Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=25 | ||||||||||||
InpTimeShift1=-5 | ||||||||||||
InpTimeShift2=3 | ||||||||||||
InpLots=0.1 | ||||||||||||
InpTradePause=350 | ||||||||||||
Broker: | RoboForex Ltd | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -581.73 | Balance Drawdown Absolute: | 581.73 | Equity Drawdown Absolute: | 755.98 | |||||||
Gross Profit: | 820.05 | Balance Drawdown Maximal: | 1 401.78 (12.96%) | Equity Drawdown Maximal: | 2 970.02 (24.32%) | |||||||
Gross Loss: | -1 401.78 | Balance Drawdown Relative: | 12.96% (1 401.78) | Equity Drawdown Relative: | 24.32% (2 970.02) | |||||||
Profit Factor: | 0.59 | Expected Payoff: | -96.96 | Margin Level: | 9244.02% | |||||||
Recovery Factor: | -0.20 | Sharpe Ratio: | -0.20 | Z-Score: | -0.35 (27.37%) | |||||||
AHPR: | 0.9910 (-0.90%) | LR Correlation: | -0.82 | OnTester result: | 0 | |||||||
GHPR: | 0.9901 (-0.99%) | LR Standard Error: | 426.96 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (0.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 1 (16.67%) | Loss Trades (% of total): | 5 (83.33%) | |||||||
Largest profit trade: | 820.05 | Largest loss trade: | -667.27 | |||||||||
Average profit trade: | 820.05 | Average loss trade: | -280.36 | |||||||||
Maximum consecutive wins ($): | 1 (820.05) | Maximum consecutive losses ($): | 5 (-1 401.78) | |||||||||
Maximal consecutive profit (count): | 820.05 (1) | Maximal consecutive loss (count): | -1 401.78 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 5 | |||||||||
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Correlation (Profits,MFE): | 0.51 | Correlation (Profits,MAE): | 0.66 | Correlation (MFE,MAE): | 0.0519 | |||||||
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Minimal position holding time: | 840:00:00 | Maximal position holding time: | 7440:59:59 | Average position holding time: | 4240:09:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.11.14 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2014.11.14 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 6 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 7 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2020.04.24 23:00:00 | 10 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.04.24 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 11 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.14 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.95890 | 3 | 0.00 | 36.86 | 783.19 | 10 820.05 | |
2014.11.14 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.95890 | 4 | 0.00 | 0.00 | 0.00 | 10 820.05 | |
2015.04.24 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.95380 | 5 | 0.00 | -169.30 | 53.47 | 10 704.22 | |
2015.10.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 0.97190 | 6 | 0.00 | 0.00 | 0.00 | 10 704.22 | |
2016.07.01 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 0.97370 | 7 | 0.00 | -280.00 | -18.49 | 10 405.73 | |
2017.06.30 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.95891 | 8 | 0.00 | 0.00 | 0.00 | 10 405.73 | |
2018.06.22 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.98812 | 9 | 0.00 | -371.66 | -295.61 | 9 738.46 | |
2020.04.24 23:00:00 | 10 | USDCHF | buy | in | 0.1 | 0.97413 | 10 | 0.00 | 0.00 | 0.00 | 9 738.46 | |
2020.06.12 23:00:00 | 11 | USDCHF | sell | out | 0.1 | 0.95225 | 11 | 0.00 | 8.10 | -229.77 | 9 516.79 | |
2020.06.12 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.95225 | 12 | 0.00 | 0.00 | 0.00 | 9 516.79 | |
2021.08.20 23:59:59 | 13 | USDCHF | buy | out | 0.1 | 0.91722 | 13 | 0.00 | -480.43 | 381.91 | 9 418.27 | end of test |
0.00 | -1 256.43 | 674.70 | 9 418.27 | |||||||||