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| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2012.01.01 22:01 - 2014.10.30 23:59 (2012.01.01 - 2015.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Bars in test | 17659 | Ticks modelled | 25708250 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | Current (30) | ||
| Total net profit | 3457.31 | Gross profit | 5901.96 | Gross loss | -2444.65 |
| Profit factor | 2.41 | Expected payoff | 15.16 | ||
| Absolute drawdown | 67.94 | Maximal drawdown | 409.51 (12.92%) | Relative drawdown | 12.92% (409.51) |
| Total trades | 228 | Short positions (won %) | 30 (53.33%) | Long positions (won %) | 198 (65.15%) |
| Profit trades (% of total) | 145 (63.60%) | Loss trades (% of total) | 83 (36.40%) | ||
| Largest | profit trade | 104.60 | loss trade | -210.37 | |
| Average | profit trade | 40.70 | loss trade | -29.45 | |
| Maximum | consecutive wins (profit in money) | 9 (369.18) | consecutive losses (loss in money) | 5 (-224.43) | |
| Maximal | consecutive profit (count of wins) | 370.63 (8) | consecutive loss (count of losses) | -224.43 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

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