通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2008.09.01 00:00 - 2011.02.28 17:45 (2008.09.01 - 2011.03.01)
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	185480	Ticks modelled	35149734	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1056790.91	Gross profit	3584261.20	Gross loss	-2527470.29
Profit factor	1.42	Expected payoff	1048.40
Absolute drawdown	226.96	Maximal drawdown	208811.28 (34.95%)	Relative drawdown	54.67% (50725.50)
Total trades	1008	Short positions (won %)	499 (84.17%)	Long positions (won %)	509 (82.12%)
		Profit trades (% of total)	838 (83.13%)	Loss trades (% of total)	170 (16.87%)
Largest		profit trade	8062.31	loss trade	-60859.43
Average		profit trade	4277.16	loss trade	-14867.47
Maximum		consecutive wins (profit in money)	33 (42025.22)	consecutive losses (loss in money)	4 (-18389.98)
Maximal		consecutive profit (count of wins)	191615.55 (29)	consecutive loss (count of losses)	-112626.83 (2)
Average		consecutive wins	6	consecutive losses	1