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)
Bars in test	7199	Ticks modelled	1808988	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	5665.02	Gross profit	18467.44	Gross loss	-12802.43
Profit factor	1.44	Expected payoff	28.04
Absolute drawdown	761.07	Maximal drawdown	1987.92 (16.19%)	Relative drawdown	16.19% (1987.92)
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	241.09	loss trade	-632.27
Average		profit trade	119.14	loss trade	-272.39
Maximum		consecutive wins (profit in money)	17 (2407.69)	consecutive losses (loss in money)	3 (-837.36)
Maximal		consecutive profit (count of wins)	2522.53 (15)	consecutive loss (count of losses)	-837.36 (3)
Average		consecutive wins	4	consecutive losses	1