:01	close	112	0.10	0.8443	0.8551	0.8348	7.60	10572.05