Strategy Tester Report
Exness-MT5Trial5 (Build 5836)
Settings
Expert: BITCOIN_GLACIER_Market
Symbol: BTCUSDm
Period: Daily (2018.01.01 - 2025.12.31)
Inputs: RunMode=3
=== Economic Event Filter ====
EconFilter_Enable=true
EconFilter_AvoidNFP=true
EconFilter_AvoidFOMC=true
EconFilter_AvoidCPI=true
EconFilter_AvoidWeekend=true
EconFilter_AvoidHoursBefore=2
EconFilter_AvoidHoursAfter=1
EconFilter_ServerGMTOffset=3
EconFilter_Verbose=false
EconFilter_UseCalendar=true
EconFilter_MinImportance=2
EconFilter_Currencies=USD
EconFilter_StopImportance=3
EconFilter_StopBeforeMin=120
EconFilter_StopAfterMin=60
EconFilter_ReduceLotFactor=0.5
EconFilter_ReduceBeforeMin=30
EconFilter_ReduceAfterMin=15
=== Safety Guard ====
Guard_Enable=true
Guard_EmergencyMargin=120.0
Guard_DailyLossPct=8.0
Guard_DailyLossClose=false
Guard_MaxConsecLoss=0
Guard_FridayClose=false
Guard_FridayCloseHour=20
=== News Protect (pre-event position protection) ====
Guard_NewsProtectMode=0
Guard_NewsProtectMin=15
=== Dashboard / Notify ====
Notify_Push=true
Notify_Email=false
Notify_WebhookURL=
Notify_MarginAlert=150.0
Notify_DailySummary=true
Notify_SummaryHour=6
Dash_TradeCSV=true
Dash_PauseButton=true
Notify_NewsPrewarnMin=60
=== Entry (Donchian breakout + confirm) ====
EntryChannel=20
ATRPeriod=14
ATRMult=5.0
BreakMargin=0.2
=== Trend-strength filter ====
UseTrendFilter=true
TrendSMA=250
TrendSlopeBars=14
=== Risk management ====
RiskPercent=2.0
FixedBaseBalance=0.0
MaxLot=5.0
TradeLong=true
TradeShort=true
=== Behavior ====
MagicNumber=202626
Slippage=50
DetailedLog=true
=== (/DD) v1.2 ====
UseBreakeven=false
BE_ATR=2.0
UseProfitLock=false
Lock_ATR=6.0
LockTrail_ATR=2.0
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 98%
Bars: 2780 Ticks: 16002470 Symbol: 1
Total Net Profit: 193 663.43 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 62.17
Gross Profit: 332 045.29 Balance Drawdown Maximal: 49 400.18 (25.37%) Equity Drawdown Maximal: 118 976.53 (46.80%)
Gross Loss: -138 381.86 Balance Drawdown Relative: 25.37% (49 400.18) Equity Drawdown Relative: 46.80% (118 976.53)
Profit Factor: 2.40 Expected Payoff: 6 916.55 Margin Level: 17478.65%
Recovery Factor: 1.63 Sharpe Ratio: 0.92 Z-Score: -0.08 (6.38%)
AHPR: 1.2341 (23.41%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.1136 (11.36%) LR Standard Error: 25 876.81
Total Trades: 28 Short Trades (won %): 8 (62.50%) Long Trades (won %): 20 (55.00%)
Total Deals: 56 Profit Trades (% of total): 16 (57.14%) Loss Trades (% of total): 12 (42.86%)
Largest profit trade: 73 155.05 Largest loss trade: -29 948.30
Average profit trade: 20 752.83 Average loss trade: -11 531.82
Maximum consecutive wins ($): 7 (101 290.43) Maximum consecutive losses ($): 3 (-49 400.18)
Maximal consecutive profit (count): 101 290.43 (7) Maximal consecutive loss (count): -49 400.18 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Graph
Correlation (Profits,MFE): 0.90 Correlation (Profits,MAE): 0.46 Correlation (MFE,MAE): 0.0781
Graph
Min position holding time: 72:11:40 Max position holding time: 3243:34:40 Avg position holding time: 996:56:53
Graph
Orders
Open Time Orders Symbol Type Volume Price S / L T / P Time State Comment
2018.11.15 00:00:002BTCUSDmsell2.25 / 2.250.002018.11.15 00:00:00filledBTCTF_S
2019.02.18 12:48:203BTCUSDmbuy2.25 / 2.250.002019.02.18 12:48:20filled
2019.05.27 00:00:004BTCUSDmbuy0.8 / 0.80.002019.05.27 00:00:00filledBTCTF_L
2019.06.27 20:32:405BTCUSDmsell0.8 / 0.80.002019.06.27 20:32:40filled
2019.06.27 20:32:596BTCUSDmbuy0.57 / 0.570.002019.06.27 20:32:59filledBTCTF_L
2019.08.15 04:20:207BTCUSDmsell0.57 / 0.570.002019.08.15 04:20:20filled
2019.10.27 00:00:008BTCUSDmbuy1.01 / 1.010.002019.10.27 00:00:00filledBTCTF_L
2019.11.21 15:04:409BTCUSDmsell1.01 / 1.010.002019.11.21 15:04:40filled
2020.01.07 00:00:0010BTCUSDmbuy1.82 / 1.820.002020.01.07 00:00:00filledBTCTF_L
2020.02.26 16:19:4011BTCUSDmsell1.82 / 1.820.002020.02.26 16:19:40filled
2020.03.09 00:00:0012BTCUSDmsell1.08 / 1.080.002020.03.09 00:00:00filledBTCTF_S
2020.04.02 17:04:4013BTCUSDmbuy1.08 / 1.080.002020.04.02 17:04:40filled
2020.07.23 00:00:0014BTCUSDmbuy2.88 / 2.880.002020.07.23 00:00:00filledBTCTF_L
2020.09.03 23:27:4015BTCUSDmsell2.88 / 2.880.002020.09.03 23:27:40filled
2020.10.11 00:00:0016BTCUSDmbuy1.9 / 1.90.002020.10.11 00:00:00filledBTCTF_L
2021.04.18 03:34:4017BTCUSDmsell1.9 / 1.90.002021.04.18 03:34:40filled
2021.07.27 00:00:0018BTCUSDmbuy1.64 / 1.640.002021.07.27 00:00:00filledBTCTF_L
2021.09.07 15:09:4019BTCUSDmsell1.64 / 1.640.002021.09.07 15:09:40filled
2021.09.07 15:09:5920BTCUSDmbuy1.16 / 1.160.002021.09.07 15:09:59filledBTCTF_L
2021.11.26 08:37:4021BTCUSDmsell1.16 / 1.160.002021.11.26 08:37:40filled
2021.12.05 00:00:0022BTCUSDmsell0.96 / 0.960.002021.12.05 00:00:00filledBTCTF_S
2022.02.07 16:02:2023BTCUSDmbuy0.96 / 0.960.002022.02.07 16:02:20filled
2022.02.08 00:00:0024BTCUSDmbuy2.02 / 2.020.002022.02.08 00:00:00filledBTCTF_L
2022.02.24 03:00:4025BTCUSDmsell2.02 / 2.020.002022.02.24 03:00:40filled
2022.03.25 00:00:0026BTCUSDmbuy2.03 / 2.030.002022.03.25 00:00:00filledBTCTF_L
2022.04.11 17:16:4027BTCUSDmsell2.03 / 2.030.002022.04.11 17:16:40filled
2022.04.19 00:00:0028BTCUSDmsell1.83 / 1.830.002022.04.19 00:00:00filledBTCTF_S
2022.07.20 13:35:4029BTCUSDmbuy1.83 / 1.830.002022.07.20 13:35:40filled
2022.08.20 00:00:0030BTCUSDmsell3.93 / 3.930.002022.08.20 00:00:00filledBTCTF_S
2022.09.12 01:45:4031BTCUSDmbuy3.93 / 3.930.002022.09.12 01:45:40filled
2022.09.20 00:00:0032BTCUSDmsell3.79 / 3.790.002022.09.20 00:00:00filledBTCTF_S
2022.11.04 14:23:4033BTCUSDmbuy3.79 / 3.790.002022.11.04 14:23:40filled
2022.11.09 00:00:0034BTCUSDmsell4.63 / 4.630.002022.11.09 00:00:00filledBTCTF_S
2022.12.14 18:22:4035BTCUSDmbuy4.63 / 4.630.002022.12.14 18:22:40filled
2023.02.11 00:00:0036BTCUSDmsell4.98 / 4.980.002023.02.11 00:00:00filledBTCTF_S
2023.02.16 00:11:4037BTCUSDmbuy4.98 / 4.980.002023.02.16 00:11:40filled
2023.03.15 00:00:0038BTCUSDmbuy2.82 / 2.820.002023.03.15 00:00:00filledBTCTF_L
2023.04.24 16:55:4039BTCUSDmsell2.82 / 2.820.002023.04.24 16:55:40filled
2023.05.30 00:00:0040BTCUSDmbuy4.38 / 4.380.002023.05.30 00:00:00filledBTCTF_L
2023.08.17 15:58:4041BTCUSDmsell4.38 / 4.380.002023.08.17 15:58:40filled
2023.10.02 00:00:0042BTCUSDmbuy5 / 50.002023.10.02 00:00:00filledBTCTF_L
2024.01.23 10:16:4043BTCUSDmsell5 / 50.002024.01.23 10:16:40filled
2024.02.08 00:00:0044BTCUSDmbuy3.9 / 3.90.002024.02.08 00:00:00filledBTCTF_L
2024.04.30 19:59:2045BTCUSDmsell3.9 / 3.90.002024.04.30 19:59:20filled
2024.05.16 00:00:0046BTCUSDmbuy2.58 / 2.580.002024.05.16 00:00:00filledBTCTF_L
2024.06.24 02:55:4047BTCUSDmsell2.58 / 2.580.002024.06.24 02:55:40filled
2024.07.16 00:00:0048BTCUSDmbuy2.21 / 2.210.002024.07.16 00:00:00filledBTCTF_L
2024.08.04 17:10:4049BTCUSDmsell2.21 / 2.210.002024.08.04 17:10:40filled
2024.08.24 00:00:0050BTCUSDmbuy2.03 / 2.030.002024.08.24 00:00:00filledBTCTF_L
2024.09.06 20:53:2051BTCUSDmsell2.03 / 2.030.002024.09.06 20:53:20filled
2024.09.20 00:00:0052BTCUSDmbuy2.3 / 2.30.002024.09.20 00:00:00filledBTCTF_L
2025.02.25 07:35:4053BTCUSDmsell2.3 / 2.30.002025.02.25 07:35:40filled
2025.04.23 00:00:0054BTCUSDmbuy2.24 / 2.240.002025.04.23 00:00:00filledBTCTF_L
2025.08.24 19:37:4055BTCUSDmsell2.24 / 2.240.002025.08.24 19:37:40filled
2025.09.19 00:00:0056BTCUSDmbuy3.91 / 3.910.002025.09.19 00:00:00filledBTCTF_L
2025.10.10 21:13:4057BTCUSDmsell3.91 / 3.910.002025.10.10 21:13:40filled
Deal
Time Deal Symbol Type Direction Volume Price Orders Commission Swap Profit Balance Comment
2018.01.01 00:00:001balance0.000.0010 000.0010 000.00
2018.11.15 00:00:002BTCUSDmsellin2.255741.5220.000.000.0010 000.00BTCTF_S
2019.02.18 12:48:203BTCUSDmbuyout2.253775.9130.000.004 422.6214 422.62
2019.05.27 00:00:004BTCUSDmbuyin0.88722.2040.000.000.0014 422.62BTCTF_L
2019.06.27 20:32:405BTCUSDmsellout0.810416.7650.00-322.981 355.6515 455.29
2019.06.27 20:32:596BTCUSDmbuyin0.5710424.1560.000.000.0015 455.29BTCTF_L
2019.08.15 04:20:207BTCUSDmsellout0.579670.2470.00-363.58-429.7314 661.98
2019.10.27 00:00:008BTCUSDmbuyin1.019246.5980.000.000.0014 661.98BTCTF_L
2019.11.21 15:04:409BTCUSDmsellout1.017420.7190.00-315.60-1 844.1412 502.24
2020.01.07 00:00:0010BTCUSDmbuyin1.827749.03100.000.000.0012 502.24BTCTF_L
2020.02.26 16:19:4011BTCUSDmsellout1.828818.52110.00-1184.931 946.4813 263.79
2020.03.09 00:00:0012BTCUSDmsellin1.088038.96120.000.000.0013 263.79BTCTF_S
2020.04.02 17:04:4013BTCUSDmbuyout1.087235.16130.000.00868.1114 131.90
2020.07.23 00:00:0014BTCUSDmbuyin2.889533.93140.000.000.0014 131.90BTCTF_L
2020.09.03 23:27:4015BTCUSDmsellout2.8810379.20150.00-1574.942 434.3814 991.34
2020.10.11 00:00:0016BTCUSDmbuyin1.911297.36160.000.000.0014 991.34BTCTF_L
2021.04.18 03:34:4017BTCUSDmsellout1.952260.85170.00-4675.5977 830.6488 146.39
2021.07.27 00:00:0018BTCUSDmbuyin1.6437244.22180.000.000.0088 146.39BTCTF_L
2021.09.07 15:09:4019BTCUSDmsellout1.6442835.92190.00-896.769 170.3996 420.02
2021.09.07 15:09:5920BTCUSDmbuyin1.1643072.43200.000.000.0096 420.02BTCTF_L
2021.11.26 08:37:4021BTCUSDmsellout1.1654791.03210.00-1208.1113 593.57108 805.48
2021.12.05 00:00:0022BTCUSDmsellin0.9649196.28220.000.000.00108 805.48BTCTF_S
2022.02.07 16:02:2023BTCUSDmbuyout0.9644001.29230.000.004 987.19113 792.67
2022.02.08 00:00:0024BTCUSDmbuyin2.0243903.91240.000.000.00113 792.67BTCTF_L
2022.02.24 03:00:4025BTCUSDmsellout2.0235685.99250.00-420.80-16 600.2096 771.67
2022.03.25 00:00:0026BTCUSDmbuyin2.0344047.55260.000.000.0096 771.67BTCTF_L
2022.04.11 17:16:4027BTCUSDmsellout2.0340303.26270.00-449.31-7 600.9188 721.45
2022.04.19 00:00:0028BTCUSDmsellin1.8340797.58280.000.000.0088 721.45BTCTF_S
2022.07.20 13:35:4029BTCUSDmbuyout1.8323957.19290.000.0030 817.91119 539.36
2022.08.20 00:00:0030BTCUSDmsellin3.9320829.68300.000.000.00119 539.36BTCTF_S
2022.09.12 01:45:4031BTCUSDmbuyout3.9322263.60310.000.00-5 635.31113 904.05
2022.09.20 00:00:0032BTCUSDmsellin3.7919540.97320.000.000.00113 904.05BTCTF_S
2022.11.04 14:23:4033BTCUSDmbuyout3.7921238.75330.000.00-6 434.58107 469.47
2022.11.09 00:00:0034BTCUSDmsellin4.6318544.51340.000.000.00107 469.47BTCTF_S
2022.12.14 18:22:4035BTCUSDmbuyout4.6318254.53350.000.001 342.61108 812.08
2023.02.11 00:00:0036BTCUSDmsellin4.9821616.76360.000.000.00108 812.08BTCTF_S
2023.02.16 00:11:4037BTCUSDmbuyout4.9824569.41370.000.00-14 704.2094 107.88
2023.03.15 00:00:0038BTCUSDmbuyin2.8224729.06380.000.000.0094 107.88BTCTF_L
2023.04.24 16:55:4039BTCUSDmsellout2.8227014.92390.00-1468.746 446.1299 085.26
2023.05.30 00:00:0040BTCUSDmbuyin4.3827775.12400.000.000.0099 085.26BTCTF_L
2023.08.17 15:58:4041BTCUSDmsellout4.3827836.82410.00-4505.26270.2494 850.24
2023.10.02 00:00:0042BTCUSDmbuyin527996.23420.000.000.0094 850.24BTCTF_L
2024.01.23 10:16:4043BTCUSDmsellout538795.92430.00-7356.3053 998.45141 492.39
2024.02.08 00:00:0044BTCUSDmbuyin3.944343.67440.000.000.00141 492.39BTCTF_L
2024.04.30 19:59:2045BTCUSDmsellout3.959066.44450.00-4163.8457 418.81194 747.36
2024.05.16 00:00:0046BTCUSDmbuyin2.5866241.24460.000.000.00194 747.36BTCTF_L
2024.06.24 02:55:4047BTCUSDmsellout2.5862680.71470.00-1310.01-9 186.17184 251.18
2024.07.16 00:00:0048BTCUSDmbuyin2.2164787.37480.000.000.00184 251.18BTCTF_L
2024.08.04 17:10:4049BTCUSDmsellout2.2158116.82490.00-575.43-14 741.92168 933.83
2024.08.24 00:00:0050BTCUSDmbuyin2.0364116.90500.000.000.00168 933.83BTCTF_L
2024.09.06 20:53:2051BTCUSDmsellout2.0352641.08510.00-290.73-23 295.92145 347.18
2024.09.20 00:00:0052BTCUSDmbuyin2.362984.38520.000.000.00145 347.18BTCTF_L
2025.02.25 07:35:4053BTCUSDmsellout2.388353.02530.00-4731.8758 347.88198 963.19
2025.04.23 00:00:0054BTCUSDmbuyin2.2493450.27540.000.000.00198 963.19BTCTF_L
2025.08.24 19:37:4055BTCUSDmsellout2.24110532.66550.00-3616.0238 264.56233 611.73
2025.09.19 00:00:0056BTCUSDmbuyin3.91117131.46560.000.000.00233 611.73BTCTF_L
2025.10.10 21:13:4057BTCUSDmsellout3.91109745.47570.00-1069.08-28 879.22203 663.43
0.00 -40 499.88 234 163.31 203 663.43