Strategy Tester Report |
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Exness-MT5Trial6 (Build 4620) |
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Settings |
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| Expert: | Oogway | |||||||||||
| Symbol: | GBPUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | riskPerTrade=0.2 | |||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 110276 | Ticks: | 350687962 | Symbols: | 12 | |||||||
| Total Net Profit: | 18 255 564.11 | Balance Drawdown Absolute: | 1 446.32 | Equity Drawdown Absolute: | 1 462.94 | |||||||
| Gross Profit: | 55 713 128.45 | Balance Drawdown Maximal: | 583 166.05 (5.13%) | Equity Drawdown Maximal: | 636 054.87 (5.57%) | |||||||
| Gross Loss: | -37 457 564.34 | Balance Drawdown Relative: | 14.46% (1 446.32) | Equity Drawdown Relative: | 14.63% (1 462.94) | |||||||
| Profit Factor: | 1.49 | Expected Payoff: | 212.72 | Margin Level: | 1743.90% | |||||||
| Recovery Factor: | 28.70 | Sharpe Ratio: | 5.89 | Z-Score: | 1020.01 (99.74%) | |||||||
| AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.93 | OnTester result: | 0 | |||||||
| GHPR: | 1.0001 (0.01%) | LR Standard Error: | 11 987 696.15 | |||||||||
| Total Trades: | 85820 | Short Trades (won %): | 33232 (51.69%) | Long Trades (won %): | 52588 (52.01%) | |||||||
| Total Deals: | 171640 | Profit Trades (% of total): | 44529 (51.89%) | Loss Trades (% of total): | 41291 (48.11%) | |||||||
| Largest profit trade: | 250 235.64 | Largest loss trade: | -40 575.29 | |||||||||
| Average profit trade: | 1 251.17 | Average loss trade: | -907.16 | |||||||||
| Maximum consecutive wins ($): | 219 (1 774.91) | Maximum consecutive losses ($): | 212 (-46 920.19) | |||||||||
| Maximal consecutive profit (count): | 941 687.58 (8) | Maximal consecutive loss (count): | -198 250.45 (8) | |||||||||
| Average consecutive wins: | 5 | Average consecutive losses: | 5 | |||||||||
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| Correlation (Profits,MFE): | 0.79 | Correlation (Profits,MAE): | 0.34 | Correlation (MFE,MAE): | -0.1785 | |||||||
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| Minimal position holding time: | 0:00:12 | Maximal position holding time: | 47:58:41 | Average position holding time: | 1:23:47 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2007.01.01 00:00:00 | 19 | XAUUSD_TDS | sell stop | 0.01 / 0 | 621.332 | 636.165 | 2007.01.01 00:01:10 | canceled | TURTLE_XAUUSD_TDS_M15 | |||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2007.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 0.00 | 0.00 | 0.00 | 10 000.00 | |||||||||