Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
Expert: Turtle
Symbol: ETHUSD_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: 91%
Bars: 13187 Ticks: 177556457 Symbols: 1
Total Net Profit: 14 928.22 Balance Drawdown Absolute: 157.30 Equity Drawdown Absolute: 165.46
Gross Profit: 26 112.08 Balance Drawdown Maximal: 645.76 (2.75%) Equity Drawdown Maximal: 717.25 (3.05%)
Gross Loss: -11 183.86 Balance Drawdown Relative: 3.04% (338.00) Equity Drawdown Relative: 4.68% (570.51)
Profit Factor: 2.33 Expected Payoff: 28.54 Margin Level: 32002.33%
Recovery Factor: 20.81 Sharpe Ratio: 8.64 Z-Score: -1.50 (86.64%)
AHPR: 1.0018 (0.18%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0017 (0.17%) LR Standard Error: 1 053.55
Total Trades: 523 Short Trades (won %): 224 (53.12%) Long Trades (won %): 299 (55.18%)
Total Deals: 1046 Profit Trades (% of total): 284 (54.30%) Loss Trades (% of total): 239 (45.70%)
Largest profit trade: 1 637.33 Largest loss trade: -250.96
Average profit trade: 91.94 Average loss trade: -46.79
Maximum consecutive wins ($): 8 (911.90) Maximum consecutive losses ($): 14 (-290.26)
Maximal consecutive profit (count): 2 018.50 (3) Maximal consecutive loss (count): -403.97 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.90 Correlation (Profits,MAE): 0.42 Correlation (MFE,MAE): 0.1308
Graph
Minimal position holding time: 0:00:21 Maximal position holding time: 37:28:00 Average position holding time: 2:56:19
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 -257.36 15 185.58 24 928.22