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

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2004.11.08 18:00 - 2021.04.27 14:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test408988Ticks modelled403135414Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit675.10Gross profit1707.42Gross loss-1032.32
Profit factor1.65Expected payoff0.16
Absolute drawdown0.81Maximal drawdown33.96 (0.32%)Relative drawdown0.32% (33.96)
Total trades4197Short positions (won %)2318 (73.86%)Long positions (won %)1879 (72.75%)
Profit trades (% of total)3079 (73.36%)Loss trades (% of total)1118 (26.64%)
Largestprofit trade4.95loss trade-9.20
Averageprofit trade0.55loss trade-0.92
Maximumconsecutive wins (profit in money)42 (11.84)consecutive losses (loss in money)12 (-3.02)
Maximalconsecutive profit (count of wins)28.22 (23)consecutive loss (count of losses)-16.72 (7)
Averageconsecutive wins4consecutive losses1