Report
Alpari-MT5 (Build 4410)
SettingsExpert:Pico_TMASymbol:EURUSDPeriod:H1 (2023.01.01 – 2024.08.20)Inputs:TMAPeriod=20ATRPeriod=100ATRMultiplier=2Trend=0.5Redraw=trueMAPeriod=16magic_number=1234LotSize=0.01MaxLots=50.0OpenOrders=10Compound=trueCompoundBase=300Delay_Close=300StartHour=3EndHour=22All_Symbol_Allow_Trade=trueAllowGetPosition=trueMaxSpread=10.0Company:AlpariCurrency:USDInitial Deposit:1 000.00Leverage:1:500
ResultsHistory Quality:100%Bars:9849Ticks:2295262Symbols:1Total Net Profit:4 050.85Balance Drawdown Absolute:0.08Equity Drawdown Absolute:301.65Gross Profit:8 021.38Balance Drawdown Maximal:1 000.93 (16.54%)Equity Drawdown Maximal:1 550.28 (25.46%)Gross Loss:-3 970.53Balance Drawdown Relative:16.54% (1 000.93)Equity Drawdown Relative:43.27% (532.66)Profit Factor:2.02Expected Payoff:4.45Margin Level:898.78%Recovery Factor:2.61Sharpe Ratio:2.13Z-Score:-8.95 (99.74%)AHPR:1.0018 (0.18%)LR Correlation:0.98OnTester result:0GHPR:1.0018 (0.18%)LR Standard Error:287.77Total Trades:910Short Trades (won %):444 (78.15%)Long Trades (won %):466 (76.82%)Total Deals:1820Profit Trades (% of total):705 (77.47%)Loss Trades (% of total):205 (22.53%)Largest profit trade:74.26Largest loss trade:-196.66Average profit trade:11.38Average loss trade:-18.21Maximum consecutive wins ($):29 (195.21)Maximum consecutive losses ($):10 (-995.69)Maximal consecutive profit (count):365.71 (27)Maximal consecutive loss (count):-995.69 (10)Average consecutive wins:6Average consecutive losses:2
Correlation (Profits,MFE):0.54Correlation (Profits,MAE):0.75Correlation (MFE,MAE):0.1274
Minimal position holding time:0:05:19Maximal position holding time:258:00:40Average position holding time:16:01:37
OrdersOpen TimeOrderSymbolTypeVolumePriceS / LT / PTimeStateComment
Comments