通貨ペア		USDCHF (US Dollar vs Swiss Franc)
期間		5分足(M5) 2010.09.01 00:00 - 2010.11.30 23:55 (2010.09.01 - 2010.12.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false; ProfitCurrency=1000; LossManagemant=false; LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=4; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=15; EntryLevel=5; CloseLevel=-5; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments="";
Bars in test	19172	Ticks modelled	427432	Modelling quality	90.00%
Mismatched charts errors	15
Initial deposit	10000.00
Total net profit	758.13	Gross profit	918.06	Gross loss	-159.93
Profit factor	5.74	Expected payoff	7.51
Absolute drawdown	43.61	Maximal drawdown	154.92 (1.44%)	Relative drawdown	1.44% (154.92)
Total trades	101	Short positions (won %)	32 (87.50%)	Long positions (won %)	69 (84.06%)
		Profit trades (% of total)	86 (85.15%)	Loss trades (% of total)	15 (14.85%)
Largest		profit trade	33.25	loss trade	-51.39
Average		profit trade	10.68	loss trade	-10.66
Maximum		consecutive wins (profit in money)	34 (263.25)	consecutive losses (loss in money)	4 (-17.75)
Maximal		consecutive profit (count of wins)	263.25 (34)	consecutive loss (count of losses)	-100.68 (2)
Average		consecutive wins	11	consecutive losses	2