通貨ペア		AUDNZDFXF (Australian Dollar vs New Zealand Dollar)
期間		15分足(M15) 2010.09.01 00:00 - 2010.09.13 23:45 (2010.09.01 - 2010.09.14)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Slippage=0; lots=0.1; TakeProfit=0; StopLoss=300; Avc_Position=60; Avc_Pips=5;
Bars in test	1865	Ticks modelled	183425	Modelling quality	n/a
Mismatched charts errors	1954
Initial deposit	10000.00
Total net profit	922.00	Gross profit	1097.00	Gross loss	-175.00
Profit factor	6.27	Expected payoff	18.82
Absolute drawdown	708.00	Maximal drawdown	1230.00 (10.88%)	Relative drawdown	11.50% (1216.00)
Total trades	49	Short positions (won %)	20 (90.00%)	Long positions (won %)	29 (68.97%)
		Profit trades (% of total)	38 (77.55%)	Loss trades (% of total)	11 (22.45%)
Largest		profit trade	63.00	loss trade	-38.00
Average		profit trade	28.87	loss trade	-15.91
Maximum		consecutive wins (profit in money)	12 (377.00)	consecutive losses (loss in money)	4 (-90.00)
Maximal		consecutive profit (count of wins)	377.00 (12)	consecutive loss (count of losses)	-90.00 (4)
Average		consecutive wins	5	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	2010.09.01 01:45	sell	1	0.10	1.2810	1.3110	0.0000
2	2010.09.01 02:14	sell	2	0.10	1.2815	1.3115	0.0000
3	2010.09.01 02:39	sell	3	0.10	1.2820	1.3120	0.0000
4	2010.09.01 11:29	sell	4	0.10	1.2825	1.3125	0.0000
5	2010.09.01 14:35	close	1	0.10	1.2788	1.3110	0.0000	22.00	10022.00
6	2010.09.01 14:35	close	3	0.10	1.2788	1.3120	0.0000	32.00	10054.00
7	2010.09.01 14:35	close	2	0.10	1.2787	1.3115	0.0000	28.00	10082.00
8	2010.09.01 14:35	close	4	0.10	1.2788	1.3125	0.0000	37.00	10119.00
9	2010.09.01 14:45	buy	5	0.10	1.2765	1.2465	0.0000
10	2010.09.01 14:45	buy	6	0.10	1.2760	1.2460	0.0000
11	2010.09.02 01:14	buy	7	0.10	1.2755	1.2455	0.0000
12	2010.09.02 01:25	buy	8	0.10	1.2750	1.2450	0.0000
13	2010.09.02 01:25	buy	9	0.10	1.2745	1.2445	0.0000
14	2010.09.02 01:29	buy	10	0.10	1.2738	1.2438	0.0000
15	2010.09.02 01:30	buy	11	0.10	1.2733	1.2433	0.0000
16	2010.09.02 01:30	buy	12	0.10	1.2728	1.2428	0.0000
17	2010.09.02 02:20	buy	13	0.10	1.2723	1.2423	0.0000
18	2010.09.02 02:32	buy	14	0.10	1.2718	1.2418	0.0000
19	2010.09.02 02:40	buy	15	0.10	1.2713	1.2413	0.0000
20	2010.09.02 02:51	buy	16	0.10	1.2708	1.2408	0.0000
21	2010.09.02 06:54	buy	17	0.10	1.2702	1.2402	0.0000
22	2010.09.02 06:55	buy	18	0.10	1.2696	1.2396	0.0000
23	2010.09.02 09:26	buy	19	0.10	1.2691	1.2391	0.0000
24	2010.09.02 09:26	buy	20	0.10	1.2686	1.2386	0.0000
25	2010.09.03 12:32	close	5	0.10	1.2727	1.2465	0.0000	-38.00	10081.00
26	2010.09.03 12:32	close	7	0.10	1.2727	1.2455	0.0000	-28.00	10053.00
27	2010.09.03 12:32	close	9	0.10	1.2727	1.2445	0.0000	-18.00	10035.00
28	2010.09.03 12:32	close	11	0.10	1.2727	1.2433	0.0000	-6.00	10029.00
29	2010.09.03 12:32	close	13	0.10	1.2727	1.2423	0.0000	4.00	10033.00
30	2010.09.03 12:32	close	15	0.10	1.2727	1.2413	0.0000	14.00	10047.00
31	2010.09.03 12:32	close	17	0.10	1.2727	1.2402	0.0000	25.00	10072.00
32	2010.09.03 12:32	close	19	0.10	1.2727	1.2391	0.0000	36.00	10108.00
33	2010.09.03 12:32	close	6	0.10	1.2726	1.2460	0.0000	-34.00	10074.00
34	2010.09.03 12:32	close	10	0.10	1.2726	1.2438	0.0000	-12.00	10062.00
35	2010.09.03 12:32	close	14	0.10	1.2726	1.2418	0.0000	8.00	10070.00
36	2010.09.03 12:32	close	18	0.10	1.2726	1.2396	0.0000	30.00	10100.00
37	2010.09.03 12:32	close	8	0.10	1.2727	1.2450	0.0000	-23.00	10077.00
38	2010.09.03 12:32	close	16	0.10	1.2727	1.2408	0.0000	19.00	10096.00
39	2010.09.03 12:32	close	12	0.10	1.2725	1.2428	0.0000	-3.00	10093.00
40	2010.09.03 12:32	close	20	0.10	1.2726	1.2386	0.0000	40.00	10133.00
41	2010.09.06 07:30	buy	21	0.10	1.2668	1.2368	0.0000
42	2010.09.06 09:51	buy	22	0.10	1.2663	1.2363	0.0000
43	2010.09.06 10:43	buy	23	0.10	1.2658	1.2358	0.0000
44	2010.09.06 14:22	buy	24	0.10	1.2653	1.2353	0.0000
45	2010.09.07 04:56	buy	25	0.10	1.2648	1.2348	0.0000
46	2010.09.07 05:07	buy	26	0.10	1.2643	1.2343	0.0000
47	2010.09.07 05:07	buy	27	0.10	1.2638	1.2338	0.0000
48	2010.09.07 05:08	buy	28	0.10	1.2633	1.2333	0.0000
49	2010.09.07 05:08	buy	29	0.10	1.2628	1.2328	0.0000
50	2010.09.07 05:10	buy	30	0.10	1.2623	1.2323	0.0000
51	2010.09.07 05:31	buy	31	0.10	1.2618	1.2318	0.0000
52	2010.09.07 07:27	close	21	0.10	1.2667	1.2368	0.0000	-1.00	10132.00
53	2010.09.07 07:27	close	23	0.10	1.2667	1.2358	0.0000	9.00	10141.00
54	2010.09.07 07:27	close	25	0.10	1.2667	1.2348	0.0000	19.00	10160.00
55	2010.09.07 07:27	close	27	0.10	1.2667	1.2338	0.0000	29.00	10189.00
56	2010.09.07 07:27	close	29	0.10	1.2667	1.2328	0.0000	39.00	10228.00
57	2010.09.07 07:27	close	31	0.10	1.2667	1.2318	0.0000	49.00	10277.00
58	2010.09.07 07:27	close	22	0.10	1.2666	1.2363	0.0000	3.00	10280.00
59	2010.09.07 07:27	close	26	0.10	1.2666	1.2343	0.0000	23.00	10303.00
60	2010.09.07 07:27	close	30	0.10	1.2666	1.2323	0.0000	43.00	10346.00
61	2010.09.07 07:27	close	24	0.10	1.2667	1.2353	0.0000	14.00	10360.00
62	2010.09.07 07:27	close	28	0.10	1.2666	1.2333	0.0000	33.00	10393.00
63	2010.09.07 09:45	buy	32	0.10	1.2630	1.2330	0.0000
64	2010.09.07 09:45	buy	33	0.10	1.2625	1.2325	0.0000
65	2010.09.07 21:05	close	32	0.10	1.2684	1.2330	0.0000	54.00	10447.00
66	2010.09.07 21:05	close	33	0.10	1.2687	1.2325	0.0000	62.00	10509.00
67	2010.09.08 01:45	sell	34	0.10	1.2708	1.3008	0.0000
68	2010.09.08 02:05	sell	35	0.10	1.2713	1.3013	0.0000
69	2010.09.08 03:30	sell	36	0.10	1.2718	1.3018	0.0000
70	2010.09.08 03:32	sell	37	0.10	1.2724	1.3024	0.0000
71	2010.09.08 06:44	sell	38	0.10	1.2729	1.3029	0.0000
72	2010.09.08 06:44	sell	39	0.10	1.2734	1.3034	0.0000
73	2010.09.08 06:58	sell	40	0.10	1.2739	1.3039	0.0000
74	2010.09.08 06:59	sell	41	0.10	1.2744	1.3044	0.0000
75	2010.09.08 10:16	sell	42	0.10	1.2749	1.3049	0.0000
76	2010.09.09 01:30	sell	43	0.10	1.2755	1.3055	0.0000
77	2010.09.09 01:34	sell	44	0.10	1.2760	1.3060	0.0000
78	2010.09.09 01:35	sell	45	0.10	1.2765	1.3065	0.0000
79	2010.09.09 01:36	sell	46	0.10	1.2770	1.3070	0.0000
80	2010.09.09 01:55	sell	47	0.10	1.2775	1.3075	0.0000
81	2010.09.09 02:14	sell	48	0.10	1.2780	1.3080	0.0000
82	2010.09.13 07:23	close	34	0.10	1.2717	1.3008	0.0000	-9.00	10500.00
83	2010.09.13 07:23	close	36	0.10	1.2717	1.3018	0.0000	1.00	10501.00
84	2010.09.13 07:23	close	38	0.10	1.2717	1.3029	0.0000	12.00	10513.00
85	2010.09.13 07:23	close	40	0.10	1.2717	1.3039	0.0000	22.00	10535.00
86	2010.09.13 07:23	close	42	0.10	1.2717	1.3049	0.0000	32.00	10567.00
87	2010.09.13 07:23	close	44	0.10	1.2717	1.3060	0.0000	43.00	10610.00
88	2010.09.13 07:23	close	46	0.10	1.2717	1.3070	0.0000	53.00	10663.00
89	2010.09.13 07:23	close	48	0.10	1.2717	1.3080	0.0000	63.00	10726.00
90	2010.09.13 07:23	close	35	0.10	1.2716	1.3013	0.0000	-3.00	10723.00
91	2010.09.13 07:23	close	39	0.10	1.2716	1.3034	0.0000	18.00	10741.00
92	2010.09.13 07:23	close	43	0.10	1.2716	1.3055	0.0000	39.00	10780.00
93	2010.09.13 07:23	close	47	0.10	1.2716	1.3075	0.0000	59.00	10839.00
94	2010.09.13 07:23	close	37	0.10	1.2717	1.3024	0.0000	7.00	10846.00
95	2010.09.13 07:23	close	45	0.10	1.2717	1.3065	0.0000	48.00	10894.00
96	2010.09.13 07:23	close	41	0.10	1.2718	1.3044	0.0000	26.00	10920.00
97	2010.09.13 23:00	sell	49	0.10	1.2788	1.3088	0.0000
98	2010.09.13 23:59	close at stop	49	0.10	1.2786	1.3088	0.0000	2.00	10922.00