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=6;
Bars in test	151703	Ticks modelled	4440221	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	367.04	Gross profit	31211.45	Gross loss	-30844.42
Profit factor	1.01	Expected payoff	0.32
Absolute drawdown	3035.74	Maximal drawdown	5502.51 (44.14%)	Relative drawdown	44.14% (5502.51)
Total trades	1150	Short positions (won %)	528 (60.61%)	Long positions (won %)	622 (63.50%)
		Profit trades (% of total)	715 (62.17%)	Loss trades (% of total)	435 (37.83%)
Largest		profit trade	242.16	loss trade	-637.71
Average		profit trade	43.65	loss trade	-70.91
Maximum		consecutive wins (profit in money)	19 (510.25)	consecutive losses (loss in money)	10 (-605.35)
Maximal		consecutive profit (count of wins)	1483.04 (11)	consecutive loss (count of losses)	-1243.09 (2)
Average		consecutive wins	3	consecutive losses	2