Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert:			Kowalski
Symbol:			USDCAD_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:			56097	Ticks:			254209805	Symbols:			1
Total Net Profit:			9 757.40	Balance Drawdown Absolute:			230.25	Equity Drawdown Absolute:			284.93
Gross Profit:			47 233.85	Balance Drawdown Maximal:			2 462.78 (13.86%)	Equity Drawdown Maximal:			2 720.53 (15.20%)
Gross Loss:			-37 476.45	Balance Drawdown Relative:			13.86% (2 462.78)	Equity Drawdown Relative:			15.20% (2 720.53)
Profit Factor:			1.26	Expected Payoff:			14.46	Margin Level:			7693.05%
Recovery Factor:			3.59	Sharpe Ratio:			1.33	Z-Score:			-0.39 (30.35%)
AHPR:			1.0011 (0.11%)	LR Correlation:			0.94	OnTester result:			0
GHPR:			1.0010 (0.10%)	LR Standard Error:			954.19
Total Trades:			675	Short Trades (won %):			342 (42.69%)	Long Trades (won %):			333 (46.55%)
Total Deals:			1350	Profit Trades (% of total):			301 (44.59%)	Loss Trades (% of total):			374 (55.41%)
				Largest profit trade:			533.62	Largest loss trade:			-232.62
				Average profit trade:			156.92	Average loss trade:			-98.77
				Maximum consecutive wins ($):			7 (1 037.40)	Maximum consecutive losses ($):			10 (-959.93)
				Maximal consecutive profit (count):			1 316.62 (6)	Maximal consecutive loss (count):			-959.93 (10)
				Average consecutive wins:			2	Average consecutive losses:			2
Correlation (Profits,MFE):			0.85	Correlation (Profits,MAE):			0.60	Correlation (MFE,MAE):			0.3930
Minimal position holding time:			0:15:42	Maximal position holding time:			134:23:03	Average position holding time:			37:32:56

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
								-1 069.98	-892.97	11 720.35	19 757.40