Symbol | EURAUD (Euro vs Australian Dollar) |
Period | 15 Minutes (M15) 2005.10.24 02:30 - 2021.04.27 14:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 371735 | Ticks modelled | 415148188 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | -520.65 | Gross profit | 1289.55 | Gross loss | -1810.20 |
Profit factor | 0.71 | Expected payoff | -0.14 | | |
Absolute drawdown | 560.74 | Maximal drawdown | 560.74 (5.61%) | Relative drawdown | 5.61% (560.74) |
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Total trades | 3717 | Short positions (won %) | 2255 (63.10%) | Long positions (won %) | 1462 (67.58%) |
| Profit trades (% of total) | 2411 (64.86%) | Loss trades (% of total) | 1306 (35.14%) |
Largest | profit trade | 8.70 | loss trade | -5.91 |
Average | profit trade | 0.53 | loss trade | -1.39 |
Maximum | consecutive wins (profit in money) | 25 (7.69) | consecutive losses (loss in money) | 12 (-30.33) |
Maximal | consecutive profit (count of wins) | 11.51 (11) | consecutive loss (count of losses) | -30.33 (12) |
Average | consecutive wins | 3 | consecutive losses | 2 |