通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2011.02.01 00:00 - 2011.02.28 23:55 (2011.02.01 - 2011.03.01)
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=16; EntryLevel=3; CloseLevel=0; 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	6752	Ticks modelled	191092	Modelling quality	86.91%
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	518.42	Gross profit	634.98	Gross loss	-116.56
Profit factor	5.45	Expected payoff	12.96
Absolute drawdown	65.51	Maximal drawdown	349.65 (3.26%)	Relative drawdown	3.26% (349.65)
Total trades	40	Short positions (won %)	32 (71.88%)	Long positions (won %)	8 (87.50%)
		Profit trades (% of total)	30 (75.00%)	Loss trades (% of total)	10 (25.00%)
Largest		profit trade	52.20	loss trade	-21.86
Average		profit trade	21.17	loss trade	-11.66
Maximum		consecutive wins (profit in money)	22 (551.17)	consecutive losses (loss in money)	7 (-95.93)
Maximal		consecutive profit (count of wins)	551.17 (22)	consecutive loss (count of losses)	-95.93 (7)
Average		consecutive wins	10	consecutive losses	3