通貨ペア		CHFJPY (Swiss Franc vs. Japanese Yen)
期間		5分足(M5) 2010.08.02 00:00 - 2010.08.31 04:45 (2010.08.01 - 2011.01.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=6; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=0; EntryLevel=7; CloseLevel=-7; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	7052	Ticks modelled	174108	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	120.79	Gross profit	274.72	Gross loss	-153.93
Profit factor	1.78	Expected payoff	3.26
Absolute drawdown	341.14	Maximal drawdown	400.40 (3.98%)	Relative drawdown	3.98% (400.40)
Total trades	37	Short positions (won %)	13 (100.00%)	Long positions (won %)	24 (41.67%)
		Profit trades (% of total)	23 (62.16%)	Loss trades (% of total)	14 (37.84%)
Largest		profit trade	40.27	loss trade	-20.13
Average		profit trade	11.94	loss trade	-10.99
Maximum		consecutive wins (profit in money)	12 (147.98)	consecutive losses (loss in money)	7 (-81.69)
Maximal		consecutive profit (count of wins)	147.98 (12)	consecutive loss (count of losses)	-81.69 (7)
Average		consecutive wins	8	consecutive losses	7