通貨ペア		GBPJPY (Great Britain Pound vs Japanese Yen)
期間		5分足(M5) 2007.01.02 00:00 - 2010.04.02 22:55 (2007.01.01 - 2010.04.04)
モデル		Every tick (the most precise method based on all available least timeframes)
Bars in test	240581	Ticks modelled	35022129	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	19452.84	Gross profit	83176.32	Gross loss	-63723.48
Profit factor	1.31	Expected payoff	23.64
Absolute drawdown	602.68	Maximal drawdown	2869.76 (12.82%)	Relative drawdown	12.82% (2869.76)
Total trades	823	Short positions (won %)	373 (53.89%)	Long positions (won %)	450 (46.89%)
		Profit trades (% of total)	412 (50.06%)	Loss trades (% of total)	411 (49.94%)
Largest		profit trade	2084.19	loss trade	-837.35
Average		profit trade	201.88	loss trade	-155.04
Maximum		consecutive wins (profit in money)	10 (1996.37)	consecutive losses (loss in money)	9 (-1282.02)
Maximal		consecutive profit (count of wins)	2946.91 (5)	consecutive loss (count of losses)	-1849.79 (4)
Average		consecutive wins	2	consecutive losses	2