Strategy Tester Report
Exness-MT5Trial7 (Build 4570)
Settings
Expert:			Turtle
Symbol:			EURUSD_TDS
Period:			M15 (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
History Quality:			100%
Bars:			441087	Ticks:			369856607	Symbols:			1
Total Net Profit:			240 087.45	Balance Drawdown Absolute:			936.59	Equity Drawdown Absolute:			963.47
Gross Profit:			658 909.78	Balance Drawdown Maximal:			13 049.26 (5.59%)	Equity Drawdown Maximal:			13 807.12 (5.91%)
Gross Loss:			-418 822.33	Balance Drawdown Relative:			10.45% (1 057.92)	Equity Drawdown Relative:			10.95% (1 111.20)
Profit Factor:			1.57	Expected Payoff:			54.49	Margin Level:			969.88%
Recovery Factor:			17.39	Sharpe Ratio:			17.81	Z-Score:			1.15 (74.57%)
AHPR:			1.0007 (0.07%)	LR Correlation:			0.93	OnTester result:			0
GHPR:			1.0007 (0.07%)	LR Standard Error:			23 298.28
Total Trades:			4406	Short Trades (won %):			2157 (51.55%)	Long Trades (won %):			2249 (50.11%)
Total Deals:			8812	Profit Trades (% of total):			2239 (50.82%)	Loss Trades (% of total):			2167 (49.18%)
				Largest profit trade:			13 720.46	Largest loss trade:			-2 613.78
				Average profit trade:			294.29	Average loss trade:			-193.27
				Maximum consecutive wins ($):			11 (3 590.56)	Maximum consecutive losses ($):			13 (-1 090.96)
				Maximal consecutive profit (count):			22 481.12 (8)	Maximal consecutive loss (count):			-5 689.03 (4)
				Average consecutive wins:			2	Average consecutive losses:			2
Correlation (Profits,MFE):			0.82	Correlation (Profits,MAE):			0.40	Correlation (MFE,MAE):			-0.0202
Minimal position holding time:			0:00:01	Maximal position holding time:			3:05:20	Average position holding time:			0:09:43

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	-579.01	240 666.46	250 087.45