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=5000; 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	21650.16	Gross profit	32071.58	Gross loss	-10421.42
Profit factor	3.08	Expected payoff	28.12
Absolute drawdown	564.16	Maximal drawdown	4298.14 (17.41%)	Relative drawdown	21.23% (3551.92)
Total trades	770	Short positions (won %)	417 (74.58%)	Long positions (won %)	353 (73.94%)
		Profit trades (% of total)	572 (74.29%)	Loss trades (% of total)	198 (25.71%)
Largest		profit trade	289.00	loss trade	-515.84
Average		profit trade	56.07	loss trade	-52.63
Maximum		consecutive wins (profit in money)	28 (1599.84)	consecutive losses (loss in money)	10 (-1574.64)
Maximal		consecutive profit (count of wins)	1599.84 (28)	consecutive loss (count of losses)	-1574.64 (10)
Average		consecutive wins	7	consecutive losses	2