Strategy Tester Report |
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Exness-MT5Trial6 (Build 4620) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | GBPJPY_TDS | |||||||||||
| Period: | H2 (2007.01.01 - 2024.11.20) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| marginWallet=10000 | ||||||||||||
| 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: | 56450 | Ticks: | 608104390 | Symbols: | 1 | |||||||
| Total Net Profit: | 7 892.46 | Balance Drawdown Absolute: | 76.35 | Equity Drawdown Absolute: | 113.54 | |||||||
| Gross Profit: | 27 287.36 | Balance Drawdown Maximal: | 1 159.25 (10.46%) | Equity Drawdown Maximal: | 1 356.48 (7.38%) | |||||||
| Gross Loss: | -19 394.90 | Balance Drawdown Relative: | 10.46% (1 159.25) | Equity Drawdown Relative: | 10.98% (1 219.20) | |||||||
| Profit Factor: | 1.41 | Expected Payoff: | 7.41 | Margin Level: | 4524.94% | |||||||
| Recovery Factor: | 5.82 | Sharpe Ratio: | 4.53 | Z-Score: | 1.25 (78.87%) | |||||||
| AHPR: | 1.0006 (0.06%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0005 (0.05%) | LR Standard Error: | 494.46 | |||||||||
| Total Trades: | 1065 | Short Trades (won %): | 510 (50.00%) | Long Trades (won %): | 555 (47.57%) | |||||||
| Total Deals: | 2130 | Profit Trades (% of total): | 519 (48.73%) | Loss Trades (% of total): | 546 (51.27%) | |||||||
| Largest profit trade: | 1 032.30 | Largest loss trade: | -311.78 | |||||||||
| Average profit trade: | 52.58 | Average loss trade: | -35.52 | |||||||||
| Maximum consecutive wins ($): | 10 (302.51) | Maximum consecutive losses ($): | 9 (-344.33) | |||||||||
| Maximal consecutive profit (count): | 1 118.02 (6) | Maximal consecutive loss (count): | -493.05 (7) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.84 | Correlation (Profits,MAE): | 0.49 | Correlation (MFE,MAE): | 0.1378 | |||||||
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| Minimal position holding time: | 0:00:20 | Maximal position holding time: | 26:05:55 | Average position holding time: | 1:13:48 | |||||||
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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 | |||||||||