| 通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
| 期間 | 日足(D1) 2000.06.15 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 | 2059 | Ticks modelled | 8360348 | Modelling quality | 44.06% |
| Mismatched charts errors | 60 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 4446.81 | Gross profit | 6436.11 | Gross loss | -1989.30 |
| Profit factor | 3.24 | Expected payoff | 120.18 | | |
| Absolute drawdown | 937.71 | Maximal drawdown | 978.71 (19.42%) | Relative drawdown | 19.42% (978.71) |
|
| Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (54.05%) |
| Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) |
| Largest | profit trade | 1108.46 | loss trade | -367.06 |
| Average | profit trade | 321.81 | loss trade | -117.02 |
| Maximum | consecutive wins (profit in money) | 5 (1753.44) | consecutive losses (loss in money) | 3 (-684.63) |
| Maximal | consecutive profit (count of wins) | 1753.44 (5) | consecutive loss (count of losses) | -684.63 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |