Strategy Tester Report |
||||||||||||
Exness-MT5Trial7 (Build 4620) |
||||||||||||
Settings |
||||||||||||
| Expert: | Kowalski | |||||||||||
| Symbol: | AUDUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.10.10) | |||||||||||
| Inputs: | MagicNumber=4000 | |||||||||||
| 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: | 98% | |||||||||||
| Bars: | 110086 | Ticks: | 262212095 | Symbols: | 1 | |||||||
| Total Net Profit: | 6 038.33 | Balance Drawdown Absolute: | 188.37 | Equity Drawdown Absolute: | 229.47 | |||||||
| Gross Profit: | 26 752.96 | Balance Drawdown Maximal: | 1 011.44 (6.73%) | Equity Drawdown Maximal: | 1 049.79 (6.97%) | |||||||
| Gross Loss: | -20 714.63 | Balance Drawdown Relative: | 6.73% (1 011.44) | Equity Drawdown Relative: | 6.97% (1 049.79) | |||||||
| Profit Factor: | 1.29 | Expected Payoff: | 8.49 | Margin Level: | 15878.40% | |||||||
| Recovery Factor: | 5.75 | Sharpe Ratio: | 1.80 | Z-Score: | 0.39 (30.35%) | |||||||
| AHPR: | 1.0007 (0.07%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0007 (0.07%) | LR Standard Error: | 334.74 | |||||||||
| Total Trades: | 711 | Short Trades (won %): | 367 (39.51%) | Long Trades (won %): | 344 (42.15%) | |||||||
| Total Deals: | 1422 | Profit Trades (% of total): | 290 (40.79%) | Loss Trades (% of total): | 421 (59.21%) | |||||||
| Largest profit trade: | 472.64 | Largest loss trade: | -158.34 | |||||||||
| Average profit trade: | 92.25 | Average loss trade: | -48.26 | |||||||||
| Maximum consecutive wins ($): | 7 (474.10) | Maximum consecutive losses ($): | 11 (-626.83) | |||||||||
| Maximal consecutive profit (count): | 644.19 (4) | Maximal consecutive loss (count): | -626.83 (11) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.48 | Correlation (MFE,MAE): | 0.2917 | |||||||
 |
||||||||||||
| Minimal position holding time: | 1:31:38 | Maximal position holding time: | 74:00:00 | Average position holding time: | 20:07:25 | |||||||
 |
||||||||||||
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 |
| -792.36 | -196.04 | 7 026.73 | 16 038.33 | |||||||||