通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2010.09.01 00:00 - 2010.11.30 23:55 (2010.09.01 - 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=20; EntryLevel=8; CloseLevel=-7; 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	19695	Ticks modelled	630944	Modelling quality	90.00%
Mismatched charts errors	16
Initial deposit	10000.00
Total net profit	890.19	Gross profit	1003.73	Gross loss	-113.54
Profit factor	8.84	Expected payoff	10.12
Absolute drawdown	28.68	Maximal drawdown	262.90 (2.49%)	Relative drawdown	2.49% (262.90)
Total trades	88	Short positions (won %)	52 (94.23%)	Long positions (won %)	36 (94.44%)
		Profit trades (% of total)	83 (94.32%)	Loss trades (% of total)	5 (5.68%)
Largest		profit trade	37.05	loss trade	-53.78
Average		profit trade	12.09	loss trade	-22.71
Maximum		consecutive wins (profit in money)	31 (279.62)	consecutive losses (loss in money)	2 (-105.17)
Maximal		consecutive profit (count of wins)	487.57 (28)	consecutive loss (count of losses)	-105.17 (2)
Average		consecutive wins	21	consecutive losses	2