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

SymbolNZDCHF (New Zealand Dollar vs Swiss Franc)
Period15 Minutes (M15) 2006.01.17 14:30 - 2021.04.20 12:15
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test380652Ticks modelled229357833Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-976.67Gross profit1529.51Gross loss-2506.18
Profit factor0.61Expected payoff-0.22
Absolute drawdown980.79Maximal drawdown981.68 (9.82%)Relative drawdown9.82% (981.68)
Total trades4452Short positions (won %)2423 (60.83%)Long positions (won %)2029 (59.88%)
Profit trades (% of total)2689 (60.40%)Loss trades (% of total)1763 (39.60%)
Largestprofit trade13.57loss trade-7.26
Averageprofit trade0.57loss trade-1.42
Maximumconsecutive wins (profit in money)28 (27.88)consecutive losses (loss in money)9 (-30.91)
Maximalconsecutive profit (count of wins)27.88 (28)consecutive loss (count of losses)-30.91 (9)
Averageconsecutive wins3consecutive losses2