通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		1時間足(H1) 2006.01.02 01:00 - 2006.12.29 23:00 (2006.01.01 - 2006.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		lev=13;
Bars in test	7199	Ticks modelled	1808988	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	5075.85	Gross profit	18768.87	Gross loss	-13693.03
Profit factor	1.37	Expected payoff	25.13
Absolute drawdown	1080.89	Maximal drawdown	2036.54 (17.57%)	Relative drawdown	17.57% (2036.54)
Total trades	202	Short positions (won %)	99 (79.80%)	Long positions (won %)	103 (73.79%)
		Profit trades (% of total)	155 (76.73%)	Loss trades (% of total)	47 (23.27%)
Largest		profit trade	165.12	loss trade	-505.82
Average		profit trade	121.09	loss trade	-291.34
Maximum		consecutive wins (profit in money)	17 (1868.31)	consecutive losses (loss in money)	3 (-1107.09)
Maximal		consecutive profit (count of wins)	1985.03 (15)	consecutive loss (count of losses)	-1107.09 (3)
Average		consecutive wins	4	consecutive losses	1