通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2010.12.01 00:00 - 2011.02.28 12:45 (2010.12.01 - 2012.01.01)
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=16; EntryLevel=3; CloseLevel=0; RiversOrder_Help="反対売買に関する設定　true:する／false:しない"; RiversOrderManagemant=true; OpenAgeinOrder_Help="決済後の再取引に関する設定　true:する／false:しない"; OpenAgeinOrderManagemant=true; 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	19090	Ticks modelled	631968	Modelling quality	90.00%
Mismatched charts errors	10
Initial deposit	10000.00
Total net profit	1292.85	Gross profit	1577.51	Gross loss	-284.66
Profit factor	5.54	Expected payoff	9.37
Absolute drawdown	18.33	Maximal drawdown	429.99 (3.72%)	Relative drawdown	3.72% (429.99)
Total trades	138	Short positions (won %)	97 (83.51%)	Long positions (won %)	41 (82.93%)
		Profit trades (% of total)	115 (83.33%)	Loss trades (% of total)	23 (16.67%)
Largest		profit trade	52.54	loss trade	-25.65
Average		profit trade	13.72	loss trade	-12.38
Maximum		consecutive wins (profit in money)	36 (433.71)	consecutive losses (loss in money)	9 (-109.95)
Maximal		consecutive profit (count of wins)	554.75 (22)	consecutive loss (count of losses)	-109.95 (9)
Average		consecutive wins	14	consecutive losses	3