Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		15 Minutes (M15) 2003.05.19 10:00 - 2021.04.28 12:45
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		>> Removed for clarity <<
Bars in test	448337	Ticks modelled	276914306	Modelling quality	99.90%
Mismatched charts errors	0
Initial deposit	10000.00			Spread	Variable
Total net profit	1041.69	Gross profit	1802.43	Gross loss	-760.75
Profit factor	2.37	Expected payoff	0.18
Absolute drawdown	0.17	Maximal drawdown	22.90 (0.21%)	Relative drawdown	0.21% (22.90)
Total trades	5665	Short positions (won %)	2986 (80.84%)	Long positions (won %)	2679 (79.58%)
		Profit trades (% of total)	4546 (80.25%)	Loss trades (% of total)	1119 (19.75%)
Largest		profit trade	5.18	loss trade	-4.95
Average		profit trade	0.40	loss trade	-0.68
Maximum		consecutive wins (profit in money)	71 (75.56)	consecutive losses (loss in money)	7 (-2.34)
Maximal		consecutive profit (count of wins)	75.56 (71)	consecutive loss (count of losses)	-8.30 (6)
Average		consecutive wins	6	consecutive losses	1