Symbol  USDCAD (US Dollar vs Canadian Dollar) 
Period  15 Minutes (M15) 2003.08.18 11:45  2021.04.28 14:00 
Model  Every tick (the most precise method based on all available least timeframes) 
Parameters  >> Removed for clarity <<


Bars in test  442114  Ticks modelled  268019916  Modelling quality  99.90% 
Mismatched charts errors  0     

Initial deposit  10000.00    Spread  Variable 
Total net profit  834.02  Gross profit  1672.92  Gross loss  838.90 
Profit factor  1.99  Expected payoff  0.16   
Absolute drawdown  1.49  Maximal drawdown  51.06 (0.48%)  Relative drawdown  0.48% (51.06) 

Total trades  5143  Short positions (won %)  2642 (74.15%)  Long positions (won %)  2501 (76.69%) 
 Profit trades (% of total)  3877 (75.38%)  Loss trades (% of total)  1266 (24.62%) 
Largest  profit trade  4.21  loss trade  4.11 
Average  profit trade  0.43  loss trade  0.66 
Maximum  consecutive wins (profit in money)  74 (32.56)  consecutive losses (loss in money)  7 (12.93) 
Maximal  consecutive profit (count of wins)  32.56 (74)  consecutive loss (count of losses)  12.93 (7) 
Average  consecutive wins  5  consecutive losses  2 