Strategy Tester Report
Exness-MT5Trial6 (Build 4620)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.79 Correlation (Profits,MAE): 0.34 Correlation (MFE,MAE): -0.1785
Graph
Minimal position holding time: 0:00:12 Maximal position holding time: 47:58:41 Average position holding time: 1:23:47
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2007.01.01 00:00:0019XAUUSD_TDSsell stop0.01 / 0621.332636.1652007.01.01 00:01:10canceledTURTLE_XAUUSD_TDS_M15
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