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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test448337Ticks modelled276914306Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1268.74Gross profit2257.34Gross loss-988.60
Profit factor2.28Expected payoff0.19
Absolute drawdown0.17Maximal drawdown25.55 (0.24%)Relative drawdown0.24% (25.55)
Total trades6680Short positions (won %)3493 (80.96%)Long positions (won %)3187 (79.86%)
Profit trades (% of total)5373 (80.43%)Loss trades (% of total)1307 (19.57%)
Largestprofit trade5.99loss trade-4.84
Averageprofit trade0.42loss trade-0.76
Maximumconsecutive wins (profit in money)63 (28.87)consecutive losses (loss in money)8 (-9.77)
Maximalconsecutive profit (count of wins)73.86 (62)consecutive loss (count of losses)-11.05 (4)
Averageconsecutive wins6consecutive losses1