通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 1999.01.04 17:40 - 2007.12.30 23:55 (1999.01.01 - 2007.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		explanation10="最少単位での設定"; MaxLotSize=0.1; LotSize=0.01; LotIncrement=0.01; MaxTotalLots=0.6; ProfitTarget=0.3; Spacing=5; explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1500; comment="PipShaker"; MagicNumber=777; trailingpips=5; stoploss=100; mm=false; MinAC=5000;
Bars in test	664503	Ticks modelled	16051142	Modelling quality	89.99%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	33883.25	Gross profit	61778.62	Gross loss	-27895.37
Profit factor	2.21	Expected payoff	0.44
Absolute drawdown	47.26	Maximal drawdown	651.55 (6.14%)	Relative drawdown	6.14% (651.55)
Total trades	77641	Short positions (won %)	37133 (87.59%)	Long positions (won %)	40508 (88.39%)
		Profit trades (% of total)	68327 (88.00%)	Loss trades (% of total)	9314 (12.00%)
Largest		profit trade	42.00	loss trade	-104.00
Average		profit trade	0.90	loss trade	-2.99
Maximum		consecutive wins (profit in money)	118 (61.00)	consecutive losses (loss in money)	10 (-586.40)
Maximal		consecutive profit (count of wins)	147.20 (24)	consecutive loss (count of losses)	-586.40 (10)
Average		consecutive wins	7	consecutive losses	1