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: | 96 | Ticks: | 371 | Symbols: | 1 | |||||||
Total Net Profit: | 10.02 | Balance Drawdown Absolute: | 6.54 | Equity Drawdown Absolute: | 8.32 | |||||||
Gross Profit: | 16.78 | Balance Drawdown Maximal: | 6.54 (0.07%) | Equity Drawdown Maximal: | 9.20 (0.09%) | |||||||
Gross Loss: | -6.76 | Balance Drawdown Relative: | 0.07% (6.54) | Equity Drawdown Relative: | 0.09% (9.20) | |||||||
Profit Factor: | 2.48 | Expected Payoff: | 1.11 | Margin Level: | 4561.55% | |||||||
Recovery Factor: | 1.09 | Sharpe Ratio: | 1.90 | Z-Score: | -2.13 (96.68%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.74 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 4.63 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 9 (44.44%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 4 (44.44%) | Loss Trades (% of total): | 5 (55.56%) | |||||||
Largest profit trade: | 10.24 | Largest loss trade: | -1.70 | |||||||||
Average profit trade: | 4.20 | Average 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: | 4 | Average consecutive losses: | 5 | |||||||||
Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | -0.31 | Correlation (MFE,MAE): | -0.4938 | |||||||
Minimal position holding time: | 0:30:00 | Maximal position holding time: | 6:15:00 | Average position holding time: | 2:13:19 | |||||||