通貨ペア		XAUUSD (Gold)
期間		4時間足(H4) 2008.01.02 04:00 - 2008.12.19 00:00 (2008.01.01 - 2008.12.19)
モデル		Control points (a very crude method, the results must not be considered)
パラメーター		licenseKey=""; minTradeSize=0.1; scaleDivisor=3000; stopDollars=20000; shortMaBars=52; longMaBars=19; stopBars=25; useLimit=1; limitPips=185; useMM=1; aggressiveMode=1; slippage=10; panicMode=0; maxTotalLots=50;
Bars in test	2022	Ticks modelled	38117	Modelling quality	n/a
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	12163.03	Gross profit	16219.72	Gross loss	-4056.69
Profit factor	4.00	Expected payoff	217.20
Absolute drawdown	328.50	Maximal drawdown	4485.06 (22.27%)	Relative drawdown	22.27% (4485.06)
Total trades	56	Short positions (won %)	29 (89.66%)	Long positions (won %)	27 (96.30%)
		Profit trades (% of total)	52 (92.86%)	Loss trades (% of total)	4 (7.14%)
Largest		profit trade	2334.00	loss trade	-1948.18
Average		profit trade	311.92	loss trade	-1014.17
Maximum		consecutive wins (profit in money)	26 (6611.84)	consecutive losses (loss in money)	1 (-1948.18)
Maximal		consecutive profit (count of wins)	7872.95 (18)	consecutive loss (count of losses)	-1948.18 (1)
Average		consecutive wins	10	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	2008.01.17 04:00	sell	1	0.30	880.10	914.00	0.00
2	2008.01.17 08:00	modify	1	0.30	880.10	914.00	877.20
3	2008.01.17 18:40	t/p	1	0.30	877.20	914.00	877.20	87.00	10087.00
4	2008.01.18 00:00	sell	2	0.30	877.20	914.00	0.00
5	2008.01.18 04:00	modify	2	0.30	877.20	914.00	871.40
6	2008.01.18 05:00	t/p	2	0.30	871.40	914.00	871.40	174.00	10261.00
7	2008.01.18 08:00	sell	3	0.30	873.80	914.00	0.00
8	2008.01.18 16:00	modify	3	0.30	873.80	914.00	870.40
9	2008.01.21 14:40	t/p	3	0.30	870.40	914.00	870.40	103.33	10364.33
10	2008.01.23 00:00	buy	4	0.30	892.95	849.00	0.00
11	2008.01.23 20:00	modify	4	0.30	892.95	849.00	895.40
12	2008.01.24 13:20	t/p	4	0.30	895.40	849.00	895.40	72.28	10436.61
13	2008.01.24 16:00	buy	5	0.30	901.25	849.00	0.00
14	2008.01.24 20:00	modify	5	0.30	901.25	849.00	910.30
15	2008.01.24 22:00	t/p	5	0.30	910.30	849.00	910.30	271.50	10708.11
16	2008.01.25 00:00	buy	6	0.30	913.55	849.00	0.00
17	2008.01.25 12:00	modify	6	0.30	913.55	849.00	922.50
18	2008.01.25 13:00	t/p	6	0.30	922.50	849.00	922.50	268.50	10976.61
19	2008.02.04 00:00	sell	7	0.30	905.40	936.50	0.00
20	2008.02.04 12:00	modify	7	0.30	905.40	936.50	896.90
21	2008.02.04 18:40	t/p	7	0.30	896.90	936.50	896.90	255.00	11231.61
22	2008.02.04 20:00	sell	8	0.30	902.20	936.50	0.00
23	2008.02.05 00:00	modify	8	0.30	902.20	936.50	900.00
24	2008.02.05 09:20	t/p	8	0.30	900.00	936.50	900.00	67.33	11298.94
25	2008.02.11 00:00	buy	9	0.30	922.75	884.00	0.00
26	2008.02.11 12:00	modify	9	0.30	922.75	884.00	926.50
27	2008.02.11 12:20	t/p	9	0.30	926.50	884.00	926.50	112.50	11411.44
28	2008.02.11 16:00	buy	10	0.30	922.15	884.00	0.00
29	2008.02.11 20:00	modify	10	0.30	922.15	884.00	925.70
30	2008.02.19 17:20	t/p	10	0.30	925.70	884.00	925.70	103.25	11514.69
31	2008.02.19 20:00	buy	11	0.30	927.75	897.50	0.00
32	2008.02.20 20:00	modify	11	0.30	927.75	897.50	935.90
33	2008.02.20 21:20	t/p	11	0.30	935.90	897.50	935.90	244.09	11758.78
34	2008.03.11 00:00	sell	12	0.30	972.70	992.90	0.00
35	2008.03.11 04:00	modify	12	0.30	972.70	992.90	969.50
36	2008.03.11 10:40	t/p	12	0.30	969.50	992.90	969.50	96.00	11854.78
37	2008.03.13 08:00	buy	13	0.30	985.65	960.90	0.00
38	2008.03.13 12:00	close	13	0.30	990.20	960.90	0.00	136.50	11991.28
39	2008.03.13 16:00	buy	14	0.30	994.85	960.90	0.00
40	2008.03.13 20:00	modify	14	0.30	994.85	960.90	999.60
41	2008.03.14 18:00	t/p	14	0.30	999.60	960.90	999.60	142.09	12133.38
42	2008.03.19 20:00	sell	15	0.40	944.40	1032.30	0.00
43	2008.03.20 00:00	modify	15	0.40	944.40	1032.30	937.50
44	2008.03.20 01:20	t/p	15	0.40	937.50	1032.30	937.50	281.32	12414.69
45	2008.03.20 04:00	sell	16	0.40	919.90	1032.30	0.00
46	2008.03.20 08:00	modify	16	0.40	919.90	1032.30	916.50
47	2008.03.20 14:00	t/p	16	0.40	916.50	1032.30	916.50	136.00	12550.69
48	2008.03.28 20:00	sell	17	0.40	926.90	954.60	0.00
49	2008.03.31 20:00	modify	17	0.40	926.90	954.60	916.40
50	2008.03.31 22:40	t/p	17	0.40	916.40	954.60	916.40	421.77	12972.47
51	2008.04.01 00:00	sell	18	0.40	915.70	954.60	0.00
52	2008.04.01 12:00	modify	18	0.40	915.70	954.60	887.90
53	2008.04.01 16:00	modify	18	0.40	915.70	899.60	887.90
54	2008.04.01 17:20	t/p	18	0.40	887.90	899.60	887.90	1112.00	14084.47
55	2008.04.01 20:00	sell	19	0.40	886.10	954.60	0.00
56	2008.04.02 00:00	modify	19	0.40	886.10	954.60	879.10
57	2008.04.25 10:40	t/p	19	0.40	879.10	954.60	879.10	326.08	14410.55
58	2008.05.07 00:00	buy	20	0.40	876.75	844.90	0.00
59	2008.05.07 04:00	modify	20	0.40	876.75	844.90	881.10
60	2008.05.08 18:00	t/p	20	0.40	881.10	844.90	881.10	172.37	14582.92
61	2008.05.14 00:00	sell	21	0.40	866.40	889.60	0.00
62	2008.05.14 12:00	modify	21	0.40	866.40	889.60	859.80
63	2008.05.15 04:00	modify	21	0.40	866.40	865.65	859.80
64	2008.05.15 05:00	s/l	21	0.40	865.65	865.65	859.80	35.32	14618.24
65	2008.05.16 00:00	buy	22	0.40	882.65	859.80	0.00
66	2008.05.16 12:00	modify	22	0.40	882.65	859.80	885.10
67	2008.05.16 12:40	t/p	22	0.40	885.10	859.80	885.10	98.00	14716.24
68	2008.05.16 16:00	buy	23	0.40	895.85	859.80	0.00
69	2008.05.16 20:00	modify	23	0.40	895.85	859.80	904.90
70	2008.05.19 00:00	modify	23	0.40	895.85	896.80	904.90
71	2008.05.19 02:00	t/p	23	0.40	904.90	896.80	904.90	361.46	15077.70
72	2008.05.19 04:00	buy	24	0.50	905.65	859.80	0.00
73	2008.05.19 12:00	modify	24	0.50	905.65	859.80	911.60
74	2008.05.19 12:20	t/p	24	0.50	911.60	859.80	911.60	297.50	15375.20
75	2008.05.28 04:00	sell	25	0.50	906.10	935.10	0.00
76	2008.05.28 12:00	modify	25	0.50	906.10	935.10	892.70
77	2008.05.28 13:20	t/p	25	0.50	892.70	935.10	892.70	670.00	16045.20
78	2008.05.28 16:00	sell	26	0.50	895.70	935.10	0.00
79	2008.05.29 16:00	modify	26	0.50	895.70	935.10	884.50
80	2008.05.29 17:20	t/p	26	0.50	884.50	935.10	884.50	566.65	16611.84
81	2008.06.09 00:00	buy	27	0.50	903.55	864.60	0.00
82	2008.06.09 12:00	modify	27	0.50	903.55	864.60	909.10
83	2008.06.10 18:40	s/l	27	0.50	864.60	864.60	909.10	-1948.18	14663.67
84	2008.06.10 20:00	sell	28	0.40	869.60	909.10	0.00
85	2008.06.11 00:00	modify	28	0.40	869.60	909.10	865.50
86	2008.06.12 14:00	t/p	28	0.40	865.50	909.10	865.50	171.09	14834.76
87	2008.06.16 20:00	buy	29	0.40	886.55	857.00	0.00
88	2008.06.18 16:00	modify	29	0.40	886.55	857.00	893.70
89	2008.06.18 22:13	t/p	29	0.40	893.70	857.00	893.70	284.92	15119.67
90	2008.06.26 04:00	sell	30	0.50	886.20	907.60	0.00
91	2008.06.26 14:40	s/l	30	0.50	907.60	907.60	0.00	-1070.00	14049.67
92	2008.06.26 16:00	buy	31	0.40	908.95	873.30	0.00
93	2008.06.26 20:00	modify	31	0.40	908.95	873.30	914.30
94	2008.06.26 22:00	t/p	31	0.40	914.30	873.30	914.30	214.00	14263.67
95	2008.06.27 00:00	buy	32	0.40	917.75	873.30	0.00
96	2008.06.27 12:00	modify	32	0.40	917.75	873.30	923.10
97	2008.06.27 12:20	t/p	32	0.40	923.10	873.30	923.10	214.00	14477.67
98	2008.07.08 20:00	sell	33	0.40	920.40	946.40	0.00
99	2008.07.09 04:00	modify	33	0.40	920.40	946.40	916.30
100	2008.07.10 22:40	s/l	33	0.40	946.40	946.40	916.30	-1032.91	13444.76
101	2008.07.11 00:00	buy	34	0.40	945.55	912.20	0.00
102	2008.07.11 04:00	modify	34	0.40	945.55	912.20	947.50
103	2008.07.11 12:40	t/p	34	0.40	947.50	912.20	947.50	78.00	13522.76
104	2008.07.11 16:00	buy	35	0.40	958.85	912.20	0.00
105	2008.07.11 20:00	modify	35	0.40	958.85	912.20	967.50
106	2008.07.14 05:00	modify	35	0.40	958.85	965.00	967.50
107	2008.07.14 05:20	s/l	35	0.40	965.00	965.00	967.50	245.46	13768.22
108	2008.08.21 12:00	buy	36	0.40	821.55	772.60	0.00
109	2008.08.21 16:00	modify	36	0.40	821.55	772.60	832.40
110	2008.08.21 16:40	t/p	36	0.40	832.40	772.60	832.40	434.00	14202.22
111	2008.08.21 20:00	buy	37	0.40	834.85	777.60	0.00
112	2008.08.22 04:00	modify	37	0.40	834.85	777.60	837.20
113	2008.08.22 08:40	t/p	37	0.40	837.20	777.60	837.20	93.46	14295.68
114	2008.09.02 00:00	sell	38	0.40	817.10	843.80	0.00
115	2008.09.02 04:00	modify	38	0.40	817.10	843.80	812.80
116	2008.09.02 08:20	modify	38	0.40	817.10	817.24	812.80
117	2008.09.02 08:25	s/l	38	0.40	817.24	817.24	812.80	-5.60	14290.08
118	2008.09.02 12:00	sell	39	0.40	805.00	843.80	0.00
119	2008.09.02 16:00	modify	39	0.40	805.00	843.80	791.60
120	2008.09.02 16:15	t/p	39	0.40	791.60	843.80	791.60	536.00	14826.08
121	2008.09.17 12:00	buy	40	0.40	785.85	735.90	0.00
122	2008.09.17 20:00	modify	40	0.40	785.85	735.90	844.20
123	2008.09.17 20:26	t/p	40	0.40	844.20	735.90	844.20	2334.00	17160.08
124	2008.10.01 00:00	sell	41	0.50	870.90	925.10	0.00
125	2008.10.01 04:00	modify	41	0.50	870.90	925.10	868.70
126	2008.10.01 21:40	t/p	41	0.50	868.70	925.10	868.70	110.00	17270.08
127	2008.10.02 08:00	sell	42	0.50	872.00	925.10	0.00
128	2008.10.02 12:00	modify	42	0.50	872.00	925.10	862.20
129	2008.10.02 15:30	t/p	42	0.50	862.20	925.10	862.20	490.00	17760.08
130	2008.10.07 16:00	buy	43	0.50	887.25	817.90	0.00
131	2008.10.07 20:00	modify	43	0.50	887.25	817.90	891.10
132	2008.10.08 09:20	t/p	43	0.50	891.10	817.90	891.10	191.82	17951.90
133	2008.10.08 12:00	buy	44	0.50	909.35	817.90	0.00
134	2008.10.08 16:00	modify	44	0.50	909.35	817.90	920.70
135	2008.10.09 23:40	t/p	44	0.50	920.70	817.90	920.70	565.47	18517.37
136	2008.10.13 04:00	sell	45	0.60	854.80	930.90	0.00
137	2008.10.13 08:00	modify	45	0.60	854.80	930.90	852.30
138	2008.10.13 13:40	t/p	45	0.60	852.30	930.90	852.30	150.00	18667.37
139	2008.10.13 16:00	sell	46	0.60	847.30	930.90	0.00
140	2008.10.13 20:00	modify	46	0.60	847.30	930.90	821.70
141	2008.10.14 00:00	modify	46	0.60	847.30	844.40	821.70
142	2008.10.14 03:30	s/l	46	0.60	844.40	844.40	821.70	176.66	18844.03
143	2008.10.14 04:00	sell	47	0.60	847.30	930.90	0.00
144	2008.10.14 08:00	modify	47	0.60	847.30	930.90	843.40
145	2008.10.14 08:40	t/p	47	0.60	843.40	930.90	843.40	234.00	19078.03
146	2008.10.14 12:00	sell	48	0.60	845.00	930.90	0.00
147	2008.10.14 16:00	modify	48	0.60	845.00	930.90	840.10
148	2008.10.14 16:05	t/p	48	0.60	840.10	930.90	840.10	294.00	19372.03
149	2008.10.14 20:00	sell	49	0.60	840.40	930.90	0.00
150	2008.10.15 00:00	modify	49	0.60	840.40	930.90	834.20
151	2008.10.15 15:40	t/p	49	0.60	834.20	930.90	834.20	374.66	19746.69
152	2008.10.30 04:00	buy	50	0.60	766.55	679.55	0.00
153	2008.10.30 08:00	modify	50	0.60	766.55	679.55	771.05
154	2008.10.30 10:20	t/p	50	0.60	771.05	679.55	771.05	270.00	20016.69
155	2008.10.30 12:00	buy	51	0.60	771.50	679.55	0.00
156	2008.11.21 16:00	modify	51	0.60	771.50	679.55	773.75
157	2008.11.21 17:20	t/p	51	0.60	773.75	679.55	773.75	117.12	20133.81
158	2008.12.01 20:00	sell	52	0.60	775.35	828.75	0.00
159	2008.12.02 00:00	modify	52	0.60	775.35	828.75	767.70
160	2008.12.02 00:40	t/p	52	0.60	767.70	828.75	767.70	461.66	20595.47
161	2008.12.02 04:00	sell	53	0.60	776.00	822.80	0.00
162	2008.12.02 08:00	modify	53	0.60	776.00	822.80	767.65
163	2008.12.02 09:40	t/p	53	0.60	767.65	822.80	767.65	501.00	21096.47
164	2008.12.02 12:00	sell	54	0.70	766.65	822.80	0.00
165	2008.12.03 16:00	modify	54	0.70	766.65	822.80	764.30
166	2008.12.04 14:40	t/p	54	0.70	764.30	822.80	764.30	176.91	21273.38
167	2008.12.10 16:00	buy	55	0.70	799.30	741.00	0.00
168	2008.12.10 20:00	modify	55	0.70	799.30	741.00	813.00
169	2008.12.11 00:00	modify	55	0.70	799.30	804.00	813.00
170	2008.12.11 01:33	s/l	55	0.70	804.00	804.00	813.00	326.16	21599.53
171	2008.12.11 04:00	buy	56	0.70	805.70	741.00	0.00
172	2008.12.11 08:00	modify	56	0.70	805.70	741.00	813.75
173	2008.12.11 08:30	t/p	56	0.70	813.75	741.00	813.75	563.50	22163.03