| 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; LogicL2Lots=1; |
|
| Bars in test | 2454 | Ticks modelled | 22361923 | Modelling quality | 89.96% |
| Mismatched charts errors | 13 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 13300.00 | Gross profit | 18949.99 | Gross loss | -5649.99 |
| Profit factor | 3.35 | Expected payoff | 255.77 | | |
| Absolute drawdown | 509.87 | Maximal drawdown | 1736.91 (8.72%) | Relative drawdown | 23.13% (1350.99) |
|
| Total trades | 52 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 52 (55.77%) |
| Profit trades (% of total) | 29 (55.77%) | Loss trades (% of total) | 23 (44.23%) |
| Largest | profit trade | 1680.30 | loss trade | -771.73 |
| Average | profit trade | 653.45 | loss trade | -245.65 |
| Maximum | consecutive wins (profit in money) | 4 (3448.66) | consecutive losses (loss in money) | 3 (-1081.81) |
| Maximal | consecutive profit (count of wins) | 3448.66 (4) | consecutive loss (count of losses) | -1081.81 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |