Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | 30 Minutes (M30) 2013.01.01 22:59 - 2015.02.17 23:59 (2013.01.01 - 2015.02.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 783530 | Ticks modelled | 1561031 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (3) | ||
Total net profit | 449955401.99 | Gross profit | 652046228.87 | Gross loss | -202090826.87 |
Profit factor | 3.23 | Expected payoff | 517785.27 | ||
Absolute drawdown | 391.15 | Maximal drawdown | 44231800.00 (11.93%) | Relative drawdown | 86.57% (7500.63) |
Total trades | 869 | Short positions (won %) | 478 (78.45%) | Long positions (won %) | 391 (76.73%) |
Profit trades (% of total) | 675 (77.68%) | Loss trades (% of total) | 194 (22.32%) | ||
Largest | profit trade | 21535200.00 | loss trade | -22664000.00 | |
Average | profit trade | 965994.41 | loss trade | -1041705.29 | |
Maximum | consecutive wins (profit in money) | 15 (26454711.68) | consecutive losses (loss in money) | 4 (-8084.65) | |
Maximal | consecutive profit (count of wins) | 45262200.00 (10) | consecutive loss (count of losses) | -39495200.00 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |