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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2003.08.18 11:45 - 2021.04.28 14:00
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 profit834.02Gross profit1672.92Gross loss-838.90
Profit factor1.99Expected payoff0.16
Absolute drawdown1.49Maximal drawdown51.06 (0.48%)Relative drawdown0.48% (51.06)
Total trades5143Short positions (won %)2642 (74.15%)Long positions (won %)2501 (76.69%)
Profit trades (% of total)3877 (75.38%)Loss trades (% of total)1266 (24.62%)
Largestprofit trade4.21loss trade-4.11
Averageprofit trade0.43loss trade-0.66
Maximumconsecutive wins (profit in money)74 (32.56)consecutive losses (loss in money)7 (-12.93)
Maximalconsecutive profit (count of wins)32.56 (74)consecutive loss (count of losses)-12.93 (7)
Averageconsecutive wins5consecutive losses2