通貨ペア  USDJPY (US Dollar vs Japanese Yen) 
期間  5分足(M5) 2009.03.20 21:30  2009.08.28 12:05 
モデル  Every tick (the most precise method based on all available least timeframes) 
パラメーター  Lots=1; StopLoss=25; TakeProfit=25; Slippage=3; MagicNumber=20090828; MAperiod=100; HighLowperiod=5; 

Bars in test  32804  Ticks modelled  1454894  Modelling quality  39.83% 
Mismatched charts errors  1     

Initial deposit  10000.00     
Total net profit  2581.79  Gross profit  91895.63  Gross loss  94477.42 
Profit factor  0.97  Expected payoff  3.03   
Absolute drawdown  5645.34  Maximal drawdown  6593.31 (60.22%)  Relative drawdown  60.22% (6593.31) 

Total trades  853  Short positions (won %)  451 (50.11%)  Long positions (won %)  402 (45.27%) 
 Profit trades (% of total)  408 (47.83%)  Loss trades (% of total)  445 (52.17%) 
Largest  profit trade  271.47  loss trade  279.73 
Average  profit trade  225.23  loss trade  212.31 
Maximum  consecutive wins (profit in money)  8 (1566.80)  consecutive losses (loss in money)  7 (1810.88) 
Maximal  consecutive profit (count of wins)  1568.78 (6)  consecutive loss (count of losses)  1810.88 (7) 
Average  consecutive wins  2  consecutive losses  2 