Symbol | EURSGD (Euro vs Singapore Dollar) |
Period | 15 Minutes (M15) 2007.03.27 17:30 - 2021.04.19 13:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 350819 | Ticks modelled | 221637752 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 1120.50 | Gross profit | 2313.94 | Gross loss | -1193.45 |
Profit factor | 1.94 | Expected payoff | 0.30 | | |
Absolute drawdown | 2.36 | Maximal drawdown | 215.27 (1.90%) | Relative drawdown | 1.90% (215.27) |
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Total trades | 3726 | Short positions (won %) | 2197 (73.10%) | Long positions (won %) | 1529 (72.60%) |
| Profit trades (% of total) | 2716 (72.89%) | Loss trades (% of total) | 1010 (27.11%) |
Largest | profit trade | 9.65 | loss trade | -5.32 |
Average | profit trade | 0.85 | loss trade | -1.18 |
Maximum | consecutive wins (profit in money) | 84 (68.40) | consecutive losses (loss in money) | 8 (-0.84) |
Maximal | consecutive profit (count of wins) | 115.23 (58) | consecutive loss (count of losses) | -12.50 (4) |
Average | consecutive wins | 4 | consecutive losses | 2 |