通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2009.11.02 00:00 - 2012.02.29 20:25 (2009.11.01 - 2012.03.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MManagement=true; Risk=10; FixLots=0.1; TakeProfit=14; MA_Period=110; MA_Shift=0; rsiperiod=5; rsidif=9; ATR_Period1=20; ATR_Period2=60; BB_Period=26; BB_Shift=0;
Bars in test	173939	Ticks modelled	39945608	Modelling quality	90.00%
Mismatched charts errors	1
Initial deposit	10000.00
Total net profit	2055593.29	Gross profit	8367922.05	Gross loss	-6312328.76
Profit factor	1.33	Expected payoff	1314.32
Absolute drawdown	1973.83	Maximal drawdown	471545.16 (18.85%)	Relative drawdown	43.59% (283109.30)
Total trades	1564	Short positions (won %)	811 (64.49%)	Long positions (won %)	753 (61.35%)
		Profit trades (% of total)	985 (62.98%)	Loss trades (% of total)	579 (37.02%)
Largest		profit trade	145828.89	loss trade	-88973.70
Average		profit trade	8495.35	loss trade	-10902.12
Maximum		consecutive wins (profit in money)	13 (370276.30)	consecutive losses (loss in money)	10 (-118244.81)
Maximal		consecutive profit (count of wins)	370276.30 (13)	consecutive loss (count of losses)	-131112.79 (5)
Average		consecutive wins	3	consecutive losses	2

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