通貨ペア		USDCHF (US Dollar vs Swiss Franc)
期間		5分足(M5) 2011.01.17 04:50 - 2011.04.28 11:45 (2011.01.01 - 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=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=18; EntryLevel=5; CloseLevel=-9; 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	21466	Ticks modelled	439920	Modelling quality	n/a
Mismatched charts errors	113
Initial deposit	10000.00
Total net profit	750.30	Gross profit	1035.98	Gross loss	-285.68
Profit factor	3.63	Expected payoff	11.37
Absolute drawdown	21.92	Maximal drawdown	867.35 (7.90%)	Relative drawdown	7.90% (867.35)
Total trades	66	Short positions (won %)	13 (46.15%)	Long positions (won %)	53 (77.36%)
		Profit trades (% of total)	47 (71.21%)	Loss trades (% of total)	19 (28.79%)
Largest		profit trade	75.23	loss trade	-35.53
Average		profit trade	22.04	loss trade	-15.04
Maximum		consecutive wins (profit in money)	28 (865.84)	consecutive losses (loss in money)	10 (-243.00)
Maximal		consecutive profit (count of wins)	865.84 (28)	consecutive loss (count of losses)	-243.00 (10)
Average		consecutive wins	7	consecutive losses	3