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

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.28 10:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test448441Ticks modelled377479353Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit952.97Gross profit2002.65Gross loss-1049.68
Profit factor1.91Expected payoff0.15
Absolute drawdown5.24Maximal drawdown95.80 (0.88%)Relative drawdown0.88% (95.80)
Total trades6329Short positions (won %)3322 (79.47%)Long positions (won %)3007 (77.42%)
Profit trades (% of total)4968 (78.50%)Loss trades (% of total)1361 (21.50%)
Largestprofit trade9.02loss trade-4.32
Averageprofit trade0.40loss trade-0.77
Maximumconsecutive wins (profit in money)51 (22.52)consecutive losses (loss in money)11 (-3.31)
Maximalconsecutive profit (count of wins)22.52 (51)consecutive loss (count of losses)-13.18 (6)
Averageconsecutive wins5consecutive losses1