| Symbol | USDCAD (US Dollar Vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2004.12.30 00:00 - 2006.12.29 22:45 (2004.12.30 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | |
|
| Bars in test | 53472 | Ticks modelled | 3056626 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 111964.29 | Gross profit | 248555.27 | Gross loss | -136590.98 |
| Profit factor | 1.82 | Expected payoff | 285.62 | | |
| Absolute drawdown | 4.96 | Maximal drawdown | 14974.13 (11.95%) | Relative drawdown | 14.68% (6368.56) |
|
| Total trades | 392 | Short positions (won %) | 193 (54.40%) | Long positions (won %) | 199 (76.88%) |
| Profit trades (% of total) | 258 (65.82%) | Loss trades (% of total) | 134 (34.18%) |
| Largest | profit trade | 2418.56 | loss trade | -3331.58 |
| Average | profit trade | 963.39 | loss trade | -1019.34 |
| Maximum | consecutive wins (profit in money) | 19 (27982.90) | consecutive losses (loss in money) | 9 (-10622.99) |
| Maximal | consecutive profit (count of wins) | 27982.90 (19) | consecutive loss (count of losses) | -10622.99 (9) |
| Average | consecutive wins | 3 | consecutive losses | 2 |