| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=8; BarsBack2=1152; |
|
| Bars in test | 7287 | Ticks modelled | 1379308 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 2055.11 | Gross profit | 2742.41 | Gross loss | -687.30 |
| Profit factor | 3.99 | Expected payoff | 685.04 | | |
| Absolute drawdown | 396.73 | Maximal drawdown | 1663.13 (14.57%) | Relative drawdown | 14.57% (1663.13) |
|
| Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) |
| Largest | profit trade | 1492.35 | loss trade | -687.30 |
| Average | profit trade | 1371.21 | loss trade | -687.30 |
| Maximum | consecutive wins (profit in money) | 2 (2742.41) | consecutive losses (loss in money) | 1 (-687.30) |
| Maximal | consecutive profit (count of wins) | 2742.41 (2) | consecutive loss (count of losses) | -687.30 (1) |
| Average | consecutive wins | 2 | consecutive losses | 1 |