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=1 | |||||||||||
| 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: | 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 | |||||||||
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| Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.31 | Correlation (MFE,MAE): | -0.3513 | |||||||
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| Minimal position holding time: | 0:00:29 | Maximal position holding time: | 242:00:00 | Average position holding time: | 28:21:09 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2007.01.03 15:00:00 | 2 | EURUSD_TDS | sell | 0.11 / 0.11 | 0.00000 | 1.33090 | 1.29489 | 2007.01.03 15:00:00 | filled | KOW_EURUSD_TDS_H1 | ||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2007.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 0.00 | 0.00 | 0.00 | 10 000.00 | |||||||||