Strategy Tester Report |
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BlackBullMarkets-Demo (Build 3406) |
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Settings |
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| Expert: | De Carlo | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| 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 |
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| History Quality: | 99% | |||||||||||
| Bars: | 71105 | Ticks: | 25179455 | Symbols: | 1 | |||||||
| Total Net Profit: | 955.91 | Balance Drawdown Absolute: | 4 086.64 | Equity Drawdown Absolute: | 3 808.42 | |||||||
| Gross Profit: | 48 897.17 | Balance Drawdown Maximal: | 5 118.53 (46.40%) | Equity Drawdown Maximal: | 4 957.63 (44.47%) | |||||||
| Gross Loss: | -47 941.26 | Balance Drawdown Relative: | 46.40% (5 118.53) | Equity Drawdown Relative: | 44.47% (4 957.63) | |||||||
| Profit Factor: | 1.02 | Expected Payoff: | 0.41 | Margin Level: | 1721.42% | |||||||
| Recovery Factor: | 0.19 | Sharpe Ratio: | 0.26 | Z-Score: | -11.32 (99.74%) | |||||||
| AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.34 | OnTester result: | 0 | |||||||
| GHPR: | 1.0000 (0.00%) | LR Standard Error: | 1 653.41 | |||||||||
| Total Trades: | 2323 | Short Trades (won %): | 1079 (22.15%) | Long Trades (won %): | 1244 (21.62%) | |||||||
| Total Deals: | 4646 | Profit Trades (% of total): | 508 (21.87%) | Loss Trades (% of total): | 1815 (78.13%) | |||||||
| Largest profit trade: | 1 363.05 | Largest loss trade: | -378.33 | |||||||||
| Average profit trade: | 96.25 | Average loss trade: | -26.41 | |||||||||
| Maximum consecutive wins ($): | 6 (1 280.06) | Maximum consecutive losses ($): | 37 (-745.20) | |||||||||
| Maximal consecutive profit (count): | 1 701.05 (3) | Maximal consecutive loss (count): | -956.79 (12) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 6 | |||||||||
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| Correlation (Profits,MFE): | 0.79 | Correlation (Profits,MAE): | 0.14 | Correlation (MFE,MAE): | -0.3770 | |||||||
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| Minimal position holding time: | 0:00:02 | Maximal position holding time: | 191:48:40 | Average position holding time: | 2:30:06 | |||||||
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