| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
| Period | 1 Hour (H1) 2007.11.01 00:00 - 2008.10.31 20:00 (2007.11.01 - 2008.11.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
|
| Bars in test | 7153 | Ticks modelled | 7255507 | Modelling quality | 90.00% |
| Mismatched charts errors | 1 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 524740.06 | Gross profit | 739338.73 | Gross loss | -214598.67 |
| Profit factor | 3.45 | Expected payoff | 3945.41 | | |
| Absolute drawdown | 752.19 | Maximal drawdown | 104944.81 (18.89%) | Relative drawdown | 28.66% (74420.26) |
|
| Total trades | 133 | Short positions (won %) | 72 (56.94%) | Long positions (won %) | 61 (40.98%) |
| Profit trades (% of total) | 66 (49.62%) | Loss trades (% of total) | 67 (50.38%) |
| Largest | profit trade | 67206.99 | loss trade | -35731.66 |
| Average | profit trade | 11202.10 | loss trade | -3202.97 |
| Maximum | consecutive wins (profit in money) | 11 (234417.27) | consecutive losses (loss in money) | 5 (-3141.61) |
| Maximal | consecutive profit (count of wins) | 234417.27 (11) | consecutive loss (count of losses) | -39187.87 (2) |
| Average | consecutive wins | 2 | consecutive losses | 2 |