Strategy Tester Report |
||||||||||||
Exness-MT5Trial6 (Build 4735) |
||||||||||||
Settings |
||||||||||||
| Expert: | Kowalski | |||||||||||
| Symbol: | XAUUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.11.20) | |||||||||||
| Inputs: | MagicNumber=4000 | |||||||||||
| riskPerTrade=1 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
||||||||||||
| History Quality: | 98% | |||||||||||
| Bars: | 108008 | Ticks: | 550333799 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 592.17 | Balance Drawdown Absolute: | 731.64 | Equity Drawdown Absolute: | 745.04 | |||||||
| Gross Profit: | 21 073.72 | Balance Drawdown Maximal: | 735.02 (7.35%) | Equity Drawdown Maximal: | 859.59 (7.78%) | |||||||
| Gross Loss: | -15 481.55 | Balance Drawdown Relative: | 7.35% (735.02) | Equity Drawdown Relative: | 7.85% (788.09) | |||||||
| Profit Factor: | 1.36 | Expected Payoff: | 10.47 | Margin Level: | 19098.83% | |||||||
| Recovery Factor: | 6.51 | Sharpe Ratio: | 1.62 | Z-Score: | -0.50 (38.29%) | |||||||
| AHPR: | 1.0009 (0.09%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0008 (0.08%) | LR Standard Error: | 309.41 | |||||||||
| Total Trades: | 534 | Short Trades (won %): | 275 (40.73%) | Long Trades (won %): | 259 (39.00%) | |||||||
| Total Deals: | 1068 | Profit Trades (% of total): | 213 (39.89%) | Loss Trades (% of total): | 321 (60.11%) | |||||||
| Largest profit trade: | 295.77 | Largest loss trade: | -165.07 | |||||||||
| Average profit trade: | 98.94 | Average loss trade: | -48.23 | |||||||||
| Maximum consecutive wins ($): | 6 (545.36) | Maximum consecutive losses ($): | 13 (-539.12) | |||||||||
| Maximal consecutive profit (count): | 635.45 (5) | Maximal consecutive loss (count): | -539.12 (13) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.88 | Correlation (Profits,MAE): | 0.41 | Correlation (MFE,MAE): | 0.2132 | |||||||
 |
||||||||||||
| Minimal position holding time: | 1:25:00 | Maximal position holding time: | 117:12:38 | Average position holding time: | 33:47:47 | |||||||
 |
||||||||||||
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 | -1 271.71 | 6 863.88 | 15 592.17 | |||||||||