| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | 1 Hour (H1) 2005.01.19 05:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | maxLots=1; spread=4; lotSize=1; |
|
| Bars in test | 8283 | Ticks modelled | 1195578 | Modelling quality | 88.91% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -4368.86 | Gross profit | 29755.28 | Gross loss | -34124.14 |
| Profit factor | 0.87 | Expected payoff | -14.14 | | |
| Absolute drawdown | 7468.12 | Maximal drawdown (%) | 7668.93 (75.2%) | | |
|
| Total trades | 309 | Short positions (won %) | 129 (33.33%) | Long positions (won %) | 180 (43.33%) |
| Profit trades (% of total) | 121 (39.16%) | Loss trades (% of total) | 188 (60.84%) |
| Largest | profit trade | 1196.63 | loss trade | -696.13 |
| Average | profit trade | 245.91 | loss trade | -181.51 |
| Maximum | consecutive wins (profit in money) | 4 (1439.96) | consecutive losses (loss in money) | 8 (-1396.79) |
| Maximal | consecutive profit (count of wins) | 1882.67 (2) | consecutive loss (count of losses) | -1506.22 (7) |
| Average | consecutive wins | 2 | consecutive losses | 2 |