Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Kowalski
Symbol: USDJPY_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: 110645 Ticks: 314276524 Symbols: 1
Total Net Profit: 7 892.91 Balance Drawdown Absolute: 1 131.53 Equity Drawdown Absolute: 1 156.29
Gross Profit: 39 873.66 Balance Drawdown Maximal: 1 421.90 (7.52%) Equity Drawdown Maximal: 1 569.24 (8.27%)
Gross Loss: -31 980.75 Balance Drawdown Relative: 12.74% (1 294.49) Equity Drawdown Relative: 13.46% (1 375.83)
Profit Factor: 1.25 Expected Payoff: 12.14 Margin Level: 5142.82%
Recovery Factor: 5.03 Sharpe Ratio: 1.34 Z-Score: -0.24 (18.97%)
AHPR: 1.0009 (0.09%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0009 (0.09%) LR Standard Error: 671.00
Total Trades: 650 Short Trades (won %): 349 (42.12%) Long Trades (won %): 301 (46.51%)
Total Deals: 1300 Profit Trades (% of total): 287 (44.15%) Loss Trades (% of total): 363 (55.85%)
Largest profit trade: 503.94 Largest loss trade: -239.95
Average profit trade: 138.93 Average loss trade: -86.72
Maximum consecutive wins ($): 7 (1 110.48) Maximum consecutive losses ($): 10 (-1 247.36)
Maximal consecutive profit (count): 1 110.48 (7) Maximal consecutive loss (count): -1 247.36 (10)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.88 Correlation (Profits,MAE): 0.53 Correlation (MFE,MAE): 0.3220
Graph
Minimal position holding time: 1:15:35 Maximal position holding time: 111:37:38 Average position holding time: 30:55:31
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
-1 001.46 -4 855.29 13 749.66 17 892.91