通貨ペア		USDCAD (United States Dollar vs. Canadian Dollar)
期間		5分足(M5) 2007.03.01 00:00 - 2009.03.27 23:55 (2007.03.01 - 2009.03.29)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		TakeProfit=40; StopLoss=70; maxSpread=5; MoneyManagement=false; minLots=1; maxLots=1;
Bars in test	147082	Ticks modelled	3441853	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	26552.54	Gross profit	49591.80	Gross loss	-23039.26
Profit factor	2.15	Expected payoff	43.32
Absolute drawdown	161.56	Maximal drawdown	3478.32 (10.66%)	Relative drawdown	15.26% (2411.94)
Total trades	613	Short positions (won %)	323 (75.23%)	Long positions (won %)	290 (73.79%)
		Profit trades (% of total)	457 (74.55%)	Loss trades (% of total)	156 (25.45%)
Largest		profit trade	429.46	loss trade	-766.20
Average		profit trade	108.52	loss trade	-147.69
Maximum		consecutive wins (profit in money)	23 (1770.19)	consecutive losses (loss in money)	5 (-1210.00)
Maximal		consecutive profit (count of wins)	2344.75 (18)	consecutive loss (count of losses)	-2275.78 (3)
Average		consecutive wins	4	consecutive losses	2