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=21 | ||||||||||||
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: | -330.12 | Balance Drawdown Absolute: | 330.12 | Equity Drawdown Absolute: | 387.31 | |||||||
Gross Profit: | 206.87 | Balance Drawdown Maximal: | 376.61 (3.75%) | Equity Drawdown Maximal: | 594.07 (5.82%) | |||||||
Gross Loss: | -536.99 | Balance Drawdown Relative: | 3.75% (376.61) | Equity Drawdown Relative: | 5.82% (594.07) | |||||||
Profit Factor: | 0.39 | Expected Payoff: | -30.01 | Margin Level: | 9612.69% | |||||||
Recovery Factor: | -0.56 | Sharpe Ratio: | -0.39 | Z-Score: | 0.94 (65.28%) | |||||||
AHPR: | 0.9970 (-0.30%) | LR Correlation: | -0.85 | OnTester result: | 0 | |||||||
GHPR: | 0.9970 (-0.30%) | LR Standard Error: | 65.90 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 6 (33.33%) | Long Trades (won %): | 5 (20.00%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 3 (27.27%) | Loss Trades (% of total): | 8 (72.73%) | |||||||
Largest profit trade: | 120.29 | Largest loss trade: | -153.78 | |||||||||
Average profit trade: | 68.96 | Average loss trade: | -67.12 | |||||||||
Maximum consecutive wins ($): | 1 (120.29) | Maximum consecutive losses ($): | 5 (-330.10) | |||||||||
Maximal consecutive profit (count): | 120.29 (1) | Maximal consecutive loss (count): | -330.10 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.47 | Correlation (Profits,MAE): | 0.83 | Correlation (MFE,MAE): | 0.4659 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 152:43:38 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.02.07 23:00:00 | 2 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.02.14 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.02.14 23:00:00 | filled | |||||
2014.03.07 23:00:00 | 4 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.04.04 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.04 23:00:00 | filled | |||||
2014.05.02 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.09 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 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 | |||||
2016.11.25 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.31 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 14 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 15 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 16 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 17 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.12 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 18 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 19 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 20 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 21 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 22 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 23 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 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 | ||||||
2014.02.07 23:00:00 | 2 | USDCAD | sell | in | 0.1 | 1.10380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.02.14 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.09840 | 3 | 0.00 | -2.67 | 49.16 | 10 046.49 | |
2014.03.07 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.10910 | 4 | 0.00 | 0.00 | 0.00 | 10 046.49 | |
2014.04.04 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.09800 | 5 | 0.00 | -10.08 | -101.09 | 9 935.32 | |
2014.05.02 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.09800 | 6 | 0.00 | 0.00 | 0.00 | 9 935.32 | |
2014.05.09 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.08950 | 7 | 0.00 | -2.57 | -78.02 | 9 854.73 | |
2015.07.31 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.30790 | 8 | 0.00 | 0.00 | 0.00 | 9 854.73 | |
2015.08.07 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.31330 | 9 | 0.00 | -2.24 | -41.12 | 9 811.37 | |
2016.11.18 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.35120 | 10 | 0.00 | 0.00 | 0.00 | 9 811.37 | |
2016.11.25 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.35228 | 11 | 0.00 | -2.17 | -7.99 | 9 801.21 | |
2017.03.31 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.32985 | 12 | 0.00 | 0.00 | 0.00 | 9 801.21 | |
2017.04.07 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.34093 | 13 | 0.00 | -2.19 | -82.63 | 9 716.39 | |
2017.05.19 23:00:00 | 14 | USDCAD | sell | in | 0.1 | 1.35166 | 14 | 0.00 | 0.00 | 0.00 | 9 716.39 | |
2017.05.26 23:00:00 | 15 | USDCAD | buy | out | 0.1 | 1.34597 | 15 | 0.00 | -2.18 | 42.27 | 9 756.48 | |
2018.01.05 23:00:00 | 16 | USDCAD | sell | in | 0.1 | 1.24120 | 16 | 0.00 | 0.00 | 0.00 | 9 756.48 | |
2018.01.12 23:00:00 | 17 | USDCAD | buy | out | 0.1 | 1.24720 | 17 | 0.00 | -2.36 | -48.11 | 9 706.01 | |
2019.11.08 23:00:00 | 18 | USDCAD | buy | in | 0.1 | 1.32275 | 18 | 0.00 | 0.00 | 0.00 | 9 706.01 | |
2019.11.15 23:00:00 | 19 | USDCAD | sell | out | 0.1 | 1.32268 | 19 | 0.00 | -2.11 | -0.53 | 9 703.37 | |
2020.05.08 23:00:00 | 20 | USDCAD | buy | in | 0.1 | 1.39261 | 20 | 0.00 | 0.00 | 0.00 | 9 703.37 | |
2020.05.15 23:00:00 | 21 | USDCAD | sell | out | 0.1 | 1.40985 | 21 | 0.00 | -1.99 | 122.28 | 9 823.66 | |
2021.03.05 23:00:00 | 22 | USDCAD | buy | in | 0.1 | 1.26598 | 22 | 0.00 | 0.00 | 0.00 | 9 823.66 | |
2021.03.12 23:00:00 | 23 | USDCAD | sell | out | 0.1 | 1.24708 | 23 | 0.00 | -2.23 | -151.55 | 9 669.88 | |
0.00 | -32.79 | -297.33 | 9 669.88 | |||||||||