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

SymbolEURGBP (Euro vs Great Britain Pound)
Period15 Minutes (M15) 2003.08.18 12:00 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test442238Ticks modelled326990614Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1590.95Gross profit2706.22Gross loss-1115.27
Profit factor2.43Expected payoff0.19
Absolute drawdown0.37Maximal drawdown60.86 (0.52%)Relative drawdown0.52% (60.86)
Total trades8295Short positions (won %)4560 (79.10%)Long positions (won %)3735 (79.97%)
Profit trades (% of total)6594 (79.49%)Loss trades (% of total)1701 (20.51%)
Largestprofit trade9.35loss trade-6.76
Averageprofit trade0.41loss trade-0.66
Maximumconsecutive wins (profit in money)105 (71.32)consecutive losses (loss in money)9 (-5.66)
Maximalconsecutive profit (count of wins)71.32 (105)consecutive loss (count of losses)-10.14 (4)
Averageconsecutive wins6consecutive losses2