通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		30分足(M30) 2008.03.03 00:00 - 2008.03.14 22:30 (2008.03.01 - 2008.03.15)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		TestMode=false; MagicNumber=541360970; MoneyManagement=true; RiskLevel=0.5; MaxLots=100; FixedLots=0.1; StopLoss=35; TakeProfit=8; Stoch1_On_Off=true; Stoch1_1=2; Stoch1_2=3; Stoch1_3=4; Stoch2_On_Off=true; Stoch2_1=3; Stoch2_2=3; Stoch2_3=1; PSar1_On_Off=true; PSar1_1=0.02; PSar1_2=0.2; PSar1_3=0.03; PSar1_4=0.3; PSar2_On_Off=false; PSar2_1=0.05; PSar2_2=0.3; PSar2_3=0.04; PSar2_4=0.2; Macd_On_Off=false; Macd_1=12; Macd_2=26; Macd_3=9; Momentum_On_Off=false; Momentum_Period=14; Adx_On_Off=false; ADXPeriod=14; Adx_Level=30; Stoch_Applied_Price=0; Macd_Applied_Price=0; Momentum_Applied_Price=0; Adx_Applied_Price=0;
Bars in test	1477	Ticks modelled	81912	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-251.72	Gross profit	2696.00	Gross loss	-2947.72
Profit factor	0.91	Expected payoff	-8.99
Absolute drawdown	1310.72	Maximal drawdown	1998.72 (18.70%)	Relative drawdown	18.70% (1998.72)
Total trades	28	Short positions (won %)	11 (54.55%)	Long positions (won %)	17 (100.00%)
		Profit trades (% of total)	23 (82.14%)	Loss trades (% of total)	5 (17.86%)
Largest		profit trade	144.00	loss trade	-630.00
Average		profit trade	117.22	loss trade	-589.54
Maximum		consecutive wins (profit in money)	8 (984.00)	consecutive losses (loss in money)	2 (-1225.00)
Maximal		consecutive profit (count of wins)	984.00 (8)	consecutive loss (count of losses)	-1225.00 (2)
Average		consecutive wins	6	consecutive losses	2

#	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	2008.03.03 09:47	sell	1	1.70	1.5229	1.5264	1.5221
2	2008.03.03 09:52	t/p	1	1.70	1.5221	1.5264	1.5221	136.00	10136.00
3	2008.03.04 01:54	sell	2	1.70	1.5199	1.5234	1.5191
4	2008.03.04 04:16	t/p	2	1.70	1.5191	1.5234	1.5191	136.00	10272.00
5	2008.03.04 05:01	sell	3	1.70	1.5196	1.5231	1.5188
6	2008.03.04 06:50	t/p	3	1.70	1.5188	1.5231	1.5188	136.00	10408.00
7	2008.03.04 10:00	buy	4	1.70	1.5178	1.5143	1.5186
8	2008.03.04 10:12	t/p	4	1.70	1.5186	1.5143	1.5186	136.00	10544.00
9	2008.03.04 16:24	sell	5	1.80	1.5216	1.5251	1.5208
10	2008.03.04 16:25	t/p	5	1.80	1.5208	1.5251	1.5208	144.00	10688.00
11	2008.03.05 17:30	sell	6	1.80	1.5233	1.5268	1.5225
12	2008.03.05 17:43	s/l	6	1.80	1.5268	1.5268	1.5225	-630.00	10058.00
13	2008.03.06 00:33	sell	7	1.70	1.5272	1.5307	1.5264
14	2008.03.06 08:38	s/l	7	1.70	1.5307	1.5307	1.5264	-595.00	9463.00
15	2008.03.06 13:00	buy	8	0.10	1.5322	1.5287	1.5330
16	2008.03.06 13:13	t/p	8	0.10	1.5330	1.5287	1.5330	8.00	9471.00
17	2008.03.06 13:58	buy	9	1.60	1.5319	1.5284	1.5327
18	2008.03.06 14:00	t/p	9	1.60	1.5327	1.5284	1.5327	128.00	9599.00
19	2008.03.06 14:04	buy	10	1.60	1.5321	1.5286	1.5329
20	2008.03.06 14:10	t/p	10	1.60	1.5329	1.5286	1.5329	128.00	9727.00
21	2008.03.06 14:12	buy	11	1.60	1.5322	1.5287	1.5330
22	2008.03.06 14:22	t/p	11	1.60	1.5330	1.5287	1.5330	128.00	9855.00
23	2008.03.06 14:28	buy	12	1.60	1.5322	1.5287	1.5330
24	2008.03.06 14:34	t/p	12	1.60	1.5330	1.5287	1.5330	128.00	9983.00
25	2008.03.06 14:57	buy	13	1.70	1.5321	1.5286	1.5329
26	2008.03.06 15:55	t/p	13	1.70	1.5329	1.5286	1.5329	136.00	10119.00
27	2008.03.06 22:15	sell	14	1.70	1.5371	1.5406	1.5363
28	2008.03.07 07:58	s/l	14	1.70	1.5406	1.5406	1.5363	-602.72	9516.28
29	2008.03.07 15:14	sell	15	1.60	1.5417	1.5452	1.5409
30	2008.03.07 15:30	s/l	15	1.60	1.5452	1.5452	1.5409	-560.00	8956.28
31	2008.03.10 20:01	buy	16	0.10	1.5339	1.5304	1.5347
32	2008.03.10 21:12	t/p	16	0.10	1.5347	1.5304	1.5347	8.00	8964.28
33	2008.03.10 21:18	buy	17	1.50	1.5335	1.5300	1.5343
34	2008.03.10 21:22	t/p	17	1.50	1.5343	1.5300	1.5343	120.00	9084.28
35	2008.03.11 00:30	buy	18	1.50	1.5341	1.5306	1.5349
36	2008.03.11 00:53	t/p	18	1.50	1.5349	1.5306	1.5349	120.00	9204.28
37	2008.03.12 09:55	buy	19	1.50	1.5360	1.5325	1.5368
38	2008.03.12 10:10	t/p	19	1.50	1.5368	1.5325	1.5368	120.00	9324.28
39	2008.03.12 20:21	sell	20	1.60	1.5501	1.5536	1.5493
40	2008.03.12 22:08	s/l	20	1.60	1.5536	1.5536	1.5493	-560.00	8764.28
41	2008.03.13 09:22	sell	21	1.50	1.5573	1.5608	1.5565
42	2008.03.13 09:26	t/p	21	1.50	1.5565	1.5608	1.5565	120.00	8884.28
43	2008.03.13 09:30	buy	22	1.50	1.5554	1.5519	1.5562
44	2008.03.13 09:37	t/p	22	1.50	1.5562	1.5519	1.5562	120.00	9004.28
45	2008.03.13 09:42	buy	23	1.50	1.5557	1.5522	1.5565
46	2008.03.13 10:25	t/p	23	1.50	1.5565	1.5522	1.5565	120.00	9124.28
47	2008.03.13 19:21	sell	24	1.50	1.5586	1.5621	1.5578
48	2008.03.13 19:24	t/p	24	1.50	1.5578	1.5621	1.5578	120.00	9244.28
49	2008.03.14 02:00	buy	25	1.50	1.5613	1.5578	1.5621
50	2008.03.14 02:17	t/p	25	1.50	1.5621	1.5578	1.5621	120.00	9364.28
51	2008.03.14 02:18	buy	26	1.60	1.5615	1.5580	1.5623
52	2008.03.14 02:47	t/p	26	1.60	1.5623	1.5580	1.5623	128.00	9492.28
53	2008.03.14 19:00	buy	27	1.60	1.5606	1.5571	1.5614
54	2008.03.14 19:02	t/p	27	1.60	1.5614	1.5571	1.5614	128.00	9620.28
55	2008.03.14 19:14	buy	28	1.60	1.5608	1.5573	1.5616
56	2008.03.14 19:27	t/p	28	1.60	1.5616	1.5573	1.5616	128.00	9748.28