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=0.5 | |||||||||||
| 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: | 1 492 884 628.10 | Balance Drawdown Absolute: | 3 233.72 | Equity Drawdown Absolute: | 3 265.94 | |||||||
| Gross Profit: | 4 458 633 177.41 | Balance Drawdown Maximal: | 46 010 064.36 (4.88%) | Equity Drawdown Maximal: | 54 741 340.27 (5.76%) | |||||||
| Gross Loss: | -2 965 748 549.31 | Balance Drawdown Relative: | 32.34% (3 233.72) | Equity Drawdown Relative: | 32.66% (3 265.94) | |||||||
| Profit Factor: | 1.50 | Expected Payoff: | 1 472.61 | Margin Level: | 697.98% | |||||||
| Recovery Factor: | 27.27 | Sharpe Ratio: | 4.86 | Z-Score: | 7199.62 (99.74%) | |||||||
| AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0000 (0.00%) | LR Standard Error: | 545 918 442.91 | |||||||||
| Total Trades: | 1013766 | Short Trades (won %): | 182296 (52.12%) | Long Trades (won %): | 831470 (52.00%) | |||||||
| Total Deals: | 2027532 | Profit Trades (% of total): | 527346 (52.02%) | Loss Trades (% of total): | 486420 (47.98%) | |||||||
| Largest profit trade: | 1 012 180.00 | Largest loss trade: | -369 880.00 | |||||||||
| Average profit trade: | 8 454.85 | Average loss trade: | -6 097.09 | |||||||||
| Maximum consecutive wins ($): | 2562 (5 949 981.19) | Maximum consecutive losses ($): | 1671 (-6 984 367.92) | |||||||||
| Maximal consecutive profit (count): | 54 663 867.81 (1035) | Maximal consecutive loss (count): | -21 590 513.12 (609) | |||||||||
| Average consecutive wins: | 68 | Average consecutive losses: | 63 | |||||||||
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| Correlation (Profits,MFE): | 0.77 | Correlation (Profits,MAE): | 0.37 | Correlation (MFE,MAE): | -0.1642 | |||||||
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| Minimal position holding time: | 0:00:01 | Maximal position holding time: | 47:58:41 | Average position holding time: | 1:14:39 | |||||||
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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 | 0.03 / 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 | |||||||||