Symbol  USDCHF (US Dollar vs Swiss Franc) 
Period  15 Minutes (M15) 2003.05.19 10:00  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  448337  Ticks modelled  276914306  Modelling quality  99.90% 
Mismatched charts errors  0     

Initial deposit  10000.00    Spread  Variable 
Total net profit  1268.74  Gross profit  2257.34  Gross loss  988.60 
Profit factor  2.28  Expected payoff  0.19   
Absolute drawdown  0.17  Maximal drawdown  25.55 (0.24%)  Relative drawdown  0.24% (25.55) 

Total trades  6680  Short positions (won %)  3493 (80.96%)  Long positions (won %)  3187 (79.86%) 
 Profit trades (% of total)  5373 (80.43%)  Loss trades (% of total)  1307 (19.57%) 
Largest  profit trade  5.99  loss trade  4.84 
Average  profit trade  0.42  loss trade  0.76 
Maximum  consecutive wins (profit in money)  63 (28.87)  consecutive losses (loss in money)  8 (9.77) 
Maximal  consecutive profit (count of wins)  73.86 (62)  consecutive loss (count of losses)  11.05 (4) 
Average  consecutive wins  6  consecutive losses  1 