| 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 | -4963.84 | Gross profit | 20784.96 | Gross loss | -25748.80 |
| Profit factor | 0.81 | Expected payoff | -21.30 | | |
| Absolute drawdown | 5012.13 | Maximal drawdown (%) | 6925.79 (58.1%) | | |
|
| Total trades | 233 | Short positions (won %) | 143 (63.64%) | Long positions (won %) | 90 (66.67%) |
| Profit trades (% of total) | 151 (64.81%) | Loss trades (% of total) | 82 (35.19%) |
| Largest | profit trade | 658.00 | loss trade | -1301.05 |
| Average | profit trade | 137.65 | loss trade | -314.01 |
| Maximum | consecutive wins (profit in money) | 13 (1868.27) | consecutive losses (loss in money) | 5 (-1812.41) |
| Maximal | consecutive profit (count of wins) | 1868.27 (13) | consecutive loss (count of losses) | -2048.50 (2) |
| Average | consecutive wins | 3 | consecutive losses | 2 |