| 通貨ペア | EURJPY (Euro 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 | 2369 | Ticks modelled | 21288916 | Modelling quality | 24.99% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 10590.93 | Gross profit | 15418.13 | Gross loss | -4827.20 |
| Profit factor | 3.19 | Expected payoff | 119.00 | | |
| Absolute drawdown | 46.80 | Maximal drawdown | 1062.40 (10.41%) | Relative drawdown | 12.34% (718.25) |
|
| Total trades | 89 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 89 (61.80%) |
| Profit trades (% of total) | 55 (61.80%) | Loss trades (% of total) | 34 (38.20%) |
| Largest | profit trade | 1073.96 | loss trade | -452.93 |
| Average | profit trade | 280.33 | loss trade | -141.98 |
| Maximum | consecutive wins (profit in money) | 6 (1299.03) | consecutive losses (loss in money) | 4 (-402.12) |
| Maximal | consecutive profit (count of wins) | 1371.19 (4) | consecutive loss (count of losses) | -452.93 (1) |
| Average | consecutive wins | 2 | consecutive losses | 1 |