| 通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
| 期間 | 日足(D1) 2000.06.15 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 | 2059 | Ticks modelled | 8360348 | Modelling quality | 44.06% |
| Mismatched charts errors | 60 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 3927.06 | Gross profit | 9837.63 | Gross loss | -5910.57 |
| Profit factor | 1.66 | Expected payoff | 35.06 | | |
| Absolute drawdown | 1201.96 | Maximal drawdown | 1252.16 (24.79%) | Relative drawdown | 24.79% (1252.16) |
|
| Total trades | 112 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 112 (45.54%) |
| Profit trades (% of total) | 51 (45.54%) | Loss trades (% of total) | 61 (54.46%) |
| Largest | profit trade | 617.23 | loss trade | -215.60 |
| Average | profit trade | 192.89 | loss trade | -96.89 |
| Maximum | consecutive wins (profit in money) | 5 (983.86) | consecutive losses (loss in money) | 6 (-808.22) |
| Maximal | consecutive profit (count of wins) | 983.86 (5) | consecutive loss (count of losses) | -808.22 (6) |
| Average | consecutive wins | 2 | consecutive losses | 2 |