Strategy Tester Report |
||||||||||||
Exness-MT5Trial7 (Build 4620) |
||||||||||||
Settings |
||||||||||||
| Expert: | Turtle | |||||||||||
| Symbol: | USOIL_TDS | |||||||||||
| Period: | H2 (2018.01.01 - 2024.10.10) | |||||||||||
| Inputs: | MagicNumber=3000 | |||||||||||
| marginWallet=10000.0 | ||||||||||||
| riskPerTrade=1.0 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
||||||||||||
| History Quality: | 98% | |||||||||||
| Bars: | 20885 | Ticks: | 110467632 | Symbols: | 1 | |||||||
| Total Net Profit: | 1 651.18 | Balance Drawdown Absolute: | 211.36 | Equity Drawdown Absolute: | 219.57 | |||||||
| Gross Profit: | 7 518.57 | Balance Drawdown Maximal: | 559.60 (4.79%) | Equity Drawdown Maximal: | 656.15 (5.58%) | |||||||
| Gross Loss: | -5 867.39 | Balance Drawdown Relative: | 4.79% (559.60) | Equity Drawdown Relative: | 5.58% (656.15) | |||||||
| Profit Factor: | 1.28 | Expected Payoff: | 3.92 | Margin Level: | 4725.59% | |||||||
| Recovery Factor: | 2.52 | Sharpe Ratio: | 4.34 | Z-Score: | 0.49 (37.59%) | |||||||
| AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
| GHPR: | 1.0004 (0.04%) | LR Standard Error: | 223.65 | |||||||||
| Total Trades: | 421 | Short Trades (won %): | 179 (53.07%) | Long Trades (won %): | 242 (48.35%) | |||||||
| Total Deals: | 842 | Profit Trades (% of total): | 212 (50.36%) | Loss Trades (% of total): | 209 (49.64%) | |||||||
| Largest profit trade: | 261.43 | Largest loss trade: | -117.39 | |||||||||
| Average profit trade: | 35.46 | Average loss trade: | -28.07 | |||||||||
| Maximum consecutive wins ($): | 12 (260.69) | Maximum consecutive losses ($): | 5 (-294.68) | |||||||||
| Maximal consecutive profit (count): | 417.80 (6) | Maximal consecutive loss (count): | -294.68 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
![]() |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
| Correlation (Profits,MFE): | 0.72 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.1498 | |||||||
![]() |
||||||||||||
| Minimal position holding time: | 0:00:22 | Maximal position holding time: | 8:39:43 | Average position holding time: | 1:10:10 | |||||||
![]() |
||||||||||||
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 | -5.22 | 1 656.40 | 11 651.18 | |||||||||