| 通貨ペア | GBPJPY (Great Britain Pound 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 | 2454 | Ticks modelled | 22361923 | Modelling quality | 89.96% |
| Mismatched charts errors | 13 | | | | |
|
| Initial deposit | 5000.00 | | | | |
| Total net profit | 12309.88 | Gross profit | 23053.31 | Gross loss | -10743.43 |
| Profit factor | 2.15 | Expected payoff | 107.98 | | |
| Absolute drawdown | 1400.56 | Maximal drawdown | 2298.47 (38.97%) | Relative drawdown | 38.97% (2298.47) |
|
| Total trades | 114 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 114 (44.74%) |
| Profit trades (% of total) | 51 (44.74%) | Loss trades (% of total) | 63 (55.26%) |
| Largest | profit trade | 1510.34 | loss trade | -486.16 |
| Average | profit trade | 452.03 | loss trade | -170.53 |
| Maximum | consecutive wins (profit in money) | 8 (3673.32) | consecutive losses (loss in money) | 6 (-1305.16) |
| Maximal | consecutive profit (count of wins) | 3673.32 (8) | consecutive loss (count of losses) | -1305.16 (6) |
| Average | consecutive wins | 2 | consecutive losses | 2 |