通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		5分足(M5) 2010.08.02 00:10 - 2010.08.31 04:50 (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=3; 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=14; EntryLevel=5; CloseLevel=-2; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	7000	Ticks modelled	129695	Modelling quality	89.97%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	459.78	Gross profit	517.41	Gross loss	-57.63
Profit factor	8.98	Expected payoff	11.21
Absolute drawdown	222.68	Maximal drawdown	240.86 (2.40%)	Relative drawdown	2.40% (240.86)
Total trades	41	Short positions (won %)	21 (80.95%)	Long positions (won %)	20 (90.00%)
		Profit trades (% of total)	35 (85.37%)	Loss trades (% of total)	6 (14.63%)
Largest		profit trade	36.14	loss trade	-15.39
Average		profit trade	14.78	loss trade	-9.61
Maximum		consecutive wins (profit in money)	22 (423.63)	consecutive losses (loss in money)	3 (-40.41)
Maximal		consecutive profit (count of wins)	423.63 (22)	consecutive loss (count of losses)	-40.41 (3)
Average		consecutive wins	9	consecutive losses	2