Strategy Tester Report
Exness-MT5Trial7 (Build 4570)
Settings
Expert: Turtle
Symbol: USTEC_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
History Quality: 97%
Bars: 62549 Ticks: 515553783 Symbols: 1
Total Net Profit: 7 641.73 Balance Drawdown Absolute: 234.35 Equity Drawdown Absolute: 247.56
Gross Profit: 23 033.63 Balance Drawdown Maximal: 953.27 (8.89%) Equity Drawdown Maximal: 1 104.09 (10.17%)
Gross Loss: -15 391.90 Balance Drawdown Relative: 8.89% (953.27) Equity Drawdown Relative: 10.17% (1 104.09)
Profit Factor: 1.50 Expected Payoff: 8.44 Margin Level: 2323.29%
Recovery Factor: 6.92 Sharpe Ratio: 7.57 Z-Score: 1.07 (71.54%)
AHPR: 1.0006 (0.06%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0006 (0.06%) LR Standard Error: 881.27
Total Trades: 905 Short Trades (won %): 378 (52.38%) Long Trades (won %): 527 (46.87%)
Total Deals: 1810 Profit Trades (% of total): 445 (49.17%) Loss Trades (% of total): 460 (50.83%)
Largest profit trade: 1 097.70 Largest loss trade: -231.07
Average profit trade: 51.76 Average loss trade: -33.46
Maximum consecutive wins ($): 7 (261.92) Maximum consecutive losses ($): 9 (-545.16)
Maximal consecutive profit (count): 1 156.18 (2) Maximal consecutive loss (count): -545.16 (9)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.42 Correlation (MFE,MAE): 0.0534
Graph
Minimal position holding time: 0:00:27 Maximal position holding time: 47:27:41 Average position holding time: 0:54:14
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 -982.66 8 624.39 17 641.73