通貨ペア		USDCHF (US Dollar vs Swiss Franc)
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=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=21; EntryLevel=5; CloseLevel=-5; 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	7192	Ticks modelled	149105	Modelling quality	90.00%
Mismatched charts errors	6
Initial deposit	10000.00
Total net profit	260.36	Gross profit	309.07	Gross loss	-48.71
Profit factor	6.35	Expected payoff	4.57
Absolute drawdown	55.03	Maximal drawdown	272.74 (2.64%)	Relative drawdown	2.64% (272.74)
Total trades	57	Short positions (won %)	22 (81.82%)	Long positions (won %)	35 (77.14%)
		Profit trades (% of total)	45 (78.95%)	Loss trades (% of total)	12 (21.05%)
Largest		profit trade	18.30	loss trade	-9.08
Average		profit trade	6.87	loss trade	-4.06
Maximum		consecutive wins (profit in money)	17 (141.69)	consecutive losses (loss in money)	5 (-25.22)
Maximal		consecutive profit (count of wins)	141.69 (17)	consecutive loss (count of losses)	-25.22 (5)
Average		consecutive wins	9	consecutive losses	3