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

SymbolEURSGD (Euro vs Singapore Dollar)
Period15 Minutes (M15) 2007.03.27 17:30 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test350819Ticks modelled221637752Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit1120.50Gross profit2313.94Gross loss-1193.45
Profit factor1.94Expected payoff0.30
Absolute drawdown2.36Maximal drawdown215.27 (1.90%)Relative drawdown1.90% (215.27)
Total trades3726Short positions (won %)2197 (73.10%)Long positions (won %)1529 (72.60%)
Profit trades (% of total)2716 (72.89%)Loss trades (% of total)1010 (27.11%)
Largestprofit trade9.65loss trade-5.32
Averageprofit trade0.85loss trade-1.18
Maximumconsecutive wins (profit in money)84 (68.40)consecutive losses (loss in money)8 (-0.84)
Maximalconsecutive profit (count of wins)115.23 (58)consecutive loss (count of losses)-12.50 (4)
Averageconsecutive wins4consecutive losses2