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

SymbolEURJPY (Euro vs Japanese Yen)
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 test440681Ticks modelled479258336Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit445.77Gross profit2523.64Gross loss-2077.87
Profit factor1.21Expected payoff0.07
Absolute drawdown4.73Maximal drawdown298.66 (2.81%)Relative drawdown2.81% (298.66)
Total trades6294Short positions (won %)3514 (71.94%)Long positions (won %)2780 (75.58%)
Profit trades (% of total)4629 (73.55%)Loss trades (% of total)1665 (26.45%)
Largestprofit trade8.72loss trade-5.03
Averageprofit trade0.55loss trade-1.25
Maximumconsecutive wins (profit in money)61 (53.01)consecutive losses (loss in money)10 (-33.08)
Maximalconsecutive profit (count of wins)53.01 (61)consecutive loss (count of losses)-33.08 (10)
Averageconsecutive wins4consecutive losses1