| 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; LogicL2Lots=1; |
|
| Bars in test | 2369 | Ticks modelled | 19031945 | Modelling quality | 89.96% |
| Mismatched charts errors | 52 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 9854.61 | Gross profit | 14965.11 | Gross loss | -5110.50 |
| Profit factor | 2.93 | Expected payoff | 120.18 | | |
| Absolute drawdown | 501.73 | Maximal drawdown | 1307.84 (22.53%) | Relative drawdown | 22.53% (1307.84) |
|
| Total trades | 82 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 82 (51.22%) |
| Profit trades (% of total) | 42 (51.22%) | Loss trades (% of total) | 40 (48.78%) |
| Largest | profit trade | 1047.62 | loss trade | -280.14 |
| Average | profit trade | 356.31 | loss trade | -127.76 |
| Maximum | consecutive wins (profit in money) | 8 (2999.59) | consecutive losses (loss in money) | 4 (-523.82) |
| Maximal | consecutive profit (count of wins) | 2999.59 (8) | consecutive loss (count of losses) | -573.54 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |