通貨ペア		GBPUSD (Great Britain Dollar vs. United States Dollar)
期間		15分足(M15) 2007.07.12 13:45 - 2008.10.17 23:00 (2006.10.01 - 2008.10.20)
モデル		Every tick (the most precise method based on all available least timeframes)
パラメーター		Magic=12000; EnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=1; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0;
Bars in test	31377	Ticks modelled	3197522	Modelling quality	24.92%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	-663.61	Gross profit	10966.37	Gross loss	-11629.98
Profit factor	0.94	Expected payoff	-2.85
Absolute drawdown	687.61	Maximal drawdown	2701.89 (22.49%)	Relative drawdown	22.49% (2701.89)
Total trades	233	Short positions (won %)	153 (47.06%)	Long positions (won %)	80 (41.25%)
		Profit trades (% of total)	105 (45.06%)	Loss trades (% of total)	128 (54.94%)
Largest		profit trade	235.02	loss trade	-202.65
Average		profit trade	104.44	loss trade	-90.86
Maximum		consecutive wins (profit in money)	9 (1238.10)	consecutive losses (loss in money)	14 (-761.51)
Maximal		consecutive profit (count of wins)	1238.10 (9)	consecutive loss (count of losses)	-1847.81 (12)
Average		consecutive wins	4	consecutive losses	5