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

SymbolEURGBP (Euro vs Great Britain Pound)
Period15 Minutes (M15) 2003.08.18 12:00 - 2021.04.28 10:45
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 profit1309.84Gross profit2187.69Gross loss-877.85
Profit factor2.49Expected payoff0.18
Absolute drawdown0.37Maximal drawdown88.52 (0.78%)Relative drawdown0.78% (88.52)
Total trades7122Short positions (won %)3933 (78.77%)Long positions (won %)3189 (79.90%)
Profit trades (% of total)5646 (79.28%)Loss trades (% of total)1476 (20.72%)
Largestprofit trade9.32loss trade-5.70
Averageprofit trade0.39loss trade-0.59
Maximumconsecutive wins (profit in money)111 (40.66)consecutive losses (loss in money)8 (-2.81)
Maximalconsecutive profit (count of wins)44.51 (81)consecutive loss (count of losses)-10.11 (4)
Averageconsecutive wins6consecutive losses2