Strategy Tester Report |
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Exness-MT5Trial5 (Build 6061) |
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Settings |
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| Expert: | EAB_MonthEndFlow | |||||||||||
| Symbol: | EURUSDm | |||||||||||
| Period: | H1 (2020.01.01 - 2024.12.31) | |||||||||||
| Inputs: | InpLicenseKey= | |||||||||||
| InpRiskPercent=0.7 | ||||||||||||
| InpFixedLot=0.0 | ||||||||||||
| InpMagic=26070325 | ||||||||||||
| InpSessionShift=0 | ||||||||||||
| InpMaxSpreadPts=100000.0 | ||||||||||||
| InpPushNotify=true | ||||||||||||
| Company: | Exness Technologies Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 75% | |||||||||||
| Bars: | 22272 | Ticks: | 4960677 | Symbols: | 1 | |||||||
| Total Net Profit: | 168.33 | Balance Drawdown Absolute: | 73.83 | Equity Drawdown Absolute: | 78.33 | |||||||
| Gross Profit: | 351.46 | Balance Drawdown Maximal: | 77.44 (0.76%) | Equity Drawdown Maximal: | 146.41 (1.44%) | |||||||
| Gross Loss: | -183.13 | Balance Drawdown Relative: | 0.76% (77.44) | Equity Drawdown Relative: | 1.44% (146.41) | |||||||
| Profit Factor: | 1.92 | Expected Payoff: | 8.02 | Margin Level: | 6635.62% | |||||||
| Recovery Factor: | 1.15 | Sharpe Ratio: | 5.82 | Z-Score: | -1.27 (79.59%) | |||||||
| AHPR: | 1.0008 (0.08%) | LR Correlation: | 0.78 | OnTester result: | 0 | |||||||
| GHPR: | 1.0008 (0.08%) | LR Standard Error: | 41.73 | |||||||||
| Total Trades: | 21 | Short Trades (won %): | 7 (57.14%) | Long Trades (won %): | 14 (57.14%) | |||||||
| Total Deals: | 42 | Profit Trades (% of total): | 12 (57.14%) | Loss Trades (% of total): | 9 (42.86%) | |||||||
| Largest profit trade: | 76.20 | Largest loss trade: | -65.79 | |||||||||
| Average profit trade: | 29.29 | Average loss trade: | -20.35 | |||||||||
| Maximum consecutive wins ($): | 6 (219.47) | Maximum consecutive losses ($): | 3 (-54.92) | |||||||||
| Maximal consecutive profit (count): | 219.47 (6) | Maximal consecutive loss (count): | -73.83 (2) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.5465 | |||||||
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| Minimal position holding time: | 2:52:40 | Maximal position holding time: | 6:00:00 | Average position holding time: | 5:51:04 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2021.09.30 13:00:00 | 2 | EURUSDm | buy | 0.12 / 0.12 | 0.00000 | 1.15343 | 2021.09.30 13:00:00 | filled | EAB-MEF | |||
| 2021.09.30 19:00:00 | 3 | EURUSDm | sell | 0.12 / 0.12 | 0.00000 | 2021.09.30 19:00:00 | filled | |||||
| 2021.11.30 13:00:00 | 4 | EURUSDm | buy | 0.09 / 0.09 | 0.00000 | 1.12822 | 2021.11.30 13:00:00 | filled | EAB-MEF | |||
| 2021.11.30 15:52:40 | 5 | EURUSDm | sell | 0.09 / 0.09 | 0.00000 | 2021.11.30 15:52:40 | filled | sl 1.12822 | ||||
| 2022.01.31 13:00:00 | 6 | EURUSDm | buy | 0.1 / 0.1 | 0.00000 | 1.10899 | 2022.01.31 13:00:00 | filled | EAB-MEF | |||
| 2022.01.31 19:00:00 | 7 | EURUSDm | sell | 0.1 / 0.1 | 0.00000 | 2022.01.31 19:00:00 | filled | |||||
| 2022.04.29 13:00:00 | 8 | EURUSDm | buy | 0.07 / 0.07 | 0.00000 | 1.04336 | 2022.04.29 13:00:00 | filled | EAB-MEF | |||
| 2022.04.29 19:00:00 | 9 | EURUSDm | sell | 0.07 / 0.07 | 0.00000 | 2022.04.29 19:00:00 | filled | |||||
| 2022.06.30 13:00:00 | 10 | EURUSDm | buy | 0.06 / 0.06 | 0.00000 | 1.02863 | 2022.06.30 13:00:00 | filled | EAB-MEF | |||
| 2022.06.30 19:00:00 | 11 | EURUSDm | sell | 0.06 / 0.06 | 0.00000 | 2022.06.30 19:00:00 | filled | |||||
| 2022.07.29 13:00:00 | 12 | EURUSDm | buy | 0.05 / 0.05 | 0.00000 | 1.00528 | 2022.07.29 13:00:00 | filled | EAB-MEF | |||
| 2022.07.29 19:00:00 | 13 | EURUSDm | sell | 0.05 / 0.05 | 0.00000 | 2022.07.29 19:00:00 | filled | |||||
| 2022.08.31 13:00:00 | 14 | EURUSDm | buy | 0.06 / 0.06 | 0.00000 | 0.99054 | 2022.08.31 13:00:00 | filled | EAB-MEF | |||
| 2022.08.31 19:00:00 | 15 | EURUSDm | sell | 0.06 / 0.06 | 0.00000 | 2022.08.31 19:00:00 | filled | |||||
| 2022.09.30 13:00:00 | 16 | EURUSDm | buy | 0.05 / 0.05 | 0.00000 | 0.96207 | 2022.09.30 13:00:00 | filled | EAB-MEF | |||
| 2022.09.30 19:00:00 | 17 | EURUSDm | sell | 0.05 / 0.05 | 0.00000 | 2022.09.30 19:00:00 | filled | |||||
| 2022.11.30 13:00:00 | 18 | EURUSDm | sell | 0.06 / 0.06 | 0.00000 | 1.04794 | 2022.11.30 13:00:00 | filled | EAB-MEF | |||
| 2022.11.30 19:00:00 | 19 | EURUSDm | buy | 0.06 / 0.06 | 0.00000 | 2022.11.30 19:00:00 | filled | |||||
| 2022.12.30 13:00:00 | 20 | EURUSDm | sell | 0.08 / 0.08 | 0.00000 | 1.07510 | 2022.12.30 13:00:00 | filled | EAB-MEF | |||
| 2022.12.30 19:00:00 | 21 | EURUSDm | buy | 0.08 / 0.08 | 0.00000 | 2022.12.30 19:00:00 | filled | |||||
| 2023.02.28 13:00:00 | 22 | EURUSDm | buy | 0.1 / 0.1 | 0.00000 | 1.05476 | 2023.02.28 13:00:00 | filled | EAB-MEF | |||
| 2023.02.28 19:00:00 | 23 | EURUSDm | sell | 0.1 / 0.1 | 0.00000 | 2023.02.28 19:00:00 | filled | |||||
| 2023.03.31 13:00:00 | 24 | EURUSDm | sell | 0.06 / 0.06 | 0.00000 | 1.09958 | 2023.03.31 13:00:00 | filled | EAB-MEF | |||
| 2023.03.31 19:00:00 | 25 | EURUSDm | buy | 0.06 / 0.06 | 0.00000 | 2023.03.31 19:00:00 | filled | |||||
| 2023.05.31 13:00:00 | 26 | EURUSDm | buy | 0.11 / 0.11 | 0.00000 | 1.06202 | 2023.05.31 13:00:00 | filled | EAB-MEF | |||
| 2023.05.31 19:00:00 | 27 | EURUSDm | sell | 0.11 / 0.11 | 0.00000 | 2023.05.31 19:00:00 | filled | |||||
| 2023.06.30 13:00:00 | 28 | EURUSDm | sell | 0.08 / 0.08 | 0.00000 | 1.09762 | 2023.06.30 13:00:00 | filled | EAB-MEF | |||
| 2023.06.30 19:00:00 | 29 | EURUSDm | buy | 0.08 / 0.08 | 0.00000 | 2023.06.30 19:00:00 | filled | |||||
| 2023.09.29 13:00:00 | 30 | EURUSDm | buy | 0.09 / 0.09 | 0.00000 | 1.05285 | 2023.09.29 13:00:00 | filled | EAB-MEF | |||
| 2023.09.29 19:00:00 | 31 | EURUSDm | sell | 0.09 / 0.09 | 0.00000 | 2023.09.29 19:00:00 | filled | |||||
| 2023.11.30 13:00:00 | 32 | EURUSDm | sell | 0.09 / 0.09 | 0.00000 | 1.10002 | 2023.11.30 13:00:00 | filled | EAB-MEF | |||
| 2023.11.30 19:00:00 | 33 | EURUSDm | buy | 0.09 / 0.09 | 0.00000 | 2023.11.30 19:00:00 | filled | |||||
| 2024.01.31 13:00:00 | 34 | EURUSDm | buy | 0.11 / 0.11 | 0.00000 | 1.07735 | 2024.01.31 13:00:00 | filled | EAB-MEF | |||
| 2024.01.31 19:00:00 | 35 | EURUSDm | sell | 0.11 / 0.11 | 0.00000 | 2024.01.31 19:00:00 | filled | |||||
| 2024.05.31 13:00:00 | 36 | EURUSDm | sell | 0.14 / 0.14 | 0.00000 | 1.09293 | 2024.05.31 13:00:00 | filled | EAB-MEF | |||
| 2024.05.31 19:00:00 | 37 | EURUSDm | buy | 0.14 / 0.14 | 0.00000 | 2024.05.31 19:00:00 | filled | |||||
| 2024.08.30 13:00:00 | 38 | EURUSDm | sell | 0.1 / 0.1 | 0.00000 | 1.11378 | 2024.08.30 13:00:00 | filled | EAB-MEF | |||
| 2024.08.30 19:00:00 | 39 | EURUSDm | buy | 0.1 / 0.1 | 0.00000 | 2024.08.30 19:00:00 | filled | |||||
| 2024.10.31 13:00:00 | 40 | EURUSDm | buy | 0.13 / 0.13 | 0.00000 | 1.08257 | 2024.10.31 13:00:00 | filled | EAB-MEF | |||
| 2024.10.31 19:00:00 | 41 | EURUSDm | sell | 0.13 / 0.13 | 0.00000 | 2024.10.31 19:00:00 | filled | |||||
| 2024.11.29 13:00:00 | 42 | EURUSDm | buy | 0.06 / 0.06 | 0.00000 | 1.04586 | 2024.11.29 13:00:00 | filled | EAB-MEF | |||
| 2024.11.29 19:00:00 | 43 | EURUSDm | sell | 0.06 / 0.06 | 0.00000 | 2024.11.29 19:00:00 | filled | |||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2020.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
| 2021.09.30 13:00:00 | 2 | EURUSDm | buy | in | 0.12 | 1.15911 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | EAB-MEF |
| 2021.09.30 19:00:00 | 3 | EURUSDm | sell | out | 0.12 | 1.15844 | 3 | 0.00 | 0.00 | -8.04 | 9 991.96 | |
| 2021.11.30 13:00:00 | 4 | EURUSDm | buy | in | 0.09 | 1.13553 | 4 | 0.00 | 0.00 | 0.00 | 9 991.96 | EAB-MEF |
| 2021.11.30 15:52:40 | 5 | EURUSDm | sell | out | 0.09 | 1.12822 | 5 | 0.00 | 0.00 | -65.79 | 9 926.17 | sl 1.12822 |
| 2022.01.31 13:00:00 | 6 | EURUSDm | buy | in | 0.1 | 1.11567 | 6 | 0.00 | 0.00 | 0.00 | 9 926.17 | EAB-MEF |
| 2022.01.31 19:00:00 | 7 | EURUSDm | sell | out | 0.1 | 1.12329 | 7 | 0.00 | 0.00 | 76.20 | 10 002.37 | |
| 2022.04.29 13:00:00 | 8 | EURUSDm | buy | in | 0.07 | 1.05318 | 8 | 0.00 | 0.00 | 0.00 | 10 002.37 | EAB-MEF |
| 2022.04.29 19:00:00 | 9 | EURUSDm | sell | out | 0.07 | 1.05693 | 9 | 0.00 | 0.00 | 26.25 | 10 028.62 | |
| 2022.06.30 13:00:00 | 10 | EURUSDm | buy | in | 0.06 | 1.03980 | 10 | 0.00 | 0.00 | 0.00 | 10 028.62 | EAB-MEF |
| 2022.06.30 19:00:00 | 11 | EURUSDm | sell | out | 0.06 | 1.04800 | 11 | 0.00 | 0.00 | 49.20 | 10 077.82 | |
| 2022.07.29 13:00:00 | 12 | EURUSDm | buy | in | 0.05 | 1.01776 | 12 | 0.00 | 0.00 | 0.00 | 10 077.82 | EAB-MEF |
| 2022.07.29 19:00:00 | 13 | EURUSDm | sell | out | 0.05 | 1.02195 | 13 | 0.00 | 0.00 | 20.95 | 10 098.77 | |
| 2022.08.31 13:00:00 | 14 | EURUSDm | buy | in | 0.06 | 1.00087 | 14 | 0.00 | 0.00 | 0.00 | 10 098.77 | EAB-MEF |
| 2022.08.31 19:00:00 | 15 | EURUSDm | sell | out | 0.06 | 1.00439 | 15 | 0.00 | 0.00 | 21.12 | 10 119.89 | |
| 2022.09.30 13:00:00 | 16 | EURUSDm | buy | in | 0.05 | 0.97551 | 16 | 0.00 | 0.00 | 0.00 | 10 119.89 | EAB-MEF |
| 2022.09.30 19:00:00 | 17 | EURUSDm | sell | out | 0.05 | 0.98066 | 17 | 0.00 | 0.00 | 25.75 | 10 145.64 | |
| 2022.11.30 13:00:00 | 18 | EURUSDm | sell | in | 0.06 | 1.03679 | 18 | 0.00 | 0.00 | 0.00 | 10 145.64 | EAB-MEF |
| 2022.11.30 19:00:00 | 19 | EURUSDm | buy | out | 0.06 | 1.03727 | 19 | 0.00 | 0.00 | -2.88 | 10 142.76 | |
| 2022.12.30 13:00:00 | 20 | EURUSDm | sell | in | 0.08 | 1.06717 | 20 | 0.00 | 0.00 | 0.00 | 10 142.76 | EAB-MEF |
| 2022.12.30 19:00:00 | 21 | EURUSDm | buy | out | 0.08 | 1.07030 | 21 | 0.00 | 0.00 | -25.04 | 10 117.72 | |
| 2023.02.28 13:00:00 | 22 | EURUSDm | buy | in | 0.1 | 1.06179 | 22 | 0.00 | 0.00 | 0.00 | 10 117.72 | EAB-MEF |
| 2023.02.28 19:00:00 | 23 | EURUSDm | sell | out | 0.1 | 1.05909 | 23 | 0.00 | 0.00 | -27.00 | 10 090.72 | |
| 2023.03.31 13:00:00 | 24 | EURUSDm | sell | in | 0.06 | 1.08868 | 24 | 0.00 | 0.00 | 0.00 | 10 090.72 | EAB-MEF |
| 2023.03.31 19:00:00 | 25 | EURUSDm | buy | out | 0.06 | 1.08558 | 25 | 0.00 | 0.00 | 18.60 | 10 109.32 | |
| 2023.05.31 13:00:00 | 26 | EURUSDm | buy | in | 0.11 | 1.06813 | 26 | 0.00 | 0.00 | 0.00 | 10 109.32 | EAB-MEF |
| 2023.05.31 19:00:00 | 27 | EURUSDm | sell | out | 0.11 | 1.06735 | 27 | 0.00 | 0.00 | -8.58 | 10 100.74 | |
| 2023.06.30 13:00:00 | 28 | EURUSDm | sell | in | 0.08 | 1.08965 | 28 | 0.00 | 0.00 | 0.00 | 10 100.74 | EAB-MEF |
| 2023.06.30 19:00:00 | 29 | EURUSDm | buy | out | 0.08 | 1.09113 | 29 | 0.00 | 0.00 | -11.84 | 10 088.90 | |
| 2023.09.29 13:00:00 | 30 | EURUSDm | buy | in | 0.09 | 1.06003 | 30 | 0.00 | 0.00 | 0.00 | 10 088.90 | EAB-MEF |
| 2023.09.29 19:00:00 | 31 | EURUSDm | sell | out | 0.09 | 1.05773 | 31 | 0.00 | 0.00 | -20.70 | 10 068.20 | |
| 2023.11.30 13:00:00 | 32 | EURUSDm | sell | in | 0.09 | 1.09251 | 32 | 0.00 | 0.00 | 0.00 | 10 068.20 | EAB-MEF |
| 2023.11.30 19:00:00 | 33 | EURUSDm | buy | out | 0.09 | 1.08899 | 33 | 0.00 | 0.00 | 31.68 | 10 099.88 | |
| 2024.01.31 13:00:00 | 34 | EURUSDm | buy | in | 0.11 | 1.08373 | 34 | 0.00 | 0.00 | 0.00 | 10 099.88 | EAB-MEF |
| 2024.01.31 19:00:00 | 35 | EURUSDm | sell | out | 0.11 | 1.08458 | 35 | 0.00 | 0.00 | 9.35 | 10 109.23 | |
| 2024.05.31 13:00:00 | 36 | EURUSDm | sell | in | 0.14 | 1.08795 | 36 | 0.00 | 0.00 | 0.00 | 10 109.23 | EAB-MEF |
| 2024.05.31 19:00:00 | 37 | EURUSDm | buy | out | 0.14 | 1.08432 | 37 | 0.00 | 0.00 | 50.82 | 10 160.05 | |
| 2024.08.30 13:00:00 | 38 | EURUSDm | sell | in | 0.1 | 1.10678 | 38 | 0.00 | 0.00 | 0.00 | 10 160.05 | EAB-MEF |
| 2024.08.30 19:00:00 | 39 | EURUSDm | buy | out | 0.1 | 1.10525 | 39 | 0.00 | 0.00 | 15.30 | 10 175.35 | |
| 2024.10.31 13:00:00 | 40 | EURUSDm | buy | in | 0.13 | 1.08803 | 40 | 0.00 | 0.00 | 0.00 | 10 175.35 | EAB-MEF |
| 2024.10.31 19:00:00 | 41 | EURUSDm | sell | out | 0.13 | 1.08701 | 41 | 0.00 | 0.00 | -13.26 | 10 162.09 | |
| 2024.11.29 13:00:00 | 42 | EURUSDm | buy | in | 0.06 | 1.05645 | 42 | 0.00 | 0.00 | 0.00 | 10 162.09 | EAB-MEF |
| 2024.11.29 19:00:00 | 43 | EURUSDm | sell | out | 0.06 | 1.05749 | 43 | 0.00 | 0.00 | 6.24 | 10 168.33 | |
| 0.00 | 0.00 | 168.33 | 10 168.33 | |||||||||