Strategy Tester Report |
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Exness-MT5Trial6 (Build 4620) |
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Settings |
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| Expert: | Skipper | |||||||||||
| Symbol: | EURUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.11.20) | |||||||||||
| Inputs: | riskPerTrade=0 | |||||||||||
| lotSize=0.1 | ||||||||||||
| marginWallet=10000.0 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 111678 | Ticks: | 431929917 | Symbols: | 8 | |||||||
| Total Net Profit: | 54 401.68 | Balance Drawdown Absolute: | 542.32 | Equity Drawdown Absolute: | 379.63 | |||||||
| Gross Profit: | 298 888.27 | Balance Drawdown Maximal: | 2 517.08 (6.08%) | Equity Drawdown Maximal: | 2 648.94 (6.38%) | |||||||
| Gross Loss: | -244 486.59 | Balance Drawdown Relative: | 19.09% (2 230.78) | Equity Drawdown Relative: | 19.05% (2 264.03) | |||||||
| Profit Factor: | 1.22 | Expected Payoff: | 5.87 | Margin Level: | 4715.29% | |||||||
| Recovery Factor: | 20.54 | Sharpe Ratio: | 1.22 | Z-Score: | -2.75 (99.40%) | |||||||
| AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
| GHPR: | 1.0002 (0.02%) | LR Standard Error: | 4 874.17 | |||||||||
| Total Trades: | 9265 | Short Trades (won %): | 4667 (39.70%) | Long Trades (won %): | 4598 (42.71%) | |||||||
| Total Deals: | 18530 | Profit Trades (% of total): | 3817 (41.20%) | Loss Trades (% of total): | 5448 (58.80%) | |||||||
| Largest profit trade: | 908.68 | Largest loss trade: | -394.08 | |||||||||
| Average profit trade: | 78.30 | Average loss trade: | -44.88 | |||||||||
| Maximum consecutive wins ($): | 11 (1 078.84) | Maximum consecutive losses ($): | 22 (-689.84) | |||||||||
| Maximal consecutive profit (count): | 1 568.40 (4) | Maximal consecutive loss (count): | -929.49 (17) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.80 | Correlation (Profits,MAE): | 0.43 | Correlation (MFE,MAE): | 0.0258 | |||||||
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| Minimal position holding time: | 0:00:29 | Maximal position holding time: | 242:00:00 | Average position holding time: | 28:19:25 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 0.00 | -12 543.15 | 66 944.83 | 64 401.68 | |||||||||