通貨ペア		CHFJPY (Swiss Franc vs. Japanese Yen)
期間		5分足(M5) 2005.04.08 08:25 - 2010.04.01 00:00 (2005.01.01 - 2010.04.01)
モデル		Control points (a very crude method, the results must not be considered)
パラメーター		Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=4; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=7; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=; EntryLevel=; CloseLevel=; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test	366876	Ticks modelled	9850143	Modelling quality	n/a
Mismatched charts errors	3044
Initial deposit	10000.00
Total net profit	9903.19	Gross profit	15526.67	Gross loss	-5623.48
Profit factor	2.76	Expected payoff	11.27
Absolute drawdown	109.35	Maximal drawdown	1742.78 (11.14%)	Relative drawdown	11.14% (1742.78)
Total trades	879	Short positions (won %)	371 (80.86%)	Long positions (won %)	508 (84.06%)
		Profit trades (% of total)	727 (82.71%)	Loss trades (% of total)	152 (17.29%)
Largest		profit trade	102.56	loss trade	-102.56
Average		profit trade	21.36	loss trade	-37.00
Maximum		consecutive wins (profit in money)	52 (930.86)	consecutive losses (loss in money)	12 (-1230.19)
Maximal		consecutive profit (count of wins)	1612.04 (28)	consecutive loss (count of losses)	-1230.19 (12)
Average		consecutive wins	9	consecutive losses	2