通貨ペア		GBPUSD (Great Britain Dollar vs. United States Dollar)
期間		日足(D1) 2000.01.03 00:00 - 2007.12.31 00:00 (2000.01.01 - 2008.01.01)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		CompoundInterest=0; LogicL3Lots=1;
Bars in test	2500	Ticks modelled	16242950	Modelling quality	90.00%
Mismatched charts errors	24
Initial deposit	5000.00
Total net profit	4513.92	Gross profit	16207.45	Gross loss	-11693.54
Profit factor	1.39	Expected payoff	37.62
Absolute drawdown	1642.10	Maximal drawdown	2313.26 (25.86%)	Relative drawdown	37.61% (2023.95)
Total trades	120	Short positions (won %)	0 (0.00%)	Long positions (won %)	120 (30.00%)
		Profit trades (% of total)	36 (30.00%)	Loss trades (% of total)	84 (70.00%)
Largest		profit trade	1578.90	loss trade	-572.37
Average		profit trade	450.21	loss trade	-139.21
Maximum		consecutive wins (profit in money)	4 (3279.14)	consecutive losses (loss in money)	12 (-1409.95)
Maximal		consecutive profit (count of wins)	3279.14 (4)	consecutive loss (count of losses)	-1409.95 (12)
Average		consecutive wins	1	consecutive losses	3