通貨ペア		GBPUSD (Great Britain Pound vs US Dollar)
期間		5分足(M5) 2004.08.02 00:00 - 2007.04.19 10:05 (2004.08.01 - 2007.04.21)
モデル		Every tick (based on all available least timeframes with fractal interpolation of every tick)
パラメーター		levels=8; PS=700; TP=300; SL=500; MM=true; LotsDigit=2; nonMMlot=0.1; EF=100000; MaxLot=100; MinLot=0.01; UseStopLoss=true; magic=111111;
Bars in test	203172	Ticks modelled	4071773	Modelling quality	90.00%
Initial deposit	100000.00
Total net profit	107045.86	Gross profit	132595.93	Gross loss	-25550.07
Profit factor	5.19	Expected payoff	5633.99
Absolute drawdown	0.00	Maximal drawdown	19280.79 (8.52%)	Relative drawdown	8.52% (19280.79)
Total trades	19	Short positions (won %)	4 (75.00%)	Long positions (won %)	15 (80.00%)
		Profit trades (% of total)	15 (78.95%)	Loss trades (% of total)	4 (21.05%)
Largest		profit trade	59508.80	loss trade	-18195.86
Average		profit trade	8839.73	loss trade	-6387.52
Maximum		consecutive wins (profit in money)	7 (20423.78)	consecutive losses (loss in money)	2 (-19280.79)
Maximal		consecutive profit (count of wins)	76044.40 (3)	consecutive loss (count of losses)	-19280.79 (2)
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	2004.08.02 00:00	buy	1	1.00	1.8233	1.4233	1.8533
2	2004.08.02 00:00	buy limit	2	1.00	1.7533	1.4233	1.8233
3	2004.08.02 00:00	buy limit	3	2.00	1.6833	1.4233	1.7933
4	2004.08.02 00:00	buy limit	4	4.00	1.6133	1.4233	1.7633
5	2004.08.02 00:00	buy limit	5	8.00	1.5433	1.4233	1.7333
6	2004.08.02 00:00	buy limit	6	16.00	1.4733	1.4233	1.7033
7	2004.08.02 00:00	sell	7	1.00	1.8230	2.2230	1.7930
8	2004.08.24 17:04	t/p	7	1.00	1.7930	2.2230	1.7930	3006.60	103006.60
9	2004.08.24 17:04	sell	8	1.00	1.7922	2.1922	1.7622
10	2004.11.05 17:11	t/p	1	1.00	1.8533	1.4233	1.8533	2961.19	105967.79
11	2004.11.05 17:11	delete	6	16.00	1.4733	1.4233	1.7033
12	2004.11.05 17:11	delete	5	8.00	1.5433	1.4233	1.7333
13	2004.11.05 17:11	delete	4	4.00	1.6133	1.4233	1.7633
14	2004.11.05 17:11	delete	3	2.00	1.6833	1.4233	1.7933
15	2004.11.05 17:11	delete	2	1.00	1.7533	1.4233	1.8233
16	2004.11.05 17:11	buy	9	1.00	1.8537	1.4537	1.8837
17	2004.11.05 17:11	buy limit	10	1.00	1.7837	1.4537	1.8537
18	2004.11.05 17:11	buy limit	11	2.00	1.7137	1.4537	1.8237
19	2004.11.05 17:11	buy limit	12	4.00	1.6437	1.4537	1.7937
20	2004.11.05 17:11	buy limit	13	8.00	1.5737	1.4537	1.7637
21	2004.11.05 17:11	buy limit	14	16.00	1.5037	1.4537	1.7337
22	2004.11.25 09:15	t/p	9	1.00	1.8837	1.4537	1.8837	2992.00	108959.79
23	2004.11.25 09:15	delete	14	16.00	1.5037	1.4537	1.7337
24	2004.11.25 09:15	delete	13	8.00	1.5737	1.4537	1.7637
25	2004.11.25 09:15	delete	12	4.00	1.6437	1.4537	1.7937
26	2004.11.25 09:15	delete	11	2.00	1.7137	1.4537	1.8237
27	2004.11.25 09:15	delete	10	1.00	1.7837	1.4537	1.8537
28	2004.11.25 09:15	buy	15	1.00	1.8842	1.4842	1.9142
29	2004.11.25 09:15	buy limit	16	1.00	1.8142	1.4842	1.8842
30	2004.11.25 09:15	buy limit	17	2.00	1.7442	1.4842	1.8542
31	2004.11.25 09:15	buy limit	18	4.00	1.6742	1.4842	1.8242
32	2004.11.25 09:15	buy limit	19	8.00	1.6042	1.4842	1.7942
33	2004.11.25 09:15	buy limit	20	16.00	1.5342	1.4842	1.7642
34	2004.12.01 07:49	t/p	15	1.00	1.9142	1.4842	1.9142	2998.40	111958.19
35	2004.12.01 07:49	delete	20	16.00	1.5342	1.4842	1.7642
36	2004.12.01 07:49	delete	19	8.00	1.6042	1.4842	1.7942
37	2004.12.01 07:49	delete	18	4.00	1.6742	1.4842	1.8242
38	2004.12.01 07:49	delete	17	2.00	1.7442	1.4842	1.8542
39	2004.12.01 07:49	delete	16	1.00	1.8142	1.4842	1.8842
40	2004.12.01 07:49	buy	21	1.00	1.9147	1.5147	1.9447
41	2004.12.01 07:49	buy limit	22	1.00	1.8447	1.5147	1.9147
42	2004.12.01 07:49	buy limit	23	2.00	1.7747	1.5147	1.8847
43	2004.12.01 07:49	buy limit	24	4.00	1.7047	1.5147	1.8547
44	2004.12.01 07:49	buy limit	25	8.00	1.6347	1.5147	1.8247
45	2004.12.01 07:49	buy limit	26	16.00	1.5647	1.5147	1.7947
46	2004.12.07 07:26	t/p	21	1.00	1.9447	1.5147	1.9447	2997.60	114955.79
47	2004.12.07 07:26	delete	26	16.00	1.5647	1.5147	1.7947
48	2004.12.07 07:26	delete	25	8.00	1.6347	1.5147	1.8247
49	2004.12.07 07:26	delete	24	4.00	1.7047	1.5147	1.8547
50	2004.12.07 07:26	delete	23	2.00	1.7747	1.5147	1.8847
51	2004.12.07 07:26	delete	22	1.00	1.8447	1.5147	1.9147
52	2004.12.07 07:26	buy	27	1.00	1.9451	1.5451	1.9751
53	2004.12.07 07:26	buy limit	28	1.00	1.8751	1.5451	1.9451
54	2004.12.07 07:26	buy limit	29	2.00	1.8051	1.5451	1.9151
55	2004.12.07 07:26	buy limit	30	4.00	1.7351	1.5451	1.8851
56	2004.12.07 07:26	buy limit	31	8.00	1.6651	1.5451	1.8551
57	2004.12.07 07:26	buy limit	32	16.00	1.5951	1.5451	1.8251
58	2005.01.05 10:59	buy	28	1.00	1.8751	1.5451	1.9451
59	2005.01.05 10:59	modify	27	1.00	1.9451	1.5451	1.9451
60	2005.06.13 11:21	buy	29	2.00	1.8051	1.5451	1.9151
61	2005.06.13 11:21	modify	27	1.00	1.9451	1.5451	1.9151
62	2005.06.13 11:21	modify	28	1.00	1.8751	1.5451	1.9151
63	2005.07.04 00:00	t/p	8	1.00	1.7622	2.1922	1.7622	3094.20	118049.99
64	2005.07.04 00:00	sell	33	0.79	1.7599	2.1599	1.7299
65	2005.07.08 12:49	buy	30	4.00	1.7351	1.5451	1.8851
66	2005.07.08 12:49	modify	27	1.00	1.9451	1.5451	1.8851
67	2005.07.08 12:49	modify	28	1.00	1.8751	1.5451	1.8851
68	2005.07.08 12:49	modify	29	2.00	1.8051	1.5451	1.8851
69	2005.07.20 16:33	t/p	33	0.79	1.7299	2.1599	1.7299	2373.79	120423.78
70	2005.07.20 16:33	sell	34	0.67	1.7293	2.1293	1.6993
71	2006.05.11 17:58	t/p	27	1.00	1.8851	1.5451	1.8851	-6208.80	114214.98
72	2006.05.11 17:58	t/p	28	1.00	1.8851	1.5451	1.8851	802.80	115017.78
73	2006.05.11 17:58	t/p	29	2.00	1.8851	1.5451	1.8851	15732.80	130750.58
74	2006.05.11 17:58	t/p	30	4.00	1.8851	1.5451	1.8851	59508.80	190259.38
75	2006.05.11 17:58	delete	32	16.00	1.5951	1.5451	1.8251
76	2006.05.11 17:58	delete	31	8.00	1.6651	1.5451	1.8551
77	2006.05.11 17:58	buy	35	1.80	1.8855	1.4855	1.9155
78	2006.05.11 17:58	buy limit	36	1.80	1.8155	1.4855	1.8855
79	2006.05.11 17:58	buy limit	37	3.60	1.7455	1.4855	1.8555
80	2006.05.11 17:58	buy limit	38	7.20	1.6755	1.4855	1.8255
81	2006.05.11 17:58	buy limit	39	14.40	1.6055	1.4855	1.7955
82	2006.05.11 17:58	buy limit	40	28.80	1.5355	1.4855	1.7655
83	2006.06.23 14:20	buy	36	1.80	1.8155	1.4855	1.8855
84	2006.06.23 14:20	modify	35	1.80	1.8855	1.4855	1.8855
85	2006.08.03 13:06	t/p	35	1.80	1.8855	1.4855	1.8855	-60.48	190198.90
86	2006.08.03 13:06	t/p	36	1.80	1.8855	1.4855	1.8855	12570.48	202769.38
87	2006.08.03 13:06	delete	40	28.80	1.5355	1.4855	1.7655
88	2006.08.03 13:06	delete	39	14.40	1.6055	1.4855	1.7955
89	2006.08.03 13:06	delete	38	7.20	1.6755	1.4855	1.8255
90	2006.08.03 13:06	delete	37	3.60	1.7455	1.4855	1.8555
91	2006.08.03 13:06	buy	41	1.92	1.8859	1.4859	1.9159
92	2006.08.03 13:06	buy limit	42	1.92	1.8159	1.4859	1.8859
93	2006.08.03 13:06	buy limit	43	3.84	1.7459	1.4859	1.8559
94	2006.08.03 13:06	buy limit	44	7.68	1.6759	1.4859	1.8259
95	2006.08.03 13:06	buy limit	45	15.36	1.6059	1.4859	1.7959
96	2006.08.03 13:06	buy limit	46	30.72	1.5359	1.4859	1.7659
97	2006.11.10 10:05	t/p	41	1.92	1.9159	1.4859	1.9159	5683.97	208453.35
98	2006.11.10 10:05	delete	46	30.72	1.5359	1.4859	1.7659
99	2006.11.10 10:05	delete	45	15.36	1.6059	1.4859	1.7959
100	2006.11.10 10:05	delete	44	7.68	1.6759	1.4859	1.8259
101	2006.11.10 10:05	delete	43	3.84	1.7459	1.4859	1.8559
102	2006.11.10 10:05	delete	42	1.92	1.8159	1.4859	1.8859
103	2006.11.10 10:05	buy	47	1.96	1.9163	1.5163	1.9463
104	2006.11.10 10:05	buy limit	48	1.96	1.8463	1.5163	1.9163
105	2006.11.10 10:05	buy limit	49	3.92	1.7763	1.5163	1.8863
106	2006.11.10 10:05	buy limit	50	7.84	1.7063	1.5163	1.8563
107	2006.11.10 10:05	buy limit	51	15.68	1.6363	1.5163	1.8263
108	2006.11.10 10:05	buy limit	52	31.36	1.5663	1.5163	1.7963
109	2006.11.28 14:30	t/p	47	1.96	1.9463	1.5163	1.9463	5867.46	214320.81
110	2006.11.28 14:30	delete	52	31.36	1.5663	1.5163	1.7963
111	2006.11.28 14:30	delete	51	15.68	1.6363	1.5163	1.8263
112	2006.11.28 14:30	delete	50	7.84	1.7063	1.5163	1.8563
113	2006.11.28 14:30	delete	49	3.92	1.7763	1.5163	1.8863
114	2006.11.28 14:30	delete	48	1.96	1.8463	1.5163	1.9163
115	2006.11.28 14:30	buy	53	2.00	1.9467	1.5467	1.9767
116	2006.11.28 14:30	buy limit	54	2.00	1.8767	1.5467	1.9467
117	2006.11.28 14:30	buy limit	55	4.00	1.8067	1.5467	1.9167
118	2006.11.28 14:30	buy limit	56	8.00	1.7367	1.5467	1.8867
119	2006.11.28 14:30	buy limit	57	16.00	1.6667	1.5467	1.8567
120	2006.11.28 14:30	buy limit	58	32.00	1.5967	1.5467	1.8267
121	2006.12.01 16:09	t/p	53	2.00	1.9767	1.5467	1.9767	5996.00	220316.81
122	2006.12.01 16:09	delete	58	32.00	1.5967	1.5467	1.8267
123	2006.12.01 16:09	delete	57	16.00	1.6667	1.5467	1.8567
124	2006.12.01 16:09	delete	56	8.00	1.7367	1.5467	1.8867
125	2006.12.01 16:09	delete	55	4.00	1.8067	1.5467	1.9167
126	2006.12.01 16:09	delete	54	2.00	1.8767	1.5467	1.9467
127	2006.12.01 16:09	buy	59	2.04	1.9771	1.5771	2.0071
128	2006.12.01 16:09	buy limit	60	2.04	1.9071	1.5771	1.9771
129	2006.12.01 16:09	buy limit	61	4.08	1.8371	1.5771	1.9471
130	2006.12.01 16:09	buy limit	62	8.16	1.7671	1.5771	1.9171
131	2006.12.01 16:09	buy limit	63	16.32	1.6971	1.5771	1.8871
132	2006.12.01 16:09	buy limit	64	32.64	1.6271	1.5771	1.8571
133	2007.04.17 12:50	t/p	59	2.04	2.0071	1.5771	2.0071	6009.84	226326.65
134	2007.04.17 12:50	delete	64	32.64	1.6271	1.5771	1.8571
135	2007.04.17 12:50	delete	63	16.32	1.6971	1.5771	1.8871
136	2007.04.17 12:50	delete	62	8.16	1.7671	1.5771	1.9171
137	2007.04.17 12:50	delete	61	4.08	1.8371	1.5771	1.9471
138	2007.04.17 12:50	delete	60	2.04	1.9071	1.5771	1.9771
139	2007.04.17 12:50	buy	65	2.08	2.0076	1.6076	2.0376
140	2007.04.17 12:50	buy limit	66	2.08	1.9376	1.6076	2.0076
141	2007.04.17 12:50	buy limit	67	4.16	1.8676	1.6076	1.9776
142	2007.04.17 12:50	buy limit	68	8.32	1.7976	1.6076	1.9476
143	2007.04.17 12:50	buy limit	69	16.64	1.7276	1.6076	1.9176
144	2007.04.17 12:50	buy limit	70	33.28	1.6576	1.6076	1.8876
145	2007.04.19 10:09	close at stop	65	2.08	2.0024	1.6076	2.0376	-1084.93	225241.72
146	2007.04.19 10:09	close at stop	34	0.67	2.0028	2.1293	1.6993	-18195.86	207045.86