Symbol | EURAUD (Euro vs Australian Dollar) |
Period | 15 Minutes (M15) 2005.10.24 02:30 - 2021.04.19 13:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 371735 | Ticks modelled | 415148188 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | -695.94 | Gross profit | 1526.46 | Gross loss | -2222.40 |
Profit factor | 0.69 | Expected payoff | -0.16 | | |
Absolute drawdown | 738.54 | Maximal drawdown | 738.54 (7.39%) | Relative drawdown | 7.39% (738.54) |
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Total trades | 4300 | Short positions (won %) | 2609 (63.20%) | Long positions (won %) | 1691 (66.94%) |
| Profit trades (% of total) | 2781 (64.67%) | Loss trades (% of total) | 1519 (35.33%) |
Largest | profit trade | 8.66 | loss trade | -5.94 |
Average | profit trade | 0.55 | loss trade | -1.46 |
Maximum | consecutive wins (profit in money) | 21 (10.10) | consecutive losses (loss in money) | 12 (-32.93) |
Maximal | consecutive profit (count of wins) | 10.47 (14) | consecutive loss (count of losses) | -32.93 (12) |
Average | consecutive wins | 3 | consecutive losses | 2 |