| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2008.07.01 00:00 - 2008.07.31 23:00 (2008.07.01 - 2008.08.01) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | StopLoss=30; TakeProfit=10; EntryLevel_Stochastic=20; MM=true; Risk=1; Lots=0.1; MaxLots=8; MagicNumber=20080701; | ||||
| Bars in test | 1549 | Ticks modelled | 161770 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 510.37 | Gross profit | 791.82 | Gross loss | -281.45 |
| Profit factor | 2.81 | Expected payoff | 36.45 | ||
| Absolute drawdown | 82.26 | Maximal drawdown | 346.47 (3.26%) | Relative drawdown | 3.26% (346.47) |
| Total trades | 14 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 93.61 | loss trade | -281.45 | |
| Average | profit trade | 60.91 | loss trade | -281.45 | |
| Maximum | consecutive wins (profit in money) | 10 (606.20) | consecutive losses (loss in money) | 1 (-281.45) | |
| Maximal | consecutive profit (count of wins) | 606.20 (10) | consecutive loss (count of losses) | -281.45 (1) | |
| Average | consecutive wins | 7 | 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 | 2008.07.02 16:33 | buy | 1 | 1.00 | 105.87 | 105.57 | 105.97 | ||
| 2 | 2008.07.02 16:39 | close | 1 | 1.00 | 105.92 | 105.57 | 105.97 | 47.21 | 10047.21 |
| 3 | 2008.07.03 05:48 | sell | 2 | 1.00 | 106.12 | 106.42 | 106.02 | ||
| 4 | 2008.07.03 06:17 | close | 2 | 1.00 | 106.07 | 106.42 | 106.02 | 47.14 | 10094.35 |
| 5 | 2008.07.07 06:56 | sell | 3 | 1.00 | 107.53 | 107.83 | 107.43 | ||
| 6 | 2008.07.07 07:18 | close | 3 | 1.00 | 107.48 | 107.83 | 107.43 | 46.52 | 10140.87 |
| 7 | 2008.07.08 15:17 | sell | 4 | 1.00 | 107.32 | 107.62 | 107.22 | ||
| 8 | 2008.07.09 04:33 | close | 4 | 1.00 | 107.26 | 107.62 | 107.22 | 50.85 | 10191.72 |
| 9 | 2008.07.09 20:26 | buy | 5 | 1.00 | 106.73 | 106.43 | 106.83 | ||
| 10 | 2008.07.09 21:52 | t/p | 5 | 1.00 | 106.83 | 106.43 | 106.83 | 93.61 | 10285.33 |
| 11 | 2008.07.11 13:04 | buy | 6 | 1.00 | 106.09 | 105.79 | 106.19 | ||
| 12 | 2008.07.11 13:06 | close | 6 | 1.00 | 106.17 | 105.79 | 106.19 | 75.35 | 10360.68 |
| 13 | 2008.07.11 14:29 | buy | 7 | 1.00 | 105.76 | 105.46 | 105.86 | ||
| 14 | 2008.07.11 14:29 | close | 7 | 1.00 | 105.81 | 105.46 | 105.86 | 47.25 | 10407.93 |
| 15 | 2008.07.15 05:10 | buy | 8 | 1.00 | 105.84 | 105.54 | 105.94 | ||
| 16 | 2008.07.15 05:48 | close | 8 | 1.00 | 105.90 | 105.54 | 105.94 | 56.66 | 10464.59 |
| 17 | 2008.07.16 23:06 | sell | 9 | 1.00 | 105.21 | 105.51 | 105.11 | ||
| 18 | 2008.07.16 23:43 | close | 9 | 1.00 | 105.12 | 105.51 | 105.11 | 85.62 | 10550.21 |
| 19 | 2008.07.22 16:23 | sell | 10 | 1.00 | 107.23 | 107.53 | 107.13 | ||
| 20 | 2008.07.22 19:03 | close | 10 | 1.00 | 107.17 | 107.53 | 107.13 | 55.99 | 10606.20 |
| 21 | 2008.07.25 04:04 | buy | 11 | 1.00 | 106.89 | 106.59 | 106.99 | ||
| 22 | 2008.07.25 06:37 | s/l | 11 | 1.00 | 106.59 | 106.59 | 106.99 | -281.45 | 10324.75 |
| 23 | 2008.07.25 12:35 | sell | 12 | 1.00 | 107.72 | 108.02 | 107.62 | ||
| 24 | 2008.07.25 13:08 | close | 12 | 1.00 | 107.65 | 108.02 | 107.62 | 65.03 | 10389.78 |
| 25 | 2008.07.25 15:18 | sell | 13 | 1.00 | 107.89 | 108.19 | 107.79 | ||
| 26 | 2008.07.25 15:26 | close | 13 | 1.00 | 107.84 | 108.19 | 107.79 | 46.36 | 10436.14 |
| 27 | 2008.07.25 16:36 | sell | 14 | 1.00 | 107.86 | 108.16 | 107.76 | ||
| 28 | 2008.07.25 17:14 | close | 14 | 1.00 | 107.78 | 108.16 | 107.76 | 74.23 | 10510.37 |