通貨ペア		EURGBPFXF (Euro vs Great Britan Pound)
期間		5分足(M5) 2009.05.01 00:00 - 2009.07.08 23:55 (2009.05.01 - 2009.07.09)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	15080	Ticks modelled	698437	Modelling quality	90.00%
Mismatched charts errors	2
Initial deposit	10000.00
Total net profit	107.20	Gross profit	143.80	Gross loss	-36.60
Profit factor	3.93	Expected payoff	1.47
Absolute drawdown	14.00	Maximal drawdown	38.70 (0.38%)	Relative drawdown	0.38% (38.70)
Total trades	73	Short positions (won %)	40 (87.50%)	Long positions (won %)	33 (78.79%)
		Profit trades (% of total)	61 (83.56%)	Loss trades (% of total)	12 (16.44%)
Largest		profit trade	4.00	loss trade	-7.70
Average		profit trade	2.36	loss trade	-3.05
Maximum		consecutive wins (profit in money)	17 (49.00)	consecutive losses (loss in money)	2 (-6.40)
Maximal		consecutive profit (count of wins)	49.00 (17)	consecutive loss (count of losses)	-7.70 (1)
Average		consecutive wins	6	consecutive losses	1