通貨ペア		USDJPY (US Dollar vs Japanese Yen)
期間		30分足(M30) 1999.01.06 11:00 - 2007.12.30 23:30 (1999.01.01 - 2007.12.31)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		MoneyManagement=false; minLots=1; maxLots=100; Risk_percent=10;
Bars in test	111108	Ticks modelled	16534476	Modelling quality	89.92%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	186205.68	Gross profit	269161.90	Gross loss	-82956.22
Profit factor	3.24	Expected payoff	29.38
Absolute drawdown	229.72	Maximal drawdown	4360.22 (2.22%)	Relative drawdown	14.41% (2504.37)
Total trades	6337	Short positions (won %)	3194 (96.84%)	Long positions (won %)	3143 (98.19%)
		Profit trades (% of total)	6179 (97.51%)	Loss trades (% of total)	158 (2.49%)
Largest		profit trade	68.28	loss trade	-600.75
Average		profit trade	43.56	loss trade	-525.04
Maximum		consecutive wins (profit in money)	628 (28542.49)	consecutive losses (loss in money)	4 (-2044.50)
Maximal		consecutive profit (count of wins)	28542.49 (628)	consecutive loss (count of losses)	-2044.50 (4)
Average		consecutive wins	48	consecutive losses	1