通貨ペア		EURCHF (Euro vs Swiss Franc)
期間		5分足(M5) 2004.07.01 00:00 - 2008.10.14 23:55 (2004.07.01 - 2008.10.15)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Magic=5030; Lots=0.1; TP=450; SL=250; slippage=30; Closeofmarketorder=false; CloseParameter=7; OpenParameter=11; _000="Money_management"; Money_management=false; AccountType=1; risk=1.5; _001="Timefilter"; TradeTimeFilter=true; OpenStartTime=22; TradePeriod=4; MondayMoningFilter=true; MondayMoning=5; FridayNightFilter=true; FridayNight=15; LongTimeOpenPositionCloser=false; LongTimeOpenPositionHour=3; LongTimeOpenPositionMinute=0; DayofweekFilter=false; Trade_Mon=1; Trade_Tue=0; Trade_Wed=0; Trade_Thu=0; Trade_Fri=0; SpreadFilter=false; MaxSpread=3;
Bars in test	304615	Ticks modelled	7506723	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	1000.00
Total net profit	1353.92	Gross profit	2012.21	Gross loss	-658.29
Profit factor	3.06	Expected payoff	1.07
Absolute drawdown	7.45	Maximal drawdown	59.83 (2.69%)	Relative drawdown	3.86% (53.96)
Total trades	1271	Short positions (won %)	560 (86.25%)	Long positions (won %)	711 (97.19%)
		Profit trades (% of total)	1174 (92.37%)	Loss trades (% of total)	97 (7.63%)
Largest		profit trade	10.65	loss trade	-17.16
Average		profit trade	1.71	loss trade	-6.79
Maximum		consecutive wins (profit in money)	78 (212.94)	consecutive losses (loss in money)	3 (-0.97)
Maximal		consecutive profit (count of wins)	212.94 (78)	consecutive loss (count of losses)	-31.38 (2)
Average		consecutive wins	13	consecutive losses	1