Strategy Tester Report
MetaQuotes-Demo (Build 4557)
Settings
Expert:			Turtle
Symbol:			USDJPY_TDS
Period:			M15 (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
History Quality:			99%
Bars:			439616	Ticks:			309014453	Symbols:			1
Total Net Profit:			436 082.57	Balance Drawdown Absolute:			491.75	Equity Drawdown Absolute:			520.01
Gross Profit:			1 196 092.29	Balance Drawdown Maximal:			24 206.19 (10.98%)	Equity Drawdown Maximal:			29 455.23 (7.31%)
Gross Loss:			-760 009.72	Balance Drawdown Relative:			12.58% (2 320.21)	Equity Drawdown Relative:			14.10% (2 629.62)
Profit Factor:			1.57	Expected Payoff:			105.05	Margin Level:			885.49%
Recovery Factor:			14.80	Sharpe Ratio:			16.53	Z-Score:			-2.45 (98.57%)
AHPR:			1.0010 (0.10%)	LR Correlation:			0.93	OnTester result:			0
GHPR:			1.0009 (0.09%)	LR Standard Error:			39 962.89
Total Trades:			4151	Short Trades (won %):			1909 (49.61%)	Long Trades (won %):			2242 (49.78%)
Total Deals:			8302	Profit Trades (% of total):			2063 (49.70%)	Loss Trades (% of total):			2088 (50.30%)
				Largest profit trade:			24 192.56	Largest loss trade:			-4 277.17
				Average profit trade:			579.78	Average loss trade:			-363.99
				Maximum consecutive wins ($):			12 (606.28)	Maximum consecutive losses ($):			11 (-978.14)
				Maximal consecutive profit (count):			30 392.92 (9)	Maximal consecutive loss (count):			-8 541.11 (10)
				Average consecutive wins:			2	Average consecutive losses:			2
Correlation (Profits,MFE):			0.83	Correlation (Profits,MAE):			0.41	Correlation (MFE,MAE):			-0.0197
Minimal position holding time:			0:01:32	Maximal position holding time:			4:53:01	Average position holding time:			0:09:50

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	-232.37	436 314.94	446 082.57