通貨ペア		EURUSDpro (Euro vs US Dollar)
期間		1分足(M1) 2013.06.17 06:00 - 2013.06.22 05:59 (2013.06.17 - 2013.06.23)
モデル		全ティック (利用可能な最小時間枠による最も正確な方法)
パラメーター		U_Level=-10; L_Level=-90; Lots=2.7; MaxLots=2.7; MinLots=0.01; SL=1000; TP=600; M=32; magic=22226; WPRPeriod=14; slippage=3; nampin=60; maxnampin=6;
テストバー数	8187	モデルティック数	296014	モデリング品質	25.00%
不整合チャートエラー	0
初期証拠金	500000.00
総損益	80611.20	総利益	165615.30	総損失	-85004.10
プロフィットファクター	1.95	期待利得	1520.97
絶対ドローダウン	21794.40	最大ドローダウン	106647.30 (18.23%)	相対ドローダウン	18.23% (106647.30)
総取引数	53	ショートポジション(勝率%）	28 (89.29%)	ロングポジション(勝率%）	25 (80.00%)
		勝率(%)	45 (84.91%)	負率 (%)	8 (15.09%)
最大		勝トレード	12225.60	負トレード	-43200.00
平均		勝トレード	3680.34	負トレード	-10625.51
最大		連勝(金額)	25 (88173.90)	連敗(金額)	5 (-83700.00)
最大化		連勝(トレード数)	88173.90 (25)	連敗(トレード数)	-83700.00 (5)
平均		連勝	23	連敗	4

#	時間	取引種別	注文番号	数量	価格	S/L:決済逆指値	T/P:決済指値	損益	残高
1	2013.06.17 06:00	buy	1	2.70	1.33486	1.32486	1.34086
2	2013.06.17 07:41	buy	2	5.40	1.33442	1.32442	1.34042
3	2013.06.17 09:43	buy	3	10.80	1.33395	1.32395	1.33995
4	2013.06.17 09:53	buy	4	21.60	1.33347	1.32347	1.33947
5	2013.06.17 10:06	buy	5	43.20	1.33303	1.32303	1.33903
6	2013.06.17 22:31	close	5	43.20	1.33572	1.32303	1.33903	11620.80	511620.80
7	2013.06.17 22:31	close	4	21.60	1.33572	1.32347	1.33947	4860.00	516480.80
8	2013.06.17 22:31	close	3	10.80	1.33572	1.32395	1.33995	1911.60	518392.40
9	2013.06.17 22:31	close	2	5.40	1.33572	1.32442	1.34042	702.00	519094.40
10	2013.06.17 22:31	close	1	2.70	1.33572	1.32486	1.34086	232.20	519326.60
11	2013.06.17 22:31	buy	6	2.70	1.33592	1.32592	1.34192
12	2013.06.17 22:36	buy	7	5.40	1.33548	1.32548	1.34148
13	2013.06.17 22:48	buy	8	10.80	1.33504	1.32504	1.34104
14	2013.06.17 23:00	buy	9	21.60	1.33460	1.32460	1.34060
15	2013.06.17 23:02	buy	10	43.20	1.33415	1.32415	1.34015
16	2013.06.18 04:22	close	10	43.20	1.33686	1.32415	1.34015	11707.20	531033.80
17	2013.06.18 04:22	close	9	21.60	1.33686	1.32460	1.34060	4881.60	535915.40
18	2013.06.18 04:22	close	8	10.80	1.33686	1.32504	1.34104	1965.60	537881.00
19	2013.06.18 04:22	close	7	5.40	1.33686	1.32548	1.34148	745.20	538626.20
20	2013.06.18 04:22	close	6	2.70	1.33686	1.32592	1.34192	253.80	538880.00
21	2013.06.18 04:23	buy	11	2.70	1.33672	1.32672	1.34272
22	2013.06.18 04:29	buy	12	5.40	1.33628	1.32628	1.34228
23	2013.06.18 10:30	buy	13	10.80	1.33584	1.32584	1.34184
24	2013.06.18 13:17	buy	14	21.60	1.33539	1.32539	1.34139
25	2013.06.18 13:35	buy	15	43.20	1.33495	1.32495	1.34095
26	2013.06.18 16:57	close	15	43.20	1.33763	1.32495	1.34095	11577.60	550457.60
27	2013.06.18 16:57	close	14	21.60	1.33763	1.32539	1.34139	4838.40	555296.00
28	2013.06.18 16:57	close	13	10.80	1.33763	1.32584	1.34184	1933.20	557229.20
29	2013.06.18 16:57	close	12	5.40	1.33763	1.32628	1.34228	729.00	557958.20
30	2013.06.18 16:57	close	11	2.70	1.33763	1.32672	1.34272	245.70	558203.90
31	2013.06.18 16:58	buy	16	2.70	1.33766	1.32766	1.34366
32	2013.06.18 18:00	buy	17	5.40	1.33723	1.32723	1.34323
33	2013.06.18 20:17	buy	18	10.80	1.33678	1.32678	1.34278
34	2013.06.18 21:40	buy	19	21.60	1.33631	1.32631	1.34231
35	2013.06.18 21:41	buy	20	43.20	1.33588	1.32588	1.34188
36	2013.06.18 22:43	close	20	43.20	1.33855	1.32588	1.34188	11534.40	569738.30
37	2013.06.18 22:43	close	19	21.60	1.33855	1.32631	1.34231	4838.40	574576.70
38	2013.06.18 22:43	close	18	10.80	1.33855	1.32678	1.34278	1911.60	576488.30
39	2013.06.18 22:43	close	17	5.40	1.33855	1.32723	1.34323	712.80	577201.10
40	2013.06.18 22:43	close	16	2.70	1.33855	1.32766	1.34366	240.30	577441.40
41	2013.06.18 22:45	buy	21	2.70	1.33848	1.32848	1.34448
42	2013.06.18 23:18	buy	22	5.40	1.33804	1.32804	1.34404
43	2013.06.20 03:01	buy	23	10.80	1.33759	1.32759	1.34359
44	2013.06.20 03:01	buy	24	21.60	1.33716	1.32716	1.34316
45	2013.06.20 03:04	buy	25	43.20	1.33672	1.32672	1.34272
46	2013.06.20 03:45	s/l	21	2.70	1.32848	1.32848	1.34448	-2700.00	574741.40
47	2013.06.20 03:49	s/l	22	5.40	1.32804	1.32804	1.34404	-5400.00	569341.40
48	2013.06.20 03:54	s/l	23	10.80	1.32759	1.32759	1.34359	-10800.00	558541.40
49	2013.06.20 03:56	s/l	24	21.60	1.32716	1.32716	1.34316	-21600.00	536941.40
50	2013.06.20 03:56	s/l	25	43.20	1.32672	1.32672	1.34272	-43200.00	493741.40
51	2013.06.20 03:59	sell	26	2.70	1.32643	1.33643	1.32043
52	2013.06.20 03:59	sell	27	5.40	1.32705	1.33705	1.32105
53	2013.06.20 04:01	sell	28	10.80	1.32768	1.33768	1.32168
54	2013.06.20 04:03	sell	29	21.60	1.32830	1.33830	1.32230
55	2013.06.20 04:38	sell	30	43.20	1.32891	1.33891	1.32291
56	2013.06.20 12:37	close	30	43.20	1.32609	1.33891	1.32291	12182.40	505923.80
57	2013.06.20 12:37	close	29	21.60	1.32609	1.33830	1.32230	4773.60	510697.40
58	2013.06.20 12:37	close	28	10.80	1.32609	1.33768	1.32168	1717.20	512414.60
59	2013.06.20 12:37	close	27	5.40	1.32609	1.33705	1.32105	518.40	512933.00
60	2013.06.20 12:37	close	26	2.70	1.32609	1.33643	1.32043	91.80	513024.80
61	2013.06.20 12:39	sell	31	2.70	1.32573	1.33573	1.31973
62	2013.06.20 15:08	sell	32	5.40	1.32636	1.33636	1.32036
63	2013.06.20 17:36	t/p	32	5.40	1.32036	1.33636	1.32036	3240.00	516264.80
64	2013.06.20 17:40	t/p	31	2.70	1.31973	1.33573	1.31973	1620.00	517884.80
65	2013.06.20 17:42	sell	33	2.70	1.31966	1.32966	1.31366
66	2013.06.20 17:43	sell	34	5.40	1.32028	1.33028	1.31428
67	2013.06.20 17:50	sell	35	10.80	1.32088	1.33088	1.31488
68	2013.06.20 17:52	sell	36	21.60	1.32151	1.33151	1.31551
69	2013.06.20 17:58	sell	37	43.20	1.32214	1.33214	1.31614
70	2013.06.20 18:48	close	37	43.20	1.31931	1.33214	1.31614	12225.60	530110.40
71	2013.06.20 18:48	close	36	21.60	1.31931	1.33151	1.31551	4752.00	534862.40
72	2013.06.20 18:48	close	35	10.80	1.31931	1.33088	1.31488	1695.60	536558.00
73	2013.06.20 18:48	close	34	5.40	1.31931	1.33028	1.31428	523.80	537081.80
74	2013.06.20 18:48	close	33	2.70	1.31931	1.32966	1.31366	94.50	537176.30
75	2013.06.20 18:50	sell	38	2.70	1.31872	1.32872	1.31272
76	2013.06.20 18:56	sell	39	5.40	1.31933	1.32933	1.31333
77	2013.06.20 19:36	sell	40	10.80	1.31993	1.32993	1.31393
78	2013.06.20 20:18	sell	41	21.60	1.32056	1.33056	1.31456
79	2013.06.20 20:23	sell	42	43.20	1.32117	1.33117	1.31517
80	2013.06.20 23:00	close	42	43.20	1.31834	1.33117	1.31517	12225.60	549401.90
81	2013.06.20 23:00	close	41	21.60	1.31834	1.33056	1.31456	4795.20	554197.10
82	2013.06.20 23:00	close	40	10.80	1.31834	1.32993	1.31393	1717.20	555914.30
83	2013.06.20 23:00	close	39	5.40	1.31834	1.32933	1.31333	534.60	556448.90
84	2013.06.20 23:00	close	38	2.70	1.31834	1.32872	1.31272	102.60	556551.50
85	2013.06.20 23:00	sell	43	2.70	1.31811	1.32811	1.31211
86	2013.06.20 23:30	sell	44	5.40	1.31871	1.32871	1.31271
87	2013.06.20 23:34	sell	45	10.80	1.31932	1.32932	1.31332
88	2013.06.21 00:41	sell	46	21.60	1.31993	1.32993	1.31393
89	2013.06.21 00:41	sell	47	43.20	1.32055	1.33055	1.31455
90	2013.06.21 21:15	close	47	43.20	1.31773	1.33055	1.31455	12182.40	568733.90
91	2013.06.21 21:15	close	46	21.60	1.31773	1.32993	1.31393	4752.00	573485.90
92	2013.06.21 21:15	close	45	10.80	1.31773	1.32932	1.31332	1674.00	575159.90
93	2013.06.21 21:15	close	44	5.40	1.31773	1.32871	1.31271	507.60	575667.50
94	2013.06.21 21:15	close	43	2.70	1.31773	1.32811	1.31211	91.80	575759.30
95	2013.06.21 21:20	sell	48	2.70	1.31698	1.32698	1.31098
96	2013.06.22 01:23	t/p	48	2.70	1.31098	1.32698	1.31098	1620.00	577379.30
97	2013.06.22 01:23	sell	49	2.70	1.31079	1.32079	1.30479
98	2013.06.22 01:43	sell	50	5.40	1.31141	1.32141	1.30541
99	2013.06.22 01:44	sell	51	10.80	1.31202	1.32202	1.30602
100	2013.06.22 01:48	sell	52	21.60	1.31264	1.32264	1.30664
101	2013.06.22 01:56	sell	53	43.20	1.31327	1.32327	1.30727
102	2013.06.22 16:02	close at stop	53	43.20	1.31236	1.32327	1.30727	3931.20	581310.50
103	2013.06.22 16:02	close at stop	52	21.60	1.31236	1.32264	1.30664	604.80	581915.30
104	2013.06.22 16:02	close at stop	51	10.80	1.31236	1.32202	1.30602	-367.20	581548.10
105	2013.06.22 16:02	close at stop	50	5.40	1.31236	1.32141	1.30541	-513.00	581035.10
106	2013.06.22 16:02	close at stop	49	2.70	1.31236	1.32079	1.30479	-423.90	580611.20