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

SymbolCADCHF (Canadian Dollar vs Swiss Franc)
Period15 Minutes (M15) 2006.01.17 14:15 - 2021.04.19 17:30
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test380652Ticks modelled214690701Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-66.51Gross profit1100.75Gross loss-1167.26
Profit factor0.94Expected payoff-0.02
Absolute drawdown67.93Maximal drawdown271.83 (2.66%)Relative drawdown2.66% (271.83)
Total trades3331Short positions (won %)1937 (64.43%)Long positions (won %)1394 (59.33%)
Profit trades (% of total)2075 (62.29%)Loss trades (% of total)1256 (37.71%)
Largestprofit trade25.74loss trade-5.56
Averageprofit trade0.53loss trade-0.93
Maximumconsecutive wins (profit in money)26 (13.03)consecutive losses (loss in money)9 (-8.79)
Maximalconsecutive profit (count of wins)31.41 (7)consecutive loss (count of losses)-19.67 (5)
Averageconsecutive wins3consecutive losses2