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

SymbolGBPAUD (Great Britain Pound vs Australian Dollar)
Period15 Minutes (M15) 2006.04.05 15:15 - 2021.04.28 12:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test375532Ticks modelled379551041Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit67.84Gross profit2271.23Gross loss-2203.40
Profit factor1.03Expected payoff0.02
Absolute drawdown0.68Maximal drawdown137.50 (1.36%)Relative drawdown1.36% (137.50)
Total trades4406Short positions (won %)2498 (70.26%)Long positions (won %)1908 (72.12%)
Profit trades (% of total)3131 (71.06%)Loss trades (% of total)1275 (28.94%)
Largestprofit trade12.67loss trade-9.19
Averageprofit trade0.73loss trade-1.73
Maximumconsecutive wins (profit in money)30 (23.78)consecutive losses (loss in money)9 (-24.65)
Maximalconsecutive profit (count of wins)23.78 (30)consecutive loss (count of losses)-24.65 (9)
Averageconsecutive wins4consecutive losses2