Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Turtle
Symbol: BTCUSD_TDS
Period: H2 (2018.01.01 - 2024.10.10)
Inputs: MagicNumber=3000
marginWallet=10000.0
riskPerTrade=1.0
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 92%
Bars: 26200 Ticks: 378172691 Symbols: 1
Total Net Profit: 20 032.47 Balance Drawdown Absolute: 102.44 Equity Drawdown Absolute: 135.42
Gross Profit: 49 628.77 Balance Drawdown Maximal: 2 088.15 (6.84%) Equity Drawdown Maximal: 3 086.76 (9.80%)
Gross Loss: -29 596.30 Balance Drawdown Relative: 7.95% (1 003.81) Equity Drawdown Relative: 9.80% (3 086.76)
Profit Factor: 1.68 Expected Payoff: 27.90 Margin Level: 13798.16%
Recovery Factor: 6.49 Sharpe Ratio: 7.83 Z-Score: 0.91 (63.72%)
AHPR: 1.0016 (0.16%) LR Correlation: 0.96 OnTester result: 0
GHPR: 1.0015 (0.15%) LR Standard Error: 1 842.68
Total Trades: 718 Short Trades (won %): 299 (50.50%) Long Trades (won %): 419 (53.46%)
Total Deals: 1436 Profit Trades (% of total): 375 (52.23%) Loss Trades (% of total): 343 (47.77%)
Largest profit trade: 2 642.64 Largest loss trade: -306.14
Average profit trade: 132.34 Average loss trade: -86.29
Maximum consecutive wins ($): 9 (312.86) Maximum consecutive losses ($): 10 (-510.20)
Maximal consecutive profit (count): 2 726.69 (2) Maximal consecutive loss (count): -895.65 (6)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.87 Correlation (Profits,MAE): 0.47 Correlation (MFE,MAE): 0.0905
Graph
Minimal position holding time: 0:00:20 Maximal position holding time: 28:29:14 Average position holding time: 1:33:02
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 20 032.47 30 032.47