Strategy Tester Report
MetaQuotes-Demo (Build 3566)
Settings
Expert: MeetAlgo_RebateTradingEA_MT5
Symbol: EURUSD
Period: H1 (2019.01.01 - 2023.01.22)
Company: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:500
Results
History Quality: 100%
Bars: 25235 Ticks: 77064694 Symbols: 1
Total Net Profit: 20 649.30 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 5 030.49
Gross Profit: 162 024.32 Balance Drawdown Maximal: 7 233.58 (29.66%) Equity Drawdown Maximal: 9 979.97 (42.97%)
Gross Loss: -141 375.02 Balance Drawdown Relative: 33.93% (2 711.41) Equity Drawdown Relative: 100.59% (5 187.10)
Profit Factor: 1.15 Expected Payoff: 0.03 Margin Level: 0.76%
Recovery Factor: 2.07 Sharpe Ratio: 0.29 Z-Score: 26600.24 (99.74%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 9 338.78
Total Trades: 621795 Short Trades (won %): 262092 (96.35%) Long Trades (won %): 359703 (96.72%)
Total Deals: 1243590 Profit Trades (% of total): 600421 (96.56%) Loss Trades (% of total): 21374 (3.44%)
Largest profit trade: 40.17 Largest loss trade: -107.07
Average profit trade: 0.27 Average loss trade: -6.61
Maximum consecutive wins ($): 15533 (4 099.12) Maximum consecutive losses ($): 147 (-7 151.30)
Maximal consecutive profit (count): 4 099.12 (15533) Maximal consecutive loss (count): -7 151.30 (147)
Average consecutive wins: 221 Average consecutive losses: 8
Graph
Graph
Correlation (Profits,MFE): 0.18 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.0720
Graph
Minimal position holding time: 0:00:01 Maximal position holding time: 1255:05:00 Average position holding time: 1:37:24
Graph