通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2007.05.01 00:00 - 2010.08.31 23:55 (2007.05.01 - 2010.09.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		FixLots=0.1; MoneyManagement=true; MaximumRisk=20; StopLoss=100; TimeFilter1=false; OrderStart1=0; OrderStop1=24; LotsMultiple1=1; TimeFilter2=false; OrderStart2=0; OrderStop2=24; LotsMultiple2=1; TimeFilter3=false; OrderStart3=0; OrderStop3=24; LotsMultiple3=1;
Bars in test	247523	Ticks modelled	41171156	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	1000.00
Total net profit	870771.52	Gross profit	2745985.96	Gross loss	-1875214.43
Profit factor	1.46	Expected payoff	636.53
Absolute drawdown	287.55	Maximal drawdown	168851.95 (25.74%)	Relative drawdown	60.67% (4662.41)
Total trades	1368	Short positions (won %)	671 (84.35%)	Long positions (won %)	697 (82.78%)
		Profit trades (% of total)	1143 (83.55%)	Loss trades (% of total)	225 (16.45%)
Largest		profit trade	7722.47	loss trade	-59227.67
Average		profit trade	2402.44	loss trade	-8334.29
Maximum		consecutive wins (profit in money)	41 (4590.15)	consecutive losses (loss in money)	5 (-1916.23)
Maximal		consecutive profit (count of wins)	191911.26 (29)	consecutive loss (count of losses)	-112628.72 (2)
Average		consecutive wins	6	consecutive losses	1

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