Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Kowalski
Symbol: EURUSD_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: 100%
Bars: 110981 Ticks: 371167609 Symbols: 1
Total Net Profit: 5 355.03 Balance Drawdown Absolute: 565.00 Equity Drawdown Absolute: 574.69
Gross Profit: 62 457.42 Balance Drawdown Maximal: 1 488.33 (11.48%) Equity Drawdown Maximal: 1 658.42 (12.71%)
Gross Loss: -57 102.39 Balance Drawdown Relative: 11.48% (1 488.33) Equity Drawdown Relative: 12.71% (1 658.42)
Profit Factor: 1.09 Expected Payoff: 4.15 Margin Level: 4954.58%
Recovery Factor: 3.23 Sharpe Ratio: 0.63 Z-Score: 0.97 (66.80%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.96 OnTester result: 0
GHPR: 1.0003 (0.03%) LR Standard Error: 540.62
Total Trades: 1289 Short Trades (won %): 647 (40.34%) Long Trades (won %): 642 (44.39%)
Total Deals: 2578 Profit Trades (% of total): 546 (42.36%) Loss Trades (% of total): 743 (57.64%)
Largest profit trade: 481.69 Largest loss trade: -411.40
Average profit trade: 114.39 Average loss trade: -75.70
Maximum consecutive wins ($): 7 (816.94) Maximum consecutive losses ($): 10 (-1 174.58)
Maximal consecutive profit (count): 830.66 (5) Maximal consecutive loss (count): -1 174.58 (10)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.82 Correlation (Profits,MAE): 0.61 Correlation (MFE,MAE): 0.3691
Graph
Minimal position holding time: 0:28:30 Maximal position holding time: 126:00:00 Average position holding time: 21:40:05
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
-1 707.54 -1 231.10 8 293.67 15 355.03