| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2004.06.22 18:00 - 2007.06.22 03:00 (2000.01.01 - 2007.06.24) | ||||
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
| Parameters | MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; StopLossMode=true; StopLoss=30; TakeProfitMode=true; TakeProfit=200; TrailingStopMode=true; TrailingStop=0; ShortStochastic=4; UseHourTrade=true; FromHourTrade=9; ToHourTrade=19; UseHourClose=true; FromHourClose=20; ToHourClose=22; UseDayTrade=true; FromDayTrade=3; ToDayTrade=3; | ||||
| Bars in test | 18632 | Ticks modelled | 4034116 | Modelling quality | 89.52% |
| Initial deposit | 10000.00 | ||||
| Total net profit | 3408.78 | Gross profit | 3812.36 | Gross loss | -403.58 |
| Profit factor | 9.45 | Expected payoff | 227.25 | ||
| Absolute drawdown | 239.10 | Maximal drawdown | 798.79 (6.77%) | Relative drawdown | 6.77% (798.79) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (80.00%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 1110.30 | loss trade | -281.40 | |
| Average | profit trade | 317.70 | loss trade | -134.53 | |
| Maximum | consecutive wins (profit in money) | 9 (2201.51) | consecutive losses (loss in money) | 2 (-327.58) | |
| Maximal | consecutive profit (count of wins) | 2201.51 (9) | consecutive loss (count of losses) | -327.58 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |

| # | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
| 1 | 2004.06.30 15:39 | buy | 1 | 1.00 | 109.00 | 108.70 | 111.00 | ||
| 2 | 2004.06.30 20:00 | close | 1 | 1.00 | 109.36 | 108.70 | 111.00 | 329.19 | 10329.19 |
| 3 | 2004.07.21 11:27 | buy | 2 | 1.00 | 108.66 | 108.36 | 110.66 | ||
| 4 | 2004.07.21 20:00 | close | 2 | 1.00 | 109.88 | 108.36 | 110.66 | 1110.30 | 11439.49 |
| 5 | 2004.10.20 18:33 | buy | 3 | 1.00 | 108.30 | 108.00 | 110.30 | ||
| 6 | 2004.10.20 20:00 | close | 3 | 1.00 | 108.25 | 108.00 | 110.30 | -46.18 | 11393.31 |
| 7 | 2004.10.27 09:29 | buy | 4 | 1.00 | 106.91 | 106.61 | 108.91 | ||
| 8 | 2004.10.27 12:12 | s/l | 4 | 1.00 | 106.61 | 106.61 | 108.91 | -281.40 | 11111.91 |
| 9 | 2004.11.10 14:58 | buy | 5 | 1.00 | 106.31 | 106.01 | 108.31 | ||
| 10 | 2004.11.10 20:00 | close | 5 | 1.00 | 107.24 | 106.01 | 108.31 | 867.21 | 11979.12 |
| 11 | 2005.03.02 09:53 | buy | 6 | 1.00 | 104.71 | 104.41 | 106.71 | ||
| 12 | 2005.03.02 20:00 | close | 6 | 1.00 | 104.83 | 104.41 | 106.71 | 114.47 | 12093.59 |
| 13 | 2006.02.08 09:03 | buy | 7 | 1.00 | 117.94 | 117.64 | 119.94 | ||
| 14 | 2006.02.08 20:00 | close | 7 | 1.00 | 118.61 | 117.64 | 119.94 | 564.87 | 12658.46 |
| 15 | 2006.03.01 16:07 | buy | 8 | 1.00 | 116.09 | 115.79 | 118.09 | ||
| 16 | 2006.03.01 20:00 | close | 8 | 1.00 | 116.16 | 115.79 | 118.09 | 60.27 | 12718.73 |
| 17 | 2006.04.12 14:44 | buy | 9 | 1.00 | 118.41 | 118.11 | 120.41 | ||
| 18 | 2006.04.12 20:00 | close | 9 | 1.00 | 118.49 | 118.11 | 120.41 | 67.52 | 12786.25 |
| 19 | 2006.07.05 14:31 | buy | 10 | 1.00 | 115.17 | 114.87 | 117.17 | ||
| 20 | 2006.07.05 20:00 | close | 10 | 1.00 | 115.67 | 114.87 | 117.17 | 432.26 | 13218.51 |
| 21 | 2006.11.29 17:05 | buy | 11 | 1.00 | 116.24 | 115.94 | 118.24 | ||
| 22 | 2006.11.29 20:00 | close | 11 | 1.00 | 116.31 | 115.94 | 118.24 | 60.18 | 13278.69 |
| 23 | 2006.12.06 18:37 | buy | 12 | 1.00 | 115.13 | 114.83 | 117.13 | ||
| 24 | 2006.12.06 20:00 | close | 12 | 1.00 | 115.17 | 114.83 | 117.13 | 34.73 | 13313.42 |
| 25 | 2007.02.07 16:05 | buy | 13 | 1.00 | 120.69 | 120.39 | 122.69 | ||
| 26 | 2007.02.07 20:00 | close | 13 | 1.00 | 120.69 | 120.39 | 122.69 | 0.00 | 13313.42 |
| 27 | 2007.02.28 16:32 | buy | 14 | 1.00 | 118.50 | 118.20 | 120.50 | ||
| 28 | 2007.02.28 20:00 | close | 14 | 1.00 | 118.41 | 118.20 | 120.50 | -76.00 | 13237.42 |
| 29 | 2007.03.14 18:25 | buy | 15 | 1.00 | 116.51 | 116.21 | 118.51 | ||
| 30 | 2007.03.14 20:00 | close | 15 | 1.00 | 116.71 | 116.21 | 118.51 | 171.36 | 13408.78 |