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: | M15 (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: | 441069 | Ticks: | 350389882 | Symbols: | 1 | |||||||
| Total Net Profit: | 26 716.42 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 0.00 | |||||||
| Gross Profit: | 71 886.99 | Balance Drawdown Maximal: | 1 586.85 (5.29%) | Equity Drawdown Maximal: | 1 683.68 (5.60%) | |||||||
| Gross Loss: | -45 170.57 | Balance Drawdown Relative: | 5.29% (1 586.85) | Equity Drawdown Relative: | 5.60% (1 683.68) | |||||||
| Profit Factor: | 1.59 | Expected Payoff: | 16.13 | Margin Level: | 1532.10% | |||||||
| Recovery Factor: | 15.87 | Sharpe Ratio: | 20.92 | Z-Score: | -0.08 (6.38%) | |||||||
| AHPR: | 1.0008 (0.08%) | LR Correlation: | 0.98 | OnTester result: | 0 | |||||||
| GHPR: | 1.0008 (0.08%) | LR Standard Error: | 1 596.12 | |||||||||
| Total Trades: | 1656 | Short Trades (won %): | 832 (51.56%) | Long Trades (won %): | 824 (51.70%) | |||||||
| Total Deals: | 3312 | Profit Trades (% of total): | 855 (51.63%) | Loss Trades (% of total): | 801 (48.37%) | |||||||
| Largest profit trade: | 2 109.36 | Largest loss trade: | -533.95 | |||||||||
| Average profit trade: | 84.08 | Average loss trade: | -56.39 | |||||||||
| Maximum consecutive wins ($): | 10 (2 338.39) | Maximum consecutive losses ($): | 10 (-272.01) | |||||||||
| Maximal consecutive profit (count): | 2 667.51 (7) | Maximal consecutive loss (count): | -1 277.65 (7) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.81 | Correlation (Profits,MAE): | 0.55 | Correlation (MFE,MAE): | 0.1412 | |||||||
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| Minimal position holding time: | 0:00:01 | Maximal position holding time: | 2:14:54 | Average position holding time: | 0:09:47 | |||||||
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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 | -5.01 | 26 721.43 | 36 716.42 | |||||||||