Strategy Tester Report
XMGlobal-MT5 5 (Build 4755)
Settings
Expert:			v13.10
Symbol:			USDJPY
Period:			M5 (2008.01.01 - 2024.12.31)
Inputs:
Company:			XM Global Limited
Currency:			EUR
Initial Deposit:			10 000.00
Leverage:			1:500
Results
History Quality:			98%
Bars:			1237098	Ticks:			24298166	Symbols:			28
Total Net Profit:			214 056 308.07	Balance Drawdown Absolute:			325.12	Equity Drawdown Absolute:			5 235.54
Gross Profit:			365 934 912.36	Balance Drawdown Maximal:			34 268 893.14 (30.07%)	Equity Drawdown Maximal:			55 216 931.95 (44.59%)
Gross Loss:			-151 878 604.29	Balance Drawdown Relative:			46.93% (11 871.20)	Equity Drawdown Relative:			86.20% (29 756.58)
Profit Factor:			2.41	Expected Payoff:			16 876.09	Margin Level:			291.83%
Recovery Factor:			3.88	Sharpe Ratio:			1.07	Z-Score:			-104.80 (99.74%)
AHPR:			1.0008 (0.08%)	LR Correlation:			0.95	OnTester result:			0
GHPR:			1.0008 (0.08%)	LR Standard Error:			19 525 958.78
Total Trades:			12684	Short Trades (won %):			3839 (39.59%)	Long Trades (won %):			8845 (68.76%)
Total Deals:			25368	Profit Trades (% of total):			7602 (59.93%)	Loss Trades (% of total):			5082 (40.07%)
				Largest profit trade:			497 646.95	Largest loss trade:			-123 577.79
				Average profit trade:			48 136.66	Average loss trade:			-29 885.60
				Maximum consecutive wins ($):			1612 (116 714 858.23)	Maximum consecutive losses ($):			1095 (-34 268 893.14)
				Maximal consecutive profit (count):			116 714 858.23 (1612)	Maximal consecutive loss (count):			-34 268 893.14 (1095)
				Average consecutive wins:			36	Average consecutive losses:			24