Strategy Tester Report
Exness-MT5Trial6 (Build 4620)
Settings
Expert: Skipper
Symbol: EURUSD_TDS
Period: H1 (2007.01.01 - 2024.11.20)
Inputs: riskPerTrade=1
lotSize=0.1
marginWallet=10000.0
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 111678 Ticks: 431929917 Symbols: 8
Total Net Profit: 4 014 388.58 Balance Drawdown Absolute: 219.49 Equity Drawdown Absolute: 242.48
Gross Profit: 25 275 147.18 Balance Drawdown Maximal: 432 665.06 (12.24%) Equity Drawdown Maximal: 549 535.74 (14.98%)
Gross Loss: -21 260 758.60 Balance Drawdown Relative: 28.22% (98 211.45) Equity Drawdown Relative: 29.41% (103 146.36)
Profit Factor: 1.19 Expected Payoff: 433.89 Margin Level: 1624.50%
Recovery Factor: 7.31 Sharpe Ratio: 1.65 Z-Score: -2.72 (99.35%)
AHPR: 1.0007 (0.07%) LR Correlation: 0.84 OnTester result: 0
GHPR: 1.0006 (0.06%) LR Standard Error: 548 582.47
Total Trades: 9252 Short Trades (won %): 4658 (39.74%) Long Trades (won %): 4594 (42.73%)
Total Deals: 18504 Profit Trades (% of total): 3814 (41.22%) Loss Trades (% of total): 5438 (58.78%)
Largest profit trade: 117 749.46 Largest loss trade: -55 916.97
Average profit trade: 6 626.94 Average loss trade: -3 909.67
Maximum consecutive wins ($): 11 (7 084.53) Maximum consecutive losses ($): 22 (-18 075.43)
Maximal consecutive profit (count): 226 462.50 (2) Maximal consecutive loss (count): -309 488.02 (13)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.31 Correlation (MFE,MAE): -0.3513
Graph
Minimal position holding time: 0:00:29 Maximal position holding time: 242:00:00 Average position holding time: 28:21:09
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2007.01.03 15:00:002EURUSD_TDSsell0.11 / 0.110.000001.330901.294892007.01.03 15:00:00filledKOW_EURUSD_TDS_H1
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2007.01.01 00:00:001balance0.000.0010 000.0010 000.00
0.00 0.00 0.00 10 000.00