| Symbol | GBPJPY (Great Britan vs Japanese Yen) |
| Period | 1 Hour (H1) 2006.01.02 01:00 - 2007.10.30 23:00 (2006.01.01 - 2007.10.31) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Lots=1; |
|
| Bars in test | 12251 | Ticks modelled | 5365991 | Modelling quality | 90.00% |
| Mismatched charts errors | 147578 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 31932.11 | Gross profit | 54125.11 | Gross loss | -22193.01 |
| Profit factor | 2.44 | Expected payoff | 253.43 | | |
| Absolute drawdown | 1529.12 | Maximal drawdown | 3468.65 (9.30%) | Relative drawdown | 23.34% (2579.45) |
|
| Total trades | 126 | Short positions (won %) | 48 (81.25%) | Long positions (won %) | 78 (84.62%) |
| Profit trades (% of total) | 105 (83.33%) | Loss trades (% of total) | 21 (16.67%) |
| Largest | profit trade | 2374.75 | loss trade | -1943.17 |
| Average | profit trade | 515.48 | loss trade | -1056.81 |
| Maximum | consecutive wins (profit in money) | 13 (6083.68) | consecutive losses (loss in money) | 2 (-2064.23) |
| Maximal | consecutive profit (count of wins) | 6083.68 (13) | consecutive loss (count of losses) | -2064.23 (2) |
| Average | consecutive wins | 5 | consecutive losses | 1 |