通貨ペア  GBPCHF (Great Britain Pound vs Swiss Franc) 
期間  2006.12.04 12:15  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;
TakeProfit=100; StopLoss=100; maxSpread=6; MoneyManagement=false; minLots=1; 

Bars in test  147530  Ticks modelled  9605844  Modelling quality  90.00% 
Mismatched charts errors  0     

Initial deposit  10000.00     
Total net profit  58154.76  Gross profit  107391.77  Gross loss  49237.02 
Profit factor  2.18  Expected payoff  54.05   
Absolute drawdown  161.36  Maximal drawdown  4651.01 (7.26%)  Relative drawdown  12.61% (2570.73) 

Total trades  1076  Short positions (won %)  499 (82.16%)  Long positions (won %)  577 (74.35%) 
 Profit trades (% of total)  839 (77.97%)  Loss trades (% of total)  237 (22.03%) 
Largest  profit trade  849.26  loss trade  849.26 
Average  profit trade  128.00  loss trade  207.75 
Maximum  consecutive wins (profit in money)  35 (5007.50)  consecutive losses (loss in money)  6 (1651.92) 
Maximal  consecutive profit (count of wins)  5007.50 (35)  consecutive loss (count of losses)  2547.77 (3) 
Average  consecutive wins  6  consecutive losses  2 