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: | H4 (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: | 28333 | Ticks: | 535588768 | Symbols: | 1 | |||||||
| Total Net Profit: | 52 975.85 | Balance Drawdown Absolute: | 132.20 | Equity Drawdown Absolute: | 156.41 | |||||||
| Gross Profit: | 118 907.22 | Balance Drawdown Maximal: | 2 287.84 (4.06%) | Equity Drawdown Maximal: | 4 290.23 (8.11%) | |||||||
| Gross Loss: | -65 931.37 | Balance Drawdown Relative: | 4.28% (1 818.34) | Equity Drawdown Relative: | 11.64% (3 819.57) | |||||||
| Profit Factor: | 1.80 | Expected Payoff: | 40.32 | Margin Level: | 6787.85% | |||||||
| Recovery Factor: | 12.35 | Sharpe Ratio: | 6.37 | Z-Score: | 0.87 (61.57%) | |||||||
| AHPR: | 1.0014 (0.14%) | LR Correlation: | 0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0014 (0.14%) | LR Standard Error: | 2 550.90 | |||||||||
| Total Trades: | 1314 | Short Trades (won %): | 574 (53.48%) | Long Trades (won %): | 740 (57.70%) | |||||||
| Total Deals: | 2628 | Profit Trades (% of total): | 734 (55.86%) | Loss Trades (% of total): | 580 (44.14%) | |||||||
| Largest profit trade: | 3 069.47 | Largest loss trade: | -626.13 | |||||||||
| Average profit trade: | 162.00 | Average loss trade: | -113.67 | |||||||||
| Maximum consecutive wins ($): | 11 (1 174.54) | Maximum consecutive losses ($): | 6 (-475.54) | |||||||||
| Maximal consecutive profit (count): | 3 822.15 (10) | Maximal consecutive loss (count): | -1 231.62 (5) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | 0.46 | Correlation (MFE,MAE): | 0.0287 | |||||||
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| Minimal position holding time: | 0:00:37 | Maximal position holding time: | 36:26:22 | Average position holding time: | 2:41:48 | |||||||
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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 | -1 963.70 | 54 939.55 | 62 975.85 | |||||||||