通貨ペア		EURGBP (Euro vs Great Britain Pound )
期間		15分足(M15) 2004.07.01 00:00 - 2008.09.30 23:45 (2004.07.01 - 2008.10.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター
Bars in test	104793	Ticks modelled	4357234	Modelling quality	90.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-8653.15	Gross profit	23736.77	Gross loss	-32389.92
Profit factor	0.73	Expected payoff	-9.90
Absolute drawdown	8836.37	Maximal drawdown	13770.74 (92.21%)	Relative drawdown	92.21% (13770.74)
Total trades	874	Short positions (won %)	467 (59.10%)	Long positions (won %)	407 (49.14%)
		Profit trades (% of total)	476 (54.46%)	Loss trades (% of total)	398 (45.54%)
Largest		profit trade	156.52	loss trade	-609.71
Average		profit trade	49.87	loss trade	-81.38
Maximum		consecutive wins (profit in money)	24 (1493.85)	consecutive losses (loss in money)	12 (-1302.21)
Maximal		consecutive profit (count of wins)	1493.85 (24)	consecutive loss (count of losses)	-1998.19 (6)
Average		consecutive wins	3	consecutive losses	3