Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 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 | 448441 | Ticks modelled | 377479353 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 952.97 | Gross profit | 2002.65 | Gross loss | -1049.68 |
Profit factor | 1.91 | Expected payoff | 0.15 | | |
Absolute drawdown | 5.24 | Maximal drawdown | 95.80 (0.88%) | Relative drawdown | 0.88% (95.80) |
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Total trades | 6329 | Short positions (won %) | 3322 (79.47%) | Long positions (won %) | 3007 (77.42%) |
| Profit trades (% of total) | 4968 (78.50%) | Loss trades (% of total) | 1361 (21.50%) |
Largest | profit trade | 9.02 | loss trade | -4.32 |
Average | profit trade | 0.40 | loss trade | -0.77 |
Maximum | consecutive wins (profit in money) | 51 (22.52) | consecutive losses (loss in money) | 11 (-3.31) |
Maximal | consecutive profit (count of wins) | 22.52 (51) | consecutive loss (count of losses) | -13.18 (6) |
Average | consecutive wins | 5 | consecutive losses | 1 |