Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Kowalski
Symbol: USDCHF_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: 99%
Bars: 110041 Ticks: 225360972 Symbols: 1
Total Net Profit: 7 392.14 Balance Drawdown Absolute: 517.92 Equity Drawdown Absolute: 525.47
Gross Profit: 33 254.99 Balance Drawdown Maximal: 1 326.03 (12.27%) Equity Drawdown Maximal: 1 377.35 (12.69%)
Gross Loss: -25 862.85 Balance Drawdown Relative: 12.27% (1 326.03) Equity Drawdown Relative: 12.69% (1 377.35)
Profit Factor: 1.29 Expected Payoff: 8.95 Margin Level: 8787.23%
Recovery Factor: 5.37 Sharpe Ratio: 1.56 Z-Score: 1.00 (68.27%)
AHPR: 1.0007 (0.07%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0007 (0.07%) LR Standard Error: 715.76
Total Trades: 826 Short Trades (won %): 390 (35.90%) Long Trades (won %): 436 (35.55%)
Total Deals: 1652 Profit Trades (% of total): 295 (35.71%) Loss Trades (% of total): 531 (64.29%)
Largest profit trade: 574.09 Largest loss trade: -198.63
Average profit trade: 112.73 Average loss trade: -47.67
Maximum consecutive wins ($): 6 (403.99) Maximum consecutive losses ($): 8 (-531.42)
Maximal consecutive profit (count): 1 291.34 (4) Maximal consecutive loss (count): -830.46 (7)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.42 Correlation (MFE,MAE): 0.1384
Graph
Minimal position holding time: 0:00:41 Maximal position holding time: 92:44:38 Average position holding time: 18:09:46
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
-1 101.72 -1 537.38 10 031.24 17 392.14