| 通貨ペア | GBPJPY (Great Britain Pound 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 | 2454 | Ticks modelled | 22361723 | Modelling quality | 89.96% |
| Mismatched charts errors | 69 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 13959.53 | Gross profit | 21335.65 | Gross loss | -7376.12 |
| Profit factor | 2.89 | Expected payoff | 176.70 | | |
| Absolute drawdown | 736.95 | Maximal drawdown | 1389.44 (9.29%) | Relative drawdown | 23.01% (1273.88) |
|
| Total trades | 79 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 79 (60.76%) |
| Profit trades (% of total) | 48 (60.76%) | Loss trades (% of total) | 31 (39.24%) |
| Largest | profit trade | 1458.25 | loss trade | -471.89 |
| Average | profit trade | 444.49 | loss trade | -237.94 |
| Maximum | consecutive wins (profit in money) | 9 (3970.65) | consecutive losses (loss in money) | 3 (-580.34) |
| Maximal | consecutive profit (count of wins) | 3970.65 (9) | consecutive loss (count of losses) | -792.56 (2) |
| Average | consecutive wins | 3 | consecutive losses | 2 |