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