Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2012.04.19 20:15 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 8570 | Ticks modelled | 7986588 | Modelling quality | 44.35% |
Mismatched charts errors | 36 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 15.87 | Gross profit | 452.83 | Gross loss | -436.96 |
Profit factor | 1.04 | Expected payoff | 0.51 | | |
Absolute drawdown | 61.98 | Maximal drawdown | 225.38 (2.20%) | Relative drawdown | 2.20% (225.38) |
|
Total trades | 31 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 16 (37.50%) |
| Profit trades (% of total) | 13 (41.94%) | Loss trades (% of total) | 18 (58.06%) |
Largest | profit trade | 75.05 | loss trade | -37.88 |
Average | profit trade | 34.83 | loss trade | -24.28 |
Maximum | consecutive wins (profit in money) | 3 (79.69) | consecutive losses (loss in money) | 3 (-72.59) |
Maximal | consecutive profit (count of wins) | 126.01 (2) | consecutive loss (count of losses) | -72.59 (3) |
Average | consecutive wins | 1 | consecutive losses | 2 |