通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		1時間足(H1) 2000.01.01 00:00 - 2006.12.29 23:00 (2000.01.01 - 2006.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	44679	Ticks modelled	13448036	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	24322.14	Gross profit	37339.33	Gross loss	-13017.19
Profit factor	2.87	Expected payoff	177.53
Absolute drawdown	766.80	Maximal drawdown	4964.43 (13.87%)	Relative drawdown	15.29% (3888.30)
Total trades	137	Short positions (won %)	69 (86.96%)	Long positions (won %)	68 (94.12%)
		Profit trades (% of total)	124 (90.51%)	Loss trades (% of total)	13 (9.49%)
Largest		profit trade	834.13	loss trade	-2218.03
Average		profit trade	301.12	loss trade	-1001.32
Maximum		consecutive wins (profit in money)	37 (10010.19)	consecutive losses (loss in money)	2 (-4281.21)
Maximal		consecutive profit (count of wins)	10484.99 (31)	consecutive loss (count of losses)	-4281.21 (2)
Average		consecutive wins	10	consecutive losses	1