通貨ペア		USDCHF (US Dollar vs Swiss Franc)
期間		15分足(M15) 2009.01.02 06:00 - 2009.07.23 23:45 (2009.01.01 - 2009.07.24)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=4401; HedgeMode=false; MM=30; Lots=0.2; SL=850; TP=200; StartTime=0; EndTime=2; CloseStartTime=2; CloseEndTime=3; CloseProfitPips=18; ExtraClose=false; ExtraCloseTime=5; Slippage=30; MaxSpread=50; UseBreakEven=false; BEStep=180; BEPoint=80; UseTrailingStop=false; TStep=150; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=400; OP2=450; OP3=-100; OP4=160; OP5=30; EAComment="VZR_USDCHF_CHIBI_OP1";
Bars in test	14760	Ticks modelled	6002213	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	1000.00
Total net profit	818.52	Gross profit	1549.75	Gross loss	-731.23
Profit factor	2.12	Expected payoff	14.11
Absolute drawdown	354.97	Maximal drawdown	445.99 (40.88%)	Relative drawdown	40.88% (445.99)
Total trades	58	Short positions (won %)	31 (80.65%)	Long positions (won %)	27 (100.00%)
		Profit trades (% of total)	52 (89.66%)	Loss trades (% of total)	6 (10.34%)
Largest		profit trade	94.20	loss trade	-253.30
Average		profit trade	29.80	loss trade	-121.87
Maximum		consecutive wins (profit in money)	29 (997.93)	consecutive losses (loss in money)	2 (-27.91)
Maximal		consecutive profit (count of wins)	997.93 (29)	consecutive loss (count of losses)	-253.30 (1)
Average		consecutive wins	9	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	2009.01.06 00:59	buy	1	0.30	1.10760	1.09870	1.10960
2	2009.01.06 01:06	t/p	1	0.30	1.10960	1.09870	1.10960	54.07	1054.07
3	2009.01.08 01:03	sell	2	0.32	1.10508	1.11398	1.10308
4	2009.01.08 02:33	close	2	0.32	1.10470	1.11398	1.10308	11.01	1065.08
5	2009.01.09 01:45	sell	3	0.32	1.09580	1.10470	1.09380
6	2009.01.09 02:36	close	3	0.32	1.09560	1.10470	1.09380	5.84	1070.92
7	2009.01.13 01:15	sell	4	0.32	1.11540	1.12430	1.11340
8	2009.01.13 14:52	s/l	4	0.32	1.12430	1.12430	1.11340	-253.30	817.62
9	2009.01.14 00:58	buy	5	0.25	1.11850	1.10960	1.12050
10	2009.01.14 09:46	close	5	0.25	1.11866	1.10960	1.12050	3.58	821.20
11	2009.01.16 01:00	buy	6	0.25	1.12220	1.11330	1.12420
12	2009.01.16 02:00	close	6	0.25	1.12330	1.11330	1.12420	24.48	845.68
13	2009.01.20 00:00	sell	7	0.25	1.13460	1.14350	1.13260
14	2009.01.20 00:45	t/p	7	0.25	1.13260	1.14350	1.13260	44.15	889.83
15	2009.01.20 01:28	sell	8	0.27	1.13463	1.14353	1.13263
16	2009.01.20 08:52	s/l	8	0.27	1.14353	1.14353	1.13263	-210.13	679.70
17	2009.01.21 00:16	sell	9	0.20	1.14989	1.15879	1.14789
18	2009.01.21 00:42	t/p	9	0.20	1.14789	1.15879	1.14789	34.85	714.55
19	2009.01.21 01:23	sell	10	0.21	1.14984	1.15874	1.14784
20	2009.01.21 01:41	t/p	10	0.21	1.14784	1.15874	1.14784	36.59	751.14
21	2009.01.23 00:01	buy	11	0.23	1.15260	1.14370	1.15460
22	2009.01.23 01:33	t/p	11	0.23	1.15460	1.14370	1.15460	39.84	790.98
23	2009.01.23 01:35	sell	12	0.24	1.15509	1.16399	1.15309
24	2009.01.23 02:31	close	12	0.24	1.15490	1.16399	1.15309	3.95	794.93
25	2009.01.28 00:00	sell	13	0.24	1.14130	1.15020	1.13930
26	2009.01.28 01:30	t/p	13	0.24	1.13930	1.15020	1.13930	42.13	837.06
27	2009.01.28 01:54	sell	14	0.25	1.14168	1.15058	1.13968
28	2009.01.28 02:14	close	14	0.25	1.14150	1.15058	1.13968	3.94	841.00
29	2009.01.30 01:13	sell	15	0.25	1.15470	1.16360	1.15270
30	2009.01.30 02:00	close	15	0.25	1.15451	1.16360	1.15270	4.11	845.11
31	2009.02.02 01:45	sell	16	0.25	1.16310	1.17200	1.16110
32	2009.02.02 12:39	close	16	0.25	1.16179	1.17200	1.16110	28.19	873.30
33	2009.02.03 01:35	buy	17	0.26	1.16020	1.15130	1.16220
34	2009.02.03 02:01	close	17	0.26	1.16040	1.15130	1.16220	4.48	877.78
35	2009.02.09 00:00	buy	18	0.26	1.16010	1.15120	1.16210
36	2009.02.09 02:20	close	18	0.26	1.16028	1.15120	1.16210	4.03	881.81
37	2009.02.10 00:46	sell	19	0.26	1.16580	1.17470	1.16380
38	2009.02.10 02:05	s/l	19	0.26	1.17470	1.17470	1.16380	-196.99	684.82
39	2009.02.11 01:03	buy	20	0.21	1.15530	1.14640	1.15730
40	2009.02.11 01:39	t/p	20	0.21	1.15730	1.14640	1.15730	36.29	721.11
41	2009.02.11 01:43	sell	21	0.22	1.15848	1.16738	1.15648
42	2009.02.11 06:44	t/p	21	0.22	1.15648	1.16738	1.15648	38.05	759.16
43	2009.02.12 01:40	buy	22	0.23	1.15881	1.14991	1.16081
44	2009.02.12 09:23	t/p	22	0.23	1.16081	1.14991	1.16081	39.63	798.79
45	2009.02.13 00:00	buy	23	0.24	1.16080	1.15190	1.16280
46	2009.02.13 00:35	t/p	23	0.24	1.16280	1.15190	1.16280	41.28	840.07
47	2009.02.13 00:51	buy	24	0.25	1.16140	1.15250	1.16340
48	2009.02.13 02:56	close	24	0.25	1.16160	1.15250	1.16340	4.30	844.37
49	2009.02.16 00:00	sell	25	0.25	1.16340	1.17230	1.16140
50	2009.02.16 14:20	close	25	0.25	1.16540	1.17230	1.16140	-42.90	801.47
51	2009.02.19 00:52	buy	26	0.24	1.17510	1.16620	1.17710
52	2009.02.19 09:03	close	26	0.24	1.17685	1.16620	1.17710	35.69	837.16
53	2009.02.24 00:56	sell	27	0.25	1.16943	1.17833	1.16743
54	2009.02.24 02:00	close	27	0.25	1.16890	1.17833	1.16743	11.34	848.50
55	2009.03.02 00:00	sell	28	0.25	1.17130	1.18020	1.16930
56	2009.03.03 04:31	close	28	0.25	1.17220	1.18020	1.16930	-19.42	829.08
57	2009.03.04 00:00	sell	29	0.25	1.17720	1.18610	1.17520
58	2009.03.04 14:11	close	29	0.25	1.17760	1.18610	1.17520	-8.49	820.59
59	2009.03.06 01:27	buy	30	0.25	1.16956	1.16066	1.17156
60	2009.03.06 02:01	close	30	0.25	1.16980	1.16066	1.17156	5.13	825.72
61	2009.03.12 01:56	buy	31	0.25	1.15240	1.14350	1.15440
62	2009.03.12 02:01	close	31	0.25	1.15264	1.14350	1.15440	5.21	830.93
63	2009.03.13 01:21	buy	32	0.25	1.18460	1.17570	1.18660
64	2009.03.13 01:46	t/p	32	0.25	1.18660	1.17570	1.18660	42.13	873.06
65	2009.03.17 00:13	sell	33	0.26	1.18570	1.19460	1.18370
66	2009.03.17 02:00	close	33	0.26	1.18550	1.19460	1.18370	4.39	877.45
67	2009.03.18 01:30	buy	34	0.26	1.18060	1.17170	1.18260
68	2009.03.18 01:53	t/p	34	0.26	1.18260	1.17170	1.18260	43.97	921.42
69	2009.03.26 00:36	buy	35	0.28	1.11925	1.11035	1.12125
70	2009.03.26 00:57	t/p	35	0.28	1.12125	1.11035	1.12125	49.93	971.35
71	2009.03.26 01:05	sell	36	0.29	1.12205	1.13095	1.12005
72	2009.03.26 01:26	t/p	36	0.29	1.12005	1.13095	1.12005	51.78	1023.13
73	2009.04.01 00:36	buy	37	0.31	1.13734	1.12844	1.13934
74	2009.04.01 01:06	t/p	37	0.31	1.13934	1.12844	1.13934	54.42	1077.55
75	2009.04.02 00:15	buy	38	0.32	1.14595	1.13705	1.14795
76	2009.04.02 10:33	close	38	0.32	1.14780	1.13705	1.14795	51.58	1129.13
77	2009.04.06 00:01	buy	39	0.34	1.13003	1.12113	1.13203
78	2009.04.06 09:14	close	39	0.34	1.13073	1.12113	1.13203	21.05	1150.18
79	2009.04.09 00:58	sell	40	0.35	1.14850	1.15740	1.14650
80	2009.04.09 08:35	close	40	0.35	1.14688	1.15740	1.14650	49.44	1199.62
81	2009.04.10 01:30	sell	41	0.36	1.16063	1.16953	1.15863
82	2009.04.10 01:45	t/p	41	0.36	1.15863	1.16953	1.15863	62.14	1261.76
83	2009.04.13 00:00	buy	42	0.38	1.15549	1.14659	1.15749
84	2009.04.13 02:00	close	42	0.38	1.15720	1.14659	1.15749	56.15	1317.91
85	2009.04.27 00:18	buy	43	0.40	1.13655	1.12765	1.13855
86	2009.04.27 02:00	close	43	0.40	1.13843	1.12765	1.13855	66.06	1383.97
87	2009.05.05 00:15	buy	44	0.42	1.12609	1.11719	1.12809
88	2009.05.05 02:05	close	44	0.42	1.12628	1.11719	1.12809	7.09	1391.06
89	2009.05.06 01:30	sell	45	0.42	1.13459	1.14349	1.13259
90	2009.05.06 02:00	close	45	0.42	1.13423	1.14349	1.13259	13.33	1404.39
91	2009.05.07 00:32	sell	46	0.42	1.13405	1.14295	1.13205
92	2009.05.07 14:57	close	46	0.42	1.13275	1.14295	1.13205	48.20	1452.59
93	2009.05.19 00:56	buy	47	0.44	1.11433	1.10543	1.11633
94	2009.05.19 02:00	close	47	0.44	1.11468	1.10543	1.11633	13.82	1466.41
95	2009.05.20 01:43	buy	48	0.44	1.10813	1.09923	1.11013
96	2009.05.20 02:00	close	48	0.44	1.10834	1.09923	1.11013	8.34	1474.75
97	2009.05.22 01:49	buy	49	0.44	1.09141	1.08251	1.09341
98	2009.05.22 02:16	close	49	0.44	1.09159	1.08251	1.09341	7.26	1482.01
99	2009.05.28 00:00	sell	50	0.44	1.09243	1.10133	1.09043
100	2009.05.28 02:57	close	50	0.44	1.09223	1.10133	1.09043	8.06	1490.07
101	2009.06.08 00:09	sell	51	0.45	1.08776	1.09666	1.08576
102	2009.06.08 02:00	close	51	0.45	1.08610	1.09666	1.08576	68.78	1558.85
103	2009.06.11 01:29	buy	52	0.47	1.08054	1.07164	1.08254
104	2009.06.11 02:07	close	52	0.47	1.08074	1.07164	1.08254	8.70	1567.55
105	2009.06.17 01:09	sell	53	0.47	1.08950	1.09840	1.08750
106	2009.06.17 02:08	close	53	0.47	1.08930	1.09840	1.08750	8.63	1576.18
107	2009.06.29 01:10	sell	54	0.47	1.08496	1.09386	1.08296
108	2009.06.29 02:00	close	54	0.47	1.08339	1.09386	1.08296	68.11	1644.29
109	2009.07.02 00:37	sell	55	0.49	1.07559	1.08449	1.07359
110	2009.07.02 02:00	close	55	0.49	1.07517	1.08449	1.07359	19.14	1663.43
111	2009.07.03 00:00	sell	56	0.50	1.08869	1.09759	1.08669
112	2009.07.03 02:00	close	56	0.50	1.08757	1.09759	1.08669	51.49	1714.92
113	2009.07.07 01:44	buy	57	0.51	1.08473	1.07583	1.08673
114	2009.07.07 02:32	close	57	0.51	1.08493	1.07583	1.08673	9.40	1724.32
115	2009.07.08 00:52	sell	58	0.52	1.08923	1.09813	1.08723
116	2009.07.09 08:18	t/p	58	0.52	1.08723	1.09813	1.08723	94.20	1818.52