Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
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: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | 732.35 | Balance Drawdown Absolute: | 299.40 | Equity Drawdown Absolute: | 610.81 | |||||||
Gross Profit: | 1 320.92 | Balance Drawdown Maximal: | 299.40 (2.99%) | Equity Drawdown Maximal: | 1 210.21 (10.27%) | |||||||
Gross Loss: | -588.57 | Balance Drawdown Relative: | 2.99% (299.40) | Equity Drawdown Relative: | 10.27% (1 210.21) | |||||||
Profit Factor: | 2.24 | Expected Payoff: | 91.54 | Margin Level: | 9389.19% | |||||||
Recovery Factor: | 0.61 | Sharpe Ratio: | 0.29 | Z-Score: | 0.38 (29.61%) | |||||||
AHPR: | 1.0094 (0.94%) | LR Correlation: | 0.71 | OnTester result: | 0 | |||||||
GHPR: | 1.0089 (0.89%) | LR Standard Error: | 359.86 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 5 (60.00%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 4 (50.00%) | Loss Trades (% of total): | 4 (50.00%) | |||||||
Largest profit trade: | 765.71 | Largest loss trade: | -299.40 | |||||||||
Average profit trade: | 330.23 | Average loss trade: | -147.14 | |||||||||
Maximum consecutive wins ($): | 3 (1 299.18) | Maximum consecutive losses ($): | 2 (-153.25) | |||||||||
Maximal consecutive profit (count): | 1 299.18 (3) | Maximal consecutive loss (count): | -299.40 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | -0.45 | Correlation (MFE,MAE): | -0.3917 | |||||||
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Minimal position holding time: | 480:00:00 | Maximal position holding time: | 5520:00:00 | Average position holding time: | 1815:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.08.22 23:00:00 | 2 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 4 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 8 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.08.12 23:00:00 | 9 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.12 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 10 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 12 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 13 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
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 | ||||||
2014.08.22 23:00:00 | 2 | USDCAD | sell | in | 0.1 | 1.09440 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.21 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.12420 | 3 | 0.00 | -34.32 | -265.08 | 9 700.60 | |
2015.09.18 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.32190 | 4 | 0.00 | 0.00 | 0.00 | 9 700.60 | |
2015.12.18 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.39410 | 5 | 0.00 | -27.41 | 517.90 | 10 191.09 | |
2015.12.18 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.39410 | 6 | 0.00 | 0.00 | 0.00 | 10 191.09 | |
2016.06.17 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.28810 | 7 | 0.00 | -57.21 | 822.92 | 10 956.80 | |
2016.06.17 23:00:00 | 8 | USDCAD | buy | in | 0.1 | 1.28810 | 8 | 0.00 | 0.00 | 0.00 | 10 956.80 | |
2016.08.12 23:00:00 | 9 | USDCAD | sell | out | 0.1 | 1.29590 | 9 | 0.00 | -17.21 | 60.19 | 10 999.78 | |
2016.11.18 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.35120 | 10 | 0.00 | 0.00 | 0.00 | 10 999.78 | |
2016.12.23 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.35353 | 11 | 0.00 | -11.00 | -17.21 | 10 971.57 | |
2018.06.22 23:00:00 | 12 | USDCAD | buy | in | 0.1 | 1.32773 | 12 | 0.00 | 0.00 | 0.00 | 10 971.57 | |
2018.07.20 23:00:00 | 13 | USDCAD | sell | out | 0.1 | 1.31243 | 13 | 0.00 | -8.46 | -116.58 | 10 846.53 | |
2019.11.08 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.32275 | 14 | 0.00 | 0.00 | 0.00 | 10 846.53 | |
2020.09.25 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.33844 | 15 | 0.00 | -95.49 | 117.23 | 10 868.27 | |
2021.03.05 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.26598 | 16 | 0.00 | 0.00 | 0.00 | 10 868.27 | |
2021.04.16 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.25066 | 17 | 0.00 | -13.42 | -122.50 | 10 732.35 | |
0.00 | -264.52 | 996.87 | 10 732.35 | |||||||||