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

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2003.08.18 12:00 - 2021.04.19 17:30
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test442229Ticks modelled281623937Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit3378.08Gross profit4421.86Gross loss-1043.78
Profit factor4.24Expected payoff0.27
Absolute drawdown0.48Maximal drawdown47.93 (0.37%)Relative drawdown0.37% (47.93)
Total trades12388Short positions (won %)6277 (84.67%)Long positions (won %)6111 (86.47%)
Profit trades (% of total)10599 (85.56%)Loss trades (% of total)1789 (14.44%)
Largestprofit trade4.70loss trade-5.42
Averageprofit trade0.42loss trade-0.58
Maximumconsecutive wins (profit in money)86 (34.57)consecutive losses (loss in money)12 (-14.86)
Maximalconsecutive profit (count of wins)52.35 (82)consecutive loss (count of losses)-16.53 (4)
Averageconsecutive wins8consecutive losses1