通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		30分足(M30) 2008.01.02 10:00 - 2008.02.28 23:30 (2008.01.01 - 2008.02.29)
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	2984	Ticks modelled	331479	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	3452.19	Gross profit	11537.19	Gross loss	-8085.00
Profit factor	1.43	Expected payoff	40.14
Absolute drawdown	493.00	Maximal drawdown	3093.00 (22.11%)	Relative drawdown	22.11% (3093.00)
Total trades	86	Short positions (won %)	48 (89.58%)	Long positions (won %)	38 (81.58%)
		Profit trades (% of total)	74 (86.05%)	Loss trades (% of total)	12 (13.95%)
Largest		profit trade	192.00	loss trade	-840.00
Average		profit trade	155.91	loss trade	-673.75
Maximum		consecutive wins (profit in money)	14 (2464.00)	consecutive losses (loss in money)	3 (-1470.00)
Maximal		consecutive profit (count of wins)	2464.00 (14)	consecutive loss (count of losses)	-1575.00 (2)
Average		consecutive wins	8	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	2008.01.02 15:39	buy	1	1.70	1.4672	1.4637	1.4680
2	2008.01.02 17:04	t/p	1	1.70	1.4680	1.4637	1.4680	136.00	10136.00
3	2008.01.04 02:00	sell	2	1.70	1.4744	1.4779	1.4736
4	2008.01.04 07:13	t/p	2	1.70	1.4736	1.4779	1.4736	136.00	10272.00
5	2008.01.04 08:30	buy	3	1.70	1.4725	1.4690	1.4733
6	2008.01.04 15:12	t/p	3	1.70	1.4733	1.4690	1.4733	136.00	10408.00
7	2008.01.07 18:08	buy	4	1.70	1.4703	1.4668	1.4711
8	2008.01.07 18:30	s/l	4	1.70	1.4668	1.4668	1.4711	-595.00	9813.00
9	2008.01.09 09:29	sell	5	1.60	1.4730	1.4765	1.4722
10	2008.01.09 10:01	t/p	5	1.60	1.4722	1.4765	1.4722	128.00	9941.00
11	2008.01.10 00:44	buy	6	1.70	1.4650	1.4615	1.4658
12	2008.01.10 00:51	t/p	6	1.70	1.4658	1.4615	1.4658	136.00	10077.00
13	2008.01.10 07:30	sell	7	1.70	1.4684	1.4719	1.4676
14	2008.01.10 08:56	t/p	7	1.70	1.4676	1.4719	1.4676	136.00	10213.00
15	2008.01.10 13:48	buy	8	1.70	1.4669	1.4634	1.4677
16	2008.01.10 13:54	t/p	8	1.70	1.4677	1.4634	1.4677	136.00	10349.00
17	2008.01.10 14:12	sell	9	1.70	1.4679	1.4714	1.4671
18	2008.01.10 14:17	t/p	9	1.70	1.4671	1.4714	1.4671	136.00	10485.00
19	2008.01.11 00:58	sell	10	1.70	1.4806	1.4841	1.4798
20	2008.01.11 01:16	t/p	10	1.70	1.4798	1.4841	1.4798	136.00	10621.00
21	2008.01.11 01:30	sell	11	1.80	1.4805	1.4840	1.4797
22	2008.01.11 02:34	t/p	11	1.80	1.4797	1.4840	1.4797	144.00	10765.00
23	2008.01.11 03:00	buy	12	1.80	1.4791	1.4756	1.4799
24	2008.01.11 04:50	t/p	12	1.80	1.4799	1.4756	1.4799	144.00	10909.00
25	2008.01.11 21:30	buy	13	1.80	1.4788	1.4753	1.4796
26	2008.01.14 01:05	t/p	13	1.80	1.4796	1.4753	1.4796	148.83	11057.83
27	2008.01.14 05:58	sell	14	1.80	1.4808	1.4843	1.4800
28	2008.01.14 08:08	s/l	14	1.80	1.4843	1.4843	1.4800	-630.00	10427.83
29	2008.01.14 12:52	sell	15	1.70	1.4902	1.4937	1.4894
30	2008.01.14 14:03	t/p	15	1.70	1.4894	1.4937	1.4894	136.00	10563.83
31	2008.01.14 16:00	sell	16	1.80	1.4893	1.4928	1.4885
32	2008.01.14 17:02	t/p	16	1.80	1.4885	1.4928	1.4885	144.00	10707.83
33	2008.01.14 20:26	sell	17	1.80	1.4879	1.4914	1.4871
34	2008.01.14 20:36	t/p	17	1.80	1.4871	1.4914	1.4871	144.00	10851.83
35	2008.01.15 05:43	sell	18	1.80	1.4876	1.4911	1.4868
36	2008.01.15 08:03	t/p	18	1.80	1.4868	1.4911	1.4868	144.00	10995.83
37	2008.01.16 07:21	sell	19	1.80	1.4852	1.4887	1.4844
38	2008.01.16 07:29	t/p	19	1.80	1.4844	1.4887	1.4844	144.00	11139.83
39	2008.01.16 07:32	sell	20	1.90	1.4848	1.4883	1.4840
40	2008.01.16 07:41	t/p	20	1.90	1.4840	1.4883	1.4840	152.00	11291.83
41	2008.01.16 07:41	buy	21	1.90	1.4840	1.4805	1.4848
42	2008.01.16 08:14	t/p	21	1.90	1.4848	1.4805	1.4848	152.00	11443.83
43	2008.01.16 08:14	sell	22	1.90	1.4848	1.4883	1.4840
44	2008.01.16 08:35	t/p	22	1.90	1.4840	1.4883	1.4840	152.00	11595.83
45	2008.01.17 06:02	sell	23	1.90	1.4658	1.4693	1.4650
46	2008.01.17 06:10	t/p	23	1.90	1.4650	1.4693	1.4650	152.00	11747.83
47	2008.01.17 06:52	sell	24	2.00	1.4658	1.4693	1.4650
48	2008.01.17 07:30	t/p	24	2.00	1.4650	1.4693	1.4650	160.00	11907.83
49	2008.01.17 11:30	sell	25	2.00	1.4622	1.4657	1.4614
50	2008.01.17 11:33	t/p	25	2.00	1.4614	1.4657	1.4614	160.00	12067.83
51	2008.01.17 11:39	sell	26	2.00	1.4618	1.4653	1.4610
52	2008.01.17 12:25	t/p	26	2.00	1.4610	1.4653	1.4610	160.00	12227.83
53	2008.01.17 13:01	sell	27	2.00	1.4616	1.4651	1.4608
54	2008.01.17 13:18	s/l	27	2.00	1.4651	1.4651	1.4608	-700.00	11527.83
55	2008.01.17 13:18	sell	28	1.90	1.4649	1.4684	1.4641
56	2008.01.17 13:25	t/p	28	1.90	1.4641	1.4684	1.4641	152.00	11679.83
57	2008.01.18 10:11	sell	29	1.90	1.4643	1.4678	1.4635
58	2008.01.18 10:55	t/p	29	1.90	1.4635	1.4678	1.4635	152.00	11831.83
59	2008.01.21 17:44	sell	30	2.00	1.4488	1.4523	1.4480
60	2008.01.21 17:57	t/p	30	2.00	1.4480	1.4523	1.4480	160.00	11991.83
61	2008.01.22 22:09	sell	31	2.00	1.4613	1.4648	1.4605
62	2008.01.22 22:28	t/p	31	2.00	1.4605	1.4648	1.4605	160.00	12151.83
63	2008.01.23 02:33	sell	32	2.00	1.4647	1.4682	1.4639
64	2008.01.23 02:54	t/p	32	2.00	1.4639	1.4682	1.4639	160.00	12311.83
65	2008.01.24 00:54	sell	33	2.10	1.4634	1.4669	1.4626
66	2008.01.24 01:12	t/p	33	2.10	1.4626	1.4669	1.4626	168.00	12479.83
67	2008.01.24 02:30	buy	34	2.10	1.4610	1.4575	1.4618
68	2008.01.24 02:46	t/p	34	2.10	1.4618	1.4575	1.4618	168.00	12647.83
69	2008.01.24 02:59	buy	35	2.10	1.4612	1.4577	1.4620
70	2008.01.24 08:01	t/p	35	2.10	1.4620	1.4577	1.4620	168.00	12815.83
71	2008.01.24 12:30	buy	36	2.10	1.4614	1.4579	1.4622
72	2008.01.24 12:42	t/p	36	2.10	1.4622	1.4579	1.4622	168.00	12983.83
73	2008.01.24 15:30	buy	37	2.20	1.4647	1.4612	1.4655
74	2008.01.24 15:31	t/p	37	2.20	1.4655	1.4612	1.4655	176.00	13159.83
75	2008.01.24 22:49	sell	38	2.20	1.4760	1.4795	1.4752
76	2008.01.25 06:47	t/p	38	2.20	1.4752	1.4795	1.4752	165.30	13325.12
77	2008.01.28 22:00	buy	39	2.20	1.4777	1.4742	1.4785
78	2008.01.28 23:21	t/p	39	2.20	1.4785	1.4742	1.4785	176.00	13501.12
79	2008.01.29 15:30	buy	40	2.30	1.4770	1.4735	1.4778
80	2008.01.30 09:23	t/p	40	2.30	1.4778	1.4735	1.4778	190.17	13691.29
81	2008.01.31 00:30	buy	41	2.30	1.4852	1.4817	1.4860
82	2008.01.31 00:34	t/p	41	2.30	1.4860	1.4817	1.4860	184.00	13875.29
83	2008.01.31 00:42	buy	42	2.30	1.4855	1.4820	1.4863
84	2008.01.31 01:48	s/l	42	2.30	1.4820	1.4820	1.4863	-805.00	13070.29
85	2008.01.31 10:00	buy	43	2.20	1.4859	1.4824	1.4867
86	2008.01.31 10:47	s/l	43	2.20	1.4824	1.4824	1.4867	-770.00	12300.29
87	2008.02.01 08:00	sell	44	0.10	1.4863	1.4898	1.4855
88	2008.02.01 08:15	t/p	44	0.10	1.4855	1.4898	1.4855	8.00	12308.29
89	2008.02.01 08:15	buy	45	2.10	1.4855	1.4820	1.4863
90	2008.02.01 08:25	t/p	45	2.10	1.4863	1.4820	1.4863	168.00	12476.29
91	2008.02.01 08:25	sell	46	2.10	1.4864	1.4899	1.4856
92	2008.02.01 08:52	t/p	46	2.10	1.4856	1.4899	1.4856	168.00	12644.29
93	2008.02.01 16:15	buy	47	2.10	1.4896	1.4861	1.4904
94	2008.02.01 16:24	s/l	47	2.10	1.4861	1.4861	1.4904	-735.00	11909.29
95	2008.02.04 04:50	sell	48	2.00	1.4800	1.4835	1.4792
96	2008.02.04 09:07	s/l	48	2.00	1.4835	1.4835	1.4792	-700.00	11209.29
97	2008.02.05 01:30	buy	49	0.10	1.4826	1.4791	1.4834
98	2008.02.05 10:10	s/l	49	0.10	1.4791	1.4791	1.4834	-35.00	11174.29
99	2008.02.08 02:00	buy	50	0.10	1.4476	1.4441	1.4484
100	2008.02.08 02:45	t/p	50	0.10	1.4484	1.4441	1.4484	8.00	11182.29
101	2008.02.08 02:45	sell	51	1.90	1.4484	1.4519	1.4476
102	2008.02.08 07:41	t/p	51	1.90	1.4476	1.4519	1.4476	152.00	11334.29
103	2008.02.08 07:41	buy	52	1.90	1.4476	1.4441	1.4484
104	2008.02.08 08:34	t/p	52	1.90	1.4484	1.4441	1.4484	152.00	11486.29
105	2008.02.08 08:34	sell	53	1.90	1.4484	1.4519	1.4476
106	2008.02.08 09:20	t/p	53	1.90	1.4476	1.4519	1.4476	152.00	11638.29
107	2008.02.08 14:09	sell	54	1.90	1.4481	1.4516	1.4473
108	2008.02.08 14:16	t/p	54	1.90	1.4473	1.4516	1.4473	152.00	11790.29
109	2008.02.08 14:27	sell	55	2.00	1.4481	1.4516	1.4473
110	2008.02.08 14:55	s/l	55	2.00	1.4516	1.4516	1.4473	-700.00	11090.29
111	2008.02.08 17:00	buy	56	1.80	1.4480	1.4445	1.4488
112	2008.02.08 17:28	t/p	56	1.80	1.4488	1.4445	1.4488	144.00	11234.29
113	2008.02.11 08:59	sell	57	1.90	1.4556	1.4591	1.4548
114	2008.02.11 09:35	t/p	57	1.90	1.4548	1.4591	1.4548	152.00	11386.29
115	2008.02.12 01:03	buy	58	1.90	1.4518	1.4483	1.4526
116	2008.02.12 08:09	t/p	58	1.90	1.4526	1.4483	1.4526	152.00	11538.29
117	2008.02.12 10:33	buy	59	1.90	1.4525	1.4490	1.4533
118	2008.02.12 14:01	t/p	59	1.90	1.4533	1.4490	1.4533	152.00	11690.29
119	2008.02.12 20:00	buy	60	1.90	1.4584	1.4549	1.4592
120	2008.02.12 20:33	t/p	60	1.90	1.4592	1.4549	1.4592	152.00	11842.29
121	2008.02.13 04:22	sell	61	2.00	1.4571	1.4606	1.4563
122	2008.02.13 08:36	t/p	61	2.00	1.4563	1.4606	1.4563	160.00	12002.29
123	2008.02.13 15:15	sell	62	2.00	1.4585	1.4620	1.4577
124	2008.02.13 15:30	t/p	62	2.00	1.4577	1.4620	1.4577	160.00	12162.29
125	2008.02.13 15:32	sell	63	2.00	1.4581	1.4616	1.4573
126	2008.02.13 15:37	t/p	63	2.00	1.4573	1.4616	1.4573	160.00	12322.29
127	2008.02.13 15:46	sell	64	2.10	1.4581	1.4616	1.4573
128	2008.02.13 15:48	t/p	64	2.10	1.4573	1.4616	1.4573	168.00	12490.29
129	2008.02.13 23:19	buy	65	2.10	1.4569	1.4534	1.4577
130	2008.02.14 00:02	t/p	65	2.10	1.4577	1.4534	1.4577	184.89	12675.19
131	2008.02.14 00:02	sell	66	2.10	1.4577	1.4612	1.4569
132	2008.02.14 01:20	t/p	66	2.10	1.4569	1.4612	1.4569	168.00	12843.19
133	2008.02.14 08:16	sell	67	2.10	1.4569	1.4604	1.4561
134	2008.02.14 09:57	s/l	67	2.10	1.4604	1.4604	1.4561	-735.00	12108.19
135	2008.02.14 12:30	sell	68	2.00	1.4619	1.4654	1.4611
136	2008.02.14 13:58	t/p	68	2.00	1.4611	1.4654	1.4611	160.00	12268.19
137	2008.02.14 14:16	sell	69	2.00	1.4619	1.4654	1.4611
138	2008.02.14 15:45	t/p	69	2.00	1.4611	1.4654	1.4611	160.00	12428.19
139	2008.02.15 01:55	sell	70	2.10	1.4641	1.4676	1.4633
140	2008.02.15 03:10	t/p	70	2.10	1.4633	1.4676	1.4633	168.00	12596.19
141	2008.02.15 04:15	buy	71	2.10	1.4632	1.4597	1.4640
142	2008.02.15 07:03	t/p	71	2.10	1.4640	1.4597	1.4640	168.00	12764.19
143	2008.02.15 10:51	buy	72	2.10	1.4644	1.4609	1.4652
144	2008.02.15 11:02	t/p	72	2.10	1.4652	1.4609	1.4652	168.00	12932.19
145	2008.02.15 19:30	sell	73	2.20	1.4680	1.4715	1.4672
146	2008.02.15 19:47	t/p	73	2.20	1.4672	1.4715	1.4672	176.00	13108.19
147	2008.02.18 09:22	sell	74	2.20	1.4683	1.4718	1.4675
148	2008.02.18 09:59	t/p	74	2.20	1.4675	1.4718	1.4675	176.00	13284.19
149	2008.02.19 01:01	buy	75	2.20	1.4653	1.4618	1.4661
150	2008.02.19 04:19	t/p	75	2.20	1.4661	1.4618	1.4661	176.00	13460.19
151	2008.02.19 21:25	sell	76	2.20	1.4737	1.4772	1.4729
152	2008.02.19 22:25	t/p	76	2.20	1.4729	1.4772	1.4729	176.00	13636.19
153	2008.02.20 08:14	sell	77	2.30	1.4716	1.4751	1.4708
154	2008.02.20 08:31	t/p	77	2.30	1.4708	1.4751	1.4708	184.00	13820.19
155	2008.02.20 09:19	sell	78	2.30	1.4714	1.4749	1.4706
156	2008.02.20 09:54	t/p	78	2.30	1.4706	1.4749	1.4706	184.00	14004.19
157	2008.02.22 02:30	buy	79	2.30	1.4811	1.4776	1.4819
158	2008.02.22 10:35	t/p	79	2.30	1.4819	1.4776	1.4819	184.00	14188.19
159	2008.02.25 02:54	buy	80	2.40	1.4823	1.4788	1.4831
160	2008.02.25 08:30	t/p	80	2.40	1.4831	1.4788	1.4831	192.00	14380.19
161	2008.02.26 04:00	buy	81	2.40	1.4823	1.4788	1.4831
162	2008.02.26 06:07	t/p	81	2.40	1.4831	1.4788	1.4831	192.00	14572.19
163	2008.02.26 07:29	buy	82	2.40	1.4822	1.4787	1.4830
164	2008.02.26 09:56	s/l	82	2.40	1.4787	1.4787	1.4830	-840.00	13732.19
165	2008.02.27 13:02	buy	83	2.30	1.5037	1.5002	1.5045
166	2008.02.27 13:11	t/p	83	2.30	1.5045	1.5002	1.5045	184.00	13916.19
167	2008.02.27 13:26	buy	84	2.30	1.5035	1.5000	1.5043
168	2008.02.27 14:00	t/p	84	2.30	1.5043	1.5000	1.5043	184.00	14100.19
169	2008.02.27 20:32	buy	85	2.40	1.5118	1.5083	1.5126
170	2008.02.27 22:30	t/p	85	2.40	1.5126	1.5083	1.5126	192.00	14292.19
171	2008.02.28 00:32	buy	86	2.40	1.5119	1.5084	1.5127
172	2008.02.28 09:41	s/l	86	2.40	1.5084	1.5084	1.5127	-840.00	13452.19