Strategy Tester Report |
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Exness-MT5Trial5 (Build 6090) |
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Settings |
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| Expert: | BlueShift_GoldGridM1 | |||||||||||
| Symbol: | XAUUSDm | |||||||||||
| Period: | M1 (2021.01.01 - 2026.08.02) | |||||||||||
| Inputs: | MagicNumber=26080206 | |||||||||||
| TradeComment=BS_GoldGridM1 | ||||||||||||
| RiskPercent=0.0 | ||||||||||||
| FixedLot=0.01 | ||||||||||||
| MaxLot=5.0 | ||||||||||||
| TakeProfitPoints=60 | ||||||||||||
| GridDistancePoints=800 | ||||||||||||
| CustomMultipliers=1,1.5,2.2,3.3,5,7.5 | ||||||||||||
| MaxTrades=6 | ||||||||||||
| GridLevelToStart=1 | ||||||||||||
| PauseBetweenGridTrades=0 | ||||||||||||
| UseWeightedTP=true | ||||||||||||
| SMAPeriod=200 | ||||||||||||
| EntryDeviationPoints=350 | ||||||||||||
| RSIPeriod=14 | ||||||||||||
| RSIBuyLevel=30.0 | ||||||||||||
| RSISellLevel=70.0 | ||||||||||||
| MinEntryScore=2 | ||||||||||||
| ADXPeriod=14 | ||||||||||||
| ADXVetoLevel=35.0 | ||||||||||||
| ATRPeriod=14 | ||||||||||||
| ATRVetoMult=2.0 | ||||||||||||
| CrashProxySymbol= | ||||||||||||
| CrashDropPct=2.0 | ||||||||||||
| MaxDailyDD=5.0 | ||||||||||||
| DDType=0 | ||||||||||||
| MaxSpreadPoints=100000.0 | ||||||||||||
| TradeStartHour=2 | ||||||||||||
| TradeEndHour=22 | ||||||||||||
| NewsBlockHour1=-1 | ||||||||||||
| NewsBlockHour2=-1 | ||||||||||||
| CloseOnFriday=false | ||||||||||||
| FridayCloseHour=21 | ||||||||||||
| MaxFloatingDD_Pct=25.0 | ||||||||||||
| Slippage=30 | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 98% | |||||||||||
| Bars: | 1972077 | Ticks: | 7887585 | Symbols: | 1 | |||||||
| Total Net Profit: | 31 110.70 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 23.41 | |||||||
| Gross Profit: | 75 880.76 | Balance Drawdown Maximal: | 4 290.64 (26.60%) | Equity Drawdown Maximal: | 4 436.97 (27.51%) | |||||||
| Gross Loss: | -44 770.06 | Balance Drawdown Relative: | 26.60% (4 290.64) | Equity Drawdown Relative: | 27.51% (4 436.97) | |||||||
| Profit Factor: | 1.69 | Expected Payoff: | 0.50 | Margin Level: | 2539.17% | |||||||
| Recovery Factor: | 7.01 | Sharpe Ratio: | 6.39 | Z-Score: | -50.48 (99.74%) | |||||||
| AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.82 | OnTester result: | 0 | |||||||
| GHPR: | 1.0000 (0.00%) | LR Standard Error: | 4 539.16 | |||||||||
| Total Trades: | 62575 | Short Trades (won %): | 31929 (83.75%) | Long Trades (won %): | 30646 (84.86%) | |||||||
| Total Deals: | 125150 | Profit Trades (% of total): | 52746 (84.29%) | Loss Trades (% of total): | 9829 (15.71%) | |||||||
| Largest profit trade: | 364.39 | Largest loss trade: | -785.64 | |||||||||
| Average profit trade: | 1.44 | Average loss trade: | -4.55 | |||||||||
| Maximum consecutive wins ($): | 133 (666.59) | Maximum consecutive losses ($): | 9 (-720.77) | |||||||||
| Maximal consecutive profit (count): | 672.18 (52) | Maximal consecutive loss (count): | -2 179.85 (6) | |||||||||
| Average consecutive wins: | 8 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.23 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | -0.2301 | |||||||
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| Minimal position holding time: | 0:00:20 | Maximal position holding time: | 137:47:40 | Average position holding time: | 0:14:35 | |||||||
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