Strategy Tester Report
Exness-MT5Trial7 (Build 4570)
Settings
Expert:			Turtle
Symbol:			XAUUSD_TDS
Period:			M15 (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
History Quality:			98%
Bars:			424647	Ticks:			535588768	Symbols:			1
Total Net Profit:			167 945.88	Balance Drawdown Absolute:			244.79	Equity Drawdown Absolute:			247.09
Gross Profit:			301 564.18	Balance Drawdown Maximal:			12 975.06 (8.40%)	Equity Drawdown Maximal:			15 101.72 (9.66%)
Gross Loss:			-133 618.30	Balance Drawdown Relative:			8.40% (12 975.06)	Equity Drawdown Relative:			9.66% (15 101.72)
Profit Factor:			2.26	Expected Payoff:			116.39	Margin Level:			1715.95%
Recovery Factor:			11.12	Sharpe Ratio:			37.22	Z-Score:			-1.40 (83.85%)
AHPR:			1.0020 (0.20%)	LR Correlation:			0.97	OnTester result:			0
GHPR:			1.0020 (0.20%)	LR Standard Error:			12 233.48
Total Trades:			1443	Short Trades (won %):			677 (53.32%)	Long Trades (won %):			766 (60.18%)
Total Deals:			2886	Profit Trades (% of total):			822 (56.96%)	Loss Trades (% of total):			621 (43.04%)
				Largest profit trade:			14 874.07	Largest loss trade:			-1 768.88
				Average profit trade:			366.87	Average loss trade:			-215.17
				Maximum consecutive wins ($):			17 (1 926.01)	Maximum consecutive losses ($):			9 (-4 992.57)
				Maximal consecutive profit (count):			16 631.94 (5)	Maximal consecutive loss (count):			-4 992.57 (9)
				Average consecutive wins:			2	Average consecutive losses:			2
Correlation (Profits,MFE):			0.88	Correlation (Profits,MAE):			0.39	Correlation (MFE,MAE):			0.0328
Minimal position holding time:			0:00:14	Maximal position holding time:			2:40:59	Average position holding time:			0:11:47

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	-51.61	167 997.49	177 945.88