| Symbol | AUDUSD (Australian Dollar vs US Dollar) |
| Period | 1 Hour (H1) 2009.08.10 16:00 - 2010.01.21 23:00 (2009.01.01 - 2010.01.22) |
|
| Bars in test | 2866 | Ticks modelled | 341406 | Modelling quality | 34.27% |
| Mismatched charts errors | 1 | | | | |
|
| Initial deposit | 200.00 | | | | |
| Total net profit | 131.88 | Gross profit | 507.50 | Gross loss | -375.62 |
| Profit factor | 1.35 | Expected payoff | 1.22 | | |
| Absolute drawdown | 7.80 | Maximal drawdown | 44.34 (15.38%) | Relative drawdown | 15.38% (44.34) |
|
| Total trades | 108 | Short positions (won %) | 52 (55.77%) | Long positions (won %) | 56 (64.29%) |
| Profit trades (% of total) | 65 (60.19%) | Loss trades (% of total) | 43 (39.81%) |
| Largest | profit trade | 100.03 | loss trade | -81.31 |
| Average | profit trade | 7.81 | loss trade | -8.74 |
| Maximum | consecutive wins (profit in money) | 5 (35.80) | consecutive losses (loss in money) | 3 (-106.59) |
| Maximal | consecutive profit (count of wins) | 131.55 (4) | consecutive loss (count of losses) | -106.59 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |