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 