通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2011.04.01 00:00 - 2011.04.28 11:30 (2011.04.01 - 2012.01.01)
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=-19; EntryLevel=2; CloseLevel=-7; 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	6604	Ticks modelled	194415	Modelling quality	90.00%
Mismatched charts errors	51
Initial deposit	10000.00
Total net profit	-187.49	Gross profit	464.30	Gross loss	-651.79
Profit factor	0.71	Expected payoff	-2.16
Absolute drawdown	765.82	Maximal drawdown	1045.10 (10.17%)	Relative drawdown	10.17% (1045.10)
Total trades	87	Short positions (won %)	68 (58.82%)	Long positions (won %)	19 (73.68%)
		Profit trades (% of total)	54 (62.07%)	Loss trades (% of total)	33 (37.93%)
Largest		profit trade	17.16	loss trade	-51.46
Average		profit trade	8.60	loss trade	-19.75
Maximum		consecutive wins (profit in money)	17 (169.09)	consecutive losses (loss in money)	13 (-471.67)
Maximal		consecutive profit (count of wins)	169.09 (17)	consecutive loss (count of losses)	-471.67 (13)
Average		consecutive wins	8	consecutive losses	6