Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		15 Minutes (M15) 2003.08.18 11:45 - 2021.04.28 14:00
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		>> Removed for clarity <<
Bars in test	442114	Ticks modelled	268019916	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Variable
Total net profit	834.02	Gross profit	1672.92	Gross loss	-838.90
Profit factor	1.99	Expected payoff	0.16
Absolute drawdown	1.49	Maximal drawdown	51.06 (0.48%)	Relative drawdown	0.48% (51.06)
Total trades	5143	Short positions (won %)	2642 (74.15%)	Long positions (won %)	2501 (76.69%)
		Profit trades (% of total)	3877 (75.38%)	Loss trades (% of total)	1266 (24.62%)
Largest		profit trade	4.21	loss trade	-4.11
Average		profit trade	0.43	loss trade	-0.66
Maximum		consecutive wins (profit in money)	74 (32.56)	consecutive losses (loss in money)	7 (-12.93)
Maximal		consecutive profit (count of wins)	32.56 (74)	consecutive loss (count of losses)	-12.93 (7)
Average		consecutive wins	5	consecutive losses	2