Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar) |
Period | 15 Minutes (M15) 2006.01.17 13:15 - 2021.04.28 12:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 380652 | Ticks modelled | 335994073 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 138.72 | Gross profit | 1486.17 | Gross loss | -1347.45 |
Profit factor | 1.10 | Expected payoff | 0.04 | | |
Absolute drawdown | 8.47 | Maximal drawdown | 77.91 (0.76%) | Relative drawdown | 0.76% (77.91) |
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Total trades | 3438 | Short positions (won %) | 1981 (69.21%) | Long positions (won %) | 1457 (67.74%) |
| Profit trades (% of total) | 2358 (68.59%) | Loss trades (% of total) | 1080 (31.41%) |
Largest | profit trade | 11.70 | loss trade | -12.39 |
Average | profit trade | 0.63 | loss trade | -1.25 |
Maximum | consecutive wins (profit in money) | 19 (14.72) | consecutive losses (loss in money) | 7 (-18.69) |
Maximal | consecutive profit (count of wins) | 20.31 (10) | consecutive loss (count of losses) | -18.69 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |