| 通貨ペア | EURJPY (Euro 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 | 2369 | Ticks modelled | 19031945 | Modelling quality | 89.96% |
| Mismatched charts errors | 52 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 9841.07 | Gross profit | 14033.47 | Gross loss | -4192.40 |
| Profit factor | 3.35 | Expected payoff | 142.62 | | |
| Absolute drawdown | 131.55 | Maximal drawdown | 1133.37 (11.84%) | Relative drawdown | 14.13% (907.83) |
|
| Total trades | 69 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 69 (55.07%) |
| Profit trades (% of total) | 38 (55.07%) | Loss trades (% of total) | 31 (44.93%) |
| Largest | profit trade | 1505.68 | loss trade | -349.23 |
| Average | profit trade | 369.30 | loss trade | -135.24 |
| Maximum | consecutive wins (profit in money) | 5 (1395.23) | consecutive losses (loss in money) | 4 (-331.95) |
| Maximal | consecutive profit (count of wins) | 1712.45 (2) | consecutive loss (count of losses) | -363.19 (2) |
| Average | consecutive wins | 2 | consecutive losses | 1 |