| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Minute (M1) 2000.01.03 01:01 - 2009.03.31 23:59 (2000.01.01 - 2009.04.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
|
| Bars in test | 3266992 | Ticks modelled | 24039046 | | |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 1027837.91 | Gross profit | 1616173.31 | Gross loss | -588335.40 |
| Profit factor | 2.75 | Expected payoff | 859.40 | | |
| Absolute drawdown | 631.94 | Maximal drawdown | 65981.22 (6.72%) | Relative drawdown | 21.28% (13126.48) |
|
| Total trades | 1196 | Short positions (won %) | 507 (73.18%) | Long positions (won %) | 689 (78.37%) |
| Profit trades (% of total) | 911 (76.17%) | Loss trades (% of total) | 285 (23.83%) |
| Largest | profit trade | 50551.40 | loss trade | -27005.88 |
| Average | profit trade | 1774.07 | loss trade | -2064.33 |
| Maximum | consecutive wins (profit in money) | 29 (165157.63) | consecutive losses (loss in money) | 4 (-37680.38) |
| Maximal | consecutive profit (count of wins) | 165157.63 (29) | consecutive loss (count of losses) | -37680.38 (4) |
| Average | consecutive wins | 4 | consecutive losses | 1 |