通貨ペア		USDCHF (United States Dollar vs. Swiss Franc)
期間		5分足(M5) 2005.01.10 10:50 - 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=3; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; 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	384590	Ticks modelled	8551863	Modelling quality	n/a
Mismatched charts errors	135243
Initial deposit	10000.00
Total net profit	14136.96	Gross profit	26711.42	Gross loss	-12574.46
Profit factor	2.12	Expected payoff	5.46
Absolute drawdown	66.40	Maximal drawdown	1767.58 (12.49%)	Relative drawdown	12.49% (1767.58)
Total trades	2591	Short positions (won %)	1046 (81.74%)	Long positions (won %)	1545 (78.64%)
		Profit trades (% of total)	2070 (79.89%)	Loss trades (% of total)	521 (20.11%)
Largest		profit trade	68.48	loss trade	-91.39
Average		profit trade	12.90	loss trade	-24.14
Maximum		consecutive wins (profit in money)	83 (877.63)	consecutive losses (loss in money)	32 (-894.31)
Maximal		consecutive profit (count of wins)	1511.59 (68)	consecutive loss (count of losses)	-1368.38 (15)
Average		consecutive wins	16	consecutive losses	4