通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		5分足(M5) 2000.01.02 23:00 - 2007.12.30 23:55 (2000.01.01 - 2007.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MaxLotSize=1; LotSize=0.2; LotIncrement=0.1; ProfitTarget=5; Spacing=5; stoploss=50; explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1200; comment="AMPM"; MagicNumber=777;
Bars in test	527873	Ticks modelled	13557579	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	31939.21	Gross profit	58833.58	Gross loss	-26894.37
Profit factor	2.19	Expected payoff	6.54
Absolute drawdown	91.20	Maximal drawdown	2710.30 (12.33%)	Relative drawdown	17.77% (2199.77)
Total trades	4882	Short positions (won %)	3050 (82.56%)	Long positions (won %)	1832 (85.37%)
		Profit trades (% of total)	4082 (83.61%)	Loss trades (% of total)	800 (16.39%)
Largest		profit trade	283.37	loss trade	-403.49
Average		profit trade	14.41	loss trade	-33.62
Maximum		consecutive wins (profit in money)	39 (346.28)	consecutive losses (loss in money)	7 (-1824.77)
Maximal		consecutive profit (count of wins)	1076.54 (22)	consecutive loss (count of losses)	-1824.77 (7)
Average		consecutive wins	5	consecutive losses	1