通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2008.01.02 06:55 - 2011.01.31 23:55 (2008.01.01 - 2011.02.01)
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	229165	Ticks modelled	40732153	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	1129723.97	Gross profit	3827527.55	Gross loss	-2697803.58
Profit factor	1.42	Expected payoff	898.75
Absolute drawdown	2081.46	Maximal drawdown	208883.28 (30.62%)	Relative drawdown	61.41% (17779.97)
Total trades	1257	Short positions (won %)	617 (83.31%)	Long positions (won %)	640 (80.94%)
		Profit trades (% of total)	1032 (82.10%)	Loss trades (% of total)	225 (17.90%)
Largest		profit trade	8062.31	loss trade	-60877.43
Average		profit trade	3708.84	loss trade	-11990.24
Maximum		consecutive wins (profit in money)	33 (58325.90)	consecutive losses (loss in money)	5 (-7286.62)
Maximal		consecutive profit (count of wins)	191597.55 (29)	consecutive loss (count of losses)	-112626.83 (2)
Average		consecutive wins	6	consecutive losses	1