Strategy Tester Report |
||||||||||||
Exness-MT5Trial7 (Build 4570) |
||||||||||||
Settings |
||||||||||||
| Expert: | Turtle | |||||||||||
| Symbol: | GBPJPY_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 |
||||||||||||
| History Quality: | 100% | |||||||||||
| Bars: | 28498 | Ticks: | 596810714 | Symbols: | 1 | |||||||
| Total Net Profit: | 9 831.93 | Balance Drawdown Absolute: | 246.52 | Equity Drawdown Absolute: | 317.47 | |||||||
| Gross Profit: | 38 667.32 | Balance Drawdown Maximal: | 1 913.30 (8.80%) | Equity Drawdown Maximal: | 2 118.65 (9.67%) | |||||||
| Gross Loss: | -28 835.39 | Balance Drawdown Relative: | 12.33% (1 388.06) | Equity Drawdown Relative: | 12.89% (1 456.47) | |||||||
| Profit Factor: | 1.34 | Expected Payoff: | 9.76 | Margin Level: | 4324.97% | |||||||
| Recovery Factor: | 4.64 | Sharpe Ratio: | 2.77 | Z-Score: | 1.59 (88.82%) | |||||||
| AHPR: | 1.0007 (0.07%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0007 (0.07%) | LR Standard Error: | 854.52 | |||||||||
| Total Trades: | 1007 | Short Trades (won %): | 463 (47.95%) | Long Trades (won %): | 544 (53.31%) | |||||||
| Total Deals: | 2014 | Profit Trades (% of total): | 512 (50.84%) | Loss Trades (% of total): | 495 (49.16%) | |||||||
| Largest profit trade: | 985.94 | Largest loss trade: | -569.18 | |||||||||
| Average profit trade: | 75.52 | Average loss trade: | -58.25 | |||||||||
| Maximum consecutive wins ($): | 12 (1 662.21) | Maximum consecutive losses ($): | 7 (-475.19) | |||||||||
| Maximal consecutive profit (count): | 1 662.21 (12) | Maximal consecutive loss (count): | -573.40 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.79 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.1520 | |||||||
 |
||||||||||||
| Minimal position holding time: | 0:00:30 | Maximal position holding time: | 34:18:16 | Average position holding time: | 2:26:37 | |||||||
 |
||||||||||||
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 | -542.88 | 10 374.81 | 19 831.93 | |||||||||