Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2015.01.02 00:00 - 2022.09.29 23:45 (2015.01.01 - 2022.09.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 193326 | Ticks modelled | 187448908 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50000.00 | Spread | Variable | ||
Total net profit | 740597.43 | Gross profit | 2704176.12 | Gross loss | -1963578.69 |
Profit factor | 1.38 | Expected payoff | 22.16 | ||
Absolute drawdown | 6009.72 | Maximal drawdown | 254504.07 (39.89%) | Relative drawdown | 39.89% (254504.07) |
Total trades | 33416 | Short positions (won %) | 17178 (79.35%) | Long positions (won %) | 16238 (78.86%) |
Profit trades (% of total) | 26437 (79.11%) | Loss trades (% of total) | 6979 (20.89%) | ||
Largest | profit trade | 18255.48 | loss trade | -12100.00 | |
Average | profit trade | 102.29 | loss trade | -281.36 | |
Maximum | consecutive wins (profit in money) | 45 (12567.31) | consecutive losses (loss in money) | 9 (-9330.36) | |
Maximal | consecutive profit (count of wins) | 41434.56 (6) | consecutive loss (count of losses) | -38108.89 (5) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2015.01.06 02:00 - 2022.09.29 23:45 (2015.01.01 - 2022.09.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 193118 | Ticks modelled | 261423230 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 50000.00 | Spread | Variable | ||
Total net profit | 423500.29 | Gross profit | 1546953.92 | Gross loss | -1123453.63 |
Profit factor | 1.38 | Expected payoff | 15.16 | ||
Absolute drawdown | 11910.64 | Maximal drawdown | 93908.17 (19.99%) | Relative drawdown | 41.49% (34039.44) |
Total trades | 27929 | Short positions (won %) | 13944 (81.78%) | Long positions (won %) | 13985 (82.50%) |
Profit trades (% of total) | 22940 (82.14%) | Loss trades (% of total) | 4989 (17.86%) | ||
Largest | profit trade | 9833.00 | loss trade | -9208.73 | |
Average | profit trade | 67.43 | loss trade | -225.19 | |
Maximum | consecutive wins (profit in money) | 49 (473.76) | consecutive losses (loss in money) | 8 (-17051.09) | |
Maximal | consecutive profit (count of wins) | 27285.84 (5) | consecutive loss (count of losses) | -23920.97 (4) | |
Average | consecutive wins | 6 | consecutive losses | 1 |