Strategy Tester Report |
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MT5 - MetaBacktest (Build 4570) |
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Settings |
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| Expert: | Moving Average.ex5 | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | H4 (2023.07.16 - 2024.08.15) | |||||||||||
| Inputs: | MaximumRisk=0.02 | |||||||||||
| DecreaseFactor=3.0 | ||||||||||||
| MovingPeriod=12 | ||||||||||||
| MovingShift=6 | ||||||||||||
| Company: | MetaBacktest, Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 1693 | Ticks: | 69570422 | Symbols: | 1 | |||||||
| Total Net Profit: | 334.11 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 45.86 | |||||||
| Gross Profit: | 1 625.90 | Balance Drawdown Maximal: | 467.44 (4.39%) | Equity Drawdown Maximal: | 584.15 (5.43%) | |||||||
| Gross Loss: | -1 291.79 | Balance Drawdown Relative: | 4.39% (467.44) | Equity Drawdown Relative: | 5.43% (584.15) | |||||||
| Profit Factor: | 1.26 | Expected Payoff: | 4.64 | Margin Level: | 4840.88% | |||||||
| Recovery Factor: | 0.57 | Sharpe Ratio: | 0.56 | Z-Score: | 0.23 (18.19%) | |||||||
| AHPR: | 1.0005 (0.05%) | LR Correlation: | -0.48 | OnTester result: | 0 | |||||||
| GHPR: | 1.0005 (0.05%) | LR Standard Error: | 122.29 | |||||||||
| Total Trades: | 72 | Short Trades (won %): | 40 (37.50%) | Long Trades (won %): | 32 (31.25%) | |||||||
| Total Deals: | 144 | Profit Trades (% of total): | 25 (34.72%) | Loss Trades (% of total): | 47 (65.28%) | |||||||
| Largest profit trade: | 416.20 | Largest loss trade: | -165.40 | |||||||||
| Average profit trade: | 65.04 | Average loss trade: | -27.48 | |||||||||
| Maximum consecutive wins ($): | 2 (243.22) | Maximum consecutive losses ($): | 12 (-100.10) | |||||||||
| Maximal consecutive profit (count): | 416.20 (1) | Maximal consecutive loss (count): | -186.47 (4) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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| Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | 0.29 | Correlation (MFE,MAE): | -0.1640 | |||||||
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| Minimal position holding time: | 4:00:00 | Maximal position holding time: | 308:00:00 | Average position holding time: | 48:16:40 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2023.07.18 20:00:00 | 2 | EURUSD | sell | 0.18 / 0.18 | 0.00000 | 2023.07.18 20:00:00 | filled | |||||
| 2023.08.04 16:00:00 | 3 | EURUSD | buy | 0.18 / 0.18 | 0.00000 | 2023.08.04 16:00:00 | filled | |||||
| 2023.08.08 16:00:00 | 4 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.08.08 16:00:00 | filled | |||||
| 2023.08.10 08:00:00 | 5 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.08.10 08:00:00 | filled | |||||
| 2023.08.11 16:00:00 | 6 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.08.11 16:00:00 | filled | |||||
| 2023.08.16 12:00:00 | 7 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.08.16 12:00:00 | filled | |||||
| 2023.08.16 16:00:00 | 8 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.08.16 16:00:00 | filled | |||||
| 2023.08.29 00:00:00 | 9 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.08.29 00:00:00 | filled | |||||
| 2023.08.29 16:00:00 | 10 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.08.29 16:00:00 | filled | |||||
| 2023.08.29 20:00:00 | 11 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.08.29 20:00:00 | filled | |||||
| 2023.08.31 20:00:00 | 12 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.08.31 20:00:00 | filled | |||||
| 2023.09.11 08:00:00 | 13 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.09.11 08:00:00 | filled | |||||
| 2023.09.12 20:00:00 | 14 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.09.12 20:00:00 | filled | |||||
| 2023.09.14 00:00:00 | 15 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.09.14 00:00:00 | filled | |||||
| 2023.09.14 04:00:00 | 16 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.09.14 04:00:00 | filled | |||||
| 2023.09.14 12:00:00 | 17 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.09.14 12:00:00 | filled | |||||
| 2023.09.18 20:00:00 | 18 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.09.18 20:00:00 | filled | |||||
| 2023.09.21 00:00:00 | 19 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.09.21 00:00:00 | filled | |||||
| 2023.10.02 16:00:00 | 20 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2023.10.02 16:00:00 | filled | |||||
| 2023.10.04 16:00:00 | 21 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2023.10.04 16:00:00 | filled | |||||
| 2023.10.06 16:00:00 | 22 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.10.06 16:00:00 | filled | |||||
| 2023.10.06 20:00:00 | 23 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.10.06 20:00:00 | filled | |||||
| 2023.10.10 00:00:00 | 24 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.10.10 00:00:00 | filled | |||||
| 2023.10.12 16:00:00 | 25 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.10.12 16:00:00 | filled | |||||
| 2023.10.17 00:00:00 | 26 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.10.17 00:00:00 | filled | |||||
| 2023.10.18 20:00:00 | 27 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.10.18 20:00:00 | filled | |||||
| 2023.10.19 16:00:00 | 28 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.10.19 16:00:00 | filled | |||||
| 2023.10.24 20:00:00 | 29 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.10.24 20:00:00 | filled | |||||
| 2023.10.27 20:00:00 | 30 | EURUSD | buy | 0.2 / 0.2 | 0.00000 | 2023.10.27 20:00:00 | filled | |||||
| 2023.10.31 20:00:00 | 31 | EURUSD | sell | 0.2 / 0.2 | 0.00000 | 2023.10.31 20:00:00 | filled | |||||
| 2023.11.07 12:00:00 | 32 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.11.07 12:00:00 | filled | |||||
| 2023.11.13 20:00:00 | 33 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.11.13 20:00:00 | filled | |||||
| 2023.11.17 16:00:00 | 34 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2023.11.17 16:00:00 | filled | |||||
| 2023.11.23 16:00:00 | 35 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2023.11.23 16:00:00 | filled | |||||
| 2023.11.24 08:00:00 | 36 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2023.11.24 08:00:00 | filled | |||||
| 2023.11.24 12:00:00 | 37 | EURUSD | sell | 0.19 / 0.19 | 0.00000 | 2023.11.24 12:00:00 | filled | |||||