Strategy Tester Report
BlackBullMarkets-Demo (Build 3406)
Settings
Expert:			De Carlo
Symbol:			WTI
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:			71128	Ticks:			30189880	Symbols:			1
Total Net Profit:			-208.08	Balance Drawdown Absolute:			227.22	Equity Drawdown Absolute:			226.27
Gross Profit:			648.42	Balance Drawdown Maximal:			227.22 (2.27%)	Equity Drawdown Maximal:			226.32 (2.26%)
Gross Loss:			-856.50	Balance Drawdown Relative:			2.27% (227.22)	Equity Drawdown Relative:			2.26% (226.32)
Profit Factor:			0.76	Expected Payoff:			-0.09	Margin Level:			122856.82%
Recovery Factor:			-0.92	Sharpe Ratio:			-4.19	Z-Score:			-8.68 (99.74%)
AHPR:			1.0000 (-0.00%)	LR Correlation:			-0.99	OnTester result:			0
GHPR:			1.0000 (-0.00%)	LR Standard Error:			8.95
Total Trades:			2324	Short Trades (won %):			937 (16.54%)	Long Trades (won %):			1387 (17.16%)
Total Deals:			4648	Profit Trades (% of total):			393 (16.91%)	Loss Trades (% of total):			1931 (83.09%)
				Largest profit trade:			13.85	Largest loss trade:			-4.39
				Average profit trade:			1.65	Average loss trade:			-0.44
				Maximum consecutive wins ($):			8 (17.02)	Maximum consecutive losses ($):			41 (-20.25)
				Maximal consecutive profit (count):			30.39 (3)	Maximal consecutive loss (count):			-24.08 (19)
				Average consecutive wins:			1	Average consecutive losses:			7
Correlation (Profits,MFE):			0.67	Correlation (Profits,MAE):			0.31	Correlation (MFE,MAE):			-0.3539
Minimal position holding time:			0:00:01	Maximal position holding time:			96:41:36	Average position holding time:			2:23:52