Strategy Tester Report
Exness-MT5Trial6 (Build 4620)
Settings
Expert: Oogway
Symbol: GBPUSD_TDS
Period: H1 (2007.01.01 - 2024.08.30)
Inputs: riskPerTrade=0
lotSize=0.1
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 110276 Ticks: 350687962 Symbols: 11
Total Net Profit: 91 462.27 Balance Drawdown Absolute: 543.92 Equity Drawdown Absolute: 575.31
Gross Profit: 297 586.04 Balance Drawdown Maximal: 2 051.15 (14.44%) Equity Drawdown Maximal: 2 173.90 (15.20%)
Gross Loss: -206 123.77 Balance Drawdown Relative: 14.44% (2 051.15) Equity Drawdown Relative: 15.20% (2 173.90)
Profit Factor: 1.44 Expected Payoff: 2.12 Margin Level: 3571.56%
Recovery Factor: 42.07 Sharpe Ratio: 3.52 Z-Score: -38.42 (99.74%)
AHPR: 1.0001 (0.01%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 2 511.55
Total Trades: 43159 Short Trades (won %): 17248 (50.13%) Long Trades (won %): 25911 (50.29%)
Total Deals: 86318 Profit Trades (% of total): 21677 (50.23%) Loss Trades (% of total): 21482 (49.77%)
Largest profit trade: 977.56 Largest loss trade: -367.01
Average profit trade: 13.73 Average loss trade: -9.60
Maximum consecutive wins ($): 19 (142.55) Maximum consecutive losses ($): 23 (-207.15)
Maximal consecutive profit (count): 2 204.27 (5) Maximal consecutive loss (count): -668.55 (8)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.37 Correlation (MFE,MAE): -0.1427
Graph
Minimal position holding time: 0:00:12 Maximal position holding time: 47:58:41 Average position holding time: 0:49:12
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
2007.01.01 00:00:001balance0.000.0010 000.0010 000.00
0.00 0.00 0.00 10 000.00