| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
| Period | Daily (D1) 2006.09.10 00:00 - 2008.03.09 00:00 (2006.09.10 - 2008.03.10) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Bars in test | 1410 | Ticks modelled | 5330191 | Modelling quality | 90.00% |
| Mismatched charts errors | 6 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 119534.25 | Gross profit | 340210.55 | Gross loss | -220676.30 |
| Profit factor | 1.54 | Expected payoff | 377.08 | | |
| Absolute drawdown | 621.84 | Maximal drawdown | 23850.72 (17.42%) | Relative drawdown | 37.77% (18567.67) |
|
| Total trades | 317 | Short positions (won %) | 167 (55.69%) | Long positions (won %) | 150 (64.67%) |
| Profit trades (% of total) | 190 (59.94%) | Loss trades (% of total) | 127 (40.06%) |
| Largest | profit trade | 6766.94 | loss trade | -3602.43 |
| Average | profit trade | 1790.58 | loss trade | -1737.61 |
| Maximum | consecutive wins (profit in money) | 12 (36487.90) | consecutive losses (loss in money) | 5 (-9126.60) |
| Maximal | consecutive profit (count of wins) | 36487.90 (12) | consecutive loss (count of losses) | -9126.60 (5) |
| Average | consecutive wins | 3 | consecutive losses | 2 |