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=4; 

Bars in test  151703  Ticks modelled  4440221  Modelling quality  90.00% 
Mismatched charts errors  0     

Initial deposit  10000.00     
Total net profit  21059.12  Gross profit  44366.56  Gross loss  23307.44 
Profit factor  1.90  Expected payoff  18.31   
Absolute drawdown  291.99  Maximal drawdown  1640.39 (5.68%)  Relative drawdown  8.33% (1393.59) 

Total trades  1150  Short positions (won %)  528 (76.14%)  Long positions (won %)  622 (71.06%) 
 Profit trades (% of total)  844 (73.39%)  Loss trades (% of total)  306 (26.61%) 
Largest  profit trade  239.03  loss trade  629.30 
Average  profit trade  52.57  loss trade  76.17 
Maximum  consecutive wins (profit in money)  83 (4309.28)  consecutive losses (loss in money)  5 (212.73) 
Maximal  consecutive profit (count of wins)  4309.28 (83)  consecutive loss (count of losses)  1234.62 (2) 
Average  consecutive wins  4  consecutive losses  2 