MT5 Strategy Tester report, summary block. Run of 2 October 2026.
Expert: RX_Range_Breakout
Symbol: EURUSD
Period: M15 (2024.01.01 - 2026.09.30)
Inputs: Range and session (broker server time)=
Company: Capital Point Trading Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
History Quality: 18% real ticks
Bars: 68346
Ticks: 47339882
Symbols: 1
Total Net Profit: -1 562.18
Balance Drawdown Absolute: 2 897.97
Equity Drawdown Absolute: 2 943.19
Gross Profit: 22 878.09
Balance Drawdown Maximal: 3 134.73 (30.62%)
Equity Drawdown Maximal: 3 202.08 (31.21%)
Gross Loss: -24 440.27
Balance Drawdown Relative: 30.62% (3 134.73)
Equity Drawdown Relative: 31.21% (3 202.08)
Profit Factor: 0.94
Expected Payoff: -2.42
Margin Level: 852.05%
Recovery Factor: -0.49
Sharpe Ratio: -1.52
Z-Score: 0.94 (65.28%)
AHPR: 0.9998 (-0.02%)
LR Correlation: -0.29
OnTester result: 0
GHPR: 0.9997 (-0.03%)
LR Standard Error: 561.75
Total Trades: 646
Short Trades (won %): 305 (45.25%)
Long Trades (won %): 341 (43.40%)
Total Deals: 1292
Profit Trades (% of total): 286 (44.27%)
Loss Trades (% of total): 360 (55.73%)
Correlation (Profits,MFE): 0.84
Correlation (Profits,MAE): 0.80
Correlation (MFE,MAE): 0.6087
Minimal position holding time: 0:00:36
Maximal position holding time: 12:45:00
Average position holding time: 6:38:44
