Symbol		CADCHF (Canadian Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2006.01.17 14:15 - 2021.04.19 17:30
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		>> Removed for clarity <<
Bars in test	380652	Ticks modelled	214690701	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Variable
Total net profit	-66.51	Gross profit	1100.75	Gross loss	-1167.26
Profit factor	0.94	Expected payoff	-0.02
Absolute drawdown	67.93	Maximal drawdown	271.83 (2.66%)	Relative drawdown	2.66% (271.83)
Total trades	3331	Short positions (won %)	1937 (64.43%)	Long positions (won %)	1394 (59.33%)
		Profit trades (% of total)	2075 (62.29%)	Loss trades (% of total)	1256 (37.71%)
Largest		profit trade	25.74	loss trade	-5.56
Average		profit trade	0.53	loss trade	-0.93
Maximum		consecutive wins (profit in money)	26 (13.03)	consecutive losses (loss in money)	9 (-8.79)
Maximal		consecutive profit (count of wins)	31.41 (7)	consecutive loss (count of losses)	-19.67 (5)
Average		consecutive wins	3	consecutive losses	2