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

SymbolAUDCAD (Australian Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2006.01.17 15:30 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test359814Ticks modelled264503213Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit577.80Gross profit1442.48Gross loss-864.68
Profit factor1.67Expected payoff0.14
Absolute drawdown14.71Maximal drawdown49.57 (0.47%)Relative drawdown0.47% (49.57)
Total trades4217Short positions (won %)2224 (72.48%)Long positions (won %)1993 (69.54%)
Profit trades (% of total)2998 (71.09%)Loss trades (% of total)1219 (28.91%)
Largestprofit trade11.22loss trade-8.02
Averageprofit trade0.48loss trade-0.71
Maximumconsecutive wins (profit in money)46 (23.74)consecutive losses (loss in money)6 (-19.34)
Maximalconsecutive profit (count of wins)33.40 (16)consecutive loss (count of losses)-19.34 (6)
Averageconsecutive wins4consecutive losses2