通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2003.01.01 04:55 - 2003.12.30 23:55 (2003.01.01 - 2003.12.31)
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=true; MinAC=2000;
Bars in test	75460	Ticks modelled	2182188	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	159055.13	Gross profit	230947.42	Gross loss	-71892.29
Profit factor	3.21	Expected payoff	13.40
Absolute drawdown	64.00	Maximal drawdown	15146.60 (12.12%)	Relative drawdown	12.89% (10733.80)
Total trades	11873	Short positions (won %)	5660 (88.73%)	Long positions (won %)	6213 (89.28%)
		Profit trades (% of total)	10569 (89.02%)	Loss trades (% of total)	1304 (10.98%)
Largest		profit trade	744.00	loss trade	-1373.50
Average		profit trade	21.85	loss trade	-55.13
Maximum		consecutive wins (profit in money)	66 (285.30)	consecutive losses (loss in money)	1 (-1373.50)
Maximal		consecutive profit (count of wins)	2027.10 (48)	consecutive loss (count of losses)	-1373.50 (1)
Average		consecutive wins	8	consecutive losses	1