Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Turtle
Symbol: ETHUSD_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: 91%
Bars: 26187 Ticks: 177719888 Symbols: 1
Total Net Profit: 21 043.74 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 0.00
Gross Profit: 41 870.56 Balance Drawdown Maximal: 1 223.20 (3.95%) Equity Drawdown Maximal: 1 713.53 (5.45%)
Gross Loss: -20 826.82 Balance Drawdown Relative: 4.59% (699.82) Equity Drawdown Relative: 6.17% (1 400.66)
Profit Factor: 2.01 Expected Payoff: 23.38 Margin Level: 13804.51%
Recovery Factor: 12.28 Sharpe Ratio: 10.95 Z-Score: -6.60 (99.74%)
AHPR: 1.0013 (0.13%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0013 (0.13%) LR Standard Error: 1 601.37
Total Trades: 900 Short Trades (won %): 396 (54.04%) Long Trades (won %): 504 (54.37%)
Total Deals: 1800 Profit Trades (% of total): 488 (54.22%) Loss Trades (% of total): 412 (45.78%)
Largest profit trade: 934.20 Largest loss trade: -316.64
Average profit trade: 85.80 Average loss trade: -50.55
Maximum consecutive wins ($): 13 (606.58) Maximum consecutive losses ($): 17 (-150.89)
Maximal consecutive profit (count): 1 988.17 (11) Maximal consecutive loss (count): -1 068.53 (8)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.52 Correlation (MFE,MAE): 0.0703
Graph
Minimal position holding time: 0:00:21 Maximal position holding time: 23:36:51 Average position holding time: 1:27:57
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 -271.33 21 315.07 31 043.74