Strategy Tester Report
R Factor EA
ICMarketsSC-Live10 (Build 1330)

SymbolAUDCHF (Australian Dollar vs Swiss Franc)
Period15 Minutes (M15) 2006.03.15 14:00 - 2021.04.20 16:00
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test376885Ticks modelled234283983Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-353.75Gross profit1283.26Gross loss-1637.01
Profit factor0.78Expected payoff-0.09
Absolute drawdown358.03Maximal drawdown462.54 (4.58%)Relative drawdown4.58% (462.54)
Total trades4067Short positions (won %)2251 (66.24%)Long positions (won %)1816 (62.06%)
Profit trades (% of total)2618 (64.37%)Loss trades (% of total)1449 (35.63%)
Largestprofit trade7.78loss trade-12.73
Averageprofit trade0.49loss trade-1.13
Maximumconsecutive wins (profit in money)21 (10.50)consecutive losses (loss in money)10 (-8.16)
Maximalconsecutive profit (count of wins)15.72 (3)consecutive loss (count of losses)-28.88 (8)
Averageconsecutive wins3consecutive losses2