Strategy Tester Report |
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Exness-MT5Trial7 (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | US30_TDS | |||||||||||
| Period: | H1 (2020.01.01 - 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: | 98% | |||||||||||
| Bars: | 27531 | Ticks: | 236572367 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 555.49 | Balance Drawdown Absolute: | 55.57 | Equity Drawdown Absolute: | 111.75 | |||||||
| Gross Profit: | 4 730.87 | Balance Drawdown Maximal: | 457.40 (3.90%) | Equity Drawdown Maximal: | 514.30 (4.37%) | |||||||
| Gross Loss: | -3 175.38 | Balance Drawdown Relative: | 3.90% (457.40) | Equity Drawdown Relative: | 4.37% (514.30) | |||||||
| Profit Factor: | 1.49 | Expected Payoff: | 7.14 | Margin Level: | 2429.30% | |||||||
| Recovery Factor: | 3.02 | Sharpe Ratio: | 8.14 | Z-Score: | 1.31 (80.98%) | |||||||
| AHPR: | 1.0007 (0.07%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
| GHPR: | 1.0007 (0.07%) | LR Standard Error: | 162.94 | |||||||||
| Total Trades: | 218 | Short Trades (won %): | 108 (48.15%) | Long Trades (won %): | 110 (55.45%) | |||||||
| Total Deals: | 436 | Profit Trades (% of total): | 113 (51.83%) | Loss Trades (% of total): | 105 (48.17%) | |||||||
| Largest profit trade: | 450.94 | Largest loss trade: | -125.51 | |||||||||
| Average profit trade: | 41.87 | Average loss trade: | -30.24 | |||||||||
| Maximum consecutive wins ($): | 9 (144.40) | Maximum consecutive losses ($): | 7 (-140.07) | |||||||||
| Maximal consecutive profit (count): | 489.52 (2) | Maximal consecutive loss (count): | -424.87 (6) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.54 | Correlation (MFE,MAE): | 0.1972 | |||||||
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| Minimal position holding time: | 0:01:22 | Maximal position holding time: | 7:27:07 | Average position holding time: | 0:44:53 | |||||||
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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 | -60.91 | 1 616.40 | 11 555.49 | |||||||||