通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2007.01.02 08:00 - 2009.01.30 22:55 (2007.01.01 - 2009.01.31)
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	152576	Ticks modelled	7093712	Modelling quality	n/a
Mismatched charts errors	20389
Initial deposit	10000.00
Total net profit	10430.84	Gross profit	20567.21	Gross loss	-10136.37
Profit factor	2.03	Expected payoff	15.36
Absolute drawdown	2518.20	Maximal drawdown	2547.25 (20.02%)	Relative drawdown	25.39% (2546.40)
Total trades	679	Short positions (won %)	333 (66.37%)	Long positions (won %)	346 (63.29%)
		Profit trades (% of total)	440 (64.80%)	Loss trades (% of total)	239 (35.20%)
Largest		profit trade	229.89	loss trade	-501.53
Average		profit trade	46.74	loss trade	-42.41
Maximum		consecutive wins (profit in money)	13 (572.86)	consecutive losses (loss in money)	8 (-813.43)
Maximal		consecutive profit (count of wins)	758.07 (10)	consecutive loss (count of losses)	-969.56 (5)
Average		consecutive wins	3	consecutive losses	2