通貨ペア		EURCHF (Euro vs Swiss Franc)
期間		5分足(M5) 2009.10.12 00:00 - 2009.11.11 23:55 (2009.10.12 - 2009.11.12)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		ExpertName="M16A4_V3B"; HourStartSession=19; HourStopSession=3; Start_Days=1; Days_Start_Hour=0; Stop_Days=5; Close_On_HourStop=false; Close_On_Stop_Days=true; Buy_Order=true; Sell_Order=true; Stop_Open_Order=false; CloseAll_NOW=false; DoNotManagedLostOrder=false; Max_TargetEquity=0; Min_TargetEquity=0; M16A4_1=true; M16A4_2=true; M16A4_3=true; LotsOptimized=true; Auto_LotsDecimal=true; LotsDecimal=0; Lots=0.1; MaxLots=0; Risk=200; MaxTrades=5; MinuteforNextOP=0; MinuteForClose=0; Hidden_TP=true; Hidden_SL=true; Hide_ALL=false; ECN_Broker=false; RangeMA9H=true; AutoRange_SL=true; StopLoss=28; True_Max_StopLoss=48; SL_OutSession=22; AutoRange_TP=true; AccountProfitClose=true; TakeProfit=4.5; TakeProfit_FAKE=22; Slippage=3; MaxSpread=4.1; AutoPriceFromLast=true; PriceFromLastOP=5; AutoPriceFractal=true; OPFromFractal=7; AutoPriceMid=true; PriceFromMid=6; _rdb_MACD_Level=7.5; FastEMA=30; SlowEMA=60; SMA=9; BBands_Period=20; BBands_Deviatons=2; i_Trend_Level=0.0014; Bands_Period=20; Bands_Deviation=2; Power_Period=13; MA_AngleZero_PERIOD=14; Use_Damiani_Filter=true; Vis_atr=5; Vis_std=8; Sed_atr=20; Sed_std=60; Threshold_level_M30=1.25; Threshold_level_M15=1.4; lag_suppressor=true; Time_Protection=true; LimitTime_1=60; LimitTime_2=140; LimitTime_3=170; LimitTime_4=200; LimitTime_5=260; pips_1=4; pips_2=2; pips_3=0; pips_4=1; pips_5=4; Range_M5_Bars=48; RangeMA9H_Avg=38; RangeMA9H_Min_Dn=6; RangeMA9H_Min_Up=12; RangeMA9H_TP=8.44; RangeMA9H_SL=1.35; RangeMA9H_SL2=1.72; Per_RangeMA9H_OP=7.6; Per_RangeMA9H_Fractal=4.22; Per_RangeMA9H_Mid=5.42; Sound_Alert=true; BuySound="alert.wav"; SellSound="alert.wav"; CloseProfitSound="alert.wav"; CloseLostSound="alert.wav"; myOrderComment="M16A4_V3B"; MagicNumber1=471443; MagicNumber2=4714431; MagicNumber3=4714432;
Bars in test	7564	Ticks modelled	1121884	Modelling quality	90.00%
Mismatched charts errors	6
Initial deposit	500.00
Total net profit	135.46	Gross profit	267.02	Gross loss	-131.57
Profit factor	2.03	Expected payoff	2.18
Absolute drawdown	8.38	Maximal drawdown	83.90 (13.16%)	Relative drawdown	13.91% (83.04)
Total trades	62	Short positions (won %)	41 (75.61%)	Long positions (won %)	21 (90.48%)
		Profit trades (% of total)	50 (80.65%)	Loss trades (% of total)	12 (19.35%)
Largest		profit trade	11.52	loss trade	-35.17
Average		profit trade	5.34	loss trade	-10.96
Maximum		consecutive wins (profit in money)	12 (65.24)	consecutive losses (loss in money)	3 (-45.96)
Maximal		consecutive profit (count of wins)	65.24 (12)	consecutive loss (count of losses)	-45.96 (3)
Average		consecutive wins	5	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	2009.10.12 19:16	buy	1	0.16	1.51673	1.51193	1.51893
2	2009.10.12 19:59	close	1	0.16	1.51699	1.51193	1.51893	4.11	504.11
3	2009.10.13 01:18	sell	2	0.20	1.51717	1.52197	1.51657
4	2009.10.13 04:37	close	2	0.20	1.51716	1.52197	1.51657	0.19	504.30
5	2009.10.13 22:41	sell	3	0.16	1.51777	1.52257	1.51717
6	2009.10.13 23:04	close	3	0.16	1.51739	1.52257	1.51717	6.01	510.31
7	2009.10.13 23:05	buy	4	0.16	1.51731	1.51251	1.51951
8	2009.10.13 23:07	close	4	0.16	1.51771	1.51251	1.51951	6.32	516.63
9	2009.10.13 23:07	sell	5	0.29	1.51780	1.52260	1.51720
10	2009.10.14 00:01	close	5	0.29	1.51739	1.52260	1.51720	11.38	528.01
11	2009.10.14 00:01	buy	6	0.17	1.51739	1.51259	1.51959
12	2009.10.14 00:36	close	6	0.17	1.51778	1.51259	1.51959	6.55	534.56
13	2009.10.14 00:36	sell	7	0.17	1.51778	1.52258	1.51718
14	2009.10.14 01:01	close	7	0.17	1.51744	1.52258	1.51718	5.71	540.27
15	2009.10.14 01:01	buy	8	0.17	1.51744	1.51264	1.51964
16	2009.10.14 01:33	close	8	0.17	1.51770	1.51264	1.51964	4.37	544.64
17	2009.10.14 01:33	sell	9	0.17	1.51770	1.52250	1.51710
18	2009.10.14 04:36	close	9	0.17	1.51769	1.52250	1.51710	0.17	544.81
19	2009.10.14 21:44	buy	10	0.17	1.51448	1.50968	1.51668
20	2009.10.14 22:49	close	10	0.17	1.51485	1.50968	1.51668	6.22	551.03
21	2009.10.15 01:02	sell	11	0.22	1.51502	1.51982	1.51442
22	2009.10.15 02:44	close	11	0.22	1.51465	1.51982	1.51442	8.04	559.07
23	2009.10.15 21:30	sell	12	0.18	1.51616	1.52096	1.51556
24	2009.10.15 22:38	sell	13	0.16	1.51705	1.52185	1.51645
25	2009.10.15 22:49	close	13	0.16	1.51666	1.52185	1.51645	6.17	565.24
26	2009.10.15 22:49	close	12	0.18	1.51639	1.52096	1.51556	-4.09	561.15
27	2009.10.15 22:49	buy	14	0.31	1.51639	1.51159	1.51859
28	2009.10.16 01:15	close	14	0.31	1.51659	1.51159	1.51859	6.44	567.58
29	2009.10.16 01:32	buy	15	0.23	1.51638	1.51158	1.51858
30	2009.10.16 04:29	close	15	0.23	1.51639	1.51158	1.51858	0.23	567.81
31	2009.10.19 02:31	sell	16	0.32	1.51655	1.52135	1.51595
32	2009.10.19 07:19	close	16	0.32	1.51695	1.52135	1.51595	-12.65	555.16
33	2009.10.19 19:10	sell	17	0.22	1.51414	1.51894	1.51354
34	2009.10.19 20:40	close	17	0.22	1.51366	1.51894	1.51354	10.43	565.59
35	2009.10.19 20:40	buy	18	0.18	1.51366	1.50886	1.51586
36	2009.10.19 23:54	close	18	0.18	1.51367	1.50886	1.51586	0.18	565.77
37	2009.10.20 01:58	sell	19	0.23	1.51378	1.51858	1.51318
38	2009.10.20 03:41	close	19	0.23	1.51338	1.51858	1.51318	9.09	574.86
39	2009.10.20 20:48	sell	20	0.23	1.51179	1.51659	1.51119
40	2009.10.20 21:26	close	20	0.23	1.51164	1.51659	1.51119	3.41	578.27
41	2009.10.20 21:26	buy	21	0.19	1.51164	1.50684	1.51384
42	2009.10.20 22:25	close	21	0.19	1.51210	1.50684	1.51384	8.64	586.91
43	2009.10.21 00:59	buy	22	0.33	1.51185	1.50705	1.51405
44	2009.10.21 04:10	close	22	0.33	1.51185	1.50705	1.51405	0.00	586.91
45	2009.10.21 21:30	sell	23	0.19	1.51096	1.51576	1.51036
46	2009.10.21 21:42	close	23	0.19	1.51066	1.51576	1.51036	5.63	592.54
47	2009.10.21 21:42	buy	24	0.33	1.51066	1.50586	1.51286
48	2009.10.22 01:02	close	24	0.33	1.51001	1.50586	1.51286	-20.21	572.33
49	2009.10.22 02:39	sell	25	0.18	1.51062	1.51542	1.51002
50	2009.10.22 03:33	close	25	0.18	1.51024	1.51542	1.51002	6.75	579.08
51	2009.10.22 19:01	sell	26	0.19	1.51098	1.51578	1.51038
52	2009.10.22 19:22	close	26	0.19	1.51052	1.51578	1.51038	8.64	587.72
53	2009.10.22 22:30	sell	27	0.24	1.51022	1.51502	1.50962
54	2009.10.23 00:40	close	27	0.24	1.51003	1.51502	1.50962	4.20	591.92
55	2009.10.23 01:33	sell	28	0.19	1.51037	1.51517	1.50977
56	2009.10.23 04:59	close	28	0.19	1.51215	1.51517	1.50977	-33.41	558.51
57	2009.10.26 02:43	sell	29	0.18	1.51282	1.51762	1.51222
58	2009.10.26 02:45	sell	30	0.16	1.51343	1.51823	1.51283
59	2009.10.26 07:05	close	30	0.16	1.51383	1.51823	1.51283	-6.32	552.19
60	2009.10.26 07:56	close	29	0.18	1.51317	1.51762	1.51222	-6.23	545.96
61	2009.10.26 20:54	buy	31	0.22	1.51384	1.50904	1.51604
62	2009.10.26 21:20	close	31	0.22	1.51429	1.50904	1.51604	9.79	555.75
63	2009.10.26 22:01	buy	32	0.22	1.51382	1.50902	1.51602
64	2009.10.26 22:01	close	32	0.22	1.51435	1.50902	1.51602	11.52	567.27
65	2009.10.26 22:02	sell	33	0.18	1.51445	1.51925	1.51385
66	2009.10.26 22:05	close	33	0.18	1.51408	1.51925	1.51385	6.58	573.85
67	2009.10.26 22:07	sell	34	0.18	1.51444	1.51924	1.51384
68	2009.10.26 23:37	close	34	0.18	1.51403	1.51924	1.51384	7.29	581.14
69	2009.10.26 23:41	buy	35	0.23	1.51397	1.50917	1.51617
70	2009.10.26 23:56	close	35	0.23	1.51434	1.50917	1.51617	8.41	589.55
71	2009.10.26 23:57	sell	36	0.19	1.51449	1.51929	1.51389
72	2009.10.27 02:52	close	36	0.19	1.51449	1.51929	1.51389	-0.24	589.31
73	2009.10.27 23:20	sell	37	0.24	1.51276	1.51756	1.51216
74	2009.10.28 02:10	close	37	0.24	1.51271	1.51756	1.51216	0.88	590.19
75	2009.10.28 21:23	buy	38	0.19	1.51033	1.50553	1.51253
76	2009.10.28 21:38	close	38	0.19	1.51065	1.50553	1.51253	6.01	596.20
77	2009.10.28 21:38	sell	39	0.24	1.51065	1.51545	1.51005
78	2009.10.29 00:28	close	39	0.24	1.51062	1.51545	1.51005	-0.22	595.98
79	2009.10.29 01:07	sell	40	0.24	1.51080	1.51560	1.51020
80	2009.10.29 01:38	close	40	0.24	1.51042	1.51560	1.51020	9.01	604.99
81	2009.10.29 01:38	buy	41	0.19	1.51022	1.50542	1.51242
82	2009.10.29 04:59	close	41	0.19	1.51014	1.50542	1.51242	-1.50	603.49
83	2009.10.30 00:41	sell	42	0.19	1.51110	1.51590	1.51050
84	2009.10.30 03:31	close	42	0.19	1.51110	1.51590	1.51050	0.00	603.49
85	2009.11.02 19:00	sell	43	0.19	1.50956	1.51436	1.50896
86	2009.11.02 19:14	close	43	0.19	1.50918	1.51436	1.50896	7.13	610.62
87	2009.11.02 22:50	buy	44	0.34	1.50942	1.50462	1.51162
88	2009.11.02 23:00	close	44	0.34	1.50966	1.50462	1.51162	8.06	618.68
89	2009.11.02 23:00	sell	45	0.20	1.50966	1.51446	1.50906
90	2009.11.02 23:03	close	45	0.20	1.50933	1.51446	1.50906	6.52	625.20
91	2009.11.02 23:03	buy	46	0.35	1.50933	1.50453	1.51153
92	2009.11.03 00:10	close	46	0.35	1.50952	1.50453	1.51153	6.92	632.12
93	2009.11.03 00:10	sell	47	0.20	1.50952	1.51432	1.50892
94	2009.11.03 09:44	close	47	0.20	1.51130	1.51432	1.50892	-35.17	596.95
95	2009.11.03 19:33	buy	48	0.19	1.51063	1.50583	1.51283
96	2009.11.03 22:42	close	48	0.19	1.51065	1.50583	1.51283	0.37	597.32
97	2009.11.04 01:00	sell	49	0.24	1.51064	1.51544	1.51004
98	2009.11.04 01:47	sell	50	0.16	1.51116	1.51596	1.51056
99	2009.11.04 04:40	close	50	0.16	1.51115	1.51596	1.51056	0.16	597.48
100	2009.11.04 09:50	close	49	0.24	1.51104	1.51544	1.51004	-9.49	587.99
101	2009.11.04 20:00	sell	51	0.24	1.51046	1.51526	1.50986
102	2009.11.04 20:08	close	51	0.24	1.51000	1.51526	1.50986	10.92	598.91
103	2009.11.04 23:04	buy	52	0.19	1.50974	1.50494	1.51194
104	2009.11.05 00:47	close	52	0.19	1.50994	1.50494	1.51194	4.32	603.24
105	2009.11.05 00:47	sell	53	0.24	1.50994	1.51474	1.50934
106	2009.11.05 03:37	close	53	0.24	1.50985	1.51474	1.50934	2.14	605.38
107	2009.11.05 20:53	sell	54	0.19	1.51180	1.51660	1.51120
108	2009.11.05 22:55	close	54	0.19	1.51142	1.51660	1.51120	7.14	612.52
109	2009.11.06 01:34	sell	55	0.20	1.51174	1.51654	1.51114
110	2009.11.06 01:55	close	55	0.20	1.51131	1.51654	1.51114	8.50	621.02
111	2009.11.06 02:23	sell	56	0.20	1.51161	1.51641	1.51101
112	2009.11.06 02:55	close	56	0.20	1.51133	1.51641	1.51101	5.54	626.56
113	2009.11.09 20:09	sell	57	0.20	1.51166	1.51646	1.51106
114	2009.11.09 20:44	close	57	0.20	1.51154	1.51646	1.51106	2.37	628.93
115	2009.11.09 20:44	buy	58	0.35	1.51154	1.50674	1.51374
116	2009.11.09 22:20	close	58	0.35	1.51162	1.50674	1.51374	2.77	631.70
117	2009.11.09 22:20	sell	59	0.20	1.51162	1.51642	1.51102
118	2009.11.10 01:43	close	59	0.20	1.51171	1.51642	1.51102	-2.04	629.66
119	2009.11.10 02:32	sell	60	0.20	1.51160	1.51640	1.51100
120	2009.11.10 05:42	close	60	0.20	1.51159	1.51640	1.51100	0.19	629.85
121	2009.11.10 19:53	sell	61	0.35	1.51028	1.51508	1.50968
122	2009.11.10 20:57	close	61	0.35	1.51013	1.51508	1.50968	5.19	635.04
123	2009.11.10 23:00	sell	62	0.25	1.51050	1.51530	1.50990
124	2009.11.11 01:50	close	62	0.25	1.51047	1.51530	1.50990	0.42	635.46