通貨ペア		USDCHF (US Dollar vs Swiss Franc)
期間		5分足(M5) 2010.12.01 00:00 - 2011.02.28 12:50 (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=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=-19; EntryLevel=-1; CloseLevel=-5; 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	18562	Ticks modelled	400388	Modelling quality	90.00%
Mismatched charts errors	17
Initial deposit	10000.00
Total net profit	479.29	Gross profit	502.42	Gross loss	-23.13
Profit factor	21.72	Expected payoff	5.92
Absolute drawdown	32.86	Maximal drawdown	121.24 (1.16%)	Relative drawdown	1.16% (121.24)
Total trades	81	Short positions (won %)	33 (93.94%)	Long positions (won %)	48 (91.67%)
		Profit trades (% of total)	75 (92.59%)	Loss trades (% of total)	6 (7.41%)
Largest		profit trade	23.76	loss trade	-8.47
Average		profit trade	6.70	loss trade	-3.86
Maximum		consecutive wins (profit in money)	52 (393.40)	consecutive losses (loss in money)	4 (-19.06)
Maximal		consecutive profit (count of wins)	393.40 (52)	consecutive loss (count of losses)	-19.06 (4)
Average		consecutive wins	25	consecutive losses	3