Strategy Tester Report
PepperstoneUK-Live (Build 4295)
Settings
Expert: Happy Index v1.0
Symbol: US30.p
Period: M30 (2022.01.01 - 2024.04.30)
Company: Pepperstone Limited
Currency: USD
Initial Deposit: 500.00
Leverage: 1:400
Results
History Quality: 100%
Bars: 28035 Ticks: 99250599 Symbols: 1
Total Net Profit: 1 994.55 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 112.42
Gross Profit: 3 278.36 Balance Drawdown Maximal: 78.53 (3.50%) Equity Drawdown Maximal: 231.15 (25.01%)
Gross Loss: -1 283.81 Balance Drawdown Relative: 9.64% (68.96) Equity Drawdown Relative: 27.41% (176.81)
Profit Factor: 2.55 Expected Payoff: 3.86 Margin Level: 1412.46%
Recovery Factor: 8.63 Sharpe Ratio: 2.75 Z-Score: -1.72 (91.46%)
AHPR: 1.0032 (0.32%) LR Correlation: 1.00 OnTester result: 0
GHPR: 1.0031 (0.31%) LR Standard Error: 33.67
Total Trades: 517 Short Trades (won %): 288 (85.42%) Long Trades (won %): 229 (84.28%)
Total Deals: 1034 Profit Trades (% of total): 439 (84.91%) Loss Trades (% of total): 78 (15.09%)
Largest profit trade: 73.97 Largest loss trade: -68.96
Average profit trade: 7.47 Average loss trade: -16.46
Maximum consecutive wins ($): 24 (126.44) Maximum consecutive losses ($): 3 (-64.66)
Maximal consecutive profit (count): 154.81 (19) Maximal consecutive loss (count): -78.53 (2)
Average consecutive wins: 7 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.72 Correlation (Profits,MAE): 0.70 Correlation (MFE,MAE): 0.1213
Graph
Minimal position holding time: 0:00:27 Maximal position holding time: 205:50:41 Average position holding time: 15:00:28
Graph

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风险

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