Strategy Tester Report
Exness-MT5Trial5 (Build 5836)
Settings
Expert: BITCOIN_NANO_EA
Symbol: BTCUSDm
Period: Daily (2018.01.01 - 2026.06.28)
Inputs: VersionCheck_Enable=true
EA_Slug=bitcoin-nano
=== 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-news 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 + confirmation) ====
EntryChannel=15
ATRPeriod=14
ATRMult=5.0
BreakMargin=0.2
=== Trend strength filter ====
UseTrendFilter=true
TrendSMA=250
TrendSlopeBars=14
=== Risk management (small-account safe) ====
RiskPercent=1.0
UseFixedLot=false
FixedLot=0.01
MaxLot=5.0
TradeLong=true
TradeShort=true
=== Small-account guard (the core of 'from 30,000 JPY') ====
MaxMinLotRiskPct=8.0
BlockOversizedRisk=true
ShowAccountAdvice=true
=== Misc ====
MagicNumber=202627
Slippage=50
DetailedLog=true
Company: Exness Technologies Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 98%
Bars: 2959 Ticks: 17033041 Symbol: 1
Total Net Profit: 3 851.89 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 54.85
Gross Profit: 4 952.18 Balance Drawdown Maximal: 284.91 (2.17%) Equity Drawdown Maximal: 925.79 (6.95%)
Gross Loss: -1 100.29 Balance Drawdown Relative: 2.17% (284.91) Equity Drawdown Relative: 6.95% (925.79)
Profit Factor: 4.50 Expected Payoff: 110.05 Margin Level: 273971.07%
Recovery Factor: 4.16 Sharpe Ratio: 0.86 Z-Score: 0.35 (27.37%)
AHPR: 1.0100 (1.00%) LR Correlation: 0.85 OnTester result: 0
GHPR: 1.0094 (0.94%) LR Standard Error: 654.54
Total Trades: 35 Short Trades (won %): 12 (58.33%) Long Trades (won %): 23 (47.83%)
Total Deals: 70 Profit Trades (% of total): 18 (51.43%) Loss Trades (% of total): 17 (48.57%)
Largest profit trade: 2 313.56 Largest loss trade: -122.26
Average profit trade: 275.12 Average loss trade: -64.72
Maximum consecutive wins ($): 7 (2 608.49) Maximum consecutive losses ($): 3 (-225.56)
Maximal consecutive profit (count): 2 608.49 (7) Maximal consecutive loss (count): -225.56 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.99 Correlation (Profits,MAE): 0.11 Correlation (MFE,MAE): 0.0924
Graph
Min position holding time: 96:11:40 Max position holding time: 3603:34:40 Avg position holding time: 942:03:10
Graph
Orders
Open Time Orders Symbol Type Volume Price S / L T / P Time State Comment
2018.11.01 00:00:002BTCUSDmsell0.23 / 0.230.002018.11.01 00:00:00filledNANO_S
2019.02.18 12:48:203BTCUSDmbuy0.23 / 0.230.002019.02.18 12:48:20filled
2019.05.27 00:00:004BTCUSDmbuy0.03 / 0.030.002019.05.27 00:00:00filledNANO_L
2019.06.27 20:32:405BTCUSDmsell0.03 / 0.030.002019.06.27 20:32:40filled
2019.06.27 20:32:596BTCUSDmbuy0.02 / 0.020.002019.06.27 20:32:59filledNANO_L
2019.08.15 04:20:207BTCUSDmsell0.02 / 0.020.002019.08.15 04:20:20filled
2019.09.07 00:00:008BTCUSDmbuy0.04 / 0.040.002019.09.07 00:00:00filledNANO_L
2019.09.24 18:59:409BTCUSDmsell0.04 / 0.040.002019.09.24 18:59:40filled
2019.10.12 00:00:0010BTCUSDmbuy0.06 / 0.060.002019.10.12 00:00:00filledNANO_L
2019.11.19 11:50:2011BTCUSDmsell0.06 / 0.060.002019.11.19 11:50:20filled
2020.01.07 00:00:0012BTCUSDmbuy0.09 / 0.090.002020.01.07 00:00:00filledNANO_L
2020.02.26 16:19:4013BTCUSDmsell0.09 / 0.090.002020.02.26 16:19:40filled
2020.03.09 00:00:0014BTCUSDmsell0.05 / 0.050.002020.03.09 00:00:00filledNANO_S
2020.04.02 17:04:4015BTCUSDmbuy0.05 / 0.050.002020.04.02 17:04:40filled
2020.07.23 00:00:0016BTCUSDmbuy0.13 / 0.130.002020.07.23 00:00:00filledNANO_L
2020.09.03 23:27:4017BTCUSDmsell0.13 / 0.130.002020.09.03 23:27:40filled
2020.09.20 00:00:0018BTCUSDmbuy0.06 / 0.060.002020.09.20 00:00:00filledNANO_L
2021.04.18 03:34:4019BTCUSDmsell0.06 / 0.060.002021.04.18 03:34:40filled
2021.06.15 00:00:0020BTCUSDmbuy0.01 / 0.010.002021.06.15 00:00:00filledNANO_L
2021.09.07 15:09:4021BTCUSDmsell0.01 / 0.010.002021.09.07 15:09:40filled
2021.09.07 15:09:5922BTCUSDmbuy0.01 / 0.010.002021.09.07 15:09:59filledNANO_L
2021.11.26 08:37:4023BTCUSDmsell0.01 / 0.010.002021.11.26 08:37:40filled
2021.12.05 00:00:0024BTCUSDmsell0.01 / 0.010.002021.12.05 00:00:00filledNANO_S
2022.02.07 16:02:2025BTCUSDmbuy0.01 / 0.010.002022.02.07 16:02:20filled
2022.02.07 16:02:4026BTCUSDmbuy0.01 / 0.010.002022.02.07 16:02:40filledNANO_L
2022.02.24 03:00:4027BTCUSDmsell0.01 / 0.010.002022.02.24 03:00:40filled
2022.03.23 00:00:0028BTCUSDmbuy0.01 / 0.010.002022.03.23 00:00:00filledNANO_L
2022.04.11 17:16:4029BTCUSDmsell0.01 / 0.010.002022.04.11 17:16:40filled
2022.04.19 00:00:0030BTCUSDmsell0.01 / 0.010.002022.04.19 00:00:00filledNANO_S
2022.07.20 13:35:4031BTCUSDmbuy0.01 / 0.010.002022.07.20 13:35:40filled
2022.08.20 00:00:0032BTCUSDmsell0.02 / 0.020.002022.08.20 00:00:00filledNANO_S
2022.09.12 01:45:4033BTCUSDmbuy0.02 / 0.020.002022.09.12 01:45:40filled
2022.09.20 00:00:0034BTCUSDmsell0.02 / 0.020.002022.09.20 00:00:00filledNANO_S
2022.11.04 14:23:4035BTCUSDmbuy0.02 / 0.020.002022.11.04 14:23:40filled
2022.11.09 00:00:0036BTCUSDmsell0.03 / 0.030.002022.11.09 00:00:00filledNANO_S
2022.12.14 18:22:4037BTCUSDmbuy0.03 / 0.030.002022.12.14 18:22:40filled
2022.12.17 00:00:0038BTCUSDmsell0.05 / 0.050.002022.12.17 00:00:00filledNANO_S
2023.01.11 23:27:4039BTCUSDmbuy0.05 / 0.050.002023.01.11 23:27:40filled
2023.02.10 00:00:0040BTCUSDmsell0.03 / 0.030.002023.02.10 00:00:00filledNANO_S
2023.02.16 00:11:4041BTCUSDmbuy0.03 / 0.030.002023.02.16 00:11:40filled
2023.03.14 00:00:0042BTCUSDmbuy0.02 / 0.020.002023.03.14 00:00:00filledNANO_L
2023.04.24 16:55:4043BTCUSDmsell0.02 / 0.020.002023.04.24 16:55:40filled
2023.05.29 00:00:0044BTCUSDmbuy0.03 / 0.030.002023.05.29 00:00:00filledNANO_L
2023.06.14 20:49:4045BTCUSDmsell0.03 / 0.030.002023.06.14 20:49:40filled
2023.06.21 00:00:0046BTCUSDmbuy0.03 / 0.030.002023.06.21 00:00:00filledNANO_L
2023.08.17 15:58:4047BTCUSDmsell0.03 / 0.030.002023.08.17 15:58:40filled
2023.09.19 00:00:0048BTCUSDmbuy0.04 / 0.040.002023.09.19 00:00:00filledNANO_L
2024.01.23 10:16:4049BTCUSDmsell0.04 / 0.040.002024.01.23 10:16:40filled
2024.01.31 00:00:0050BTCUSDmbuy0.02 / 0.020.002024.01.31 00:00:00filledNANO_L
2024.04.30 19:59:2051BTCUSDmsell0.02 / 0.020.002024.04.30 19:59:20filled
2024.05.16 00:00:0052BTCUSDmbuy0.01 / 0.010.002024.05.16 00:00:00filledNANO_L
2024.06.24 02:55:4053BTCUSDmsell0.01 / 0.010.002024.06.24 02:55:40filled
2024.07.16 00:00:0054BTCUSDmbuy0.01 / 0.010.002024.07.16 00:00:00filledNANO_L
2024.08.04 17:10:4055BTCUSDmsell0.01 / 0.010.002024.08.04 17:10:40filled
2024.08.24 00:00:0056BTCUSDmbuy0.01 / 0.010.002024.08.24 00:00:00filledNANO_L
2024.09.06 20:53:2057BTCUSDmsell0.01 / 0.010.002024.09.06 20:53:20filled
2024.09.18 00:00:0058BTCUSDmbuy0.01 / 0.010.002024.09.18 00:00:00filledNANO_L
2025.02.25 07:35:4059BTCUSDmsell0.01 / 0.010.002025.02.25 07:35:40filled
2025.03.25 00:00:0060BTCUSDmbuy0.01 / 0.010.002025.03.25 00:00:00filledNANO_L
2025.04.07 06:33:4061BTCUSDmsell0.01 / 0.010.002025.04.07 06:33:40filled
2025.04.22 00:00:0062BTCUSDmbuy0.01 / 0.010.002025.04.22 00:00:00filledNANO_L
2025.08.24 19:37:4063BTCUSDmsell0.01 / 0.010.002025.08.24 19:37:40filled
2025.09.11 00:00:0064BTCUSDmbuy0.01 / 0.010.002025.09.11 00:00:00filledNANO_L
2025.10.10 21:13:4065BTCUSDmsell0.01 / 0.010.002025.10.10 21:13:40filled
2026.01.21 00:00:0066BTCUSDmsell0.01 / 0.010.002026.01.21 00:00:00filledNANO_S
2026.03.17 00:09:4067BTCUSDmbuy0.01 / 0.010.002026.03.17 00:09:40filled
2026.03.28 00:00:0068BTCUSDmsell0.01 / 0.010.002026.03.28 00:00:00filledNANO_S
2026.04.17 14:34:4069BTCUSDmbuy0.01 / 0.010.002026.04.17 14:34:40filled
2026.05.18 00:00:0070BTCUSDmsell0.01 / 0.010.002026.05.18 00:00:00filledNANO_S
2026.06.27 23:59:5971BTCUSDmbuy0.01 / 0.010.002026.06.27 23:59:59filledend of test
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
2018.11.01 00:00:002BTCUSDmsellin0.236309.7420.000.000.0010 000.00NANO_S
2019.02.18 12:48:203BTCUSDmbuyout0.233775.9130.000.00582.7810 582.78
2019.05.27 00:00:004BTCUSDmbuyin0.038722.2040.000.000.0010 582.78NANO_L
2019.06.27 20:32:405BTCUSDmsellout0.0310416.7650.00-11.5150.8310 622.10
2019.06.27 20:32:596BTCUSDmbuyin0.0210424.1560.000.000.0010 622.10NANO_L
2019.08.15 04:20:207BTCUSDmsellout0.029670.2470.00-12.25-15.0810 594.77
2019.09.07 00:00:008BTCUSDmbuyin0.0410299.0480.000.000.0010 594.77NANO_L
2019.09.24 18:59:409BTCUSDmsellout0.048642.6090.00-7.50-66.2610 521.01
2019.10.12 00:00:0010BTCUSDmbuyin0.068261.43100.000.000.0010 521.01NANO_L
2019.11.19 11:50:2011BTCUSDmsellout0.067986.70110.00-27.00-16.4910 477.52
2020.01.07 00:00:0012BTCUSDmbuyin0.097749.03120.000.000.0010 477.52NANO_L
2020.02.26 16:19:4013BTCUSDmsellout0.098818.52130.00-56.0796.2610 517.71
2020.03.09 00:00:0014BTCUSDmsellin0.058038.96140.000.000.0010 517.71NANO_S
2020.04.02 17:04:4015BTCUSDmbuyout0.057235.16150.000.0040.1910 557.90
2020.07.23 00:00:0016BTCUSDmbuyin0.139533.93160.000.000.0010 557.90NANO_L
2020.09.03 23:27:4017BTCUSDmsellout0.1310379.20170.00-68.10109.8910 599.69
2020.09.20 00:00:0018BTCUSDmbuyin0.0611076.57180.000.000.0010 599.69NANO_L
2021.04.18 03:34:4019BTCUSDmsellout0.0652260.85190.00-157.502 471.0612 913.25
2021.06.15 00:00:0020BTCUSDmbuyin0.0140482.85200.000.000.0012 913.25NANO_L
2021.09.07 15:09:4021BTCUSDmsellout0.0142835.92210.00-10.2023.5312 926.58
2021.09.07 15:09:5922BTCUSDmbuyin0.0143072.43220.000.000.0012 926.58NANO_L
2021.11.26 08:37:4023BTCUSDmsellout0.0154791.03230.00-9.71117.1913 034.06
2021.12.05 00:00:0024BTCUSDmsellin0.0149196.28240.000.000.0013 034.06NANO_S
2022.02.07 16:02:2025BTCUSDmbuyout0.0144001.29250.000.0051.9513 086.01
2022.02.07 16:02:4026BTCUSDmbuyin0.0143844.46260.000.000.0013 086.01NANO_L
2022.02.24 03:00:4027BTCUSDmsellout0.0135685.99270.00-2.06-81.5813 002.37
2022.03.23 00:00:0028BTCUSDmbuyin0.0142414.31280.000.000.0013 002.37NANO_L
2022.04.11 17:16:4029BTCUSDmsellout0.0140303.26290.00-2.31-21.1112 978.95
2022.04.19 00:00:0030BTCUSDmsellin0.0140797.58300.000.000.0012 978.95NANO_S
2022.07.20 13:35:4031BTCUSDmbuyout0.0123957.19310.000.00168.4113 147.36
2022.08.20 00:00:0032BTCUSDmsellin0.0220829.68320.000.000.0013 147.36NANO_S
2022.09.12 01:45:4033BTCUSDmbuyout0.0222263.60330.000.00-28.6813 118.68
2022.09.20 00:00:0034BTCUSDmsellin0.0219540.97340.000.000.0013 118.68NANO_S
2022.11.04 14:23:4035BTCUSDmbuyout0.0221238.75350.000.00-33.9613 084.72
2022.11.09 00:00:0036BTCUSDmsellin0.0318544.51360.000.000.0013 084.72NANO_S
2022.12.14 18:22:4037BTCUSDmbuyout0.0318254.53370.000.008.7013 093.42
2022.12.17 00:00:0038BTCUSDmsellin0.0516624.28380.000.000.0013 093.42NANO_S
2023.01.11 23:27:4039BTCUSDmbuyout0.0517697.93390.000.00-53.6913 039.73
2023.02.10 00:00:0040BTCUSDmsellin0.0321804.44400.000.000.0013 039.73NANO_S
2023.02.16 00:11:4041BTCUSDmbuyout0.0324569.41410.000.00-82.9512 956.78
2023.03.14 00:00:0042BTCUSDmbuyin0.0224207.08420.000.000.0012 956.78NANO_L
2023.04.24 16:55:4043BTCUSDmsellout0.0227014.92430.00-10.2556.1613 002.69
2023.05.29 00:00:0044BTCUSDmbuyin0.0328092.45440.000.000.0013 002.69NANO_L
2023.06.14 20:49:4045BTCUSDmsellout0.0324823.99450.00-5.94-98.0512 898.70
2023.06.21 00:00:0046BTCUSDmbuyin0.0328339.47460.000.000.0012 898.70NANO_L
2023.08.17 15:58:4047BTCUSDmsellout0.0327836.82470.00-21.17-15.0812 862.45
2023.09.19 00:00:0048BTCUSDmbuyin0.0426772.94480.000.000.0012 862.45NANO_L
2024.01.23 10:16:4049BTCUSDmsellout0.0438795.92490.00-63.00480.9213 280.37
2024.01.31 00:00:0050BTCUSDmbuyin0.0242977.36500.000.000.0013 280.37NANO_L
2024.04.30 19:59:2051BTCUSDmsellout0.0259066.44510.00-22.50321.7813 579.65
2024.05.16 00:00:0052BTCUSDmbuyin0.0166241.24520.000.000.0013 579.65NANO_L
2024.06.24 02:55:4053BTCUSDmsellout0.0162680.71530.00-4.74-35.6013 539.31
2024.07.16 00:00:0054BTCUSDmbuyin0.0164787.37540.000.000.0013 539.31NANO_L
2024.08.04 17:10:4055BTCUSDmsellout0.0158116.82550.00-2.43-66.7013 470.18
2024.08.24 00:00:0056BTCUSDmbuyin0.0164116.90560.000.000.0013 470.18NANO_L
2024.09.06 20:53:2057BTCUSDmsellout0.0152641.08570.00-1.33-114.7613 354.09
2024.09.18 00:00:0058BTCUSDmbuyin0.0160355.92580.000.000.0013 354.09NANO_L
2025.02.25 07:35:4059BTCUSDmsellout0.0188353.02590.00-19.43279.9713 614.63
2025.03.25 00:00:0060BTCUSDmbuyin0.0187527.60600.000.000.0013 614.63NANO_L
2025.04.07 06:33:4061BTCUSDmsellout0.0175460.22610.00-1.58-120.6813 492.37
2025.04.22 00:00:0062BTCUSDmbuyin0.0187554.59620.000.000.0013 492.37NANO_L
2025.08.24 19:37:4063BTCUSDmsellout0.01110532.66630.00-15.18229.7813 706.97
2025.09.11 00:00:0064BTCUSDmbuyin0.01113990.55640.000.000.0013 706.97NANO_L
2025.10.10 21:13:4065BTCUSDmsellout0.01109745.47650.00-3.52-42.4613 660.99
2026.01.21 00:00:0066BTCUSDmsellin0.0188323.62660.000.000.0013 660.99NANO_S
2026.03.17 00:09:4067BTCUSDmbuyout0.0175159.58670.000.00131.6413 792.63
2026.03.28 00:00:0068BTCUSDmsellin0.0166346.95680.000.000.0013 792.63NANO_S
2026.04.17 14:34:4069BTCUSDmbuyout0.0177880.18690.000.00-115.3313 677.30
2026.05.18 00:00:0070BTCUSDmsellin0.0177412.00700.000.000.0013 677.30NANO_S
2026.06.27 23:59:5971BTCUSDmbuyout0.0159953.44710.000.00174.5913 851.89end of test
0.00 -535.28 4 387.17 13 851.89