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=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	8495.11	Gross profit	22617.07	Gross loss	-14121.96
Profit factor	1.60	Expected payoff	15.09
Absolute drawdown	546.56	Maximal drawdown	6099.00 (33.35%)	Relative drawdown	33.35% (6099.00)
Total trades	563	Short positions (won %)	302 (74.50%)	Long positions (won %)	261 (75.86%)
		Profit trades (% of total)	423 (75.13%)	Loss trades (% of total)	140 (24.87%)
Largest		profit trade	390.56	loss trade	-520.88
Average		profit trade	53.47	loss trade	-100.87
Maximum		consecutive wins (profit in money)	28 (1599.84)	consecutive losses (loss in money)	9 (-2678.52)
Maximal		consecutive profit (count of wins)	1599.84 (28)	consecutive loss (count of losses)	-2678.52 (9)
Average		consecutive wins	7	consecutive losses	2