Strategy Tester Report |
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Exness-MT5Trial7 (Build 4620) |
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Settings |
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| 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.47 | Correlation (MFE,MAE): | 0.0905 | |||||||
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| Minimal position holding time: | 0:00:20 | Maximal position holding time: | 28:29:14 | Average position holding time: | 1:33:02 | |||||||
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Orders |
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| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 0.00 | 0.00 | 20 032.47 | 30 032.47 | |||||||||