| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 日足(D1) 2000.01.01 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 | 2508 | Ticks modelled | 16886287 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 5138.54 | Gross profit | 15401.92 | Gross loss | -10263.38 |
| Profit factor | 1.50 | Expected payoff | 37.78 | | |
| Absolute drawdown | 1504.09 | Maximal drawdown | 1584.71 (31.19%) | Relative drawdown | 31.19% (1584.71) |
|
| Total trades | 136 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 136 (44.85%) |
| Profit trades (% of total) | 61 (44.85%) | Loss trades (% of total) | 75 (55.15%) |
| Largest | profit trade | 1078.38 | loss trade | -285.91 |
| Average | profit trade | 252.49 | loss trade | -136.85 |
| Maximum | consecutive wins (profit in money) | 6 (950.49) | consecutive losses (loss in money) | 7 (-909.31) |
| Maximal | consecutive profit (count of wins) | 1399.29 (4) | consecutive loss (count of losses) | -909.31 (7) |
| Average | consecutive wins | 2 | consecutive losses | 2 |