| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | 1 Hour (H1) 2001.01.09 05:00 - 2006.09.29 22:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | FasterEMA=5; SlowerEMA=12; RSIPeriod=21; TotalLots=3; TPLevel1=55; TPLevel1Lots=1; TPLevel2=89; TPLevel2Lots=1; TPLevel3=144; |
|
| Bars in test | 35225 | Ticks modelled | 3912361 | Modelling quality | 89.74% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 40585.40 | Gross profit | 249921.47 | Gross loss | -209336.06 |
| Profit factor | 1.19 | Expected payoff | 43.59 | | |
| Absolute drawdown | 773.75 | Maximal drawdown | 16489.84 (14.04%) | Relative drawdown | 14.04% (16489.84) |
|
| Total trades | 931 | Short positions (won %) | 492 (43.90%) | Long positions (won %) | 439 (44.19%) |
| Profit trades (% of total) | 410 (44.04%) | Loss trades (% of total) | 521 (55.96%) |
| Largest | profit trade | 4581.47 | loss trade | -919.58 |
| Average | profit trade | 609.56 | loss trade | -401.80 |
| Maximum | consecutive wins (profit in money) | 12 (9644.83) | consecutive losses (loss in money) | 13 (-4220.40) |
| Maximal | consecutive profit (count of wins) | 9644.83 (12) | consecutive loss (count of losses) | -4939.24 (11) |
| Average | consecutive wins | 3 | consecutive losses | 3 |