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=1000; 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	2130.12	Gross profit	25800.42	Gross loss	-23670.30
Profit factor	1.09	Expected payoff	2.71
Absolute drawdown	3505.41	Maximal drawdown	4235.49 (39.47%)	Relative drawdown	39.47% (4235.49)
Total trades	786	Short positions (won %)	403 (63.28%)	Long positions (won %)	383 (62.92%)
		Profit trades (% of total)	496 (63.10%)	Loss trades (% of total)	290 (36.90%)
Largest		profit trade	229.28	loss trade	-104.32
Average		profit trade	52.02	loss trade	-81.62
Maximum		consecutive wins (profit in money)	28 (1599.84)	consecutive losses (loss in money)	12 (-1211.27)
Maximal		consecutive profit (count of wins)	1599.84 (28)	consecutive loss (count of losses)	-1211.27 (12)
Average		consecutive wins	5	consecutive losses	3