| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2008.01.02 10:00 - 2008.12.31 21:00 (2008.01.01 - 2009.01.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
|
| Bars in test | 74674 | Ticks modelled | 4100395 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 387596.53 | Gross profit | 518754.45 | Gross loss | -131157.92 |
| Profit factor | 3.96 | Expected payoff | 1937.98 | | |
| Absolute drawdown | 328.60 | Maximal drawdown | 62210.62 (14.73%) | Relative drawdown | 20.43% (59477.10) |
|
| Total trades | 200 | Short positions (won %) | 96 (78.13%) | Long positions (won %) | 104 (84.62%) |
| Profit trades (% of total) | 163 (81.50%) | Loss trades (% of total) | 37 (18.50%) |
| Largest | profit trade | 52421.76 | loss trade | -15714.64 |
| Average | profit trade | 3182.54 | loss trade | -3544.81 |
| Maximum | consecutive wins (profit in money) | 36 (228646.88) | consecutive losses (loss in money) | 2 (-8271.63) |
| Maximal | consecutive profit (count of wins) | 228646.88 (36) | consecutive loss (count of losses) | -15714.64 (1) |
| Average | consecutive wins | 5 | consecutive losses | 1 |