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	10000.00
Total net profit	3331368.74	Gross profit	10126474.58	Gross loss	-6795105.84
Profit factor	1.49	Expected payoff	1974.73
Absolute drawdown	411.45	Maximal drawdown	430660.32 (16.55%)	Relative drawdown	29.41% (83354.75)
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	51584.29	loss trade	-140313.61
Average		profit trade	7484.46	loss trade	-20344.63
Maximum		consecutive wins (profit in money)	22 (53280.26)	consecutive losses (loss in money)	5 (-118585.94)
Maximal		consecutive profit (count of wins)	549523.19 (15)	consecutive loss (count of losses)	-183807.98 (3)
Average		consecutive wins	5	consecutive losses	1