Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Kowalski
Symbol: GBPUSD_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: 110972 Ticks: 352414835 Symbols: 1
Total Net Profit: 16 355.61 Balance Drawdown Absolute: 255.31 Equity Drawdown Absolute: 302.63
Gross Profit: 105 104.32 Balance Drawdown Maximal: 1 700.17 (11.57%) Equity Drawdown Maximal: 2 054.58 (7.52%)
Gross Loss: -88 748.71 Balance Drawdown Relative: 11.57% (1 700.17) Equity Drawdown Relative: 13.18% (1 965.93)
Profit Factor: 1.18 Expected Payoff: 11.02 Margin Level: 4162.74%
Recovery Factor: 7.96 Sharpe Ratio: 1.52 Z-Score: 0.90 (63.19%)
AHPR: 1.0007 (0.07%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0007 (0.07%) LR Standard Error: 1 782.90
Total Trades: 1484 Short Trades (won %): 721 (39.53%) Long Trades (won %): 763 (38.79%)
Total Deals: 2968 Profit Trades (% of total): 581 (39.15%) Loss Trades (% of total): 903 (60.85%)
Largest profit trade: 726.80 Largest loss trade: -275.40
Average profit trade: 180.90 Average loss trade: -96.57
Maximum consecutive wins ($): 9 (2 248.31) Maximum consecutive losses ($): 12 (-963.90)
Maximal consecutive profit (count): 2 248.31 (9) Maximal consecutive loss (count): -1 417.28 (8)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.84 Correlation (Profits,MAE): 0.52 Correlation (MFE,MAE): 0.2142
Graph
Minimal position holding time: 0:00:29 Maximal position holding time: 48:00:13 Average position holding time: 11:10:50
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
-3 096.72 -592.68 20 045.01 26 355.61