Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 2021.04.20 09:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 448373 | Ticks modelled | 360750197 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 804.11 | Gross profit | 2496.33 | Gross loss | -1692.22 |
Profit factor | 1.48 | Expected payoff | 0.14 | | |
Absolute drawdown | 2.18 | Maximal drawdown | 76.71 (0.74%) | Relative drawdown | 0.74% (76.71) |
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Total trades | 5808 | Short positions (won %) | 3069 (75.76%) | Long positions (won %) | 2739 (74.08%) |
| Profit trades (% of total) | 4354 (74.97%) | Loss trades (% of total) | 1454 (25.03%) |
Largest | profit trade | 5.78 | loss trade | -8.88 |
Average | profit trade | 0.57 | loss trade | -1.16 |
Maximum | consecutive wins (profit in money) | 36 (17.87) | consecutive losses (loss in money) | 6 (-22.74) |
Maximal | consecutive profit (count of wins) | 27.35 (22) | consecutive loss (count of losses) | -22.74 (6) |
Average | consecutive wins | 4 | consecutive losses | 1 |