Strategy Tester Report |
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Exness-MT5Trial7 (Build 4620) |
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Settings |
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| Expert: | Kowalski | |||||||||||
| Symbol: | USDCAD_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 |
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| History Quality: | 100% | |||||||||||
| Bars: | 110971 | Ticks: | 254209805 | Symbols: | 1 | |||||||
| Total Net Profit: | 7 145.17 | Balance Drawdown Absolute: | 775.42 | Equity Drawdown Absolute: | 858.25 | |||||||
| Gross Profit: | 30 073.14 | Balance Drawdown Maximal: | 1 639.50 (11.66%) | Equity Drawdown Maximal: | 1 778.51 (12.52%) | |||||||
| Gross Loss: | -22 927.97 | Balance Drawdown Relative: | 11.66% (1 639.50) | Equity Drawdown Relative: | 12.52% (1 778.51) | |||||||
| Profit Factor: | 1.31 | Expected Payoff: | 15.01 | Margin Level: | 8055.83% | |||||||
| Recovery Factor: | 4.02 | Sharpe Ratio: | 1.32 | Z-Score: | -0.03 (2.39%) | |||||||
| AHPR: | 1.0012 (0.12%) | LR Correlation: | 0.94 | OnTester result: | 0 | |||||||
| GHPR: | 1.0011 (0.11%) | LR Standard Error: | 629.33 | |||||||||
| Total Trades: | 476 | Short Trades (won %): | 232 (41.38%) | Long Trades (won %): | 244 (48.77%) | |||||||
| Total Deals: | 952 | Profit Trades (% of total): | 215 (45.17%) | Loss Trades (% of total): | 261 (54.83%) | |||||||
| Largest profit trade: | 419.36 | Largest loss trade: | -183.54 | |||||||||
| Average profit trade: | 139.88 | Average loss trade: | -86.70 | |||||||||
| Maximum consecutive wins ($): | 6 (709.83) | Maximum consecutive losses ($): | 9 (-787.03) | |||||||||
| Maximal consecutive profit (count): | 709.83 (6) | Maximal consecutive loss (count): | -788.45 (8) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.4726 | |||||||
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| Minimal position holding time: | 0:16:28 | Maximal position holding time: | 175:00:00 | Average position holding time: | 45:41:29 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| -601.08 | -602.59 | 8 348.84 | 17 145.17 | |||||||||