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=80; StopLoss=80; 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	36414.72	Gross profit	58651.31	Gross loss	-22236.59
Profit factor	2.64	Expected payoff	37.77
Absolute drawdown	597.55	Maximal drawdown	2610.33 (6.77%)	Relative drawdown	17.55% (2422.36)
Total trades	964	Short positions (won %)	457 (81.62%)	Long positions (won %)	507 (76.92%)
		Profit trades (% of total)	763 (79.15%)	Loss trades (% of total)	201 (20.85%)
Largest		profit trade	716.78	loss trade	-789.19
Average		profit trade	76.87	loss trade	-110.63
Maximum		consecutive wins (profit in money)	29 (3480.35)	consecutive losses (loss in money)	6 (-720.13)
Maximal		consecutive profit (count of wins)	4006.68 (17)	consecutive loss (count of losses)	-1462.26 (2)
Average		consecutive wins	6	consecutive losses	2