Strategy Tester Report
BlackBullMarkets-Demo (Build 3406)
Settings
Expert:			De Carlo
Symbol:			AMZN.OQ
Period:			M5 (2021.07.01 - 2022.07.01)
Inputs:			InpMWFirstPeriod=3
			InpMWSecondPeriod=5
			InpIFTPeriod=5
			InpIFTAppliedPrice=1
			InpIFTSmoothingPeriod=9
			InpMAPeriod=200
			InpMAMethod=1
			InpMAAppliedPrice=1
			InpOrderSize=1
			InpTPSLRatio=3.0
			InpMagic=222222
			InpTradeComment=De Carlo MavilimW CCI-IFT
Company:			Black Bull Group Limited
Currency:			AUD
Initial Deposit:			10 000.00
Leverage:			1:100
Results
History Quality:			99%
Bars:			19620	Ticks:			4482387	Symbols:			1
Total Net Profit:			-6 133.13	Balance Drawdown Absolute:			6 153.50	Equity Drawdown Absolute:			6 155.41
Gross Profit:			10 221.28	Balance Drawdown Maximal:			6 905.56 (64.23%)	Equity Drawdown Maximal:			7 158.85 (65.06%)
Gross Loss:			-16 354.41	Balance Drawdown Relative:			64.23% (6 905.56)	Equity Drawdown Relative:			65.06% (7 158.85)
Profit Factor:			0.62	Expected Payoff:			-9.05	Margin Level:			220.25%
Recovery Factor:			-0.86	Sharpe Ratio:			-2.38	Z-Score:			-6.29 (99.74%)
AHPR:			0.9989 (-0.11%)	LR Correlation:			-0.51	OnTester result:			0
GHPR:			0.9986 (-0.14%)	LR Standard Error:			1 445.52
Total Trades:			678	Short Trades (won %):			387 (24.29%)	Long Trades (won %):			291 (25.77%)
Total Deals:			1356	Profit Trades (% of total):			169 (24.93%)	Loss Trades (% of total):			509 (75.07%)
				Largest profit trade:			494.47	Largest loss trade:			-3 213.19
				Average profit trade:			60.48	Average loss trade:			-32.13
				Maximum consecutive wins ($):			6 (603.33)	Maximum consecutive losses ($):			24 (-621.48)
				Maximal consecutive profit (count):			645.85 (3)	Maximal consecutive loss (count):			-6 470.38 (6)
				Average consecutive wins:			2	Average consecutive losses:			5
Correlation (Profits,MFE):			0.13	Correlation (Profits,MAE):			0.97	Correlation (MFE,MAE):			-0.0901
Minimal position holding time:			0:00:02	Maximal position holding time:			360:13:28	Average position holding time:			8:41:35