| 通貨ペア | AUDJPY (Australian Dollar vs. Japanese Yen) |
| 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; LogicL1Lots=1; |
|
| Bars in test | 2443 | Ticks modelled | 10707470 | Modelling quality | n/a |
| Mismatched charts errors | 149 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 7139.60 | Gross profit | 10008.21 | Gross loss | -2868.61 |
| Profit factor | 3.49 | Expected payoff | 142.79 | | |
| Absolute drawdown | 829.84 | Maximal drawdown | 1242.82 (10.03%) | Relative drawdown | 19.42% (1005.11) |
|
| Total trades | 50 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 50 (62.00%) |
| Profit trades (% of total) | 31 (62.00%) | Loss trades (% of total) | 19 (38.00%) |
| Largest | profit trade | 1295.05 | loss trade | -334.15 |
| Average | profit trade | 322.85 | loss trade | -150.98 |
| Maximum | consecutive wins (profit in money) | 9 (2909.48) | consecutive losses (loss in money) | 4 (-665.35) |
| Maximal | consecutive profit (count of wins) | 2909.48 (9) | consecutive loss (count of losses) | -665.35 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |