Strategy Tester Report |
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ICMarketsSC-MT5-3 (Build 6031) |
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Settings |
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| Expert: | XAU 21x — High Risk | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| Period: | H1 (2024.07.17 - 2026.07.17) | |||||||||||
| Company: | Raw Trading Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 500.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 11824 | Ticks: | 105194388 | Symbols: | 1 | |||||||
| Total Net Profit: | 229 433.50 | Balance Drawdown Absolute: | 245.01 | Equity Drawdown Absolute: | 252.65 | |||||||
| Gross Profit: | 829 580.95 | Balance Drawdown Maximal: | 89 938.30 (28.40%) | Equity Drawdown Maximal: | 102 501.09 (31.17%) | |||||||
| Gross Loss: | -600 147.45 | Balance Drawdown Relative: | 53.06% (475.08) | Equity Drawdown Relative: | 57.50% (521.73) | |||||||
| Profit Factor: | 1.38 | Expected Payoff: | 22.26 | Margin Level: | 874.45% | |||||||
| Recovery Factor: | 2.24 | Sharpe Ratio: | 3.82 | Z-Score: | -68.22 (99.74%) | |||||||
| AHPR: | 1.0006 (0.06%) | LR Correlation: | 0.69 | OnTester result: | 0 | |||||||
| GHPR: | 1.0006 (0.06%) | LR Standard Error: | 46 282.19 | |||||||||
| Total Trades: | 10308 | Short Trades (won %): | 3707 (86.35%) | Long Trades (won %): | 6601 (86.70%) | |||||||
| Total Deals: | 20616 | Profit Trades (% of total): | 8924 (86.57%) | Loss Trades (% of total): | 1384 (13.43%) | |||||||
| Largest profit trade: | 6 543.18 | Largest loss trade: | -4 092.86 | |||||||||
| Average profit trade: | 92.96 | Average loss trade: | -426.68 | |||||||||
| Maximum consecutive wins ($): | 153 (2 802.66) | Maximum consecutive losses ($): | 17 (-259.37) | |||||||||
| Maximal consecutive profit (count): | 50 347.05 (32) | Maximal consecutive loss (count): | -31 772.94 (8) | |||||||||
| Average consecutive wins: | 23 | Average consecutive losses: | 4 | |||||||||
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| Correlation (Profits,MFE): | 0.59 | Correlation (Profits,MAE): | 0.46 | Correlation (MFE,MAE): | -0.2063 | |||||||
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| Minimal position holding time: | 0:00:09 | Maximal position holding time: | 57:23:51 | Average position holding time: | 1:01:39 | |||||||
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