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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.28 12:45
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 profit1041.69Gross profit1802.43Gross loss-760.75
Profit factor2.37Expected payoff0.18
Absolute drawdown0.17Maximal drawdown22.90 (0.21%)Relative drawdown0.21% (22.90)
Total trades5665Short positions (won %)2986 (80.84%)Long positions (won %)2679 (79.58%)
Profit trades (% of total)4546 (80.25%)Loss trades (% of total)1119 (19.75%)
Largestprofit trade5.18loss trade-4.95
Averageprofit trade0.40loss trade-0.68
Maximumconsecutive wins (profit in money)71 (75.56)consecutive losses (loss in money)7 (-2.34)
Maximalconsecutive profit (count of wins)75.56 (71)consecutive loss (count of losses)-8.30 (6)
Averageconsecutive wins6consecutive losses1