Strategy Tester Report
Exness-MT5Trial7 (Build 4570)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.85 Correlation (Profits,MAE): 0.54 Correlation (MFE,MAE): 0.1972
Graph
Minimal position holding time: 0:01:22 Maximal position holding time: 7:27:07 Average position holding time: 0:44:53
Graph
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 -60.91 1 616.40 11 555.49