Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Turtle
Symbol: BTCUSD_TDS
Period: H4 (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: 92%
Bars: 13213 Ticks: 378172691 Symbols: 1
Total Net Profit: 13 852.97 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 0.00
Gross Profit: 35 664.53 Balance Drawdown Maximal: 1 117.94 (4.62%) Equity Drawdown Maximal: 1 279.54 (5.27%)
Gross Loss: -21 811.56 Balance Drawdown Relative: 6.15% (753.04) Equity Drawdown Relative: 6.76% (828.84)
Profit Factor: 1.64 Expected Payoff: 19.65 Margin Level: 22453.25%
Recovery Factor: 10.83 Sharpe Ratio: 5.45 Z-Score: 1.24 (78.50%)
AHPR: 1.0013 (0.13%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0012 (0.12%) LR Standard Error: 463.40
Total Trades: 705 Short Trades (won %): 328 (48.17%) Long Trades (won %): 377 (54.64%)
Total Deals: 1410 Profit Trades (% of total): 364 (51.63%) Loss Trades (% of total): 341 (48.37%)
Largest profit trade: 813.10 Largest loss trade: -239.69
Average profit trade: 97.98 Average loss trade: -63.96
Maximum consecutive wins ($): 9 (420.01) Maximum consecutive losses ($): 7 (-385.49)
Maximal consecutive profit (count): 1 404.09 (6) Maximal consecutive loss (count): -557.85 (6)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.84 Correlation (Profits,MAE): 0.59 Correlation (MFE,MAE): 0.2035
Graph
Minimal position holding time: 0:00:46 Maximal position holding time: 27:20:48 Average position holding time: 2:45:47
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 13 852.97 23 852.97