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=5;
Bars in test	151703	Ticks modelled	4440221	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	10103.99	Gross profit	37381.39	Gross loss	-27277.39
Profit factor	1.37	Expected payoff	8.79
Absolute drawdown	492.95	Maximal drawdown	2228.91 (13.01%)	Relative drawdown	13.38% (1889.57)
Total trades	1150	Short positions (won %)	528 (68.94%)	Long positions (won %)	622 (68.97%)
		Profit trades (% of total)	793 (68.96%)	Loss trades (% of total)	357 (31.04%)
Largest		profit trade	242.16	loss trade	-637.71
Average		profit trade	47.14	loss trade	-76.41
Maximum		consecutive wins (profit in money)	34 (1158.80)	consecutive losses (loss in money)	9 (-393.51)
Maximal		consecutive profit (count of wins)	1552.20 (11)	consecutive loss (count of losses)	-1243.09 (2)
Average		consecutive wins	4	consecutive losses	2