Strategy Tester Report
BlackBullMarkets-Demo (Build 3406)
Settings
Expert:			De Carlo
Symbol:			SPX500
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:			70609	Ticks:			14009385	Symbols:			1
Total Net Profit:			-221.56	Balance Drawdown Absolute:			299.30	Equity Drawdown Absolute:			300.71
Gross Profit:			1 277.98	Balance Drawdown Maximal:			309.35 (3.09%)	Equity Drawdown Maximal:			314.30 (3.14%)
Gross Loss:			-1 499.54	Balance Drawdown Relative:			3.09% (309.35)	Equity Drawdown Relative:			3.14% (314.30)
Profit Factor:			0.85	Expected Payoff:			-0.10	Margin Level:			24695.43%
Recovery Factor:			-0.70	Sharpe Ratio:			-2.38	Z-Score:			-9.73 (99.74%)
AHPR:			1.0000 (-0.00%)	LR Correlation:			-0.90	OnTester result:			0
GHPR:			1.0000 (-0.00%)	LR Standard Error:			39.35
Total Trades:			2304	Short Trades (won %):			1036 (18.34%)	Long Trades (won %):			1268 (22.32%)
Total Deals:			4608	Profit Trades (% of total):			473 (20.53%)	Loss Trades (% of total):			1831 (79.47%)
				Largest profit trade:			26.08	Largest loss trade:			-15.82
				Average profit trade:			2.70	Average loss trade:			-0.82
				Maximum consecutive wins ($):			8 (32.04)	Maximum consecutive losses ($):			32 (-41.56)
				Maximal consecutive profit (count):			32.04 (8)	Maximal consecutive loss (count):			-46.95 (9)
				Average consecutive wins:			2	Average consecutive losses:			6
Correlation (Profits,MFE):			0.65	Correlation (Profits,MAE):			0.37	Correlation (MFE,MAE):			-0.3203
Minimal position holding time:			0:00:01	Maximal position holding time:			81:00:32	Average position holding time:			2:14:03