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

SymbolGBPCAD (Great Britain Pound vs Canadian Dollar)
Period15 Minutes (M15) 2006.01.17 13:15 - 2021.04.28 12:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test380652Ticks modelled335994073Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit138.72Gross profit1486.17Gross loss-1347.45
Profit factor1.10Expected payoff0.04
Absolute drawdown8.47Maximal drawdown77.91 (0.76%)Relative drawdown0.76% (77.91)
Total trades3438Short positions (won %)1981 (69.21%)Long positions (won %)1457 (67.74%)
Profit trades (% of total)2358 (68.59%)Loss trades (% of total)1080 (31.41%)
Largestprofit trade11.70loss trade-12.39
Averageprofit trade0.63loss trade-1.25
Maximumconsecutive wins (profit in money)19 (14.72)consecutive losses (loss in money)7 (-18.69)
Maximalconsecutive profit (count of wins)20.31 (10)consecutive loss (count of losses)-18.69 (7)
Averageconsecutive wins3consecutive losses2