Strategy Tester Report
BlackBullMarkets-Demo (Build 3406)
Settings
Expert:			De Carlo
Symbol:			GBPUSD
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
History Quality:			100%
Bars:			75061	Ticks:			19286521	Symbols:			1
Total Net Profit:			-823.88	Balance Drawdown Absolute:			829.03	Equity Drawdown Absolute:			830.63
Gross Profit:			1 552.01	Balance Drawdown Maximal:			855.27 (8.53%)	Equity Drawdown Maximal:			874.53 (8.71%)
Gross Loss:			-2 375.89	Balance Drawdown Relative:			8.53% (855.27)	Equity Drawdown Relative:			8.71% (874.53)
Profit Factor:			0.65	Expected Payoff:			-0.36	Margin Level:			7558.69%
Recovery Factor:			-0.94	Sharpe Ratio:			-5.00	Z-Score:			-10.84 (99.74%)
AHPR:			1.0000 (-0.00%)	LR Correlation:			-0.99	OnTester result:			0
GHPR:			1.0000 (-0.00%)	LR Standard Error:			40.74
Total Trades:			2314	Short Trades (won %):			1142 (19.53%)	Long Trades (won %):			1172 (14.33%)
Total Deals:			4628	Profit Trades (% of total):			391 (16.90%)	Loss Trades (% of total):			1923 (83.10%)
				Largest profit trade:			18.62	Largest loss trade:			-9.47
				Average profit trade:			3.97	Average loss trade:			-1.24
				Maximum consecutive wins ($):			7 (37.29)	Maximum consecutive losses ($):			40 (-48.50)
				Maximal consecutive profit (count):			37.29 (7)	Maximal consecutive loss (count):			-49.39 (32)
				Average consecutive wins:			2	Average consecutive losses:			8
Correlation (Profits,MFE):			0.65	Correlation (Profits,MAE):			0.43	Correlation (MFE,MAE):			-0.2059
Minimal position holding time:			0:00:01	Maximal position holding time:			190:23:33	Average position holding time:			2:20:52