| 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; LogicL2Lots=1; |
|
| Bars in test | 2500 | Ticks modelled | 16242950 | Modelling quality | 90.00% |
| Mismatched charts errors | 24 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 2915.51 | Gross profit | 5895.43 | Gross loss | -2979.91 |
| Profit factor | 1.98 | Expected payoff | 97.18 | | |
| Absolute drawdown | 478.89 | Maximal drawdown | 997.53 (14.71%) | Relative drawdown | 14.90% (794.46) |
|
| Total trades | 30 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 30 (56.67%) |
| Profit trades (% of total) | 17 (56.67%) | Loss trades (% of total) | 13 (43.33%) |
| Largest | profit trade | 1095.34 | loss trade | -699.68 |
| Average | profit trade | 346.79 | loss trade | -229.22 |
| Maximum | consecutive wins (profit in money) | 3 (1872.81) | consecutive losses (loss in money) | 2 (-527.13) |
| Maximal | consecutive profit (count of wins) | 1872.81 (3) | consecutive loss (count of losses) | -699.68 (1) |
| Average | consecutive wins | 2 | consecutive losses | 1 |