Strategy Tester Report
Exness-MT5Trial6 (Build 4755)
Settings
Expert:			Turtle
Symbol:			DE30_TDS
Period:			H1 (2013.01.01 - 2024.11.20)
Inputs:			MagicNumber=3000
			riskPerTrade=1
Company:			Exness Technologies Ltd
Currency:			USD
Initial Deposit:			10 000.00
Leverage:			1:500
Results
History Quality:			97%
Bars:			61839	Ticks:			246696170	Symbols:			1
Total Net Profit:			5 076.16	Balance Drawdown Absolute:			39.40	Equity Drawdown Absolute:			91.54
Gross Profit:			21 440.45	Balance Drawdown Maximal:			1 503.27 (9.44%)	Equity Drawdown Maximal:			1 581.58 (9.88%)
Gross Loss:			-16 364.29	Balance Drawdown Relative:			9.44% (1 503.27)	Equity Drawdown Relative:			9.88% (1 581.58)
Profit Factor:			1.31	Expected Payoff:			3.99	Margin Level:			1647.47%
Recovery Factor:			3.21	Sharpe Ratio:			5.87	Z-Score:			-11.41 (99.74%)
AHPR:			1.0003 (0.03%)	LR Correlation:			0.89	OnTester result:			0
GHPR:			1.0003 (0.03%)	LR Standard Error:			896.76
Total Trades:			1273	Short Trades (won %):			569 (72.93%)	Long Trades (won %):			704 (67.19%)
Total Deals:			2546	Profit Trades (% of total):			888 (69.76%)	Loss Trades (% of total):			385 (30.24%)
				Largest profit trade:			1 434.00	Largest loss trade:			-229.40
				Average profit trade:			24.14	Average loss trade:			-42.50
				Maximum consecutive wins ($):			526 (0.00)	Maximum consecutive losses ($):			9 (-373.60)
				Maximal consecutive profit (count):			1 434.00 (1)	Maximal consecutive loss (count):			-438.97 (3)
				Average consecutive wins:			5	Average consecutive losses:			2
Correlation (Profits,MFE):			0.83	Correlation (Profits,MAE):			0.32	Correlation (MFE,MAE):			-0.1345
Minimal position holding time:			0:00:25	Maximal position holding time:			22:28:30	Average position holding time:			0:43:30

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
2013.01.01 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
								0.00	0.00	0.00	10 000.00