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

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2003.05.19 10:00 - 2021.04.19 13:45
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters>> Removed for clarity <<
Bars in test446939Ticks modelled314930190Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00SpreadVariable
Total net profit349.80Gross profit1538.44Gross loss-1188.65
Profit factor1.29Expected payoff0.06
Absolute drawdown1.63Maximal drawdown54.06 (0.53%)Relative drawdown0.53% (54.06)
Total trades5745Short positions (won %)3210 (72.31%)Long positions (won %)2535 (77.36%)
Profit trades (% of total)4282 (74.53%)Loss trades (% of total)1463 (25.47%)
Largestprofit trade5.90loss trade-4.90
Averageprofit trade0.36loss trade-0.81
Maximumconsecutive wins (profit in money)34 (10.51)consecutive losses (loss in money)11 (-4.22)
Maximalconsecutive profit (count of wins)14.61 (21)consecutive loss (count of losses)-18.12 (6)
Averageconsecutive wins4consecutive losses1
Graph