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)
パラメーター		lev=10;
Bars in test	44679	Ticks modelled	13448036	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	927703.40	Gross profit	2741112.27	Gross loss	-1813408.87
Profit factor	1.51	Expected payoff	549.91
Absolute drawdown	383.21	Maximal drawdown	108054.75 (14.27%)	Relative drawdown	23.04% (27223.43)
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	8661.18	loss trade	-24436.03
Average		profit trade	2025.95	loss trade	-5429.37
Maximum		consecutive wins (profit in money)	22 (14914.52)	consecutive losses (loss in money)	5 (-50204.82)
Maximal		consecutive profit (count of wins)	102119.11 (15)	consecutive loss (count of losses)	-58107.51 (3)
Average		consecutive wins	5	consecutive losses	1