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	1000.00
Total net profit	4721.04	Gross profit	11568.77	Gross loss	-6847.74
Profit factor	1.69	Expected payoff	2.80
Absolute drawdown	40.50	Maximal drawdown	253.98 (7.14%)	Relative drawdown	7.96% (108.63)
Total trades	1687	Short positions (won %)	855 (80.58%)	Long positions (won %)	832 (79.81%)
		Profit trades (% of total)	1353 (80.20%)	Loss trades (% of total)	334 (19.80%)
Largest		profit trade	13.17	loss trade	-30.18
Average		profit trade	8.55	loss trade	-20.50
Maximum		consecutive wins (profit in money)	22 (181.41)	consecutive losses (loss in money)	5 (-131.86)
Maximal		consecutive profit (count of wins)	192.74 (21)	consecutive loss (count of losses)	-131.86 (5)
Average		consecutive wins	5	consecutive losses	1