| Symbol | USDCAD (US Dollar vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2003.08.18 11:45 - 2021.04.21 09:45 |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | >> Removed for clarity <<
|
|
| Bars in test | 442114 | Ticks modelled | 268019916 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | Spread | Variable |
| Total net profit | 1006.75 | Gross profit | 1996.38 | Gross loss | -989.63 |
| Profit factor | 2.02 | Expected payoff | 0.17 | | |
| Absolute drawdown | 1.49 | Maximal drawdown | 64.69 (0.60%) | Relative drawdown | 0.60% (64.69) |
|
| Total trades | 5882 | Short positions (won %) | 3015 (74.46%) | Long positions (won %) | 2867 (77.26%) |
| Profit trades (% of total) | 4460 (75.82%) | Loss trades (% of total) | 1422 (24.18%) |
| Largest | profit trade | 5.00 | loss trade | -4.02 |
| Average | profit trade | 0.45 | loss trade | -0.70 |
| Maximum | consecutive wins (profit in money) | 57 (25.23) | consecutive losses (loss in money) | 9 (-2.39) |
| Maximal | consecutive profit (count of wins) | 26.61 (48) | consecutive loss (count of losses) | -14.70 (6) |
| Average | consecutive wins | 5 | consecutive losses | 1 |