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=25; HourToStart=20; TradingHours=3; TakeProfit=5; StopLoss=65;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  23574.43  Gross profit  41753.37  Gross loss  18178.94 
Profit factor  2.30  Expected payoff  19.07   
Absolute drawdown  203.35  Maximal drawdown  2418.39 (9.31%)  Relative drawdown  9.31% (2418.39) 

Total trades  1236  Short positions (won %)  595 (83.36%)  Long positions (won %)  641 (82.06%) 
 Profit trades (% of total)  1022 (82.69%)  Loss trades (% of total)  214 (17.31%) 
Largest  profit trade  86.53  loss trade  562.43 
Average  profit trade  40.85  loss trade  84.95 
Maximum  consecutive wins (profit in money)  68 (3060.78)  consecutive losses (loss in money)  5 (824.13) 
Maximal  consecutive profit (count of wins)  3060.78 (68)  consecutive loss (count of losses)  943.11 (3) 
Average  consecutive wins  7  consecutive losses  2 