通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		5分足(M5) 2007.01.02 00:00 - 2010.04.02 22:55 (2007.01.01 - 2010.04.04)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	240246	Ticks modelled	18970548	Modelling quality	90.00%
Mismatched charts errors	87
Initial deposit	10000.00
Total net profit	6881.26	Gross profit	27697.68	Gross loss	-20816.42
Profit factor	1.33	Expected payoff	10.12
Absolute drawdown	279.16	Maximal drawdown	984.44 (7.18%)	Relative drawdown	7.18% (984.44)
Total trades	680	Short positions (won %)	323 (56.35%)	Long positions (won %)	357 (49.58%)
		Profit trades (% of total)	359 (52.79%)	Loss trades (% of total)	321 (47.21%)
Largest		profit trade	586.16	loss trade	-540.04
Average		profit trade	77.15	loss trade	-64.85
Maximum		consecutive wins (profit in money)	9 (679.54)	consecutive losses (loss in money)	8 (-579.32)
Maximal		consecutive profit (count of wins)	950.44 (5)	consecutive loss (count of losses)	-579.32 (8)
Average		consecutive wins	2	consecutive losses	2