通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2007.01.02 00:00 - 2010.03.12 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	235597	Ticks modelled	20532924	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	9335.96	Gross profit	30689.27	Gross loss	-21353.31
Profit factor	1.44	Expected payoff	17.29
Absolute drawdown	199.92	Maximal drawdown	1336.92 (7.19%)	Relative drawdown	7.35% (1021.33)
Total trades	540	Short positions (won %)	254 (55.91%)	Long positions (won %)	286 (51.75%)
		Profit trades (% of total)	290 (53.70%)	Loss trades (% of total)	250 (46.30%)
Largest		profit trade	838.15	loss trade	-743.37
Average		profit trade	105.83	loss trade	-85.41
Maximum		consecutive wins (profit in money)	9 (1526.98)	consecutive losses (loss in money)	6 (-725.10)
Maximal		consecutive profit (count of wins)	1526.98 (9)	consecutive loss (count of losses)	-743.37 (1)
Average		consecutive wins	2	consecutive losses	2