| 通貨ペア | AUDJPY (Australian Dollar 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; LogicL2Lots=1; |
|
| Bars in test | 2443 | Ticks modelled | 10688811 | Modelling quality | 89.96% |
| Mismatched charts errors | 10 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 8360.42 | Gross profit | 9804.90 | Gross loss | -1444.47 |
| Profit factor | 6.79 | Expected payoff | 348.35 | | |
| Absolute drawdown | 670.60 | Maximal drawdown | 802.14 (15.63%) | Relative drawdown | 15.63% (802.14) |
|
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (62.50%) |
| Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) |
| Largest | profit trade | 1847.89 | loss trade | -371.69 |
| Average | profit trade | 653.66 | loss trade | -160.50 |
| Maximum | consecutive wins (profit in money) | 4 (4432.43) | consecutive losses (loss in money) | 3 (-437.28) |
| Maximal | consecutive profit (count of wins) | 4432.43 (4) | consecutive loss (count of losses) | -437.28 (3) |
| Average | consecutive wins | 3 | consecutive losses | 2 |