| 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; LogicL3Lots=1; |
|
| Bars in test | 2443 | Ticks modelled | 10688811 | Modelling quality | 89.96% |
| Mismatched charts errors | 10 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 5866.99 | Gross profit | 9181.23 | Gross loss | -3314.24 |
| Profit factor | 2.77 | Expected payoff | 110.70 | | |
| Absolute drawdown | 1013.54 | Maximal drawdown | 1326.18 (24.96%) | Relative drawdown | 24.96% (1326.18) |
|
| Total trades | 53 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 53 (47.17%) |
| Profit trades (% of total) | 25 (47.17%) | Loss trades (% of total) | 28 (52.83%) |
| Largest | profit trade | 1173.41 | loss trade | -504.34 |
| Average | profit trade | 367.25 | loss trade | -118.37 |
| Maximum | consecutive wins (profit in money) | 4 (1465.54) | consecutive losses (loss in money) | 5 (-548.34) |
| Maximal | consecutive profit (count of wins) | 1502.93 (3) | consecutive loss (count of losses) | -548.34 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |