Strategy Tester Report
Exness-MT5Trial7 (Build 4570)
Settings
Expert: Turtle
Symbol: GBPUSD_TDS
Period: H1 (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: 110276 Ticks: 350389882 Symbols: 1
Total Net Profit: 32 891.38 Balance Drawdown Absolute: 190.75 Equity Drawdown Absolute: 203.23
Gross Profit: 115 957.34 Balance Drawdown Maximal: 2 882.68 (6.33%) Equity Drawdown Maximal: 3 297.07 (7.20%)
Gross Loss: -83 065.96 Balance Drawdown Relative: 9.32% (1 318.57) Equity Drawdown Relative: 10.06% (1 429.56)
Profit Factor: 1.40 Expected Payoff: 12.78 Margin Level: 2287.45%
Recovery Factor: 9.98 Sharpe Ratio: 7.74 Z-Score: -0.57 (42.45%)
AHPR: 1.0006 (0.06%) LR Correlation: 0.96 OnTester result: 0
GHPR: 1.0006 (0.06%) LR Standard Error: 3 349.01
Total Trades: 2573 Short Trades (won %): 1280 (52.73%) Long Trades (won %): 1293 (53.29%)
Total Deals: 5146 Profit Trades (% of total): 1364 (53.01%) Loss Trades (% of total): 1209 (46.99%)
Largest profit trade: 1 285.44 Largest loss trade: -457.50
Average profit trade: 85.01 Average loss trade: -68.71
Maximum consecutive wins ($): 12 (966.29) Maximum consecutive losses ($): 8 (-466.71)
Maximal consecutive profit (count): 1 578.65 (4) Maximal consecutive loss (count): -982.54 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.70 Correlation (Profits,MAE): 0.56 Correlation (MFE,MAE): 0.0146
Graph
Minimal position holding time: 0:00:01 Maximal position holding time: 11:18:51 Average position holding time: 0:36:16
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 -57.48 32 948.86 42 891.38