Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2003.08.18 12:00 - 2021.04.27 15:00 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 440681 | Ticks modelled | 479258336 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 456.60 | Gross profit | 2087.75 | Gross loss | -1631.15 |
Profit factor | 1.28 | Expected payoff | 0.08 | | |
Absolute drawdown | 1.57 | Maximal drawdown | 248.56 (2.34%) | Relative drawdown | 2.34% (248.56) |
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Total trades | 5479 | Short positions (won %) | 3088 (72.15%) | Long positions (won %) | 2391 (76.08%) |
| Profit trades (% of total) | 4047 (73.86%) | Loss trades (% of total) | 1432 (26.14%) |
Largest | profit trade | 8.53 | loss trade | -4.31 |
Average | profit trade | 0.52 | loss trade | -1.14 |
Maximum | consecutive wins (profit in money) | 58 (53.30) | consecutive losses (loss in money) | 10 (-30.25) |
Maximal | consecutive profit (count of wins) | 53.30 (58) | consecutive loss (count of losses) | -30.25 (10) |
Average | consecutive wins | 4 | consecutive losses | 1 |