通貨ペア		CHFJPY (Swiss Franc vs Japanise Yen)
期間		5分足(M5) 2010.12.01 00:00 - 2011.01.28 03:40 (2010.12.01 - 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=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	12942	Ticks modelled	422110	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	738.67	Gross profit	891.01	Gross loss	-152.34
Profit factor	5.85	Expected payoff	7.94
Absolute drawdown	18.15	Maximal drawdown	178.86 (1.74%)	Relative drawdown	1.74% (178.86)
Total trades	93	Short positions (won %)	62 (91.94%)	Long positions (won %)	31 (80.65%)
		Profit trades (% of total)	82 (88.17%)	Loss trades (% of total)	11 (11.83%)
Largest		profit trade	30.23	loss trade	-25.38
Average		profit trade	10.87	loss trade	-13.85
Maximum		consecutive wins (profit in money)	36 (429.22)	consecutive losses (loss in money)	5 (-49.59)
Maximal		consecutive profit (count of wins)	429.22 (36)	consecutive loss (count of losses)	-67.69 (3)
Average		consecutive wins	14	consecutive losses	2