通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		5分足(M5) 2013.03.13 00:00 - 2013.03.13 23:55 (2013.03.13 - 2013.03.14)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Lots=1; Slip=3; Comments="";
Bars in test	1288	Ticks modelled	102607	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-26.44	Gross profit	86.00	Gross loss	-112.44
Profit factor	0.76	Expected payoff	-1.10
Absolute drawdown	51.65	Maximal drawdown	90.61 (0.90%)	Relative drawdown	0.90% (90.61)
Total trades	24	Short positions (won %)	12 (41.67%)	Long positions (won %)	12 (25.00%)
		Profit trades (% of total)	8 (33.33%)	Loss trades (% of total)	16 (66.67%)
Largest		profit trade	29.87	loss trade	-13.78
Average		profit trade	10.75	loss trade	-7.03
Maximum		consecutive wins (profit in money)	3 (20.13)	consecutive losses (loss in money)	7 (-41.57)
Maximal		consecutive profit (count of wins)	29.87 (1)	consecutive loss (count of losses)	-41.57 (7)
Average		consecutive wins	1	consecutive losses	3

#	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	2013.03.13 00:00	sell	1	1.00	96.100	0.000	0.000
2	2013.03.13 00:55	close	1	1.00	95.962	0.000	0.000	14.38	10014.38
3	2013.03.13 00:55	buy	2	1.00	95.962	0.000	0.000
4	2013.03.13 02:00	close	2	1.00	95.918	0.000	0.000	-4.59	10009.79
5	2013.03.13 02:00	sell	3	1.00	95.918	0.000	0.000
6	2013.03.13 02:40	close	3	1.00	95.966	0.000	0.000	-5.00	10004.79
7	2013.03.13 02:40	buy	4	1.00	95.966	0.000	0.000
8	2013.03.13 04:00	close	4	1.00	95.909	0.000	0.000	-5.94	9998.85
9	2013.03.13 04:00	sell	5	1.00	95.909	0.000	0.000
10	2013.03.13 04:15	close	5	1.00	96.004	0.000	0.000	-9.90	9988.95
11	2013.03.13 04:15	buy	6	1.00	96.004	0.000	0.000
12	2013.03.13 05:00	close	6	1.00	95.980	0.000	0.000	-2.50	9986.45
13	2013.03.13 05:00	sell	7	1.00	95.980	0.000	0.000
14	2013.03.13 05:35	close	7	1.00	96.050	0.000	0.000	-7.29	9979.16
15	2013.03.13 05:35	buy	8	1.00	96.050	0.000	0.000
16	2013.03.13 06:35	close	8	1.00	95.989	0.000	0.000	-6.35	9972.81
17	2013.03.13 06:35	sell	9	1.00	95.989	0.000	0.000
18	2013.03.13 09:10	close	9	1.00	95.930	0.000	0.000	6.15	9978.96
19	2013.03.13 09:10	buy	10	1.00	95.930	0.000	0.000
20	2013.03.13 10:35	close	10	1.00	95.952	0.000	0.000	2.29	9981.25
21	2013.03.13 10:35	sell	11	1.00	95.952	0.000	0.000
22	2013.03.13 13:20	close	11	1.00	95.840	0.000	0.000	11.69	9992.94
23	2013.03.13 13:20	buy	12	1.00	95.840	0.000	0.000
24	2013.03.13 13:45	close	12	1.00	95.754	0.000	0.000	-8.98	9983.96
25	2013.03.13 13:45	sell	13	1.00	95.754	0.000	0.000
26	2013.03.13 15:00	close	13	1.00	95.719	0.000	0.000	3.66	9987.62
27	2013.03.13 15:00	buy	14	1.00	95.719	0.000	0.000
28	2013.03.13 16:10	close	14	1.00	95.633	0.000	0.000	-8.99	9978.63
29	2013.03.13 16:10	sell	15	1.00	95.633	0.000	0.000
30	2013.03.13 17:25	close	15	1.00	95.642	0.000	0.000	-0.94	9977.69
31	2013.03.13 17:25	buy	16	1.00	95.642	0.000	0.000
32	2013.03.13 18:35	close	16	1.00	95.780	0.000	0.000	14.41	9992.10
33	2013.03.13 18:35	sell	17	1.00	95.780	0.000	0.000
34	2013.03.13 19:05	close	17	1.00	95.880	0.000	0.000	-10.43	9981.67
35	2013.03.13 19:05	buy	18	1.00	95.880	0.000	0.000
36	2013.03.13 19:45	close	18	1.00	95.796	0.000	0.000	-8.77	9972.90
37	2013.03.13 19:45	sell	19	1.00	95.796	0.000	0.000
38	2013.03.13 20:45	close	19	1.00	95.762	0.000	0.000	3.55	9976.45
39	2013.03.13 20:45	buy	20	1.00	95.762	0.000	0.000
40	2013.03.13 21:05	close	20	1.00	95.658	0.000	0.000	-10.87	9965.58
41	2013.03.13 21:05	sell	21	1.00	95.658	0.000	0.000
42	2013.03.13 21:25	close	21	1.00	95.790	0.000	0.000	-13.78	9951.80
43	2013.03.13 21:25	buy	22	1.00	95.790	0.000	0.000
44	2013.03.13 23:10	close	22	1.00	96.077	0.000	0.000	29.87	9981.67
45	2013.03.13 23:10	sell	23	1.00	96.077	0.000	0.000
46	2013.03.13 23:50	close	23	1.00	96.139	0.000	0.000	-6.45	9975.22
47	2013.03.13 23:50	buy	24	1.00	96.139	0.000	0.000
48	2013.03.13 23:59	close at stop	24	1.00	96.123	0.000	0.000	-1.66	9973.56