| Symbol | AUDJPY (Australian Dollar vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.10.02 22:00 - 2007.09.30 23:45 (2005.10.01 - 2007.10.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | risk_factor=0; user_lots=1; Pending_Distance=62; TakeProfit=232; StopLoss=73; |
|
| Bars in test | 46217 | Ticks modelled | 3812172 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 54682.56 | Gross profit | 133304.37 | Gross loss | -78621.81 |
| Profit factor | 1.70 | Expected payoff | 189.21 | | |
| Absolute drawdown | 3399.44 | Maximal drawdown | 10985.34 (25.66%) | Relative drawdown | 40.54% (4989.04) |
|
| Total trades | 289 | Short positions (won %) | 141 (42.55%) | Long positions (won %) | 148 (56.08%) |
| Profit trades (% of total) | 143 (49.48%) | Loss trades (% of total) | 146 (50.52%) |
| Largest | profit trade | 2369.59 | loss trade | -771.21 |
| Average | profit trade | 932.20 | loss trade | -538.51 |
| Maximum | consecutive wins (profit in money) | 7 (9457.75) | consecutive losses (loss in money) | 13 (-6904.27) |
| Maximal | consecutive profit (count of wins) | 9457.75 (7) | consecutive loss (count of losses) | -6904.27 (13) |
| Average | consecutive wins | 2 | consecutive losses | 2 |