Symbol		USDJPY (US Dollar vs Japanese Yen)
Period		5 Minutes (M5) 2012.02.24 23:00 - 2012.04.19 19:45 (2012.01.02 - 2012.05.06)
Model		Every tick (the most precise method based on all available least timeframes)
Bars in test	11287	Ticks modelled	2247422	Modelling quality	47.38%
Mismatched charts errors	9
Initial deposit	10000.00
Total net profit	104.39	Gross profit	441.95	Gross loss	-337.56
Profit factor	1.31	Expected payoff	3.73
Absolute drawdown	59.44	Maximal drawdown	157.33 (1.53%)	Relative drawdown	1.53% (157.33)
Total trades	28	Short positions (won %)	20 (50.00%)	Long positions (won %)	8 (37.50%)
		Profit trades (% of total)	13 (46.43%)	Loss trades (% of total)	15 (53.57%)
Largest		profit trade	91.13	loss trade	-42.64
Average		profit trade	34.00	loss trade	-22.50
Maximum		consecutive wins (profit in money)	4 (183.89)	consecutive losses (loss in money)	4 (-99.53)
Maximal		consecutive profit (count of wins)	183.89 (4)	consecutive loss (count of losses)	-99.53 (4)
Average		consecutive wins	2	consecutive losses	2