Strategy Tester Report
Onex_v_1.7_c
SIG-Lite.com (Build 211)

SymbolGBPJPY (Great Britan vs Japanese Yen)
Period1 Hour (H1) 2006.01.02 01:00 - 2007.10.30 23:00 (2006.01.01 - 2007.10.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=1;
Bars in test12251Ticks modelled5365991Modelling quality90.00%
Mismatched charts errors147578
Initial deposit10000.00
Total net profit31932.11Gross profit54125.11Gross loss-22193.01
Profit factor2.44Expected payoff253.43
Absolute drawdown1529.12Maximal drawdown3468.65 (9.30%)Relative drawdown23.34% (2579.45)
Total trades126Short 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%)
Largestprofit trade2374.75loss trade-1943.17
Averageprofit trade515.48loss trade-1056.81
Maximumconsecutive wins (profit in money)13 (6083.68)consecutive losses (loss in money)2 (-2064.23)
Maximalconsecutive profit (count of wins)6083.68 (13)consecutive loss (count of losses)-2064.23 (2)
Averageconsecutive wins5consecutive losses1
Graph