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

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2004.11.08 18:00 - 2021.04.19 17:30
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test408988Ticks modelled403135414Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit719.21Gross profit2011.18Gross loss-1291.97
Profit factor1.56Expected payoff0.15
Absolute drawdown0.80Maximal drawdown42.31 (0.40%)Relative drawdown0.40% (42.31)
Total trades4791Short positions (won %)2620 (73.32%)Long positions (won %)2171 (72.69%)
Profit trades (% of total)3499 (73.03%)Loss trades (% of total)1292 (26.97%)
Largestprofit trade5.19loss trade-9.12
Averageprofit trade0.57loss trade-1.00
Maximumconsecutive wins (profit in money)26 (16.76)consecutive losses (loss in money)8 (-2.34)
Maximalconsecutive profit (count of wins)28.70 (24)consecutive loss (count of losses)-16.59 (7)
Averageconsecutive wins4consecutive losses1