通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2010.11.01 00:00 - 2010.11.30 23:55 (2010.11.01 - 2010.12.01)
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=-15; EntryLevel=9; CloseLevel=-8; 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	7319	Ticks modelled	230354	Modelling quality	90.00%
Mismatched charts errors	4
Initial deposit	10000.00
Total net profit	49.05	Gross profit	51.45	Gross loss	-2.40
Profit factor	21.44	Expected payoff	4.09
Absolute drawdown	23.93	Maximal drawdown	43.07 (0.43%)	Relative drawdown	0.43% (43.07)
Total trades	12	Short positions (won %)	7 (100.00%)	Long positions (won %)	5 (80.00%)
		Profit trades (% of total)	11 (91.67%)	Loss trades (% of total)	1 (8.33%)
Largest		profit trade	9.57	loss trade	-2.40
Average		profit trade	4.68	loss trade	-2.40
Maximum		consecutive wins (profit in money)	9 (46.66)	consecutive losses (loss in money)	1 (-2.40)
Maximal		consecutive profit (count of wins)	46.66 (9)	consecutive loss (count of losses)	-2.40 (1)
Average		consecutive wins	6	consecutive losses	1