Strategy Tester Report |
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MetaQuotes-Demo (Build 4553) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | USDJPY_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 2024.08.30) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| riskPerTrade=1 | ||||||||||||
| Company: | MetaQuotes Ltd. | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 109949 | Ticks: | 309014453 | Symbols: | 1 | |||||||
| Total Net Profit: | 803 791.14 | Balance Drawdown Absolute: | 291.12 | Equity Drawdown Absolute: | 332.99 | |||||||
| Gross Profit: | 2 041 916.72 | Balance Drawdown Maximal: | 27 323.18 (5.02%) | Equity Drawdown Maximal: | 31 195.17 (6.17%) | |||||||
| Gross Loss: | -1 238 125.58 | Balance Drawdown Relative: | 13.03% (2 998.11) | Equity Drawdown Relative: | 18.26% (4 409.03) | |||||||
| Profit Factor: | 1.65 | Expected Payoff: | 197.83 | Margin Level: | 1349.35% | |||||||
| Recovery Factor: | 25.77 | Sharpe Ratio: | 8.33 | Z-Score: | -0.97 (66.80%) | |||||||
| AHPR: | 1.0011 (0.11%) | LR Correlation: | 0.90 | OnTester result: | 0 | |||||||
| GHPR: | 1.0011 (0.11%) | LR Standard Error: | 83 011.97 | |||||||||
| Total Trades: | 4063 | Short Trades (won %): | 1878 (47.98%) | Long Trades (won %): | 2185 (51.44%) | |||||||
| Total Deals: | 8126 | Profit Trades (% of total): | 2025 (49.84%) | Loss Trades (% of total): | 2038 (50.16%) | |||||||
| Largest profit trade: | 45 594.75 | Largest loss trade: | -6 605.28 | |||||||||
| Average profit trade: | 1 008.35 | Average loss trade: | -607.52 | |||||||||
| Maximum consecutive wins ($): | 15 (21 441.11) | Maximum consecutive losses ($): | 10 (-10 138.36) | |||||||||
| Maximal consecutive profit (count): | 45 594.75 (1) | Maximal consecutive loss (count): | -17 792.51 (7) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.37 | Correlation (MFE,MAE): | -0.0675 | |||||||
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| Minimal position holding time: | 0:00:34 | Maximal position holding time: | 16:37:55 | Average position holding time: | 0:38:33 | |||||||
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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 | -893.01 | 804 684.15 | 813 791.14 | |||||||||