Symbol | US100.cash (US Tech 100 Index) |
Period | 5 Minutes (M5) 2022.04.18 08:35 - 2022.09.29 23:45 (2022.01.01 - 2022.09.30) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 29068 | Ticks modelled | 11198058 | Modelling quality | 46.90% |
Mismatched charts errors | 2 | | | | |
|
Initial deposit | 200000.00 | | | Spread | 100 |
Total net profit | 1998193.21 | Gross profit | 3356213.21 | Gross loss | -1358020.00 |
Profit factor | 2.47 | Expected payoff | 1655.50 | | |
Absolute drawdown | 5338.75 | Maximal drawdown | 43820.00 (2.34%) | Relative drawdown | 5.50% (26370.00) |
|
Total trades | 1207 | Short positions (won %) | 604 (76.32%) | Long positions (won %) | 603 (63.02%) |
| Profit trades (% of total) | 841 (69.68%) | Loss trades (% of total) | 366 (30.32%) |
Largest | profit trade | 55408.81 | loss trade | -6000.00 |
Average | profit trade | 3990.74 | loss trade | -3710.44 |
Maximum | consecutive wins (profit in money) | 33 (219420.00) | consecutive losses (loss in money) | 7 (-21070.00) |
Maximal | consecutive profit (count of wins) | 219420.00 (33) | consecutive loss (count of losses) | -25330.00 (6) |
Average | consecutive wins | 3 | consecutive losses | 1 |