گزارش عملکرد ربات Pico TMA


Report
Alpari-MT5 (Build 4410)

Settings
Expert:	Pico_TMA
Symbol:	EURUSD
Period:	H1 (2023.01.01 – 2024.08.20)
Inputs:	TMAPeriod=20
	ATRPeriod=100
	ATRMultiplier=2
	Trend=0.5
	Redraw=true
	MAPeriod=16
	magic_number=1234
	LotSize=0.01
	MaxLots=50.0
	OpenOrders=10
	Compound=true
	CompoundBase=300
	Delay_Close=300
	StartHour=3
	EndHour=22
	All_Symbol_Allow_Trade=true
	AllowGetPosition=true
	MaxSpread=10.0


Company:	Alpari
Currency:	USD
Initial Deposit:	1 000.00
Leverage:	1:500

Results
History Quality:	100%
Bars:	9849	Ticks:	2295262	Symbols:	1
Total Net Profit:	4 050.85	Balance Drawdown Absolute:	0.08	Equity Drawdown Absolute:	301.65
Gross Profit:	8 021.38	Balance Drawdown Maximal:	1 000.93 (16.54%)	Equity Drawdown Maximal:	1 550.28 (25.46%)
Gross Loss:	-3 970.53	Balance Drawdown Relative:	16.54% (1 000.93)	Equity Drawdown Relative:	43.27% (532.66)

Profit Factor:	2.02	Expected Payoff:	4.45	Margin Level:	898.78%
Recovery Factor:	2.61	Sharpe Ratio:	2.13	Z-Score:	-8.95 (99.74%)
AHPR:	1.0018 (0.18%)	LR Correlation:	0.98	OnTester result:	0
GHPR:	1.0018 (0.18%)	LR Standard Error:	287.77

Total Trades:	910	Short Trades (won %):	444 (78.15%)	Long Trades (won %):	466 (76.82%)
Total Deals:	1820	Profit Trades (% of total):	705 (77.47%)	Loss Trades (% of total):	205 (22.53%)
		Largest profit trade:	74.26	Largest loss trade:	-196.66
		Average profit trade:	11.38	Average loss trade:	-18.21
		Maximum consecutive wins ($):	29 (195.21)	Maximum consecutive losses ($):	10 (-995.69)
		Maximal consecutive profit (count):	365.71 (27)	Maximal consecutive loss (count):	-995.69 (10)
		Average consecutive wins:	6	Average consecutive losses:	2




Correlation (Profits,MFE):	0.54	Correlation (Profits,MAE):	0.75	Correlation (MFE,MAE):	0.1274


Minimal position holding time:	0:05:19	Maximal position holding time:	258:00:40	Average position holding time:	16:01:37

Orders

Open Time	Order	Symbol	Type	Volume		Price	S / L	T / P	Time		State	Comment