Symbol		GBPCHF (Great Britain Pound vs Swiss Franc)
Period		15 Minutes (M15) 2003.09.01 13:30 - 2021.04.20 09:45
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		>> Removed for clarity <<
Bars in test	441205	Ticks modelled	393059148	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Variable
Total net profit	2206.09	Gross profit	4341.27	Gross loss	-2135.18
Profit factor	2.03	Expected payoff	0.34
Absolute drawdown	0.54	Maximal drawdown	113.51 (0.92%)	Relative drawdown	0.92% (113.51)
Total trades	6442	Short positions (won %)	3552 (79.73%)	Long positions (won %)	2890 (78.69%)
		Profit trades (% of total)	5106 (79.26%)	Loss trades (% of total)	1336 (20.74%)
Largest		profit trade	13.08	loss trade	-8.52
Average		profit trade	0.85	loss trade	-1.60
Maximum		consecutive wins (profit in money)	66 (93.68)	consecutive losses (loss in money)	7 (-27.70)
Maximal		consecutive profit (count of wins)	93.68 (66)	consecutive loss (count of losses)	-27.70 (7)
Average		consecutive wins	5	consecutive losses	1