Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.87 Correlation (Profits,MAE): 0.60 Correlation (MFE,MAE): 0.4726
Graph
Minimal position holding time: 0:16:28 Maximal position holding time: 175:00:00 Average position holding time: 45:41:29
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
-601.08 -602.59 8 348.84 17 145.17