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=30; StopLoss=50; maxSpread=3; MoneyManagement=false; minLots=1;
Bars in test	152455	Ticks modelled	4171204	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	33567.19	Gross profit	53653.96	Gross loss	-20086.77
Profit factor	2.67	Expected payoff	40.64
Absolute drawdown	1742.03	Maximal drawdown	3272.83 (8.51%)	Relative drawdown	17.62% (1766.13)
Total trades	826	Short positions (won %)	387 (81.40%)	Long positions (won %)	439 (78.13%)
		Profit trades (% of total)	658 (79.66%)	Loss trades (% of total)	168 (20.34%)
Largest		profit trade	272.08	loss trade	-501.71
Average		profit trade	81.54	loss trade	-119.56
Maximum		consecutive wins (profit in money)	36 (2243.49)	consecutive losses (loss in money)	7 (-2875.77)
Maximal		consecutive profit (count of wins)	2694.83 (23)	consecutive loss (count of losses)	-2875.77 (7)
Average		consecutive wins	6	consecutive losses	2