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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2003.08.18 11:45 - 2021.04.21 09:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test442114Ticks modelled268019916Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1006.75Gross profit1996.38Gross loss-989.63
Profit factor2.02Expected payoff0.17
Absolute drawdown1.49Maximal drawdown64.69 (0.60%)Relative drawdown0.60% (64.69)
Total trades5882Short positions (won %)3015 (74.46%)Long positions (won %)2867 (77.26%)
Profit trades (% of total)4460 (75.82%)Loss trades (% of total)1422 (24.18%)
Largestprofit trade5.00loss trade-4.02
Averageprofit trade0.45loss trade-0.70
Maximumconsecutive wins (profit in money)57 (25.23)consecutive losses (loss in money)9 (-2.39)
Maximalconsecutive profit (count of wins)26.61 (48)consecutive loss (count of losses)-14.70 (6)
Averageconsecutive wins5consecutive losses1