| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2012.01.02 00:00 - 2012.04.19 17:45 (2012.01.02 - 2012.05.06) |
| Model | Every tick (the most precise method based on all available least timeframes) |
|
| Bars in test | 23672 | Ticks modelled | 8485710 | Modelling quality | 36.16% |
| Mismatched charts errors | 3 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 331.28 | Gross profit | 1119.89 | Gross loss | -788.61 |
| Profit factor | 1.42 | Expected payoff | 4.80 | | |
| Absolute drawdown | 124.58 | Maximal drawdown | 279.34 (2.75%) | Relative drawdown | 2.75% (279.34) |
|
| Total trades | 69 | Short positions (won %) | 40 (50.00%) | Long positions (won %) | 29 (44.83%) |
| Profit trades (% of total) | 33 (47.83%) | Loss trades (% of total) | 36 (52.17%) |
| Largest | profit trade | 126.28 | loss trade | -36.26 |
| Average | profit trade | 33.94 | loss trade | -21.91 |
| Maximum | consecutive wins (profit in money) | 4 (317.13) | consecutive losses (loss in money) | 7 (-138.42) |
| Maximal | consecutive profit (count of wins) | 317.13 (4) | consecutive loss (count of losses) | -138.42 (7) |
| Average | consecutive wins | 2 | consecutive losses | 2 |