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

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2003.09.01 13:30 - 2021.04.20 09:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test441205Ticks modelled393059148Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit2206.09Gross profit4341.27Gross loss-2135.18
Profit factor2.03Expected payoff0.34
Absolute drawdown0.54Maximal drawdown113.51 (0.92%)Relative drawdown0.92% (113.51)
Total trades6442Short positions (won %)3552 (79.73%)Long positions (won %)2890 (78.69%)
Profit trades (% of total)5106 (79.26%)Loss trades (% of total)1336 (20.74%)
Largestprofit trade13.08loss trade-8.52
Averageprofit trade0.85loss trade-1.60
Maximumconsecutive wins (profit in money)66 (93.68)consecutive losses (loss in money)7 (-27.70)
Maximalconsecutive profit (count of wins)93.68 (66)consecutive loss (count of losses)-27.70 (7)
Averageconsecutive wins5consecutive losses1