| Symbol | GBPJPY (Great Britain Pound 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=57; TakeProfit=459; StopLoss=111; |
|
| Bars in test | 46113 | Ticks modelled | 6157188 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 157168.80 | Gross profit | 422356.46 | Gross loss | -265187.66 |
| Profit factor | 1.59 | Expected payoff | 255.98 | | |
| Absolute drawdown | 2206.10 | Maximal drawdown | 21755.48 (39.26%) | Relative drawdown | 65.83% (18017.93) |
|
| Total trades | 614 | Short positions (won %) | 309 (36.25%) | Long positions (won %) | 305 (55.74%) |
| Profit trades (% of total) | 282 (45.93%) | Loss trades (% of total) | 332 (54.07%) |
| Largest | profit trade | 4609.84 | loss trade | -1405.32 |
| Average | profit trade | 1497.72 | loss trade | -798.76 |
| Maximum | consecutive wins (profit in money) | 7 (17644.30) | consecutive losses (loss in money) | 13 (-10904.44) |
| Maximal | consecutive profit (count of wins) | 19672.37 (5) | consecutive loss (count of losses) | -10904.44 (13) |
| Average | consecutive wins | 2 | consecutive losses | 3 |