通貨ペア		EURCHF (Euro vs Swiss Franc)
期間		2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		SafeClosureMode=true; SignalPeriod=22; HourToStart=21; TradingHours=3; TakeProfit=25; StopLoss=70; MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test	151703	Ticks modelled	4440221	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	30344.74	Gross profit	50905.87	Gross loss	-20561.13
Profit factor	2.48	Expected payoff	26.39
Absolute drawdown	190.62	Maximal drawdown	1561.97 (4.12%)	Relative drawdown	5.66% (1078.84)
Total trades	1150	Short positions (won %)	528 (79.92%)	Long positions (won %)	622 (74.92%)
		Profit trades (% of total)	888 (77.22%)	Loss trades (% of total)	262 (22.78%)
Largest		profit trade	235.62	loss trade	-620.38
Average		profit trade	57.33	loss trade	-78.48
Maximum		consecutive wins (profit in money)	90 (5151.38)	consecutive losses (loss in money)	5 (-167.10)
Maximal		consecutive profit (count of wins)	5151.38 (90)	consecutive loss (count of losses)	-1217.14 (2)
Average		consecutive wins	5	consecutive losses	2