Strategy Tester Report |
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Exness-MT5Trial8 (Build 4620) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | GBPJPY_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.11.20) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| riskPerTrade=1.0 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 111671 | Ticks: | 608104390 | Symbols: | 1 | |||||||
| Total Net Profit: | 19 491.85 | Balance Drawdown Absolute: | 811.07 | Equity Drawdown Absolute: | 855.43 | |||||||
| Gross Profit: | 98 381.91 | Balance Drawdown Maximal: | 4 707.08 (14.42%) | Equity Drawdown Maximal: | 5 186.69 (15.71%) | |||||||
| Gross Loss: | -78 890.06 | Balance Drawdown Relative: | 15.92% (2 031.74) | Equity Drawdown Relative: | 17.16% (2 214.54) | |||||||
| Profit Factor: | 1.25 | Expected Payoff: | 9.15 | Margin Level: | 1676.49% | |||||||
| Recovery Factor: | 3.76 | Sharpe Ratio: | 4.33 | Z-Score: | 1.47 (85.84%) | |||||||
| AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0005 (0.05%) | LR Standard Error: | 1 591.46 | |||||||||
| Total Trades: | 2130 | Short Trades (won %): | 967 (47.36%) | Long Trades (won %): | 1163 (45.83%) | |||||||
| Total Deals: | 4260 | Profit Trades (% of total): | 991 (46.53%) | Loss Trades (% of total): | 1139 (53.47%) | |||||||
| Largest profit trade: | 3 026.25 | Largest loss trade: | -826.67 | |||||||||
| Average profit trade: | 99.28 | Average loss trade: | -69.26 | |||||||||
| Maximum consecutive wins ($): | 10 (623.21) | Maximum consecutive losses ($): | 11 (-979.76) | |||||||||
| Maximal consecutive profit (count): | 3 043.40 (2) | Maximal consecutive loss (count): | -979.76 (11) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.46 | Correlation (MFE,MAE): | 0.0949 | |||||||
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| Minimal position holding time: | 0:01:21 | Maximal position holding time: | 11:56:59 | Average position holding time: | 0:36:43 | |||||||
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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 |
| 2007.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 0.00 | 0.00 | 0.00 | 10 000.00 | |||||||||