Symbol | EURJPY (Euro vs Japanese Yen) |
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 <<
|
|
Bars in test | 440681 | Ticks modelled | 479258336 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 445.77 | Gross profit | 2523.64 | Gross loss | -2077.87 |
Profit factor | 1.21 | Expected payoff | 0.07 | | |
Absolute drawdown | 4.73 | Maximal drawdown | 298.66 (2.81%) | Relative drawdown | 2.81% (298.66) |
|
Total trades | 6294 | Short positions (won %) | 3514 (71.94%) | Long positions (won %) | 2780 (75.58%) |
| Profit trades (% of total) | 4629 (73.55%) | Loss trades (% of total) | 1665 (26.45%) |
Largest | profit trade | 8.72 | loss trade | -5.03 |
Average | profit trade | 0.55 | loss trade | -1.25 |
Maximum | consecutive wins (profit in money) | 61 (53.01) | consecutive losses (loss in money) | 10 (-33.08) |
Maximal | consecutive profit (count of wins) | 53.01 (61) | consecutive loss (count of losses) | -33.08 (10) |
Average | consecutive wins | 4 | consecutive losses | 1 |