| 通貨ペア | GBPUSD (Great Britain Dollar vs. United States Dollar) |
| 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 | 2500 | Ticks modelled | 18334025 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 8902.95 | Gross profit | 15227.00 | Gross loss | -6324.06 |
| Profit factor | 2.41 | Expected payoff | 93.72 | | |
| Absolute drawdown | 1013.21 | Maximal drawdown | 1503.67 (16.28%) | Relative drawdown | 23.62% (1232.77) |
|
| Total trades | 95 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 95 (57.89%) |
| Profit trades (% of total) | 55 (57.89%) | Loss trades (% of total) | 40 (42.11%) |
| Largest | profit trade | 1439.37 | loss trade | -387.66 |
| Average | profit trade | 276.85 | loss trade | -158.10 |
| Maximum | consecutive wins (profit in money) | 6 (1464.82) | consecutive losses (loss in money) | 5 (-916.13) |
| Maximal | consecutive profit (count of wins) | 1594.51 (3) | consecutive loss (count of losses) | -916.13 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |