通貨ペア		GBPJPY (Great Britain Pound vs Japanese Yen)
期間		15分足(M15) 2009.01.02 06:00 - 2009.03.30 23:59 (2009.01.01 - 2009.03.31)
モデル		Open prices only (only for Expert Advisors that explicitly control bar opening)
パラメーター		Lots=0.1; Fast_Period=100; Slow_Period=160; Slippage=3; StopSystem=false; time1=7; time2=20; stoploss=3; modify_price=5; SignalMail=true;
Bars in test	6341	Ticks modelled	11679	Modelling quality	n/a
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2757.39	Gross profit	3599.86	Gross loss	-842.47
Profit factor	4.27	Expected payoff	162.20
Absolute drawdown	189.92	Maximal drawdown	1068.03 (8.36%)	Relative drawdown	8.36% (1068.03)
Total trades	17	Short positions (won %)	8 (62.50%)	Long positions (won %)	9 (77.78%)
		Profit trades (% of total)	12 (70.59%)	Loss trades (% of total)	5 (29.41%)
Largest		profit trade	728.24	loss trade	-299.79
Average		profit trade	299.99	loss trade	-168.49
Maximum		consecutive wins (profit in money)	3 (1342.17)	consecutive losses (loss in money)	2 (-539.68)
Maximal		consecutive profit (count of wins)	1342.17 (3)	consecutive loss (count of losses)	-539.68 (2)
Average		consecutive wins	2	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	2009.01.02 06:30	buy	1	0.10	133.52	130.52	0.00
2	2009.01.06 17:00	modify	1	0.10	133.52	133.52	0.00
3	2009.01.08 08:45	close	1	0.10	137.70	133.52	0.00	430.54	10430.54
4	2009.01.08 09:00	sell	2	0.10	137.60	140.60	0.00
5	2009.01.12 17:00	modify	2	0.10	137.60	137.60	0.00
6	2009.01.14 09:15	close	2	0.10	131.79	137.60	0.00	568.40	10998.94
7	2009.01.16 01:15	buy	3	0.10	132.28	129.28	0.00
8	2009.01.19 14:15	close	3	0.10	131.66	129.28	0.00	-59.85	10939.09
9	2009.01.19 15:45	sell	4	0.10	130.71	133.71	0.00
10	2009.01.20 13:45	modify	4	0.10	130.71	130.71	0.00
11	2009.01.27 11:00	close	4	0.10	126.72	130.71	0.00	374.34	11313.43
12	2009.01.28 00:45	buy	5	0.10	126.92	123.92	0.00
13	2009.02.05 21:45	modify	5	0.10	126.92	126.92	0.00
14	2009.02.10 17:00	close	5	0.10	133.93	126.92	0.00	728.24	12041.67
15	2009.02.10 17:15	sell	6	0.10	133.10	136.10	0.00
16	2009.02.12 09:45	modify	6	0.10	133.10	133.10	0.00
17	2009.02.13 03:15	close	6	0.10	130.55	133.10	0.00	239.59	12281.26
18	2009.02.13 03:45	buy	7	0.10	130.75	127.75	0.00
19	2009.02.16 07:45	close	7	0.10	129.65	127.75	0.00	-107.83	12173.43
20	2009.02.18 08:45	buy	8	0.10	132.31	129.31	0.00
21	2009.02.20 09:15	close	8	0.10	132.87	129.31	0.00	64.45	12237.88
22	2009.02.23 09:00	buy	9	0.10	136.07	133.07	0.00
23	2009.02.25 04:00	modify	9	0.10	136.07	136.07	0.00
24	2009.02.25 16:15	close	9	0.10	138.01	136.07	0.00	198.16	12436.03
25	2009.02.27 14:30	sell	10	0.10	137.50	140.50	0.00
26	2009.02.27 19:00	s/l	10	0.10	140.50	140.50	0.00	-299.79	12136.24
27	2009.03.02 17:15	sell	11	0.10	136.33	139.33	0.00
28	2009.03.03 14:45	close	11	0.10	138.70	139.33	0.00	-239.89	11896.36
29	2009.03.04 08:30	buy	12	0.10	138.76	135.76	0.00
30	2009.03.05 13:15	close	12	0.10	139.29	135.76	0.00	59.33	11955.69
31	2009.03.06 11:00	sell	13	0.10	137.71	140.71	0.00
32	2009.03.12 09:30	modify	13	0.10	137.71	137.71	0.00
33	2009.03.12 18:45	close	13	0.10	136.03	137.71	0.00	149.61	12105.30
34	2009.03.12 20:00	buy	14	0.10	136.40	133.40	0.00
35	2009.03.18 09:00	close	14	0.10	137.62	133.40	0.00	130.42	12235.72
36	2009.03.18 10:45	sell	15	0.10	137.03	140.03	0.00
37	2009.03.20 14:15	close	15	0.10	138.26	140.03	0.00	-135.11	12100.61
38	2009.03.20 16:30	buy	16	0.10	138.55	135.55	0.00
39	2009.03.24 02:15	modify	16	0.10	138.55	138.55	0.00
40	2009.03.25 08:30	close	16	0.10	142.69	138.55	0.00	420.18	12520.80
41	2009.03.25 18:45	sell	17	0.10	141.57	144.57	0.00
42	2009.03.30 09:15	modify	17	0.10	141.57	141.57	0.00
43	2009.03.30 23:59	close at stop	17	0.10	139.05	141.57	0.00	236.60	12757.39