通貨ペア		USDCHF (US Dollar vs Swiss Franc)
期間		5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:25 (2010.09.01 - 2011.01.01)
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=4; 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=30; EntryLevel=5; CloseLevel=-5; 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	23901	Ticks modelled	535406	Modelling quality	90.00%
Mismatched charts errors	20
Initial deposit	10000.00
Total net profit	855.71	Gross profit	1085.91	Gross loss	-230.20
Profit factor	4.72	Expected payoff	6.07
Absolute drawdown	33.76	Maximal drawdown	272.74 (2.52%)	Relative drawdown	2.52% (272.74)
Total trades	141	Short positions (won %)	56 (83.93%)	Long positions (won %)	85 (82.35%)
		Profit trades (% of total)	117 (82.98%)	Loss trades (% of total)	24 (17.02%)
Largest		profit trade	34.77	loss trade	-49.29
Average		profit trade	9.28	loss trade	-9.59
Maximum		consecutive wins (profit in money)	22 (164.45)	consecutive losses (loss in money)	5 (-25.22)
Maximal		consecutive profit (count of wins)	265.86 (20)	consecutive loss (count of losses)	-93.60 (3)
Average		consecutive wins	9	consecutive losses	2