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=5; 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	14876.86	Gross profit	18983.98	Gross loss	-4107.12
Profit factor	4.62	Expected payoff	30.74
Absolute drawdown	546.56	Maximal drawdown	4624.20 (22.86%)	Relative drawdown	22.86% (4624.20)
Total trades	484	Short positions (won %)	260 (76.54%)	Long positions (won %)	224 (80.80%)
		Profit trades (% of total)	380 (78.51%)	Loss trades (% of total)	104 (21.49%)
Largest		profit trade	229.28	loss trade	-288.32
Average		profit trade	49.96	loss trade	-39.49
Maximum		consecutive wins (profit in money)	28 (1599.84)	consecutive losses (loss in money)	5 (-1345.60)
Maximal		consecutive profit (count of wins)	1603.75 (27)	consecutive loss (count of losses)	-1345.60 (5)
Average		consecutive wins	7	consecutive losses	2