Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 2021.04.19 13:45 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | >> Removed for clarity <<
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Bars in test | 446939 | Ticks modelled | 314930190 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 349.80 | Gross profit | 1538.44 | Gross loss | -1188.65 |
Profit factor | 1.29 | Expected payoff | 0.06 | | |
Absolute drawdown | 1.63 | Maximal drawdown | 54.06 (0.53%) | Relative drawdown | 0.53% (54.06) |
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Total trades | 5745 | Short positions (won %) | 3210 (72.31%) | Long positions (won %) | 2535 (77.36%) |
| Profit trades (% of total) | 4282 (74.53%) | Loss trades (% of total) | 1463 (25.47%) |
Largest | profit trade | 5.90 | loss trade | -4.90 |
Average | profit trade | 0.36 | loss trade | -0.81 |
Maximum | consecutive wins (profit in money) | 34 (10.51) | consecutive losses (loss in money) | 11 (-4.22) |
Maximal | consecutive profit (count of wins) | 14.61 (21) | consecutive loss (count of losses) | -18.12 (6) |
Average | consecutive wins | 4 | consecutive losses | 1 |