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: | M30 (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: | 219846 | Ticks: | 309014453 | Symbols: | 1 | |||||||
| Total Net Profit: | 781 812.01 | Balance Drawdown Absolute: | 234.04 | Equity Drawdown Absolute: | 300.02 | |||||||
| Gross Profit: | 1 981 908.85 | Balance Drawdown Maximal: | 33 731.80 (6.45%) | Equity Drawdown Maximal: | 35 372.04 (6.75%) | |||||||
| Gross Loss: | -1 200 096.84 | Balance Drawdown Relative: | 15.87% (3 030.00) | Equity Drawdown Relative: | 16.91% (3 255.14) | |||||||
| Profit Factor: | 1.65 | Expected Payoff: | 179.15 | Margin Level: | 1100.10% | |||||||
| Recovery Factor: | 22.10 | Sharpe Ratio: | 12.11 | Z-Score: | -2.53 (98.86%) | |||||||
| AHPR: | 1.0010 (0.10%) | LR Correlation: | 0.90 | OnTester result: | 0 | |||||||
| GHPR: | 1.0010 (0.10%) | LR Standard Error: | 79 163.29 | |||||||||
| Total Trades: | 4364 | Short Trades (won %): | 2024 (49.16%) | Long Trades (won %): | 2340 (50.26%) | |||||||
| Total Deals: | 8728 | Profit Trades (% of total): | 2171 (49.75%) | Loss Trades (% of total): | 2193 (50.25%) | |||||||
| Largest profit trade: | 49 770.01 | Largest loss trade: | -7 347.86 | |||||||||
| Average profit trade: | 912.90 | Average loss trade: | -547.24 | |||||||||
| Maximum consecutive wins ($): | 13 (19 082.19) | Maximum consecutive losses ($): | 12 (-1 743.86) | |||||||||
| Maximal consecutive profit (count): | 49 770.01 (1) | Maximal consecutive loss (count): | -22 895.80 (6) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.35 | Correlation (MFE,MAE): | -0.0585 | |||||||
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| Minimal position holding time: | 0:06:19 | Maximal position holding time: | 6:05:21 | Average position holding time: | 0:19:44 | |||||||
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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 | -744.95 | 782 556.96 | 791 812.01 | |||||||||