Symbol		NZDCHF (New Zealand Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2006.01.17 14:30 - 2021.04.20 12:15
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		>> Removed for clarity <<
Bars in test	380652	Ticks modelled	229357833	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Variable
Total net profit	-976.67	Gross profit	1529.51	Gross loss	-2506.18
Profit factor	0.61	Expected payoff	-0.22
Absolute drawdown	980.79	Maximal drawdown	981.68 (9.82%)	Relative drawdown	9.82% (981.68)
Total trades	4452	Short positions (won %)	2423 (60.83%)	Long positions (won %)	2029 (59.88%)
		Profit trades (% of total)	2689 (60.40%)	Loss trades (% of total)	1763 (39.60%)
Largest		profit trade	13.57	loss trade	-7.26
Average		profit trade	0.57	loss trade	-1.42
Maximum		consecutive wins (profit in money)	28 (27.88)	consecutive losses (loss in money)	9 (-30.91)
Maximal		consecutive profit (count of wins)	27.88 (28)	consecutive loss (count of losses)	-30.91 (9)
Average		consecutive wins	3	consecutive losses	2