Strategy Tester Report
Exness-MT5Trial7 (Build 4620)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.57 Correlation (MFE,MAE): 0.1062
Graph
Minimal position holding time: 0:00:20 Maximal position holding time: 8:15:24 Average position holding time: 0:37:11
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 -47.97 39 102.73 49 054.76