通貨ペア		USDJPY (United States Dollar vs. Japanese Yen)
期間		5分足(M5) 2007.06.01 00:00 - 2009.05.29 23:55 (2007.06.01 - 2009.05.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MagicNumber=54000; Alerts=false;
Bars in test	147536	Ticks modelled	7804388	Modelling quality	90.00%
Mismatched charts errors	10
Initial deposit	10000.00
Total net profit	26257.71	Gross profit	57646.24	Gross loss	-31388.53
Profit factor	1.84	Expected payoff	10.69
Absolute drawdown	35.10	Maximal drawdown	10640.36 (44.19%)	Relative drawdown	44.19% (10640.36)
Total trades	2457	Short positions (won %)	2457 (79.12%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	1944 (79.12%)	Loss trades (% of total)	513 (20.88%)
Largest		profit trade	2600.79	loss trade	-1287.10
Average		profit trade	29.65	loss trade	-61.19
Maximum		consecutive wins (profit in money)	25 (154.49)	consecutive losses (loss in money)	3 (-2261.62)
Maximal		consecutive profit (count of wins)	2607.54 (2)	consecutive loss (count of losses)	-2261.62 (3)
Average		consecutive wins	4	consecutive losses	1