通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2006.01.02 00:50 - 2008.11.28 22:55 (2006.01.01 - 2008.11.30)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		lotsize=0.1; stoploss_pips=10000; max_order_count=10; trailing_start_profit_1lot=1000;
Bars in test	213712	Ticks modelled	7209474	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	21919.07	Gross profit	29738.60	Gross loss	-7819.53
Profit factor	3.80	Expected payoff	30.57
Absolute drawdown	564.16	Maximal drawdown	8242.04 (32.78%)	Relative drawdown	32.78% (8242.04)
Total trades	717	Short positions (won %)	405 (75.31%)	Long positions (won %)	312 (74.68%)
		Profit trades (% of total)	538 (75.03%)	Loss trades (% of total)	179 (24.97%)
Largest		profit trade	229.28	loss trade	-282.99
Average		profit trade	55.28	loss trade	-43.68
Maximum		consecutive wins (profit in money)	28 (1599.84)	consecutive losses (loss in money)	5 (-547.64)
Maximal		consecutive profit (count of wins)	1599.84 (28)	consecutive loss (count of losses)	-547.64 (5)
Average		consecutive wins	7	consecutive losses	2