売買サインによってエントリー、イグジットするタイプのシステムとは性格が異なりますので、
PF、Maximal DrawDownの値などを単純比較しないでください

通貨ペア		GBPJPY (Great Britain Pound vs Japanese Yen)
期間		4時間足(H4) 2000.01.02 20:00 - 2007.12.24 16:00 (2000.01.01 - 2007.12.26)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		_rigui=0.01; _ud=0.3;
Bars in test	13598	Ticks modelled	22295923	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	1000000.00
Total net profit	3151740.00	Gross profit	3609380.00	Gross loss	-457640.00
Profit factor	7.89	Expected payoff	27406.43
Absolute drawdown	148760.00	Maximal drawdown	784980.00 (18.82%)	Relative drawdown	26.83% (312100.00)
Total trades	115	Short positions (won %)	0 (0.00%)	Long positions (won %)	115 (93.04%)
		Profit trades (% of total)	107 (93.04%)	Loss trades (% of total)	8 (6.96%)
Largest		profit trade	184900.00	loss trade	-109160.00
Average		profit trade	33732.52	loss trade	-57205.00
Maximum		consecutive wins (profit in money)	37 (1209480.00)	consecutive losses (loss in money)	2 (-165500.00)
Maximal		consecutive profit (count of wins)	1252400.00 (36)	consecutive loss (count of losses)	-165500.00 (2)
Average		consecutive wins	15	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	2000.01.02 23:01	buy	1	0.10	164.98	0.00	166.63
2	2000.01.03 23:34	t/p	1	0.10	166.63	0.00	166.63	16820.00	1016820.00
3	2000.01.03 23:34	buy	2	0.10	166.82	0.00	168.49
4	2000.01.04 08:33	t/p	2	0.10	168.49	0.00	168.49	17020.00	1033840.00
5	2000.01.04 08:33	buy	3	0.10	168.70	0.00	170.39
6	2000.01.05 15:04	t/p	3	0.10	170.39	0.00	170.39	17220.00	1051060.00
7	2000.01.05 15:04	buy	4	0.10	170.47	0.00	172.17
8	2000.01.06 10:31	t/p	4	0.10	172.17	0.00	172.17	17960.00	1069020.00
9	2000.01.06 10:31	buy	5	0.10	172.23	0.00	173.95
10	2000.01.11 10:49	t/p	5	0.10	173.95	0.00	173.95	18160.00	1087180.00
11	2000.01.11 10:49	buy	6	0.10	174.01	0.00	175.75
12	2000.02.02 05:31	t/p	6	0.10	175.75	0.00	175.75	24440.00	1111620.00
13	2000.02.02 05:31	buy	7	0.10	175.86	0.00	177.62
14	2000.02.17 10:16	t/p	7	0.10	177.62	0.00	177.62	23040.00	1134660.00
15	2000.02.17 10:16	buy	8	0.10	177.68	0.00	179.46
16	2000.02.22 16:55	t/p	8	0.10	179.46	0.00	179.46	18760.00	1153420.00
17	2000.02.22 16:55	buy	9	0.10	179.60	0.00	181.40
18	2000.05.11 10:55	buy	10	0.10	163.25	0.00	164.88
19	2000.05.12 12:33	t/p	10	0.10	164.88	0.00	164.88	16620.00	1170040.00
20	2000.05.16 07:06	buy	11	0.10	163.26	0.00	164.89
21	2000.07.21 13:23	t/p	11	0.10	164.89	0.00	164.89	38060.00	1208100.00
22	2000.08.01 18:29	buy	12	0.10	163.26	0.00	164.89
23	2000.08.07 20:16	t/p	12	0.10	164.89	0.00	164.89	18220.00	1226320.00
24	2000.08.08 14:04	buy	13	0.10	163.26	0.00	164.89
25	2000.08.14 12:47	t/p	13	0.10	164.89	0.00	164.89	18220.00	1244540.00
26	2000.08.16 07:55	buy	14	0.10	163.27	0.00	164.90
27	2000.09.12 07:17	buy	15	0.10	148.42	0.00	0.00
28	2000.12.14 02:25	close	9	0.10	163.87	0.00	181.40	-61940.00	1182600.00
29	2000.12.14 02:25	close	15	0.10	163.87	0.00	0.00	184900.00	1367500.00
30	2000.12.14 08:00	t/p	14	0.10	164.90	0.00	164.90	55340.00	1422840.00
31	2000.12.14 08:00	buy	16	0.10	165.01	0.00	166.66
32	2000.12.20 20:02	t/p	16	0.10	166.66	0.00	166.66	17780.00	1440620.00
33	2000.12.20 20:02	buy	17	0.10	166.76	0.00	168.43
34	2000.12.26 18:59	t/p	17	0.10	168.43	0.00	168.43	18620.00	1459240.00
35	2000.12.26 18:59	buy	18	0.10	168.61	0.00	170.30
36	2000.12.27 17:07	t/p	18	0.10	170.30	0.00	170.30	17220.00	1476460.00
37	2000.12.27 17:07	buy	19	0.10	170.36	0.00	172.06
38	2001.01.02 17:08	t/p	19	0.10	172.06	0.00	172.06	18920.00	1495380.00
39	2001.01.02 17:08	buy	20	0.10	172.12	0.00	173.84
40	2001.01.04 21:26	t/p	20	0.10	173.84	0.00	173.84	18480.00	1513860.00
41	2001.01.04 21:26	buy	21	0.10	173.92	0.00	175.66
42	2001.01.05 07:50	t/p	21	0.10	175.66	0.00	175.66	17720.00	1531580.00
43	2001.01.05 07:50	buy	22	0.10	175.72	0.00	177.48
44	2001.01.12 07:25	t/p	22	0.10	177.48	0.00	177.48	19840.00	1551420.00
45	2001.01.12 07:25	buy	23	0.10	177.54	0.00	179.32
46	2001.02.06 16:16	buy	24	0.10	167.48	0.00	169.15
47	2001.02.07 10:29	t/p	24	0.10	169.15	0.00	169.15	17020.00	1568440.00
48	2001.02.08 14:32	buy	25	0.10	167.38	0.00	169.05
49	2001.02.09 09:35	t/p	25	0.10	169.05	0.00	169.05	17020.00	1585460.00
50	2001.02.15 16:22	buy	26	0.10	167.49	0.00	169.16
51	2001.02.22 20:45	t/p	26	0.10	169.16	0.00	169.16	18940.00	1604400.00
52	2001.02.27 12:46	buy	27	0.10	167.48	0.00	169.15
53	2001.02.28 09:58	t/p	27	0.10	169.15	0.00	169.15	17020.00	1621420.00
54	2001.04.02 10:07	t/p	23	0.10	179.32	0.00	179.32	42760.00	1664180.00
55	2001.04.02 10:07	buy	28	0.10	179.40	0.00	181.19
56	2001.04.09 09:14	t/p	28	0.10	181.19	0.00	181.19	20140.00	1684320.00
57	2001.04.09 09:14	buy	29	0.10	181.25	0.00	183.06
58	2001.05.23 16:10	buy	30	0.10	170.96	0.00	172.67
59	2001.06.15 15:54	t/p	30	0.10	172.67	0.00	172.67	25100.00	1709420.00
60	2001.09.20 12:15	buy	31	0.10	170.99	0.00	172.70
61	2001.09.25 15:19	t/p	31	0.10	172.70	0.00	172.70	18060.00	1727480.00
62	2001.12.12 18:23	t/p	29	0.10	183.06	0.00	183.06	97140.00	1824620.00
63	2001.12.12 18:23	buy	32	0.10	183.22	0.00	185.05
64	2001.12.14 09:11	t/p	32	0.10	185.05	0.00	185.05	19580.00	1844200.00
65	2001.12.14 09:11	buy	33	0.10	185.14	0.00	186.99
66	2001.12.18 02:29	t/p	33	0.10	186.99	0.00	186.99	19140.00	1863340.00
67	2001.12.18 02:29	buy	34	0.10	187.05	0.00	188.92
68	2001.12.25 04:54	t/p	34	0.10	188.92	0.00	188.92	20940.00	1884280.00
69	2001.12.25 04:54	buy	35	0.10	189.00	0.00	190.89
70	2001.12.27 01:46	t/p	35	0.10	190.89	0.00	190.89	20180.00	1904460.00
71	2001.12.27 01:46	buy	36	0.10	190.95	0.00	192.86
72	2002.05.30 15:24	buy	37	0.10	180.14	0.00	181.94
73	2002.05.31 06:03	t/p	37	0.10	181.94	0.00	181.94	18320.00	1922780.00
74	2002.05.31 06:04	buy	38	0.10	181.78	0.00	183.60
75	2002.06.11 11:08	t/p	38	0.10	183.60	0.00	183.60	21080.00	1943860.00
76	2002.06.21 15:07	buy	39	0.10	181.84	0.00	183.66
77	2002.06.24 03:44	t/p	39	0.10	183.66	0.00	183.66	18520.00	1962380.00
78	2002.06.26 13:31	buy	40	0.10	181.83	0.00	183.65
79	2002.06.28 14:03	t/p	40	0.10	183.65	0.00	183.65	19480.00	1981860.00
80	2002.07.08 07:26	buy	41	0.10	181.84	0.00	183.66
81	2002.07.18 15:38	t/p	41	0.10	183.66	0.00	183.66	22040.00	2003900.00
82	2002.08.12 10:43	buy	42	0.10	181.85	0.00	183.67
83	2002.08.30 14:13	t/p	42	0.10	183.67	0.00	183.67	24600.00	2028500.00
84	2002.09.23 14:09	t/p	36	0.10	192.86	0.00	192.86	104860.00	2133360.00
85	2002.09.23 14:09	buy	43	0.10	192.93	0.00	194.86
86	2002.10.08 02:03	t/p	43	0.10	194.86	0.00	194.86	24100.00	2157460.00
87	2002.10.08 02:03	buy	44	0.10	194.92	0.00	196.87
88	2002.12.05 10:25	t/p	44	0.10	196.87	0.00	196.87	38700.00	2196160.00
89	2002.12.05 10:25	buy	45	0.10	196.94	0.00	198.91
90	2003.02.21 19:03	buy	46	0.10	187.54	0.00	189.42
91	2003.03.12 09:10	t/p	46	0.10	189.42	0.00	189.42	24240.00	2220400.00
92	2003.03.14 16:29	buy	47	0.10	187.55	0.00	189.43
93	2003.03.21 12:11	t/p	47	0.10	189.43	0.00	189.43	21040.00	2241440.00
94	2003.03.27 17:01	buy	48	0.10	187.52	0.00	189.40
95	2003.04.11 13:48	t/p	48	0.10	189.40	0.00	189.40	23600.00	2265040.00
96	2003.05.07 12:25	buy	49	0.10	187.58	0.00	189.46
97	2003.05.19 11:15	t/p	49	0.10	189.46	0.00	189.46	22640.00	2287680.00
98	2003.06.17 13:28	t/p	45	0.10	198.91	0.00	198.91	81140.00	2368820.00
99	2003.06.17 13:28	buy	50	0.10	198.98	0.00	200.97
100	2003.07.14 08:39	buy	51	0.10	190.80	0.00	192.71
101	2003.07.25 06:49	t/p	51	0.10	192.71	0.00	192.71	23260.00	2392080.00
102	2003.08.08 19:39	buy	52	0.10	190.78	0.00	192.69
103	2003.09.03 07:56	buy	53	0.10	181.66	0.00	0.00
104	2003.12.18 14:51	close	50	0.10	190.62	0.00	200.97	-24080.00	2368000.00
105	2003.12.18 14:51	close	53	0.10	190.62	0.00	0.00	124160.00	2492160.00
106	2004.01.05 02:15	t/p	52	0.10	192.69	0.00	192.69	66460.00	2558620.00
107	2004.01.05 02:15	buy	54	0.10	192.77	0.00	194.70
108	2004.01.08 16:55	t/p	54	0.10	194.70	0.00	194.70	20900.00	2579520.00
109	2004.01.08 16:55	buy	55	0.10	194.76	0.00	196.71
110	2004.01.09 05:26	t/p	55	0.10	196.71	0.00	196.71	19820.00	2599340.00
111	2004.01.09 05:26	buy	56	0.10	196.81	0.00	198.78
112	2004.02.11 18:06	t/p	56	0.10	198.78	0.00	198.78	29620.00	2628960.00
113	2004.02.11 18:06	buy	57	0.10	198.84	0.00	200.83
114	2004.02.17 10:53	t/p	57	0.10	200.83	0.00	200.83	21820.00	2650780.00
115	2004.02.17 10:53	buy	58	0.10	200.90	0.00	202.91
116	2004.02.19 15:30	t/p	58	0.10	202.91	0.00	202.91	21380.00	2672160.00
117	2004.02.19 15:30	buy	59	0.10	202.98	0.00	205.01
118	2004.02.25 08:03	t/p	59	0.10	205.01	0.00	205.01	21580.00	2693740.00
119	2004.02.25 08:03	buy	60	0.10	205.07	0.00	207.12
120	2004.03.05 19:12	t/p	60	0.10	207.12	0.00	207.12	24020.00	2717760.00
121	2004.03.05 19:12	buy	61	0.10	207.21	0.00	209.28
122	2004.03.10 16:05	buy	62	0.10	199.72	0.00	201.72
123	2004.03.25 11:45	buy	63	0.10	191.50	0.00	0.00
124	2004.05.07 13:40	close	61	0.10	199.62	0.00	209.28	-55740.00	2662020.00
125	2004.05.07 13:40	close	63	0.10	199.62	0.00	0.00	94960.00	2756980.00
126	2004.05.09 23:57	t/p	62	0.10	201.72	0.00	201.72	39200.00	2796180.00
127	2004.05.09 23:57	buy	64	0.10	201.79	0.00	203.81
128	2004.05.25 11:04	t/p	64	0.10	203.81	0.00	203.81	25320.00	2821500.00
129	2004.05.25 11:04	buy	65	0.10	203.89	0.00	205.93
130	2004.06.23 22:52	buy	66	0.10	196.52	0.00	198.49
131	2004.06.30 16:02	t/p	66	0.10	198.49	0.00	198.49	21940.00	2843440.00
132	2004.07.01 01:21	buy	67	0.10	196.50	0.00	198.47
133	2004.07.02 02:01	t/p	67	0.10	198.47	0.00	198.47	20020.00	2863460.00
134	2004.08.24 15:05	buy	68	0.10	196.47	0.00	198.43
135	2004.08.25 10:15	t/p	68	0.10	198.43	0.00	198.43	19920.00	2883380.00
136	2004.08.26 19:07	buy	69	0.10	196.52	0.00	198.49
137	2004.09.13 11:58	t/p	69	0.10	198.49	0.00	198.49	24820.00	2908200.00
138	2004.09.15 06:34	buy	70	0.10	196.52	0.00	198.49
139	2004.09.22 15:31	t/p	70	0.10	198.49	0.00	198.49	21940.00	2930140.00
140	2004.10.08 15:26	buy	71	0.10	196.51	0.00	198.48
141	2004.12.01 16:01	t/p	71	0.10	198.48	0.00	198.48	36340.00	2966480.00
142	2004.12.31 15:48	buy	72	0.10	197.08	0.00	199.05
143	2005.01.17 12:36	buy	73	0.10	189.93	0.00	0.00
144	2005.02.10 10:45	close	65	0.10	197.11	0.00	205.93	16360.00	2982840.00
145	2005.02.10 10:45	close	73	0.10	197.11	0.00	0.00	80120.00	3062960.00
146	2005.02.16 05:55	t/p	72	0.10	199.05	0.00	199.05	34100.00	3097060.00
147	2005.02.16 05:55	buy	74	0.10	199.13	0.00	201.12
148	2005.02.24 15:37	t/p	74	0.10	201.12	0.00	201.12	23100.00	3120160.00
149	2005.02.24 15:37	buy	75	0.10	201.18	0.00	203.19
150	2005.04.04 21:05	t/p	75	0.10	203.19	0.00	203.19	31940.00	3152100.00
151	2005.04.04 21:05	buy	76	0.10	203.27	0.00	205.30
152	2005.04.19 12:53	t/p	76	0.10	205.30	0.00	205.30	25100.00	3177200.00
153	2005.04.19 12:53	buy	77	0.10	205.37	0.00	207.42
154	2005.05.02 23:46	buy	78	0.10	198.74	0.00	200.73
155	2005.09.01 12:40	t/p	78	0.10	200.73	0.00	200.73	59580.00	3236780.00
156	2005.11.02 16:16	t/p	77	0.10	207.42	0.00	207.42	83540.00	3320320.00
157	2005.11.02 16:16	buy	79	0.10	207.48	0.00	209.55
158	2005.12.02 13:52	t/p	79	0.10	209.55	0.00	209.55	30940.00	3351260.00
159	2005.12.02 13:52	buy	80	0.10	209.61	0.00	211.71
160	2005.12.09 15:23	t/p	80	0.10	211.71	0.00	211.71	23240.00	3374500.00
161	2005.12.09 15:23	buy	81	0.10	211.77	0.00	213.89
162	2005.12.16 00:12	buy	82	0.10	204.93	0.00	206.98
163	2006.01.25 15:45	t/p	82	0.10	206.98	0.00	206.98	32660.00	3407160.00
164	2006.02.07 15:05	buy	83	0.10	205.59	0.00	207.65
165	2006.02.21 11:58	t/p	83	0.10	207.65	0.00	207.65	25080.00	3432240.00
166	2006.02.23 04:23	buy	84	0.10	205.58	0.00	207.64
167	2006.04.13 01:38	t/p	84	0.10	207.64	0.00	207.64	36280.00	3468520.00
168	2006.04.24 11:57	buy	85	0.10	205.60	0.00	207.66
169	2006.04.28 15:10	t/p	85	0.10	207.66	0.00	207.66	22520.00	3491040.00
170	2006.05.10 10:20	buy	86	0.10	205.59	0.00	207.65
171	2006.05.11 10:24	t/p	86	0.10	207.65	0.00	207.65	21560.00	3512600.00
172	2006.07.16 22:01	t/p	81	0.10	213.89	0.00	213.89	90640.00	3603240.00
173	2006.07.16 22:01	buy	87	0.10	213.95	0.00	216.09
174	2006.07.20 11:40	t/p	87	0.10	216.09	0.00	216.09	23320.00	3626560.00
175	2006.07.20 11:40	buy	88	0.10	216.15	0.00	218.31
176	2006.08.04 09:41	t/p	88	0.10	218.31	0.00	218.31	26400.00	3652960.00
177	2006.08.04 09:41	buy	89	0.10	218.37	0.00	220.55
178	2006.08.14 07:19	t/p	89	0.10	220.55	0.00	220.55	24360.00	3677320.00
179	2006.08.14 07:19	buy	90	0.10	220.61	0.00	222.82
180	2006.08.30 10:01	t/p	90	0.10	222.82	0.00	222.82	27220.00	3704540.00
181	2006.08.30 10:01	buy	91	0.10	222.88	0.00	225.11
182	2006.12.04 14:03	t/p	91	0.10	225.11	0.00	225.11	53020.00	3757560.00
183	2006.12.04 14:03	buy	92	0.10	228.40	0.00	230.68
184	2006.12.13 09:30	t/p	92	0.10	230.68	0.00	230.68	25680.00	3783240.00
185	2006.12.13 09:30	buy	93	0.10	230.74	0.00	233.05
186	2006.12.20 00:54	t/p	93	0.10	233.05	0.00	233.05	25340.00	3808580.00
187	2006.12.20 00:54	buy	94	0.10	233.11	0.00	235.44
188	2007.01.12 14:49	t/p	94	0.10	235.44	0.00	235.44	31300.00	3839880.00
189	2007.01.12 14:49	buy	95	0.10	235.50	0.00	237.86
190	2007.01.17 18:07	t/p	95	0.10	237.86	0.00	237.86	24560.00	3864440.00
191	2007.01.17 18:07	buy	96	0.10	237.93	0.00	240.31
192	2007.01.22 11:40	t/p	96	0.10	240.31	0.00	240.31	25400.00	3889840.00
193	2007.01.22 11:40	buy	97	0.10	240.37	0.00	242.77
194	2007.02.15 16:03	buy	98	0.10	233.36	0.00	235.69
195	2007.02.21 02:48	t/p	98	0.10	235.69	0.00	235.69	24580.00	3914420.00
196	2007.02.27 13:58	buy	99	0.10	233.36	0.00	235.69
197	2007.03.04 23:27	buy	100	0.10	225.82	0.00	0.00
198	2007.04.03 03:44	close	97	0.10	233.36	0.00	242.77	-47380.00	3867040.00
199	2007.04.03 03:44	close	100	0.10	233.36	0.00	0.00	85000.00	3952040.00
200	2007.04.11 05:59	t/p	99	0.10	235.69	0.00	235.69	37060.00	3989100.00
201	2007.04.11 05:59	buy	101	0.10	235.76	0.00	238.12
202	2007.04.16 09:37	t/p	101	0.10	238.12	0.00	238.12	25200.00	4014300.00
203	2007.04.16 09:37	buy	102	0.10	238.20	0.00	240.58
204	2007.05.23 08:33	t/p	102	0.10	240.58	0.00	240.58	35640.00	4049940.00
205	2007.05.23 08:33	buy	103	0.10	240.64	0.00	243.05
206	2007.06.15 08:27	t/p	103	0.10	243.05	0.00	243.05	32100.00	4082040.00
207	2007.06.15 08:27	buy	104	0.10	243.13	0.00	245.56
208	2007.06.20 08:30	t/p	104	0.10	245.56	0.00	245.56	25260.00	4107300.00
209	2007.06.20 08:30	buy	105	0.10	245.62	0.00	248.08
210	2007.07.06 16:02	t/p	105	0.10	248.08	0.00	248.08	30360.00	4137660.00
211	2007.07.06 16:02	buy	106	0.10	248.16	0.00	250.64
212	2007.07.20 06:54	t/p	106	0.10	250.64	0.00	250.64	29280.00	4166940.00
213	2007.07.20 06:54	buy	107	0.10	250.71	0.00	253.22
214	2007.07.26 18:16	buy	108	0.10	243.39	0.00	245.82
215	2007.08.14 15:08	buy	109	0.10	235.50	0.00	0.00
216	2007.08.16 10:31	buy	110	0.10	227.59	0.00	0.00
217	2007.10.08 11:49	close	107	0.10	239.48	0.00	253.22	-87340.00	4079600.00
218	2007.10.08 11:49	close	109	0.10	239.48	0.00	0.00	57400.00	4137000.00
219	2007.10.08 11:50	close	108	0.10	239.52	0.00	245.82	-15660.00	4121340.00
220	2007.10.08 11:50	buy	111	0.10	239.60	0.00	242.00
221	2007.10.08 11:50	close	110	0.10	239.53	0.00	0.00	135720.00	4257060.00
222	2007.10.21 23:03	buy	112	0.10	233.22	0.00	235.55
223	2007.10.23 14:16	t/p	112	0.10	235.55	0.00	235.55	23940.00	4281000.00
224	2007.10.24 16:12	buy	113	0.10	233.21	0.00	235.54
225	2007.10.29 10:40	t/p	113	0.10	235.54	0.00	235.54	24900.00	4305900.00
226	2007.11.09 11:58	buy	114	0.10	233.23	0.00	235.56
227	2007.11.12 11:56	buy	115	0.10	226.43	0.00	0.00
228	2007.12.24 17:57	close at stop	115	0.10	226.22	0.00	0.00	11340.00	4317240.00
229	2007.12.24 17:57	close at stop	114	0.10	226.22	0.00	235.56	-56340.00	4260900.00
230	2007.12.24 17:57	close at stop	111	0.10	226.22	0.00	242.00	-109160.00	4151740.00