通貨ペア		EURUSD (Euro vs US Dollar)
期間		5分足(M5) 2004.01.01 00:40 - 2004.12.30 23:55 (2004.01.01 - 2004.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		explanation10="最少単位での設定"; MaxLotSize=0.1; LotSize=0.01; LotIncrement=0.01; MaxTotalLots=0.6; ProfitTarget=0.3; Spacing=5; explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1500; comment="PipShaker"; MagicNumber=777; trailingpips=5; stoploss=100; mm=true; MinAC=2000;
Bars in test	75907	Ticks modelled	2258883	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	342928.17	Gross profit	493407.34	Gross loss	-150479.17
Profit factor	3.28	Expected payoff	22.66
Absolute drawdown	58.00	Maximal drawdown	19987.00 (19.76%)	Relative drawdown	19.76% (19987.00)
Total trades	15133	Short positions (won %)	7116 (88.01%)	Long positions (won %)	8017 (89.35%)
		Profit trades (% of total)	13426 (88.72%)	Loss trades (% of total)	1707 (11.28%)
Largest		profit trade	2205.00	loss trade	-4635.00
Average		profit trade	36.75	loss trade	-88.15
Maximum		consecutive wins (profit in money)	92 (3674.80)	consecutive losses (loss in money)	4 (-7265.00)
Maximal		consecutive profit (count of wins)	5853.60 (8)	consecutive loss (count of losses)	-8755.00 (2)
Average		consecutive wins	8	consecutive losses	1