通貨ペア		EURUSD (Euro vs. United States Dollar)
期間		5分足(M5) 2008.08.01 00:00 - 2011.01.31 23:55 (2008.08.01 - 2011.02.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		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	185817	Ticks modelled	41129206	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	4295012.37	Gross profit	12098450.08	Gross loss	-7803437.71
Profit factor	1.55	Expected payoff	2559.60
Absolute drawdown	2823.86	Maximal drawdown	356442.48 (8.14%)	Relative drawdown	65.09% (23106.34)
Total trades	1678	Short positions (won %)	939 (76.68%)	Long positions (won %)	739 (73.61%)
		Profit trades (% of total)	1264 (75.33%)	Loss trades (% of total)	414 (24.67%)
Largest		profit trade	199232.19	loss trade	-150000.00
Average		profit trade	9571.56	loss trade	-18848.88
Maximum		consecutive wins (profit in money)	31 (356264.38)	consecutive losses (loss in money)	6 (-180067.81)
Maximal		consecutive profit (count of wins)	385410.95 (20)	consecutive loss (count of losses)	-180067.81 (6)
Average		consecutive wins	4	consecutive losses	1