Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Kowalski
Symbol: EURUSD_TDS
Period: H2 (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: 56106 Ticks: 371167609 Symbols: 1
Total Net Profit: 5 133.62 Balance Drawdown Absolute: 3.48 Equity Drawdown Absolute: 19.81
Gross Profit: 18 995.12 Balance Drawdown Maximal: 1 454.15 (9.56%) Equity Drawdown Maximal: 1 595.83 (10.45%)
Gross Loss: -13 861.50 Balance Drawdown Relative: 9.56% (1 454.15) Equity Drawdown Relative: 10.45% (1 595.83)
Profit Factor: 1.37 Expected Payoff: 11.72 Margin Level: 14098.48%
Recovery Factor: 3.22 Sharpe Ratio: 1.85 Z-Score: 0.61 (45.81%)
AHPR: 1.0010 (0.10%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0009 (0.09%) LR Standard Error: 568.92
Total Trades: 438 Short Trades (won %): 214 (36.92%) Long Trades (won %): 224 (41.07%)
Total Deals: 876 Profit Trades (% of total): 171 (39.04%) Loss Trades (% of total): 267 (60.96%)
Largest profit trade: 433.35 Largest loss trade: -153.44
Average profit trade: 111.08 Average loss trade: -51.25
Maximum consecutive wins ($): 7 (236.86) Maximum consecutive losses ($): 10 (-456.09)
Maximal consecutive profit (count): 741.43 (3) Maximal consecutive loss (count): -517.69 (9)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.90 Correlation (Profits,MAE): 0.53 Correlation (MFE,MAE): 0.3293
Graph
Minimal position holding time: 4:26:29 Maximal position holding time: 109:11:35 Average position holding time: 30:56:04
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
-356.52 -365.19 5 855.33 15 133.62