Strategy Tester Report |
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Exness-MT5Trial6 (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | EURUSD_TDS | |||||||||||
| Period: | H4 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| riskPerTrade=1 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 28501 | Ticks: | 370103634 | Symbols: | 1 | |||||||
| Total Net Profit: | 30 327.67 | Balance Drawdown Absolute: | 708.98 | Equity Drawdown Absolute: | 738.68 | |||||||
| Gross Profit: | 151 197.78 | Balance Drawdown Maximal: | 4 325.26 (10.75%) | Equity Drawdown Maximal: | 4 711.85 (11.61%) | |||||||
| Gross Loss: | -120 870.11 | Balance Drawdown Relative: | 10.75% (4 325.26) | Equity Drawdown Relative: | 11.61% (4 711.85) | |||||||
| Profit Factor: | 1.25 | Expected Payoff: | 11.30 | Margin Level: | 3124.09% | |||||||
| Recovery Factor: | 6.44 | Sharpe Ratio: | 2.74 | Z-Score: | 0.35 (27.37%) | |||||||
| AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0005 (0.05%) | LR Standard Error: | 2 009.36 | |||||||||
| Total Trades: | 2685 | Short Trades (won %): | 1281 (53.16%) | Long Trades (won %): | 1404 (46.01%) | |||||||
| Total Deals: | 5370 | Profit Trades (% of total): | 1327 (49.42%) | Loss Trades (% of total): | 1358 (50.58%) | |||||||
| Largest profit trade: | 2 033.46 | Largest loss trade: | -410.55 | |||||||||
| Average profit trade: | 113.94 | Average loss trade: | -89.01 | |||||||||
| Maximum consecutive wins ($): | 12 (184.65) | Maximum consecutive losses ($): | 10 (-519.29) | |||||||||
| Maximal consecutive profit (count): | 2 418.22 (3) | Maximal consecutive loss (count): | -1 251.65 (8) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.55 | Correlation (MFE,MAE): | 0.0614 | |||||||
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| Minimal position holding time: | 0:00:20 | Maximal position holding time: | 34:21:54 | Average position holding time: | 2:33:21 | |||||||
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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 | -438.23 | 30 765.90 | 40 327.67 | |||||||||