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

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.20 09:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test448373Ticks modelled360750197Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit804.11Gross profit2496.33Gross loss-1692.22
Profit factor1.48Expected payoff0.14
Absolute drawdown2.18Maximal drawdown76.71 (0.74%)Relative drawdown0.74% (76.71)
Total trades5808Short positions (won %)3069 (75.76%)Long positions (won %)2739 (74.08%)
Profit trades (% of total)4354 (74.97%)Loss trades (% of total)1454 (25.03%)
Largestprofit trade5.78loss trade-8.88
Averageprofit trade0.57loss trade-1.16
Maximumconsecutive wins (profit in money)36 (17.87)consecutive losses (loss in money)6 (-22.74)
Maximalconsecutive profit (count of wins)27.35 (22)consecutive loss (count of losses)-22.74 (6)
Averageconsecutive wins4consecutive losses1