Symbol | EURCAD (Euro vs Canadian Dollar) |
Period | 15 Minutes (M15) 2004.11.08 18:00 - 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 | 408988 | Ticks modelled | 403135414 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 675.10 | Gross profit | 1707.42 | Gross loss | -1032.32 |
Profit factor | 1.65 | Expected payoff | 0.16 | | |
Absolute drawdown | 0.81 | Maximal drawdown | 33.96 (0.32%) | Relative drawdown | 0.32% (33.96) |
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Total trades | 4197 | Short positions (won %) | 2318 (73.86%) | Long positions (won %) | 1879 (72.75%) |
| Profit trades (% of total) | 3079 (73.36%) | Loss trades (% of total) | 1118 (26.64%) |
Largest | profit trade | 4.95 | loss trade | -9.20 |
Average | profit trade | 0.55 | loss trade | -0.92 |
Maximum | consecutive wins (profit in money) | 42 (11.84) | consecutive losses (loss in money) | 12 (-3.02) |
Maximal | consecutive profit (count of wins) | 28.22 (23) | consecutive loss (count of losses) | -16.72 (7) |
Average | consecutive wins | 4 | consecutive losses | 1 |