| Symbol | AUDJPY (Australian Dollar vs Japanese Yen) |
| Period | Daily (D1) 2006.04.17 00:00 - 2008.04.17 00:00 (2006.04.17 - 2008.04.18) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; risk_factor=0; user_lots=1; new_trades_allowed=true;
Pending_Distance=62; TakeProfit=234; StopLoss=101; skip_risky_trades=true;
Group2="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=false;
_move_to_mid_SL=false;
|
|
| Bars in test | 1571 | Ticks modelled | 4334501 | Modelling quality | 90.00% |
| Mismatched charts errors | 26 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 73304.46 | Gross profit | 189875.64 | Gross loss | -116571.18 |
| Profit factor | 1.63 | Expected payoff | 213.09 | | |
| Absolute drawdown | 7389.96 | Maximal drawdown | 11686.27 (13.53%) | Relative drawdown | 76.42% (8461.13) |
|
| Total trades | 344 | Short positions (won %) | 170 (57.65%) | Long positions (won %) | 174 (72.99%) |
| Profit trades (% of total) | 225 (65.41%) | Loss trades (% of total) | 119 (34.59%) |
| Largest | profit trade | 2575.29 | loss trade | -1833.06 |
| Average | profit trade | 843.89 | loss trade | -979.59 |
| Maximum | consecutive wins (profit in money) | 9 (8615.45) | consecutive losses (loss in money) | 7 (-6884.27) |
| Maximal | consecutive profit (count of wins) | 12316.91 (8) | consecutive loss (count of losses) | -6884.27 (7) |
| Average | consecutive wins | 3 | consecutive losses | 2 |