| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2004.12.31 00:00 - 2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | |
|
| Bars in test | 187032 | Ticks modelled | 5636037 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 60982.78 | Gross profit | 127402.46 | Gross loss | -66419.69 |
| Profit factor | 1.92 | Expected payoff | 171.78 | | |
| Absolute drawdown | 3.50 | Maximal drawdown | 9095.66 (17.51%) | Relative drawdown | 17.51% (9095.66) |
|
| Total trades | 355 | Short positions (won %) | 159 (25.16%) | Long positions (won %) | 196 (84.18%) |
| Profit trades (% of total) | 205 (57.75%) | Loss trades (% of total) | 150 (42.25%) |
| Largest | profit trade | 3834.96 | loss trade | -3046.39 |
| Average | profit trade | 621.48 | loss trade | -442.80 |
| Maximum | consecutive wins (profit in money) | 9 (2903.57) | consecutive losses (loss in money) | 7 (-3143.36) |
| Maximal | consecutive profit (count of wins) | 5791.85 (6) | consecutive loss (count of losses) | -5556.11 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |