Strategy Tester Report |
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BlackBullMarkets-Demo (Build 3406) |
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Settings |
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| Expert: | De Carlo | |||||||||||
| Symbol: | EURUSD | |||||||||||
| 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=.01 | ||||||||||||
| 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 |
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| History Quality: | 100% | |||||||||||
| Bars: | 75165 | Ticks: | 16807535 | Symbols: | 1 | |||||||
| Total Net Profit: | -602.67 | Balance Drawdown Absolute: | 609.43 | Equity Drawdown Absolute: | 610.90 | |||||||
| Gross Profit: | 1 193.17 | Balance Drawdown Maximal: | 609.43 (6.09%) | Equity Drawdown Maximal: | 611.06 (6.11%) | |||||||
| Gross Loss: | -1 795.84 | Balance Drawdown Relative: | 6.09% (609.43) | Equity Drawdown Relative: | 6.11% (611.06) | |||||||
| Profit Factor: | 0.66 | Expected Payoff: | -0.26 | Margin Level: | 9208.35% | |||||||
| Recovery Factor: | -0.99 | Sharpe Ratio: | -5.00 | Z-Score: | -9.81 (99.74%) | |||||||
| AHPR: | 1.0000 (-0.00%) | LR Correlation: | -0.99 | OnTester result: | 0 | |||||||
| GHPR: | 1.0000 (-0.00%) | LR Standard Error: | 20.79 | |||||||||
| Total Trades: | 2359 | Short Trades (won %): | 1256 (17.20%) | Long Trades (won %): | 1103 (15.59%) | |||||||
| Total Deals: | 4718 | Profit Trades (% of total): | 388 (16.45%) | Loss Trades (% of total): | 1971 (83.55%) | |||||||
| Largest profit trade: | 20.22 | Largest loss trade: | -19.62 | |||||||||
| Average profit trade: | 3.08 | Average loss trade: | -0.91 | |||||||||
| Maximum consecutive wins ($): | 7 (24.68) | Maximum consecutive losses ($): | 35 (-29.44) | |||||||||
| Maximal consecutive profit (count): | 31.32 (5) | Maximal consecutive loss (count): | -45.75 (9) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 8 | |||||||||
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| Correlation (Profits,MFE): | 0.58 | Correlation (Profits,MAE): | 0.42 | Correlation (MFE,MAE): | -0.3121 | |||||||
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| Minimal position holding time: | 0:00:01 | Maximal position holding time: | 135:47:15 | Average position holding time: | 2:20:47 | |||||||
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