Strategy Tester Report
Settings
Expert:backtestsession_2281995
Symbol:EURUSD
Period:M15 (2024.07.18 - 2024.07.19)
Inputs:=
MagicNumber=2281995
PipPointOverride=0.0
MaxDeviationSlippage=10
ValidateOrderMargin=false
OrderComment=2281995 (2281995)
AllowManualTPSLChanges=false
OneQuotePerBar=false
=
AlertOnError=true
NotificationOnError=false
EmailOnError=false
DisplayOnChartError=true
DisplayOrderInfo=false
=
iMA_MA7_ma_period=7
iMA_MA7_ma_shift=0
iMA_MA30_ma_period=30
iMA_MA30_ma_shift=0
=
LotSizePercentage=1.0
MaxNumberOfOpenOrders=2
AllowHedging=false
StopLossModuleValue1=2.0
TakeProfitModuleValue1=50.0
Currency:USD
Initial Deposit:10 000.00
Leverage:1:100
Results
History Quality:n/a
Bars:96Ticks:371Symbols:1
Total Net Profit:10.02Balance Drawdown Absolute:6.54Equity Drawdown Absolute:8.32
Gross Profit:16.78Balance Drawdown Maximal:6.54 (0.07%)Equity Drawdown Maximal:9.20 (0.09%)
Gross Loss:-6.76Balance Drawdown Relative:0.07% (6.54)Equity Drawdown Relative:0.09% (9.20)
Profit Factor:2.48Expected Payoff:1.11Margin Level:4561.55%
Recovery Factor:1.09Sharpe Ratio:1.90Z-Score:-2.13 (96.68%)
AHPR:1.0001 (0.01%)LR Correlation:0.74OnTester result:0
GHPR:1.0001 (0.01%)LR Standard Error:4.63
Total Trades:9Short Trades (won %):9 (44.44%)Long Trades (won %):0 (0.00%)
Total Deals:18Profit Trades (% of total):4 (44.44%)Loss Trades (% of total):5 (55.56%)
Largest profit trade:10.24Largest loss trade:-1.70
Average profit trade:4.20Average loss trade:-1.15
Maximum consecutive wins ($):4 (16.78)Maximum consecutive losses ($):5 (-5.77)
Maximal consecutive profit (count):16.78 (4)Maximal consecutive loss (count):-5.77 (5)
Average consecutive wins:4Average consecutive losses:5
Graph
Graph
Correlation (Profits,MFE):0.97Correlation (Profits,MAE):-0.31Correlation (MFE,MAE):-0.4938
Graph
Minimal position holding time:0:30:00Maximal position holding time:6:15:00Average position holding time:2:13:19
Graph