| Symbol | AUDCAD (Australian Dollar vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2006.01.17 15:30 - 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 | 359814 | Ticks modelled | 264503213 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | Spread | Variable |
| Total net profit | 577.80 | Gross profit | 1442.48 | Gross loss | -864.68 |
| Profit factor | 1.67 | Expected payoff | 0.14 | | |
| Absolute drawdown | 14.71 | Maximal drawdown | 49.57 (0.47%) | Relative drawdown | 0.47% (49.57) |
|
| Total trades | 4217 | Short positions (won %) | 2224 (72.48%) | Long positions (won %) | 1993 (69.54%) |
| Profit trades (% of total) | 2998 (71.09%) | Loss trades (% of total) | 1219 (28.91%) |
| Largest | profit trade | 11.22 | loss trade | -8.02 |
| Average | profit trade | 0.48 | loss trade | -0.71 |
| Maximum | consecutive wins (profit in money) | 46 (23.74) | consecutive losses (loss in money) | 6 (-19.34) |
| Maximal | consecutive profit (count of wins) | 33.40 (16) | consecutive loss (count of losses) | -19.34 (6) |
| Average | consecutive wins | 4 | consecutive losses | 2 |