通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2010.01.04 00:00 - 2012.04.30 23:55 (2010.01.01 - 2012.05.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MoneyManagement=true; MMRisk=15; FixLots=0.1; TakeProfit=9; MA_Period=100; MA_Shift=0; ATR_Period1=19; ATR_Period2=60; BB_Period=26; BB_Shift=0;
Bars in test	174059	Ticks modelled	40471430	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1918649.99	Gross profit	7822953.53	Gross loss	-5904303.54
Profit factor	1.32	Expected payoff	1308.77
Absolute drawdown	1755.22	Maximal drawdown	434403.96 (20.26%)	Relative drawdown	52.68% (13197.19)
Total trades	1466	Short positions (won %)	760 (73.03%)	Long positions (won %)	706 (71.25%)
		Profit trades (% of total)	1058 (72.17%)	Loss trades (% of total)	408 (27.83%)
Largest		profit trade	145945.09	loss trade	-106000.00
Average		profit trade	7394.10	loss trade	-14471.33
Maximum		consecutive wins (profit in money)	20 (16808.98)	consecutive losses (loss in money)	5 (-115000.00)
Maximal		consecutive profit (count of wins)	253790.19 (9)	consecutive loss (count of losses)	-115000.00 (5)
Average		consecutive wins	4	consecutive losses	2

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