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

SymbolEURAUD (Euro vs Australian Dollar)
Period15 Minutes (M15) 2005.10.24 02:30 - 2021.04.27 14:45
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-520.65Gross profit1289.55Gross loss-1810.20
Profit factor0.71Expected payoff-0.14
Absolute drawdown560.74Maximal drawdown560.74 (5.61%)Relative drawdown5.61% (560.74)
Total trades3717Short positions (won %)2255 (63.10%)Long positions (won %)1462 (67.58%)
Profit trades (% of total)2411 (64.86%)Loss trades (% of total)1306 (35.14%)
Largestprofit trade8.70loss trade-5.91
Averageprofit trade0.53loss trade-1.39
Maximumconsecutive wins (profit in money)25 (7.69)consecutive losses (loss in money)12 (-30.33)
Maximalconsecutive profit (count of wins)11.51 (11)consecutive loss (count of losses)-30.33 (12)
Averageconsecutive wins3consecutive losses2