Strategy Tester Report
MetaQuotes-Demo (Build 4570)
Settings
Expert: Turtle
Symbol: EURUSD_TDS
Period: M30 (2007.01.01 - 2024.08.30)
Inputs: MagicNumber=3000
riskPerTrade=1
Company: MetaQuotes Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 218730 Ticks: 368636736 Symbols: 1
Total Net Profit: 77 449.48 Balance Drawdown Absolute: 616.14 Equity Drawdown Absolute: 649.31
Gross Profit: 247 073.37 Balance Drawdown Maximal: 4 328.82 (5.16%) Equity Drawdown Maximal: 4 784.39 (5.67%)
Gross Loss: -169 623.89 Balance Drawdown Relative: 7.70% (782.40) Equity Drawdown Relative: 8.22% (837.66)
Profit Factor: 1.46 Expected Payoff: 25.49 Margin Level: 1396.19%
Recovery Factor: 16.19 Sharpe Ratio: 12.81 Z-Score: 1.34 (81.98%)
AHPR: 1.0007 (0.07%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0007 (0.07%) LR Standard Error: 3 875.19
Total Trades: 3039 Short Trades (won %): 1466 (51.91%) Long Trades (won %): 1573 (48.82%)
Total Deals: 6078 Profit Trades (% of total): 1529 (50.31%) Loss Trades (% of total): 1510 (49.69%)
Largest profit trade: 4 115.32 Largest loss trade: -850.74
Average profit trade: 161.59 Average loss trade: -112.33
Maximum consecutive wins ($): 11 (1 232.93) Maximum consecutive losses ($): 13 (-328.48)
Maximal consecutive profit (count): 4 381.81 (6) Maximal consecutive loss (count): -2 558.83 (5)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.53 Correlation (MFE,MAE): 0.0579
Graph
Minimal position holding time: 0:13:01 Maximal position holding time: 4:48:29 Average position holding time: 0:18:55
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 -51.68 77 501.16 87 449.48