Strategy Tester Report |
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ICMarketsSC-Demo (Build 6031) |
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Settings |
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| Expert: | XAU 4.6x — Low Risk | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| Period: | H1 (2024.07.17 - 2026.07.17) | |||||||||||
| Company: | Raw Trading Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 200.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 99% | |||||||||||
| Bars: | 11823 | Ticks: | 131268060 | Symbols: | 1 | |||||||
| Total Net Profit: | 4 231.36 | Balance Drawdown Absolute: | 67.22 | Equity Drawdown Absolute: | 88.78 | |||||||
| Gross Profit: | 13 661.57 | Balance Drawdown Maximal: | 405.67 (8.91%) | Equity Drawdown Maximal: | 559.87 (12.11%) | |||||||
| Gross Loss: | -9 430.21 | Balance Drawdown Relative: | 36.28% (75.59) | Equity Drawdown Relative: | 47.88% (102.19) | |||||||
| Profit Factor: | 1.45 | Expected Payoff: | 1.15 | Margin Level: | 206.70% | |||||||
| Recovery Factor: | 7.56 | Sharpe Ratio: | 3.89 | Z-Score: | -26.49 (99.74%) | |||||||
| AHPR: | 1.0009 (0.09%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
| GHPR: | 1.0008 (0.08%) | LR Standard Error: | 624.52 | |||||||||
| Total Trades: | 3674 | Short Trades (won %): | 1309 (87.55%) | Long Trades (won %): | 2365 (87.78%) | |||||||
| Total Deals: | 7348 | Profit Trades (% of total): | 3222 (87.70%) | Loss Trades (% of total): | 452 (12.30%) | |||||||
| Largest profit trade: | 68.78 | Largest loss trade: | -60.38 | |||||||||
| Average profit trade: | 4.24 | Average loss trade: | -20.44 | |||||||||
| Maximum consecutive wins ($): | 70 (379.55) | Maximum consecutive losses ($): | 6 (-102.01) | |||||||||
| Maximal consecutive profit (count): | 424.59 (38) | Maximal consecutive loss (count): | -162.77 (3) | |||||||||
| Average consecutive wins: | 14 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.64 | Correlation (Profits,MAE): | 0.56 | Correlation (MFE,MAE): | 0.0562 | |||||||
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| Minimal position holding time: | 0:00:13 | Maximal position holding time: | 95:17:14 | Average position holding time: | 1:08:22 | |||||||
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