Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=10
InpTimeShift1=-5
InpTimeShift2=3
InpLots=0.1
InpTradePause=350
Broker: RoboForex Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 90%
Bars: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -1 143.72 Balance Drawdown Absolute: 1 600.72 Equity Drawdown Absolute: 1 979.70
Gross Profit: 2 236.95 Balance Drawdown Maximal: 1 600.72 (16.01%) Equity Drawdown Maximal: 2 191.71 (21.46%)
Gross Loss: -3 380.67 Balance Drawdown Relative: 16.01% (1 600.72) Equity Drawdown Relative: 21.46% (2 191.71)
Profit Factor: 0.66 Expected Payoff: -63.54 Margin Level: 10221.45%
Recovery Factor: -0.52 Sharpe Ratio: -0.13 Z-Score: 0.48 (36.88%)
AHPR: 0.9943 (-0.57%) LR Correlation: 0.15 OnTester result: 0
GHPR: 0.9933 (-0.67%) LR Standard Error: 528.33
Total Trades: 18 Short Trades (won %): 9 (66.67%) Long Trades (won %): 9 (55.56%)
Total Deals: 36 Profit Trades (% of total): 11 (61.11%) Loss Trades (% of total): 7 (38.89%)
Largest profit trade: 506.81 Largest loss trade: -1 042.09
Average profit trade: 203.36 Average loss trade: -482.95
Maximum consecutive wins ($): 4 (825.62) Maximum consecutive losses ($): 3 (-1 234.22)
Maximal consecutive profit (count): 825.62 (4) Maximal consecutive loss (count): -1 234.22 (3)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.76 Correlation (MFE,MAE): 0.3999
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 5160:00:00 Average position holding time: 2386:43:19
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.10.10 23:00:002AUDUSDbuy0.1 / 0.10.000002014.10.10 23:00:00filled
2015.03.06 23:00:003AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.03.06 23:00:004AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.05.29 23:00:005AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.05.29 23:00:006AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.09.11 23:00:007AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.11 23:00:008AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2016.01.22 23:00:009AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.22 23:00:0010AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.04.08 23:00:0011AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:0012AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.06.10 23:00:0013AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.06.10 23:00:0014AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.07.01 23:00:0015AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.01 23:00:0016AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2017.04.28 23:00:0017AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.04.28 23:00:0018AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.07.21 23:00:0019AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.21 23:00:0020AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2018.05.18 23:00:0021AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.05.18 23:00:0022AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2019.01.25 23:00:0023AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.01.25 23:00:0024AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.08.23 23:00:0025AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.23 23:00:0026AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.12.13 23:00:0027AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.13 23:00:0028AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.20 23:00:0029AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.20 23:00:0030AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2020.05.22 23:00:0031AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.22 23:00:0032AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.11.13 23:00:0033AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.13 23:00:0034AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0035AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0036AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2021.08.20 23:59:5937AUDUSDbuy0.1 / 0.10.000002021.08.20 23:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2014.01.01 00:00:001balance0.000.0010 000.0010 000.00
2014.10.10 23:00:002AUDUSDbuyin0.10.8689020.000.000.0010 000.00
2015.03.06 23:00:003AUDUSDsellout0.10.7716030.00-69.09-973.008 957.91
2015.03.06 23:00:004AUDUSDsellin0.10.7716040.000.000.008 957.91
2015.05.29 23:00:005AUDUSDbuyout0.10.7647050.00-14.2869.009 012.63
2015.05.29 23:00:006AUDUSDbuyin0.10.7647060.000.000.009 012.63
2015.09.11 23:00:007AUDUSDsellout0.10.7083070.00-49.35-564.008 399.28
2015.09.11 23:00:008AUDUSDsellin0.10.7083080.000.000.008 399.28
2016.01.22 23:00:009AUDUSDbuyout0.10.7008090.00-22.6175.008 451.67
2016.01.22 23:00:0010AUDUSDbuyin0.10.70080100.000.000.008 451.67
2016.04.08 23:00:0011AUDUSDsellout0.10.75510110.00-36.19543.008 958.48
2016.04.08 23:00:0012AUDUSDsellin0.10.75510120.000.000.008 958.48
2016.06.10 23:00:0013AUDUSDbuyout0.10.73780130.00-10.71173.009 120.77
2016.06.10 23:00:0014AUDUSDbuyin0.10.73780140.000.000.009 120.77
2016.07.01 23:00:0015AUDUSDsellout0.10.74920150.00-9.87114.009 224.90
2016.07.01 23:00:0016AUDUSDsellin0.10.74920160.000.000.009 224.90
2017.04.28 23:00:0017AUDUSDbuyout0.10.74886170.00-51.173.409 177.13
2017.04.28 23:00:0018AUDUSDbuyin0.10.74886180.000.000.009 177.13
2017.07.21 23:00:0019AUDUSDsellout0.10.79158190.00-39.48427.209 564.85
2017.07.21 23:00:0020AUDUSDsellin0.10.79158200.000.000.009 564.85
2018.05.18 23:00:0021AUDUSDbuyout0.10.75091210.00-51.17406.709 920.38
2018.05.18 23:00:0022AUDUSDbuyin0.10.75091220.000.000.009 920.38
2019.01.25 23:00:0023AUDUSDsellout0.10.71843230.00-118.44-324.809 477.14
2019.01.25 23:00:0024AUDUSDsellin0.10.71843240.000.000.009 477.14
2019.08.23 23:00:0025AUDUSDbuyout0.10.67516250.00-35.70432.709 874.14
2019.08.23 23:00:0026AUDUSDbuyin0.10.67516260.000.000.009 874.14
2019.12.13 23:00:0027AUDUSDsellout0.10.68679270.00-52.64116.309 937.80
2019.12.13 23:00:0028AUDUSDsellin0.10.68679280.000.000.009 937.80
2019.12.20 23:00:0029AUDUSDbuyout0.10.69002290.00-1.19-32.309 904.31
2019.12.20 23:00:0030AUDUSDbuyin0.10.69002300.000.000.009 904.31
2020.05.22 23:00:0031AUDUSDsellout0.10.65364310.00-72.38-363.809 468.13
2020.05.22 23:00:0032AUDUSDsellin0.10.65364320.000.000.009 468.13
2020.11.13 23:00:0033AUDUSDbuyout0.10.72712330.00-29.75-734.808 703.58
2020.11.13 23:00:0034AUDUSDbuyin0.10.72712340.000.000.008 703.58
2020.11.20 23:00:0035AUDUSDsellout0.10.73078350.00-3.2936.608 736.89
2020.11.20 23:00:0036AUDUSDsellin0.10.73078360.000.000.008 736.89
2021.08.20 23:59:5937AUDUSDbuyout0.10.71420370.00-46.41165.808 856.28end of test
0.00 -713.72 -430.00 8 856.28