Strategy Tester Report
Exness-MT5Trial7 (Build 4585)
Settings
Expert: Turtle
Symbol: AUDUSD_TDS
Period: H1 (2007.01.01 - 2024.10.10)
Inputs: MagicNumber=3000
riskPerTrade=1
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 98%
Bars: 110086 Ticks: 262212095 Symbols: 1
Total Net Profit: 10 459.04 Balance Drawdown Absolute: 141.30 Equity Drawdown Absolute: 171.05
Gross Profit: 27 730.80 Balance Drawdown Maximal: 1 048.02 (5.66%) Equity Drawdown Maximal: 1 186.48 (6.38%)
Gross Loss: -17 271.76 Balance Drawdown Relative: 5.66% (1 048.02) Equity Drawdown Relative: 6.38% (1 186.48)
Profit Factor: 1.61 Expected Payoff: 11.83 Margin Level: 3235.37%
Recovery Factor: 8.82 Sharpe Ratio: 10.03 Z-Score: 0.37 (28.86%)
AHPR: 1.0008 (0.08%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0008 (0.08%) LR Standard Error: 553.66
Total Trades: 884 Short Trades (won %): 420 (49.05%) Long Trades (won %): 464 (50.22%)
Total Deals: 1768 Profit Trades (% of total): 439 (49.66%) Loss Trades (% of total): 445 (50.34%)
Largest profit trade: 848.34 Largest loss trade: -259.42
Average profit trade: 63.17 Average loss trade: -38.81
Maximum consecutive wins ($): 10 (805.43) Maximum consecutive losses ($): 7 (-527.32)
Maximal consecutive profit (count): 980.34 (7) Maximal consecutive loss (count): -527.32 (7)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.56 Correlation (MFE,MAE): 0.1876
Graph
Minimal position holding time: 0:00:10 Maximal position holding time: 14:11:05 Average position holding time: 0:39:09
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
0.00 -9.69 10 468.73 20 459.04