Symbol | AUDNZDf (Australian Dollar vs New Zealand Dollar) |
Period | 5 Minutes (M5) 2008.01.01 22:08 - 2016.03.31 23:59 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | fx_hunter_audnzd_m5.set |
|
Bars in test | 617907 | Ticks modelled | 73857762 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 5000.00 | | | Spread | Current (60) |
Total net profit | 27440.56 | Gross profit | 50696.82 | Gross loss | -23256.26 |
Profit factor | 2.18 | Expected payoff | 15.74 | | |
Absolute drawdown | 337.61 | Maximal drawdown | 6221.47 (23.62%) | Relative drawdown | 23.62% (6221.47) |
|
Total trades | 1743 | Short positions (won %) | 834 (69.30%) | Long positions (won %) | 909 (71.62%) |
| Profit trades (% of total) | 1229 (70.51%) | Loss trades (% of total) | 514 (29.49%) |
Largest | profit trade | 1033.85 | loss trade | -467.81 |
Average | profit trade | 41.25 | loss trade | -45.25 |
Maximum | consecutive wins (profit in money) | 30 (239.40) | consecutive losses (loss in money) | 6 (-1330.69) |
Maximal | consecutive profit (count of wins) | 1455.87 (5) | consecutive loss (count of losses) | -1330.69 (6) |
Average | consecutive wins | 5 | consecutive losses | 2 |