通貨ペア		USDJPY (US Dollar vs Japanese Yen)
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=35; StopLoss=110; maxSpread=2; MoneyManagement=false; minLots=1;
Bars in test	153891	Ticks modelled	5301275	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	38499.55	Gross profit	93285.93	Gross loss	-54786.38
Profit factor	1.70	Expected payoff	36.05
Absolute drawdown	2931.59	Maximal drawdown	4823.75 (10.54%)	Relative drawdown	29.60% (2971.82)
Total trades	1068	Short positions (won %)	496 (80.04%)	Long positions (won %)	572 (73.78%)
		Profit trades (% of total)	819 (76.69%)	Loss trades (% of total)	249 (23.31%)
Largest		profit trade	376.71	loss trade	-1128.59
Average		profit trade	113.90	loss trade	-220.03
Maximum		consecutive wins (profit in money)	37 (3612.96)	consecutive losses (loss in money)	9 (-900.64)
Maximal		consecutive profit (count of wins)	3612.96 (37)	consecutive loss (count of losses)	-2619.79 (4)
Average		consecutive wins	6	consecutive losses	2