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

SymbolEURAUD (Euro vs Australian Dollar)
Period15 Minutes (M15) 2005.10.24 02:30 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test371735Ticks modelled415148188Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit-695.94Gross profit1526.46Gross loss-2222.40
Profit factor0.69Expected payoff-0.16
Absolute drawdown738.54Maximal drawdown738.54 (7.39%)Relative drawdown7.39% (738.54)
Total trades4300Short positions (won %)2609 (63.20%)Long positions (won %)1691 (66.94%)
Profit trades (% of total)2781 (64.67%)Loss trades (% of total)1519 (35.33%)
Largestprofit trade8.66loss trade-5.94
Averageprofit trade0.55loss trade-1.46
Maximumconsecutive wins (profit in money)21 (10.10)consecutive losses (loss in money)12 (-32.93)
Maximalconsecutive profit (count of wins)10.47 (14)consecutive loss (count of losses)-32.93 (12)
Averageconsecutive wins3consecutive losses2
Graph