Strategy Tester Report |
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Exness-MT5Trial7 (Build 4620) |
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Settings |
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| Expert: | Kowalski | |||||||||||
| Symbol: | USDJPY_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 |
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| History Quality: | 99% | |||||||||||
| Bars: | 55935 | Ticks: | 314276524 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 632.50 | Balance Drawdown Absolute: | 30.24 | Equity Drawdown Absolute: | 46.90 | |||||||
| Gross Profit: | 7 208.59 | Balance Drawdown Maximal: | 545.21 (4.86%) | Equity Drawdown Maximal: | 610.61 (5.56%) | |||||||
| Gross Loss: | -5 576.09 | Balance Drawdown Relative: | 4.86% (545.21) | Equity Drawdown Relative: | 5.56% (610.61) | |||||||
| Profit Factor: | 1.29 | Expected Payoff: | 4.20 | Margin Level: | 16885.26% | |||||||
| Recovery Factor: | 2.67 | Sharpe Ratio: | 1.29 | Z-Score: | -0.36 (28.12%) | |||||||
| AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
| GHPR: | 1.0004 (0.04%) | LR Standard Error: | 185.18 | |||||||||
| Total Trades: | 389 | Short Trades (won %): | 186 (38.71%) | Long Trades (won %): | 203 (41.38%) | |||||||
| Total Deals: | 778 | Profit Trades (% of total): | 156 (40.10%) | Loss Trades (% of total): | 233 (59.90%) | |||||||
| Largest profit trade: | 176.10 | Largest loss trade: | -90.70 | |||||||||
| Average profit trade: | 46.21 | Average loss trade: | -23.47 | |||||||||
| Maximum consecutive wins ($): | 6 (367.66) | Maximum consecutive losses ($): | 15 (-295.50) | |||||||||
| Maximal consecutive profit (count): | 367.66 (6) | Maximal consecutive loss (count): | -313.93 (12) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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| Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.42 | Correlation (MFE,MAE): | 0.2390 | |||||||
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| Minimal position holding time: | 4:00:00 | Maximal position holding time: | 120:26:36 | Average position holding time: | 28:44:52 | |||||||
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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 |
| -214.08 | -802.12 | 2 648.70 | 11 632.50 | |||||||||