| 通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
| 期間 | 5分足(M5) 2009.06.01 00:00 - 2009.07.06 19:40 (2009.06.01 - 2009.07.07) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
|
| Bars in test | 8371 | Ticks modelled | 1516627 | Modelling quality | n/a |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 103.94 | Gross profit | 155.56 | Gross loss | -51.62 |
| Profit factor | 3.01 | Expected payoff | 2.42 | | |
| Absolute drawdown | 15.32 | Maximal drawdown | 73.63 (0.73%) | Relative drawdown | 0.73% (73.63) |
|
| Total trades | 43 | Short positions (won %) | 22 (90.91%) | Long positions (won %) | 21 (85.71%) |
| Profit trades (% of total) | 38 (88.37%) | Loss trades (% of total) | 5 (11.63%) |
| Largest | profit trade | 6.52 | loss trade | -19.06 |
| Average | profit trade | 4.09 | loss trade | -10.32 |
| Maximum | consecutive wins (profit in money) | 14 (65.32) | consecutive losses (loss in money) | 2 (-25.24) |
| Maximal | consecutive profit (count of wins) | 65.32 (14) | consecutive loss (count of losses) | -25.24 (2) |
| Average | consecutive wins | 8 | consecutive losses | 1 |