Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Sonic
Symbol: BTCUSD_TDS
Period: H1 (2018.01.01 - 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: 90%
Bars: 55784 Ticks: 404697063 Symbols: 1
Total Net Profit: 203 249.90 Balance Drawdown Absolute: 45.61 Equity Drawdown Absolute: 46.19
Gross Profit: 581 048.30 Balance Drawdown Maximal: 16 053.22 (7.06%) Equity Drawdown Maximal: 19 279.72 (8.38%)
Gross Loss: -377 798.40 Balance Drawdown Relative: 13.86% (3 370.04) Equity Drawdown Relative: 15.19% (3 742.12)
Profit Factor: 1.54 Expected Payoff: 108.98 Margin Level: 3671.54%
Recovery Factor: 10.54 Sharpe Ratio: 11.13 Z-Score: 0.35 (27.37%)
AHPR: 1.0017 (0.17%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0016 (0.16%) LR Standard Error: 13 988.29
Total Trades: 1865 Short Trades (won %): 876 (50.91%) Long Trades (won %): 989 (52.98%)
Total Deals: 3730 Profit Trades (% of total): 970 (52.01%) Loss Trades (% of total): 895 (47.99%)
Largest profit trade: 16 198.68 Largest loss trade: -3 250.15
Average profit trade: 599.02 Average loss trade: -422.12
Maximum consecutive wins ($): 17 (4 074.43) Maximum consecutive losses ($): 9 (-1 096.18)
Maximal consecutive profit (count): 20 446.98 (3) Maximal consecutive loss (count): -7 700.76 (7)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.79 Correlation (Profits,MAE): 0.48 Correlation (MFE,MAE): -0.0057
Graph
Minimal position holding time: 0:00:02 Maximal position holding time: 24:20:42 Average position holding time: 0:46:56
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 0.00 203 249.90 213 249.90