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=6; 

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

Initial deposit  10000.00     
Total net profit  367.04  Gross profit  31211.45  Gross loss  30844.42 
Profit factor  1.01  Expected payoff  0.32   
Absolute drawdown  3035.74  Maximal drawdown  5502.51 (44.14%)  Relative drawdown  44.14% (5502.51) 

Total trades  1150  Short positions (won %)  528 (60.61%)  Long positions (won %)  622 (63.50%) 
 Profit trades (% of total)  715 (62.17%)  Loss trades (% of total)  435 (37.83%) 
Largest  profit trade  242.16  loss trade  637.71 
Average  profit trade  43.65  loss trade  70.91 
Maximum  consecutive wins (profit in money)  19 (510.25)  consecutive losses (loss in money)  10 (605.35) 
Maximal  consecutive profit (count of wins)  1483.04 (11)  consecutive loss (count of losses)  1243.09 (2) 
Average  consecutive wins  3  consecutive losses  2 