Symbol | EURGBP (Euro vs Great Britain Pound) |
Period | 15 Minutes (M15) 2003.08.18 12:00 - 2021.04.28 10:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 442238 | Ticks modelled | 326990614 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 1309.84 | Gross profit | 2187.69 | Gross loss | -877.85 |
Profit factor | 2.49 | Expected payoff | 0.18 | | |
Absolute drawdown | 0.37 | Maximal drawdown | 88.52 (0.78%) | Relative drawdown | 0.78% (88.52) |
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Total trades | 7122 | Short positions (won %) | 3933 (78.77%) | Long positions (won %) | 3189 (79.90%) |
| Profit trades (% of total) | 5646 (79.28%) | Loss trades (% of total) | 1476 (20.72%) |
Largest | profit trade | 9.32 | loss trade | -5.70 |
Average | profit trade | 0.39 | loss trade | -0.59 |
Maximum | consecutive wins (profit in money) | 111 (40.66) | consecutive losses (loss in money) | 8 (-2.81) |
Maximal | consecutive profit (count of wins) | 44.51 (81) | consecutive loss (count of losses) | -10.11 (4) |
Average | consecutive wins | 6 | consecutive losses | 2 |