Strategy Tester Report |
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Exness-MT5Trial7 (Build 4620) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | EURUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| riskPerTrade=1.0 | ||||||||||||
| lotSize=0.1 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 110285 | Ticks: | 369856607 | Symbols: | 1 | |||||||
| Total Net Profit: | 39 054.76 | Balance Drawdown Absolute: | 670.24 | Equity Drawdown Absolute: | 696.34 | |||||||
| Gross Profit: | 134 503.03 | Balance Drawdown Maximal: | 3 145.62 (8.19%) | Equity Drawdown Maximal: | 3 634.28 (9.38%) | |||||||
| Gross Loss: | -95 448.27 | Balance Drawdown Relative: | 8.19% (3 145.62) | Equity Drawdown Relative: | 9.38% (3 634.28) | |||||||
| Profit Factor: | 1.41 | Expected Payoff: | 15.75 | Margin Level: | 1361.19% | |||||||
| Recovery Factor: | 10.75 | Sharpe Ratio: | 8.55 | Z-Score: | -0.99 (67.78%) | |||||||
| AHPR: | 1.0007 (0.07%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0006 (0.06%) | LR Standard Error: | 1 651.18 | |||||||||
| Total Trades: | 2480 | Short Trades (won %): | 1232 (52.68%) | Long Trades (won %): | 1248 (51.12%) | |||||||
| Total Deals: | 4960 | Profit Trades (% of total): | 1287 (51.90%) | Loss Trades (% of total): | 1193 (48.10%) | |||||||
| Largest profit trade: | 2 202.42 | Largest loss trade: | -480.94 | |||||||||
| Average profit trade: | 104.51 | Average loss trade: | -80.01 | |||||||||
| Maximum consecutive wins ($): | 15 (1 143.20) | Maximum consecutive losses ($): | 12 (-410.17) | |||||||||
| Maximal consecutive profit (count): | 2 728.14 (9) | Maximal consecutive loss (count): | -1 257.84 (8) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.57 | Correlation (MFE,MAE): | 0.1062 | |||||||
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| Minimal position holding time: | 0:00:20 | Maximal position holding time: | 8:15:24 | Average position holding time: | 0:37:11 | |||||||
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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 | -47.97 | 39 102.73 | 49 054.76 | |||||||||