Backtesting
GBP/JPY — H1
A.V. MAGIC 4.23.21 · Long only · 4 Aug 2003 → 25 Aug 2025 · 22.06 years
Fixed-size test · 0.01 lots · $10,000 initial deposit
Cumulative return
The export includes the first 1,000 of this strategy's 2,950 trades, so the curve covers 4 Aug 2003 to 25 Oct 2010. Those trades reconcile exactly with the report — each row's balance advances by its own profit, and the deepest drawdown matches the 44.43% the report states. The summary figures above cover the full test.
Drawdown
How far the account sat below its own previous high at every point in the test. The deepest point is the maximum drawdown — rebuilt here from the trade record, and it matches the 44.43% the report states.
Trade composition
Winning vs losing trades
1,655 wins(56.1%)1,295 losses
Gross profit vs gross loss
$886,062 won(56.8%)$674,940 lost
Average win vs average loss
$535.39 per win(50.7%)$521.19 per loss
Longest winning vs losing streak
14 wins in a row(63.6%)8 losses in a row
How the result breaks down across every trade in the test.
Fixed-size test · 0.01 lots · $10,000 initial deposit
Statistics
- Wins / losses ratio
- 1.28
- Payout ratio
- 1.03
- Expectancy
- $71.57
- Standard deviation
- $715.36
- Market exposure
- 0.42%
- Average bars in trade
- 4.40
- AHPR
- 91.79
- Z-score
- 1.89
- Z-probability
- 2.94%
- Longest stagnation
- 903 d
- Stagnation
- 11.22%
Trades
- Winning trades
- 1,655
- Losing trades
- 1,295
- Gross profit
- $886,062.25
- Gross loss
- $674,939.81
- Average win
- $535.39
- Average loss
- $521.19
- Largest win
- $4,059.40
- Largest loss
- -$4,472.57
- Longest winning streak
- 14
- Longest losing streak
- 8
- Average bars in wins
- 4.27
- Average bars in losses
- 4.57
Headline metrics
- Net profit
- $211,122.44
- Total return
- +2111.2%
- Sharpe ratio
- 1.14
- Average trade
- $71.57
- Average yearly profit
- $9,596.45
- Average yearly return
- 95.96%
- Maximum drawdown
- $20,174.22
- Annual return / max drawdown
- 0.34
- R expectancy
- 0.14
- Strategy quality number
- 1.00
- SQN score
- 1.47
- Profit in ticks
- 156,456
Source document
The source report also contains breakdown charts (profit by hour, by weekday, long versus short, by trade duration) and the trade-by-trade list.
SHA-2565ea856bd02c4ae3b778eccae08af387ac6fc5752fe64c110d009a6d3c9cfe70f
Simulated results. These figures come from historical backtests, not live trading. Backtested performance is hypothetical, benefits from hindsight, and is not a reliable indicator of future results.
Our live, independently verified track record is on the results page.