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Strategy Tester Report
SC-MT5-2 (Build 4380)
Settings
Expert: supergoldBot
Symbol: XAUUSD
Period: M1 (2022.01.01 - 2024.06.17)
Inputs: OrderComment=SuperGoldBot
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 500.00
Leverage: 1:500
Results
History Quality: 99%
Bars: 868598 Ticks: 57559267 Symbols: 1
Total Net Profit: 11 869.90 Balance Drawdown Absolute: 0.28 Equity Drawdown Absolute: 2.44
Gross Profit: 24 825.89 Balance Drawdown Maximal: 1 469.75 (28.10%) Equity Drawdown Maximal: 1 693.01 (32.32%)
Gross Loss: -12 955.99 Balance Drawdown Relative: 28.10% (1 469.75) Equity Drawdown Relative: 44.43% (839.66)
Profit Factor: 1.92 Expected Payoff: 22.96 Margin Level: 293.12%
Recovery Factor: 7.01 Sharpe Ratio: 9.69 Z-Score: 0.95 (65.79%)
AHPR: 1.0067 (0.67%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0062 (0.62%) LR Standard Error: 648.75
Total Trades: 517 Short Trades (won %): 291 (82.47%) Long Trades (won %): 226 (88.50%)
Total Deals: 1034 Profit Trades (% of total): 440 (85.11%) Loss Trades (% of total): 77 (14.89%)
Largest profit trade: 577.25 Largest loss trade: -1 001.38
Average profit trade: 56.42 Average loss trade: -165.07
Maximum consecutive wins ($): 26 (1 209.42) Maximum consecutive losses ($): 3 (-1 065.31)
Maximal consecutive profit (count): 1 209.42 (26) Maximal consecutive loss (count): -1 091.96 (2)
Average consecutive wins: 6 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.68 Correlation (Profits,MAE): 0.38 Correlation (MFE,MAE): -0.2347
Graph
Minimal position holding time: 0:00:06 Maximal position holding time: 23:28:02 Average position holding time: 1:09:04
Graph

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风险

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