Strategy Tester Report |
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Exness-MT5Trial7 (Build 4570) |
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Settings |
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| Expert: | Frank | |||||||||||
| Symbol: | GBPUSD_TDS | |||||||||||
| Period: | M30 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | RiskTrade=1 | |||||||||||
| riskRewardRatio=2.26 | ||||||||||||
| useAutoClose=true | ||||||||||||
| MagicNumber=0 | ||||||||||||
| Slippage=5 | ||||||||||||
| MaxSpread=50 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 220543 | Ticks: | 350389882 | Symbols: | 1 | |||||||
| Total Net Profit: | 801 901.82 | Balance Drawdown Absolute: | 335.48 | Equity Drawdown Absolute: | 343.28 | |||||||
| Gross Profit: | 3 987 561.03 | Balance Drawdown Maximal: | 150 610.82 (15.88%) | Equity Drawdown Maximal: | 163 658.74 (17.16%) | |||||||
| Gross Loss: | -3 185 659.21 | Balance Drawdown Relative: | 16.20% (94 817.56) | Equity Drawdown Relative: | 18.60% (111 014.99) | |||||||
| Profit Factor: | 1.25 | Expected Payoff: | 406.64 | Margin Level: | 497.90% | |||||||
| Recovery Factor: | 4.90 | Sharpe Ratio: | 2.95 | Z-Score: | 0.37 (28.86%) | |||||||
| AHPR: | 1.0024 (0.24%) | LR Correlation: | 0.91 | OnTester result: | 0 | |||||||
| GHPR: | 1.0022 (0.22%) | LR Standard Error: | 117 316.63 | |||||||||
| Total Trades: | 1972 | Short Trades (won %): | 1075 (37.95%) | Long Trades (won %): | 897 (40.36%) | |||||||
| Total Deals: | 3944 | Profit Trades (% of total): | 770 (39.05%) | Loss Trades (% of total): | 1202 (60.95%) | |||||||
| Largest profit trade: | 20 860.48 | Largest loss trade: | -12 121.82 | |||||||||
| Average profit trade: | 5 178.65 | Average loss trade: | -2 650.30 | |||||||||
| Maximum consecutive wins ($): | 9 (7 253.30) | Maximum consecutive losses ($): | 11 (-98 485.43) | |||||||||
| Maximal consecutive profit (count): | 88 602.18 (6) | Maximal consecutive loss (count): | -98 485.43 (11) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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| Correlation (Profits,MFE): | 0.61 | Correlation (Profits,MAE): | 0.35 | Correlation (MFE,MAE): | -0.4043 | |||||||
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| Minimal position holding time: | 0:00:01 | Maximal position holding time: | 161:27:29 | Average position holding time: | 14:42:44 | |||||||
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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 | -31 080.44 | 832 982.26 | 811 901.82 | |||||||||