Symbol | EURCHF (Euro vs Swiss Franc) |
Period | 15 Minutes (M15) 2003.08.18 12:00 - 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 | 442229 | Ticks modelled | 281623937 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 3378.08 | Gross profit | 4421.86 | Gross loss | -1043.78 |
Profit factor | 4.24 | Expected payoff | 0.27 | | |
Absolute drawdown | 0.48 | Maximal drawdown | 47.93 (0.37%) | Relative drawdown | 0.37% (47.93) |
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Total trades | 12388 | Short positions (won %) | 6277 (84.67%) | Long positions (won %) | 6111 (86.47%) |
| Profit trades (% of total) | 10599 (85.56%) | Loss trades (% of total) | 1789 (14.44%) |
Largest | profit trade | 4.70 | loss trade | -5.42 |
Average | profit trade | 0.42 | loss trade | -0.58 |
Maximum | consecutive wins (profit in money) | 86 (34.57) | consecutive losses (loss in money) | 12 (-14.86) |
Maximal | consecutive profit (count of wins) | 52.35 (82) | consecutive loss (count of losses) | -16.53 (4) |
Average | consecutive wins | 8 | consecutive losses | 1 |