Symbol | EURCAD (Euro vs Canadian Dollar) |
Period | 15 Minutes (M15) 2004.11.08 18:00 - 2021.04.19 17:30 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 408988 | Ticks modelled | 403135414 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 719.21 | Gross profit | 2011.18 | Gross loss | -1291.97 |
Profit factor | 1.56 | Expected payoff | 0.15 | | |
Absolute drawdown | 0.80 | Maximal drawdown | 42.31 (0.40%) | Relative drawdown | 0.40% (42.31) |
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Total trades | 4791 | Short positions (won %) | 2620 (73.32%) | Long positions (won %) | 2171 (72.69%) |
| Profit trades (% of total) | 3499 (73.03%) | Loss trades (% of total) | 1292 (26.97%) |
Largest | profit trade | 5.19 | loss trade | -9.12 |
Average | profit trade | 0.57 | loss trade | -1.00 |
Maximum | consecutive wins (profit in money) | 26 (16.76) | consecutive losses (loss in money) | 8 (-2.34) |
Maximal | consecutive profit (count of wins) | 28.70 (24) | consecutive loss (count of losses) | -16.59 (7) |
Average | consecutive wins | 4 | consecutive losses | 1 |