1.period:0101-1999 to 0101-2000
2.profit%:-6.97%
3.PF:0.67
4.payoff:-53.66
5.#of trades:13
6.w%:9.09%
7.Max DD:36.6%
8.BSOL:12
------------------------
1.period:0101-2000 to 0101-2001
2.p%:22.2%
3.PF:1.05
4.payoff:7.40
5.# of trades:30
6.w%:10.00%
7.Max DD:55.11%
8.BSOL: 21
-----------------------
1.period:0101-2001 to 0101-2002
2.p%:-22.64%
3.PF:0.35
4.payoff:-94.34
5.# of trades:24
6.w%:12.50%
7.Max DD:50.94%
8.BSOL:15
-----------------------
1.period:0101-2002 to 0101-2003
2.p%:41.27%
3.PF:2.18
4.payoff:165.09
5.# of trades:25
6.w%:12.00%
7.Max DD:31.48%
8BSOL:12
--------------------------
1.period:0101-2003 to 0101-2004
2.p%:34.24%
3.PF:1.81
4.payoff:122.31
5.# of trades:28
6.w%:10.71%
7.Max DD:47.36%
8.BSOL:12
---------------------
1.period:0101-2004 to 0101-2005
2.p%:-3.72%
3.PF:0.00
4.payoff:-186.45
5.# of trades:2
6.w%:0.00%
7.Max DD:4.00%
8.BSOL:2
-------------------------
1.0101-2005 to 0101-2006
2.p%:-46.00%
3.PF:0.07
4.payoff:-153.35
5.# of trades:30
6.w%:10.00%
7.Max DD:58.73%
8.BSOL:13
--------------------------
1.0101-2006 to 0101-2007
2.p%:-38.80%
3.PF:0.20
4.payoff:-125.16
5.# of trades:31
6.w%:9.68%
7.Max DD:56.02%
8.BSOL:14
--------------------------
1.0101-2007 to 0101-2008
2.p%:8.65%
3.PF:1.27
4.payoff:43.27
5.# of trades:20
6.w%:10.00%
7.Max DD:35.65%
8.BSOL:12
------------------------
1.0101-2008 to 0101-2009
2.p%:161.61%
3.PF:4.75
4.payoff:598.58
5.# of trades:27
6.w%:14.81%
7.Max DD:43.18%
8.BSOL:8
-----------------------
mkts:USD/JPY
used system:A3620-D
other conditions are the same as those in the last article.