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