通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2007.01.02 08:00 - 2008.12.30 23:55 (2007.01.01 - 2008.12.31)
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;
Bars in test	146464	Ticks modelled	5835588	Modelling quality	90.00%
Mismatched charts errors	5
Initial deposit	10000.00
Total net profit	8575.60	Gross profit	17357.97	Gross loss	-8782.37
Profit factor	1.98	Expected payoff	14.56
Absolute drawdown	2492.45	Maximal drawdown	2534.30 (19.80%)	Relative drawdown	25.14% (2520.65)
Total trades	589	Short positions (won %)	283 (64.66%)	Long positions (won %)	306 (62.75%)
		Profit trades (% of total)	375 (63.67%)	Loss trades (% of total)	214 (36.33%)
Largest		profit trade	229.49	loss trade	-501.16
Average		profit trade	46.29	loss trade	-41.04
Maximum		consecutive wins (profit in money)	13 (598.16)	consecutive losses (loss in money)	8 (-791.01)
Maximal		consecutive profit (count of wins)	756.87 (10)	consecutive loss (count of losses)	-956.92 (5)
Average		consecutive wins	3	consecutive losses	2