通貨ペア		CHFJPY (Swiss Franc vs. Japanese Yen)
期間		5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:20 (2009.01.01 - 2011.01.01)
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=5; 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=-2; EntryLevel=13; 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	148272	Ticks modelled	42157512	Modelling quality	90.00%
Mismatched charts errors	38
Initial deposit	10000.00
Total net profit	11461.91	Gross profit	15182.23	Gross loss	-3720.32
Profit factor	4.08	Expected payoff	12.74
Absolute drawdown	197.92	Maximal drawdown	1330.88 (11.91%)	Relative drawdown	11.91% (1330.88)
Total trades	900	Short positions (won %)	376 (93.88%)	Long positions (won %)	524 (81.30%)
		Profit trades (% of total)	779 (86.56%)	Loss trades (% of total)	121 (13.44%)
Largest		profit trade	109.27	loss trade	-109.30
Average		profit trade	19.49	loss trade	-30.75
Maximum		consecutive wins (profit in money)	83 (1476.40)	consecutive losses (loss in money)	15 (-355.81)
Maximal		consecutive profit (count of wins)	2990.22 (80)	consecutive loss (count of losses)	-655.73 (6)
Average		consecutive wins	26	consecutive losses	4