| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 日足(D1) 2000.01.01 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 | 2508 | Ticks modelled | 14436728 | Modelling quality | 90.00% |
| Mismatched charts errors | 35 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 3844.13 | Gross profit | 8467.53 | Gross loss | -4623.40 |
| Profit factor | 1.83 | Expected payoff | 75.38 | | |
| Absolute drawdown | 979.15 | Maximal drawdown | 1234.74 (15.43%) | Relative drawdown | 23.16% (1212.19) |
|
| Total trades | 51 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 51 (45.10%) |
| Profit trades (% of total) | 23 (45.10%) | Loss trades (% of total) | 28 (54.90%) |
| Largest | profit trade | 1115.03 | loss trade | -601.24 |
| Average | profit trade | 368.15 | loss trade | -165.12 |
| Maximum | consecutive wins (profit in money) | 4 (1827.04) | consecutive losses (loss in money) | 5 (-813.82) |
| Maximal | consecutive profit (count of wins) | 1827.04 (4) | consecutive loss (count of losses) | -813.82 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |