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 <<


Bars in test  446939  Ticks modelled  314930190  Modelling quality  99.90% 
Mismatched charts errors  0     

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) 

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 