| 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; LogicL2Lots=1; |
|
| Bars in test | 2508 | Ticks modelled | 14436728 | Modelling quality | 90.00% |
| Mismatched charts errors | 35 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 3668.82 | Gross profit | 7657.44 | Gross loss | -3988.62 |
| Profit factor | 1.92 | Expected payoff | 91.72 | | |
| Absolute drawdown | 900.74 | Maximal drawdown | 1306.12 (17.64%) | Relative drawdown | 21.44% (1119.03) |
|
| Total trades | 40 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 40 (42.50%) |
| Profit trades (% of total) | 17 (42.50%) | Loss trades (% of total) | 23 (57.50%) |
| Largest | profit trade | 1136.00 | loss trade | -376.68 |
| Average | profit trade | 450.44 | loss trade | -173.42 |
| Maximum | consecutive wins (profit in money) | 3 (854.60) | consecutive losses (loss in money) | 4 (-879.21) |
| Maximal | consecutive profit (count of wins) | 1360.22 (2) | consecutive loss (count of losses) | -879.21 (4) |
| Average | consecutive wins | 1 | consecutive losses | 2 |