Strategy Tester Report
RoboForex-Pro (Build 5640)
Settings
Expert:			Sentinel
Symbol:			EURUSD
Period:			M5 (2018.01.01 - 2025.12.31)
Company:			RoboForex Ltd
Currency:			EUR cents
Initial Deposit:			100 000.00
Leverage:			1:500
Results
History Quality:			100%
Bars:			593232	Ticks:			2210663	Symbols:			1
Total Net Profit:			6 118 858.23	Balance Drawdown Absolute:			79.24	Equity Drawdown Absolute:			45 200.17
Gross Profit:			9 805 666.00	Balance Drawdown Maximal:			115 183.43 (3.55%)	Equity Drawdown Maximal:			1 118 818.79 (32.58%)
Gross Loss:			-3 686 807.77	Balance Drawdown Relative:			9.51% (13 631.18)	Equity Drawdown Relative:			61.80% (88 663.47)
Profit Factor:			2.66	Expected Payoff:			67.90	Margin Level:			101.33%
Recovery Factor:			5.47	Sharpe Ratio:			0.67	Z-Score:			940.17 (99.74%)
AHPR:			1.0000 (0.00%)	LR Correlation:			0.90	OnTester result:			0
GHPR:			1.0000 (0.00%)	LR Standard Error:			3 794 643.22
Total Trades:			90120	Short Trades (won %):			45247 (68.13%)	Long Trades (won %):			44873 (67.63%)
Total Deals:			180240	Profit Trades (% of total):			61172 (67.88%)	Loss Trades (% of total):			28948 (32.12%)
				Largest profit trade:			125 807.46	Largest loss trade:			-26 419.37
				Average profit trade:			160.30	Average loss trade:			-127.36
				Maximum consecutive wins ($):			42 (103.00)	Maximum consecutive losses ($):			24 (-13 631.18)
				Maximal consecutive profit (count):			195 218.44 (5)	Maximal consecutive loss (count):			-115 183.43 (20)
				Average consecutive wins:			7	Average consecutive losses:			3
Correlation (Profits,MFE):			0.93	Correlation (Profits,MAE):			-0.40	Correlation (MFE,MAE):			-0.5008
Minimal position holding time:			0:04:57	Maximal position holding time:			65:34:57	Average position holding time:			2:55:38