通貨ペア  EURGBP (Euro vs Great Britain Pound ) 
期間  日足(D1) 2005.11.01 00:00  2008.10.30 00:00 (2005.11.01  2008.10.31) 
モデル  Every tick (the most precise method based on all available least timeframes) 
パラメーター  Slippage=3; Lots=0.1; PositionMax=5; PipsRange=50; TakeProfit=20; StopLoss=280; 

Bars in test  1139  Ticks modelled  2915582  Modelling quality  90.00% 
Mismatched charts errors  0     

Initial deposit  10000.00     
Total net profit  9812.52  Gross profit  19453.40  Gross loss  9640.88 
Profit factor  2.02  Expected payoff  42.11   
Absolute drawdown  2070.70  Maximal drawdown  5434.47 (40.67%)  Relative drawdown  40.67% (5434.47) 

Total trades  233  Short positions (won %)  123 (83.74%)  Long positions (won %)  110 (97.27%) 
 Profit trades (% of total)  210 (90.13%)  Loss trades (% of total)  23 (9.87%) 
Largest  profit trade  224.42  loss trade  454.52 
Average  profit trade  92.64  loss trade  419.17 
Maximum  consecutive wins (profit in money)  63 (5683.72)  consecutive losses (loss in money)  5 (2199.60) 
Maximal  consecutive profit (count of wins)  5683.72 (63)  consecutive loss (count of losses)  2199.60 (5) 
Average  consecutive wins  16  consecutive losses  2 