通貨ペア		USDCHF (US Dollar 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		TakeProfit=80; StopLoss=80; maxSpread=2; MoneyManagement=false; minLots=1;
Bars in test	152485	Ticks modelled	4171386	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	44122.70	Gross profit	65085.32	Gross loss	-20962.62
Profit factor	3.10	Expected payoff	45.77
Absolute drawdown	512.16	Maximal drawdown	2569.47 (7.39%)	Relative drawdown	15.41% (2316.25)
Total trades	964	Short positions (won %)	457 (83.81%)	Long positions (won %)	507 (79.49%)
		Profit trades (% of total)	786 (81.54%)	Loss trades (% of total)	178 (18.46%)
Largest		profit trade	721.18	loss trade	-798.84
Average		profit trade	82.81	loss trade	-117.77
Maximum		consecutive wins (profit in money)	29 (3757.39)	consecutive losses (loss in money)	6 (-685.61)
Maximal		consecutive profit (count of wins)	4373.72 (17)	consecutive loss (count of losses)	-1468.69 (2)
Average		consecutive wins	7	consecutive losses	2