通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		日足(D1) 2007.06.20 00:00 - 2009.07.28 00:00 (2007.06.20 - 2009.07.28)
モデル		Control points (a very crude method, the results must not be considered)
パラメーター		MyOrderWaitingTime=10; Lots=0.1; Slippage=3; Slpips=0; Tppips=0; TL.Diff=0.5; CL.Diff=0.5; period=0; count.num1=1; count.num2=5; line.width=1; LR.length=34; LR.END=1; LR.c=Orange; c.1=Gray;
Bars in test	1546	Ticks modelled	35289	Modelling quality	n/a
Mismatched charts errors	2550
Initial deposit	10000.00
Total net profit	1126.61	Gross profit	3110.12	Gross loss	-1983.51
Profit factor	1.57	Expected payoff	46.94
Absolute drawdown	956.48	Maximal drawdown	1520.54 (14.39%)	Relative drawdown	14.39% (1520.54)
Total trades	24	Short positions (won %)	14 (57.14%)	Long positions (won %)	10 (40.00%)
		Profit trades (% of total)	12 (50.00%)	Loss trades (% of total)	12 (50.00%)
Largest		profit trade	581.66	loss trade	-364.21
Average		profit trade	259.18	loss trade	-165.29
Maximum		consecutive wins (profit in money)	4 (1501.41)	consecutive losses (loss in money)	4 (-717.72)
Maximal		consecutive profit (count of wins)	1501.41 (4)	consecutive loss (count of losses)	-717.72 (4)
Average		consecutive wins	2	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	2007.06.27 10:00	buy	1	0.10	122.54	0.00	0.00
2	2007.07.23 00:00	close	1	0.10	121.57	0.00	0.00	-79.79	9920.21
3	2007.08.08 16:26	sell	2	0.10	119.53	0.00	0.00
4	2007.08.10 14:40	close	2	0.10	117.23	0.00	0.00	195.60	10115.81
5	2007.08.23 10:40	sell	3	0.10	116.82	0.00	0.00
6	2007.09.07 18:13	close	3	0.10	113.14	0.00	0.00	323.00	10438.80
7	2007.09.13 14:40	sell	4	0.10	115.44	0.00	0.00
8	2007.10.03 10:00	close	4	0.10	116.10	0.00	0.00	-59.57	10379.23
9	2007.10.18 14:00	buy	5	0.10	115.64	0.00	0.00
10	2007.11.05 14:40	close	5	0.10	114.06	0.00	0.00	-138.52	10240.71
11	2007.11.28 18:40	sell	6	0.10	110.40	0.00	0.00
12	2007.12.20 00:00	close	6	0.10	113.41	0.00	0.00	-269.03	9971.68
13	2008.01.02 17:20	buy	7	0.10	110.85	0.00	0.00
14	2008.01.15 00:00	close	7	0.10	108.14	0.00	0.00	-250.60	9721.08
15	2008.02.04 14:40	sell	8	0.10	107.07	0.00	0.00
16	2008.02.27 10:40	close	8	0.10	106.24	0.00	0.00	74.66	9795.74
17	2008.02.27 10:40	buy	9	0.10	106.24	0.00	0.00
18	2008.03.04 00:00	close	9	0.10	103.47	0.00	0.00	-267.71	9528.03
19	2008.03.28 10:00	sell	10	0.10	100.16	0.00	0.00
20	2008.04.21 00:00	close	10	0.10	103.91	0.00	0.00	-364.21	9163.81
21	2008.05.08 10:40	buy	11	0.10	103.70	0.00	0.00
22	2008.05.29 18:00	close	11	0.10	105.67	0.00	0.00	186.43	9350.24
23	2008.06.26 23:59	buy	12	0.10	106.83	0.00	0.00
24	2008.07.23 02:00	close	12	0.10	107.33	0.00	0.00	46.59	9396.83
25	2008.07.23 02:00	sell	13	0.10	107.33	0.00	0.00
26	2008.08.04 06:40	close	13	0.10	107.84	0.00	0.00	-49.10	9347.73
27	2008.08.27 10:40	buy	14	0.10	108.73	0.00	0.00
28	2008.09.11 02:40	close	14	0.10	107.30	0.00	0.00	-133.27	9214.46
29	2008.09.19 10:40	sell	15	0.10	107.74	0.00	0.00
30	2008.09.30 00:00	close	15	0.10	104.18	0.00	0.00	340.36	9554.82
31	2008.10.01 02:00	sell	16	0.10	106.37	0.00	0.00
32	2008.10.06 06:00	close	16	0.10	103.50	0.00	0.00	276.54	9831.36
33	2008.11.03 02:40	sell	17	0.10	99.05	0.00	0.00
34	2008.11.20 22:40	close	17	0.10	93.58	0.00	0.00	581.66	10413.02
35	2008.12.24 00:00	sell	18	0.10	90.96	0.00	0.00
36	2009.01.21 18:00	close	18	0.10	88.25	0.00	0.00	302.85	10715.87
37	2009.02.18 18:00	sell	19	0.10	93.65	0.00	0.00
38	2009.02.19 00:00	close	19	0.10	93.81	0.00	0.00	-17.51	10698.36
39	2009.03.12 01:20	buy	20	0.10	97.19	0.00	0.00
40	2009.04.06 02:00	close	20	0.10	100.72	0.00	0.00	350.48	11048.84
41	2009.04.28 06:40	buy	21	0.10	95.91	0.00	0.00
42	2009.05.12 23:59	close	21	0.10	96.44	0.00	0.00	54.96	11103.80
43	2009.06.05 23:59	sell	22	0.10	98.84	0.00	0.00
44	2009.06.26 23:59	close	22	0.10	95.22	0.00	0.00	377.00	11480.80
45	2009.06.26 23:59	buy	23	0.10	95.22	0.00	0.00
46	2009.07.09 00:00	close	23	0.10	92.87	0.00	0.00	-253.04	11227.76
47	2009.07.23 05:20	sell	24	0.10	94.23	0.00	0.00
48	2009.07.27 23:59	close at stop	24	0.10	95.19	0.00	0.00	-101.15	11126.61