| Symbol | AUDUSD (Australian Dollar vs US Dollar ) |
| Period | 15 Minutes (M15) 2004.12.30 00:00 - 2006.12.31 00:00 (2004.12.30 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | |
|
| Bars in test | 200132 | Ticks modelled | 2943192 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 30265.00 | Gross profit | 40984.00 | Gross loss | -10719.00 |
| Profit factor | 3.82 | Expected payoff | 210.17 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 2526.00 (18.59%) | Relative drawdown | 18.59% (2526.00) |
|
| Total trades | 144 | Short positions (won %) | 76 (88.16%) | Long positions (won %) | 68 (83.82%) |
| Profit trades (% of total) | 124 (86.11%) | Loss trades (% of total) | 20 (13.89%) |
| Largest | profit trade | 2112.00 | loss trade | -1629.00 |
| Average | profit trade | 330.52 | loss trade | -535.95 |
| Maximum | consecutive wins (profit in money) | 21 (6061.00) | consecutive losses (loss in money) | 1 (-1629.00) |
| Maximal | consecutive profit (count of wins) | 6061.00 (21) | consecutive loss (count of losses) | -1629.00 (1) |
| Average | consecutive wins | 6 | consecutive losses | 1 |