Symbol | EURGBP (Euro vs Great Britain Pound) |
Period | 15 Minutes (M15) 2003.08.18 12:00 - 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 | 442238 | Ticks modelled | 326990614 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 1590.95 | Gross profit | 2706.22 | Gross loss | -1115.27 |
Profit factor | 2.43 | Expected payoff | 0.19 | | |
Absolute drawdown | 0.37 | Maximal drawdown | 60.86 (0.52%) | Relative drawdown | 0.52% (60.86) |
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Total trades | 8295 | Short positions (won %) | 4560 (79.10%) | Long positions (won %) | 3735 (79.97%) |
| Profit trades (% of total) | 6594 (79.49%) | Loss trades (% of total) | 1701 (20.51%) |
Largest | profit trade | 9.35 | loss trade | -6.76 |
Average | profit trade | 0.41 | loss trade | -0.66 |
Maximum | consecutive wins (profit in money) | 105 (71.32) | consecutive losses (loss in money) | 9 (-5.66) |
Maximal | consecutive profit (count of wins) | 71.32 (105) | consecutive loss (count of losses) | -10.14 (4) |
Average | consecutive wins | 6 | consecutive losses | 2 |