Strategy Tester Report |
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XMGlobal-MT5 5 (Build 6182) |
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Settings |
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| Expert: | ParitLab_Wave1Entry_Default_EA | |||||||||||
| Symbol: | GOLD# | |||||||||||
| Period: | M5 (2026.09.01 - 2026.09.09) | |||||||||||
| Company: | XM Global Limited | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 10 000.00 | |||||||||||
| Leverage: | 1:2000 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 1625 | Ticks: | 1869951 | Symbols: | 1 | |||||||
| Total Net Profit: | 2 314.07 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 150.04 | |||||||
| Gross Profit: | 2 523.71 | Balance Drawdown Maximal: | 207.54 (1.75%) | Equity Drawdown Maximal: | 371.09 (3.15%) | |||||||
| Gross Loss: | -209.64 | Balance Drawdown Relative: | 1.75% (207.54) | Equity Drawdown Relative: | 3.15% (371.09) | |||||||
| Profit Factor: | 12.04 | Expected Payoff: | 53.82 | Margin Level: | 12854.26% | |||||||
| Recovery Factor: | 6.24 | Sharpe Ratio: | 22.03 | Z-Score: | 0.45 (34.73%) | |||||||
| AHPR: | 1.0049 (0.49%) | LR Correlation: | 0.97 | OnTester result: | 2314.07 | |||||||
| GHPR: | 1.0049 (0.49%) | LR Standard Error: | 143.51 | |||||||||
| Total Trades: | 43 | Short Trades (won %): | 27 (85.19%) | Long Trades (won %): | 16 (81.25%) | |||||||
| Total Deals: | 60 | Profit Trades (% of total): | 36 (83.72%) | Loss Trades (% of total): | 7 (16.28%) | |||||||
| Largest profit trade: | 182.88 | Largest loss trade: | -207.54 | |||||||||
| Average profit trade: | 70.10 | Average loss trade: | -29.95 | |||||||||
| Maximum consecutive wins ($): | 10 (850.10) | Maximum consecutive losses ($): | 2 (-0.32) | |||||||||
| Maximal consecutive profit (count): | 850.10 (10) | Maximal consecutive loss (count): | -207.54 (1) | |||||||||
| Average consecutive wins: | 5 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.26 | Correlation (MFE,MAE): | 0.1937 | |||||||
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| Minimal position holding time: | 0:01:01 | Maximal position holding time: | 45:52:39 | Average position holding time: | 11:15:12 | |||||||
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