Symbol | AUDCHF (Australian Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2006.03.15 14:00 - 2021.04.20 16:00 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 376885 | Ticks modelled | 234283983 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | -353.75 | Gross profit | 1283.26 | Gross loss | -1637.01 |
Profit factor | 0.78 | Expected payoff | -0.09 | | |
Absolute drawdown | 358.03 | Maximal drawdown | 462.54 (4.58%) | Relative drawdown | 4.58% (462.54) |
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Total trades | 4067 | Short positions (won %) | 2251 (66.24%) | Long positions (won %) | 1816 (62.06%) |
| Profit trades (% of total) | 2618 (64.37%) | Loss trades (% of total) | 1449 (35.63%) |
Largest | profit trade | 7.78 | loss trade | -12.73 |
Average | profit trade | 0.49 | loss trade | -1.13 |
Maximum | consecutive wins (profit in money) | 21 (10.50) | consecutive losses (loss in money) | 10 (-8.16) |
Maximal | consecutive profit (count of wins) | 15.72 (3) | consecutive loss (count of losses) | -28.88 (8) |
Average | consecutive wins | 3 | consecutive losses | 2 |