| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | 1 Hour (H1) 2003.12.11 18:00 - 2006.09.11 15:00 |
| Model | Open prices only (fastest method to analyze the bar just completed) |
| Parameters | StartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true;
DeleteVPFileWhenRead=false;
Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0; |
|
| Bars in test | 17011 | Ticks modelled | 33922 | Modelling quality | n/a |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 4783.05 | Gross profit | 46866.54 | Gross loss | -42083.49 |
| Profit factor | 1.11 | Expected payoff | 47.83 | | |
| Absolute drawdown | 6826.95 | Maximal drawdown | 10219.43 (42.74%) | Relative drawdown | 69.24% (7141.36) |
|
| Total trades | 100 | Short positions (won %) | 50 (52.00%) | Long positions (won %) | 50 (62.00%) |
| Profit trades (% of total) | 57 (57.00%) | Loss trades (% of total) | 43 (43.00%) |
| Largest | profit trade | 2438.10 | loss trade | -1230.94 |
| Average | profit trade | 822.22 | loss trade | -978.69 |
| Maximum | consecutive wins (profit in money) | 11 (5702.96) | consecutive losses (loss in money) | 5 (-5263.02) |
| Maximal | consecutive profit (count of wins) | 7175.42 (6) | consecutive loss (count of losses) | -5263.02 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |