| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1時間足(H1) 2008.08.01 00:00 - 2008.08.31 23:00 (2008.08.01 - 2008.09.01) | ||||
| 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 | 1504 | Ticks modelled | 157759 | Modelling quality | 90.00% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -0.21 | Gross profit | 520.75 | Gross loss | -520.96 |
| Profit factor | 1.00 | Expected payoff | -0.02 | ||
| Absolute drawdown | 399.17 | Maximal drawdown | 547.03 (5.39%) | Relative drawdown | 5.39% (547.03) |
| Total trades | 11 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 9 (81.82%) | Loss trades (% of total) | 2 (18.18%) | ||
| Largest | profit trade | 83.18 | loss trade | -274.83 | |
| Average | profit trade | 57.86 | loss trade | -260.48 | |
| Maximum | consecutive wins (profit in money) | 6 (350.05) | consecutive losses (loss in money) | 1 (-274.83) | |
| Maximal | consecutive profit (count of wins) | 350.05 (6) | consecutive loss (count of losses) | -274.83 (1) | |
| Average | consecutive wins | 3 | 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 | 2008.08.04 11:49 | sell | 1 | 1.00 | 108.04 | 108.34 | 107.94 | ||
| 2 | 2008.08.04 14:12 | close | 1 | 1.00 | 107.99 | 108.34 | 107.94 | 46.30 | 10046.30 |
| 3 | 2008.08.05 17:44 | sell | 2 | 1.00 | 108.29 | 108.59 | 108.19 | ||
| 4 | 2008.08.05 18:15 | close | 2 | 1.00 | 108.20 | 108.59 | 108.19 | 83.18 | 10129.48 |
| 5 | 2008.08.06 13:15 | sell | 3 | 1.00 | 108.86 | 109.16 | 108.76 | ||
| 6 | 2008.08.06 13:41 | s/l | 3 | 1.00 | 109.16 | 109.16 | 108.76 | -274.83 | 9854.65 |
| 7 | 2008.08.06 14:01 | sell | 4 | 0.90 | 109.23 | 109.53 | 109.13 | ||
| 8 | 2008.08.06 14:03 | close | 4 | 0.90 | 109.18 | 109.53 | 109.13 | 41.22 | 9895.87 |
| 9 | 2008.08.06 16:02 | sell | 5 | 0.90 | 109.40 | 109.70 | 109.30 | ||
| 10 | 2008.08.06 19:20 | s/l | 5 | 0.90 | 109.70 | 109.70 | 109.30 | -246.13 | 9649.74 |
| 11 | 2008.08.11 17:34 | sell | 6 | 0.90 | 110.34 | 110.64 | 110.24 | ||
| 12 | 2008.08.11 17:59 | close | 6 | 0.90 | 110.29 | 110.64 | 110.24 | 40.80 | 9690.54 |
| 13 | 2008.08.12 20:57 | buy | 7 | 0.90 | 109.26 | 108.96 | 109.36 | ||
| 14 | 2008.08.12 21:59 | close | 7 | 0.90 | 109.34 | 108.96 | 109.36 | 65.85 | 9756.39 |
| 15 | 2008.08.21 06:32 | buy | 8 | 0.90 | 108.78 | 108.48 | 108.88 | ||
| 16 | 2008.08.21 07:08 | close | 8 | 0.90 | 108.84 | 108.48 | 108.88 | 49.61 | 9806.00 |
| 17 | 2008.08.22 13:07 | sell | 9 | 0.90 | 109.91 | 110.21 | 109.81 | ||
| 18 | 2008.08.22 15:41 | close | 9 | 0.90 | 109.85 | 110.21 | 109.81 | 49.16 | 9855.16 |
| 19 | 2008.08.27 03:52 | buy | 10 | 0.90 | 108.95 | 108.65 | 109.05 | ||
| 20 | 2008.08.27 04:01 | t/p | 10 | 0.90 | 109.05 | 108.65 | 109.05 | 82.53 | 9937.69 |
| 21 | 2008.08.27 23:49 | buy | 11 | 0.90 | 109.45 | 109.15 | 109.55 | ||
| 22 | 2008.08.28 00:56 | close | 11 | 0.90 | 109.51 | 109.15 | 109.55 | 62.10 | 9999.79 |