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=46; 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  33367.35  Gross profit  47886.98  Gross loss  14519.63 
Profit factor  3.30  Expected payoff  49.21   
Absolute drawdown  397.02  Maximal drawdown  1758.83 (4.28%)  Relative drawdown  8.09% (1344.15) 

Total trades  678  Short positions (won %)  299 (80.27%)  Long positions (won %)  379 (79.68%) 
 Profit trades (% of total)  542 (79.94%)  Loss trades (% of total)  136 (20.06%) 
Largest  profit trade  235.64  loss trade  620.43 
Average  profit trade  88.35  loss trade  106.76 
Maximum  consecutive wins (profit in money)  35 (3507.54)  consecutive losses (loss in money)  7 (496.77) 
Maximal  consecutive profit (count of wins)  3975.39 (30)  consecutive loss (count of losses)  1209.74 (2) 
Average  consecutive wins  7  consecutive losses  2 