| Symbol | GBPJPY (Great Britain Pound vs Japanese Yen) |
| Period | 1 Hour (H1) 2009.09.16 08:00 - 2010.01.11 23:00 (2009.01.01 - 2010.01.12) |
|
| Bars in test | 2039 | Ticks modelled | 520369 | Modelling quality | 47.57% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 200.00 | | | | |
| Total net profit | 379.76 | Gross profit | 1456.90 | Gross loss | -1077.14 |
| Profit factor | 1.35 | Expected payoff | 4.22 | | |
| Absolute drawdown | 35.87 | Maximal drawdown | 190.24 (47.71%) | Relative drawdown | 47.71% (190.24) |
|
| Total trades | 90 | Short positions (won %) | 46 (56.52%) | Long positions (won %) | 44 (63.64%) |
| Profit trades (% of total) | 54 (60.00%) | Loss trades (% of total) | 36 (40.00%) |
| Largest | profit trade | 363.07 | loss trade | -300.61 |
| Average | profit trade | 26.98 | loss trade | -29.92 |
| Maximum | consecutive wins (profit in money) | 5 (35.26) | consecutive losses (loss in money) | 4 (-397.87) |
| Maximal | consecutive profit (count of wins) | 479.14 (4) | consecutive loss (count of losses) | -397.87 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |