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Bars in test 2061
Ticks modelled 742018
Modelling quality 90.00%
Mismatched charts errors 3
Initial deposit 10000.00
Total net profit 6535.12
Gross profit 19317.79
Gross loss -12782.67
Profit factor 1.51
Expected payoff 93.36
Absolute drawdown 460.00
Maximal drawdown 1913.16 (13.20%)
Relative drawdown 13.20% (1913.16)
Total trades 70
Short positions (won %) 41 (82.93%)
Long positions (won %) 29 (72.41%)
Profit trades (% of total) 55 (78.57%)
Loss trades (% of total) 15 (21.43%)
Largest
profit trade 659.97
loss trade -1060.00
Average
profit trade 351.23
loss trade -852.18
Maximum
consecutive wins (profit in money) 11 (3749.97)
consecutive losses (loss in money) 1 (-1060.00)
Maximal
consecutive profit (count of wins) 3749.97 (11)
consecutive loss (count of losses) -1060.00 (1)
Average
consecutive wins 3
consecutive losses 1
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