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

SymbolEURJPY (Euro vs Japanese Yen)
Period15 Minutes (M15) 2003.08.18 12:00 - 2021.04.27 15:00
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 profit456.60Gross profit2087.75Gross loss-1631.15
Profit factor1.28Expected payoff0.08
Absolute drawdown1.57Maximal drawdown248.56 (2.34%)Relative drawdown2.34% (248.56)
Total trades5479Short positions (won %)3088 (72.15%)Long positions (won %)2391 (76.08%)
Profit trades (% of total)4047 (73.86%)Loss trades (% of total)1432 (26.14%)
Largestprofit trade8.53loss trade-4.31
Averageprofit trade0.52loss trade-1.14
Maximumconsecutive wins (profit in money)58 (53.30)consecutive losses (loss in money)10 (-30.25)
Maximalconsecutive profit (count of wins)53.30 (58)consecutive loss (count of losses)-30.25 (10)
Averageconsecutive wins4consecutive losses1