通貨ペア		GBPUSDFXF (Great Britain Pound vs US Dollar)
期間		1時間足(H1) 2011.09.10 03:00 - 2012.01.21 06:00 (2010.12.01 - 2012.01.22)
モデル		Control points (a very crude method, the results must not be considered)
パラメーター		BuySellEntry=0; Lots=0.05; STOPPoint=340; TPPoint=140; ForceTorendBuySell=0;
Bars in test	2369	Ticks modelled	52648	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	669.45	Gross profit	828.90	Gross loss	-159.45
Profit factor	5.20	Expected payoff	39.38
Absolute drawdown	26.00	Maximal drawdown	164.00 (1.61%)	Relative drawdown	1.61% (164.00)
Total trades	17	Short positions (won %)	8 (62.50%)	Long positions (won %)	9 (88.89%)
		Profit trades (% of total)	13 (76.47%)	Loss trades (% of total)	4 (23.53%)
Largest		profit trade	72.25	loss trade	-106.25
Average		profit trade	63.76	loss trade	-39.86
Maximum		consecutive wins (profit in money)	11 (687.65)	consecutive losses (loss in money)	3 (-119.70)
Maximal		consecutive profit (count of wins)	687.65 (11)	consecutive loss (count of losses)	-119.70 (3)
Average		consecutive wins	7	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	2011.09.27 23:02	sell	1	0.05	1.5670	0.0000	0.0000
2	2011.09.27 23:02	modify	1	0.05	1.5670	1.6005	0.0000
3	2011.09.27 23:02	modify	1	0.05	1.5670	1.6005	1.5525
4	2011.10.03 13:05	t/p	1	0.05	1.5525	1.6005	1.5525	71.00	10071.00
5	2011.10.04 06:02	buy	2	0.05	1.5439	0.0000	0.0000
6	2011.10.04 06:02	modify	2	0.05	1.5439	1.5099	0.0000
7	2011.10.04 06:02	modify	2	0.05	1.5439	1.5099	1.5579
8	2011.10.07 21:40	t/p	2	0.05	1.5579	1.5099	1.5579	70.25	10141.25
9	2011.10.08 00:02	sell	3	0.05	1.5603	0.0000	0.0000
10	2011.10.08 00:02	modify	3	0.05	1.5603	1.5938	0.0000
11	2011.10.08 00:02	modify	3	0.05	1.5603	1.5938	1.5458
12	2011.10.18 23:02	close	3	0.05	1.5678	1.5938	1.5458	-39.75	10101.50
13	2011.10.18 23:02	buy	4	0.05	1.5678	0.0000	0.0000
14	2011.10.18 23:02	modify	4	0.05	1.5678	1.5338	0.0000
15	2011.10.18 23:02	modify	4	0.05	1.5678	1.5338	1.5818
16	2011.10.19 21:40	t/p	4	0.05	1.5818	1.5338	1.5818	70.05	10171.55
17	2011.10.27 01:02	buy	5	0.05	1.5913	0.0000	0.0000
18	2011.10.27 01:02	modify	5	0.05	1.5913	1.5573	0.0000
19	2011.10.27 01:02	modify	5	0.05	1.5913	1.5573	1.6053
20	2011.10.27 22:15	t/p	5	0.05	1.6053	1.5573	1.6053	70.00	10241.55
21	2011.10.31 13:02	buy	6	0.05	1.5972	0.0000	0.0000
22	2011.10.31 13:02	modify	6	0.05	1.5972	1.5632	0.0000
23	2011.10.31 13:02	modify	6	0.05	1.5972	1.5632	1.6112
24	2011.11.01 00:45	t/p	6	0.05	1.6112	1.5632	1.6112	70.05	10311.60
25	2011.11.01 19:02	buy	7	0.05	1.5929	0.0000	0.0000
26	2011.11.01 19:02	modify	7	0.05	1.5929	1.5589	0.0000
27	2011.11.01 19:02	modify	7	0.05	1.5929	1.5589	1.6069
28	2011.11.07 07:46	t/p	7	0.05	1.6069	1.5589	1.6069	70.30	10381.90
29	2011.11.10 00:02	buy	8	0.05	1.5933	0.0000	0.0000
30	2011.11.10 00:02	modify	8	0.05	1.5933	1.5593	0.0000
31	2011.11.10 00:02	modify	8	0.05	1.5933	1.5593	1.6073
32	2011.11.12 00:40	t/p	8	0.05	1.6073	1.5593	1.6073	70.05	10451.95
33	2011.11.12 01:02	sell	9	0.05	1.6089	0.0000	0.0000
34	2011.11.12 01:02	modify	9	0.05	1.6089	1.6424	0.0000
35	2011.11.12 01:02	modify	9	0.05	1.6089	1.6424	1.5944
36	2011.11.14 18:20	t/p	9	0.05	1.5944	1.6424	1.5944	72.25	10524.20
37	2011.11.18 21:02	sell	10	0.05	1.5884	0.0000	0.0000
38	2011.11.18 21:02	modify	10	0.05	1.5884	1.6219	0.0000
39	2011.11.18 21:02	modify	10	0.05	1.5884	1.6219	1.5739
40	2011.11.21 10:07	t/p	10	0.05	1.5739	1.6219	1.5739	72.25	10596.45
41	2011.11.29 20:02	sell	11	0.05	1.5653	0.0000	0.0000
42	2011.11.29 20:02	modify	11	0.05	1.5653	1.5988	0.0000
43	2011.11.29 20:02	modify	11	0.05	1.5653	1.5988	1.5508
44	2011.12.03 02:02	close	11	0.05	1.5596	1.5988	1.5508	27.25	10623.70
45	2011.12.03 02:02	buy	12	0.05	1.5596	0.0000	0.0000
46	2011.12.03 02:02	modify	12	0.05	1.5596	1.5256	0.0000
47	2011.12.03 02:02	modify	12	0.05	1.5596	1.5256	1.5736
48	2011.12.08 00:02	close	12	0.05	1.5714	1.5256	1.5736	59.30	10683.00
49	2011.12.12 19:02	buy	13	0.05	1.5545	0.0000	0.0000
50	2011.12.12 19:02	modify	13	0.05	1.5545	1.5205	0.0000
51	2011.12.12 19:02	modify	13	0.05	1.5545	1.5205	1.5685
52	2011.12.20 19:02	close	13	0.05	1.5644	1.5205	1.5685	49.90	10732.90
53	2011.12.20 19:02	sell	14	0.05	1.5644	0.0000	0.0000
54	2011.12.20 19:02	modify	14	0.05	1.5644	1.5979	0.0000
55	2011.12.20 19:02	modify	14	0.05	1.5644	1.5979	1.5499
56	2011.12.29 00:02	close	14	0.05	1.5526	1.5979	1.5499	56.25	10789.15
57	2011.12.29 00:02	buy	15	0.05	1.5526	0.0000	0.0000
58	2011.12.29 00:02	modify	15	0.05	1.5526	1.5186	0.0000
59	2011.12.29 00:02	modify	15	0.05	1.5526	1.5186	1.5666
60	2011.12.30 23:02	close	15	0.05	1.5510	1.5186	1.5666	-7.95	10781.20
61	2011.12.30 23:02	sell	16	0.05	1.5510	0.0000	0.0000
62	2011.12.30 23:02	modify	16	0.05	1.5510	1.5845	0.0000
63	2011.12.30 23:02	modify	16	0.05	1.5510	1.5845	1.5365
64	2012.01.05 21:02	close	16	0.05	1.5518	1.5845	1.5365	-5.50	10775.70
65	2012.01.17 14:07	sell	17	0.05	1.5368	0.0000	0.0000
66	2012.01.17 14:07	modify	17	0.05	1.5368	1.5703	0.0000
67	2012.01.17 14:07	modify	17	0.05	1.5368	1.5703	1.5223
68	2012.01.21 06:59	close at stop	17	0.05	1.5578	1.5703	1.5223	-106.25	10669.45