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
Graph
Graph
Correlation (Profits,MFE): 0.72 Correlation (Profits,MAE): 0.60 Correlation (MFE,MAE): 0.1498
Graph
Minimal position holding time: 0:00:22 Maximal position holding time: 8:39:43 Average position holding time: 1:10:10
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 -5.22 1 656.40 11 651.18