Strategy Tester Report |
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Exness-MT5Trial7 (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | GBPUSD_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 |
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| History Quality: | 100% | |||||||||||
| Bars: | 28498 | Ticks: | 350389882 | Symbols: | 1 | |||||||
| Total Net Profit: | 5 622.70 | Balance Drawdown Absolute: | 67.92 | Equity Drawdown Absolute: | 79.94 | |||||||
| Gross Profit: | 18 963.26 | Balance Drawdown Maximal: | 1 029.82 (6.31%) | Equity Drawdown Maximal: | 1 159.30 (7.09%) | |||||||
| Gross Loss: | -13 340.56 | Balance Drawdown Relative: | 6.31% (1 029.82) | Equity Drawdown Relative: | 7.09% (1 159.30) | |||||||
| Profit Factor: | 1.42 | Expected Payoff: | 7.44 | Margin Level: | 4556.97% | |||||||
| Recovery Factor: | 4.85 | Sharpe Ratio: | 4.08 | Z-Score: | -0.45 (34.73%) | |||||||
| AHPR: | 1.0006 (0.06%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
| GHPR: | 1.0006 (0.06%) | LR Standard Error: | 506.73 | |||||||||
| Total Trades: | 756 | Short Trades (won %): | 391 (55.24%) | Long Trades (won %): | 365 (54.25%) | |||||||
| Total Deals: | 1512 | Profit Trades (% of total): | 414 (54.76%) | Loss Trades (% of total): | 342 (45.24%) | |||||||
| Largest profit trade: | 809.05 | Largest loss trade: | -160.86 | |||||||||
| Average profit trade: | 45.80 | Average loss trade: | -39.01 | |||||||||
| Maximum consecutive wins ($): | 12 (587.98) | Maximum consecutive losses ($): | 9 (-211.55) | |||||||||
| Maximal consecutive profit (count): | 843.85 (2) | Maximal consecutive loss (count): | -335.97 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.74 | Correlation (Profits,MAE): | 0.58 | Correlation (MFE,MAE): | 0.1101 | |||||||
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| Minimal position holding time: | 0:00:30 | Maximal position holding time: | 37:34:30 | Average position holding time: | 2:20:53 | |||||||
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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 |
| 0.00 | -28.66 | 5 651.36 | 15 622.70 | |||||||||