Strategy Tester Report
Exness-MT5Trial6 (Build 4755)
Settings
Expert: Caesar
Symbol: XAUUSD_TDS
Period: H1 (2007.01.01 - 2025.03.01)
Inputs: MagicNumber=5000
riskPerTrade=1.0
lotSize=0.1
marginWallet=10000.0
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 98%
Bars: 109629 Ticks: 569130731 Symbols: 1
Total Net Profit: 14 588.71 Balance Drawdown Absolute: 948.10 Equity Drawdown Absolute: 980.76
Gross Profit: 61 525.15 Balance Drawdown Maximal: 2 489.94 (10.41%) Equity Drawdown Maximal: 2 856.99 (11.78%)
Gross Loss: -46 936.44 Balance Drawdown Relative: 10.41% (2 489.94) Equity Drawdown Relative: 11.78% (2 856.99)
Profit Factor: 1.31 Expected Payoff: 20.04 Margin Level: 14305.39%
Recovery Factor: 5.11 Sharpe Ratio: 0.85 Z-Score: 1.26 (79.23%)
AHPR: 1.0013 (0.13%) LR Correlation: 0.99 OnTester result: -10.40905651543213
GHPR: 1.0012 (0.12%) LR Standard Error: 766.64
Total Trades: 728 Short Trades (won %): 360 (30.28%) Long Trades (won %): 368 (35.87%)
Total Deals: 1456 Profit Trades (% of total): 241 (33.10%) Loss Trades (% of total): 487 (66.90%)
Largest profit trade: 885.77 Largest loss trade: -262.82
Average profit trade: 255.29 Average loss trade: -96.38
Maximum consecutive wins ($): 4 (829.34) Maximum consecutive losses ($): 14 (-2 088.31)
Maximal consecutive profit (count): 1 568.58 (3) Maximal consecutive loss (count): -2 088.31 (14)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.89 Correlation (Profits,MAE): 0.46 Correlation (MFE,MAE): 0.3294
Graph
Minimal position holding time: 1:03:54 Maximal position holding time: 417:32:35 Average position holding time: 93:54:40
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
0.00 -6 960.43 21 549.14 24 588.71