Strategy Tester Report |
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Exness-MT5Trial7 (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | US500_TDS | |||||||||||
| Period: | H1 (2012.01.01 - 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: | 97% | |||||||||||
| Bars: | 63197 | Ticks: | 149106770 | Symbols: | 1 | |||||||
| Total Net Profit: | 6 352.93 | Balance Drawdown Absolute: | 250.28 | Equity Drawdown Absolute: | 280.87 | |||||||
| Gross Profit: | 17 560.32 | Balance Drawdown Maximal: | 1 365.17 (7.95%) | Equity Drawdown Maximal: | 1 571.39 (9.07%) | |||||||
| Gross Loss: | -11 207.39 | Balance Drawdown Relative: | 7.95% (1 365.17) | Equity Drawdown Relative: | 9.07% (1 571.39) | |||||||
| Profit Factor: | 1.57 | Expected Payoff: | 11.74 | Margin Level: | 1046.10% | |||||||
| Recovery Factor: | 4.04 | Sharpe Ratio: | 5.32 | Z-Score: | -0.54 (41.08%) | |||||||
| AHPR: | 1.0010 (0.10%) | LR Correlation: | 0.87 | OnTester result: | 0 | |||||||
| GHPR: | 1.0009 (0.09%) | LR Standard Error: | 791.20 | |||||||||
| Total Trades: | 541 | Short Trades (won %): | 228 (51.75%) | Long Trades (won %): | 313 (53.35%) | |||||||
| Total Deals: | 1082 | Profit Trades (% of total): | 285 (52.68%) | Loss Trades (% of total): | 256 (47.32%) | |||||||
| Largest profit trade: | 3 577.99 | Largest loss trade: | -372.84 | |||||||||
| Average profit trade: | 61.62 | Average loss trade: | -43.78 | |||||||||
| Maximum consecutive wins ($): | 9 (3 745.87) | Maximum consecutive losses ($): | 8 (-203.42) | |||||||||
| Maximal consecutive profit (count): | 3 745.87 (9) | Maximal consecutive loss (count): | -467.50 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.30 | Correlation (MFE,MAE): | 0.0851 | |||||||
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| Minimal position holding time: | 0:00:24 | Maximal position holding time: | 26:06:21 | Average position holding time: | 0:51:03 | |||||||
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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 | -1 300.92 | 7 653.85 | 16 352.93 | |||||||||