Strategy Tester Report |
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Exness-MT5Trial7 (Build 4570) |
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Settings |
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| Expert: | Turtle | |||||||||||
| Symbol: | XAUUSD_TDS | |||||||||||
| Period: | H1 (2007.01.01 - 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: | 98% | |||||||||||
| Bars: | 106677 | Ticks: | 535588768 | Symbols: | 1 | |||||||
| Total Net Profit: | 36 511.26 | Balance Drawdown Absolute: | 5.03 | Equity Drawdown Absolute: | 53.77 | |||||||
| Gross Profit: | 59 020.32 | Balance Drawdown Maximal: | 1 313.21 (3.09%) | Equity Drawdown Maximal: | 2 007.22 (4.66%) | |||||||
| Gross Loss: | -22 509.06 | Balance Drawdown Relative: | 3.28% (1 060.15) | Equity Drawdown Relative: | 4.81% (1 072.72) | |||||||
| Profit Factor: | 2.62 | Expected Payoff: | 49.47 | Margin Level: | 6014.92% | |||||||
| Recovery Factor: | 18.19 | Sharpe Ratio: | 20.33 | Z-Score: | -1.34 (81.98%) | |||||||
| AHPR: | 1.0021 (0.21%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0021 (0.21%) | LR Standard Error: | 1 608.38 | |||||||||
| Total Trades: | 738 | Short Trades (won %): | 330 (53.03%) | Long Trades (won %): | 408 (61.52%) | |||||||
| Total Deals: | 1476 | Profit Trades (% of total): | 426 (57.72%) | Loss Trades (% of total): | 312 (42.28%) | |||||||
| Largest profit trade: | 4 409.78 | Largest loss trade: | -449.31 | |||||||||
| Average profit trade: | 138.55 | Average loss trade: | -72.14 | |||||||||
| Maximum consecutive wins ($): | 9 (625.62) | Maximum consecutive losses ($): | 10 (-485.06) | |||||||||
| Maximal consecutive profit (count): | 5 797.10 (7) | Maximal consecutive loss (count): | -746.32 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.34 | Correlation (MFE,MAE): | 0.0557 | |||||||
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| Minimal position holding time: | 0:04:18 | Maximal position holding time: | 11:14:51 | Average position holding time: | 0:44:25 | |||||||
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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 | -258.45 | 36 769.71 | 46 511.26 | |||||||||