Strategy Tester Report
Exness-MT5Trial6 (Build 4755)
Settings
Expert: Kowalski
Symbol: US30_TDS
Period: H1 (2013.01.01 - 2025.01.01)
Inputs: MagicNumber=4000
riskPerTrade=1
lotSize=0
marginWallet=10000
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 97%
Bars: 62682 Ticks: 370866300 Symbols: 1
Total Net Profit: 3 463.60 Balance Drawdown Absolute: 337.83 Equity Drawdown Absolute: 352.54
Gross Profit: 15 923.13 Balance Drawdown Maximal: 1 026.84 (7.41%) Equity Drawdown Maximal: 1 066.56 (7.69%)
Gross Loss: -12 459.53 Balance Drawdown Relative: 8.46% (893.02) Equity Drawdown Relative: 9.07% (962.25)
Profit Factor: 1.28 Expected Payoff: 8.79 Margin Level: 11852.89%
Recovery Factor: 3.25 Sharpe Ratio: 1.41 Z-Score: -0.19 (15.07%)
AHPR: 1.0008 (0.08%) LR Correlation: 0.91 OnTester result: 0
GHPR: 1.0008 (0.08%) LR Standard Error: 580.93
Total Trades: 394 Short Trades (won %): 191 (38.22%) Long Trades (won %): 203 (38.42%)
Total Deals: 788 Profit Trades (% of total): 151 (38.32%) Loss Trades (% of total): 243 (61.68%)
Largest profit trade: 279.71 Largest loss trade: -138.20
Average profit trade: 105.45 Average loss trade: -51.27
Maximum consecutive wins ($): 8 (958.00) Maximum consecutive losses ($): 9 (-511.59)
Maximal consecutive profit (count): 958.00 (8) Maximal consecutive loss (count): -567.16 (7)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.50 Correlation (MFE,MAE): 0.3015
Graph
Minimal position holding time: 0:36:38 Maximal position holding time: 267:41:17 Average position holding time: 32:01:46
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
0.00 -1 489.61 4 953.21 13 463.60