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	111107	Ticks modelled	16534306	Modelling quality	89.92%
Mismatched charts errors	25
Initial deposit	10000.00
Total net profit	126576.87	Gross profit	174403.67	Gross loss	-47826.80
Profit factor	3.65	Expected payoff	30.94
Absolute drawdown	322.22	Maximal drawdown	2154.96 (1.62%)	Relative drawdown	11.98% (1572.70)
Total trades	4091	Short positions (won %)	2074 (97.30%)	Long positions (won %)	2017 (98.26%)
		Profit trades (% of total)	4000 (97.78%)	Loss trades (% of total)	91 (2.22%)
Largest		profit trade	66.50	loss trade	-589.62
Average		profit trade	43.60	loss trade	-525.57
Maximum		consecutive wins (profit in money)	626 (28671.99)	consecutive losses (loss in money)	3 (-1533.89)
Maximal		consecutive profit (count of wins)	28671.99 (626)	consecutive loss (count of losses)	-1533.89 (3)
Average		consecutive wins	51	consecutive losses	1