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=46; HourToStart=21; TradingHours=3; TakeProfit=25; StopLoss=70; MoneyManagement=false; minLots=1; maxSpread=3;
Bars in test	151703	Ticks modelled	4440221	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	33367.35	Gross profit	47886.98	Gross loss	-14519.63
Profit factor	3.30	Expected payoff	49.21
Absolute drawdown	397.02	Maximal drawdown	1758.83 (4.28%)	Relative drawdown	8.09% (1344.15)
Total trades	678	Short positions (won %)	299 (80.27%)	Long positions (won %)	379 (79.68%)
		Profit trades (% of total)	542 (79.94%)	Loss trades (% of total)	136 (20.06%)
Largest		profit trade	235.64	loss trade	-620.43
Average		profit trade	88.35	loss trade	-106.76
Maximum		consecutive wins (profit in money)	35 (3507.54)	consecutive losses (loss in money)	7 (-496.77)
Maximal		consecutive profit (count of wins)	3975.39 (30)	consecutive loss (count of losses)	-1209.74 (2)
Average		consecutive wins	7	consecutive losses	2