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=28
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: -412.10 Balance Drawdown Absolute: 482.91 Equity Drawdown Absolute: 533.82
Gross Profit: 143.33 Balance Drawdown Maximal: 482.91 (4.83%) Equity Drawdown Maximal: 702.41 (6.91%)
Gross Loss: -555.43 Balance Drawdown Relative: 4.83% (482.91) Equity Drawdown Relative: 6.91% (702.41)
Profit Factor: 0.26 Expected Payoff: -41.21 Margin Level: 12271.43%
Recovery Factor: -0.59 Sharpe Ratio: -0.55 Z-Score: 1.06 (71.09%)
AHPR: 0.9958 (-0.42%) LR Correlation: -0.96 OnTester result: 0
GHPR: 0.9958 (-0.42%) LR Standard Error: 48.51
Total Trades: 10 Short Trades (won %): 7 (28.57%) Long Trades (won %): 3 (33.33%)
Total Deals: 20 Profit Trades (% of total): 3 (30.00%) Loss Trades (% of total): 7 (70.00%)
Largest profit trade: 70.81 Largest loss trade: -167.19
Average profit trade: 47.78 Average loss trade: -79.35
Maximum consecutive wins ($): 1 (70.81) Maximum consecutive losses ($): 4 (-289.66)
Maximal consecutive profit (count): 70.81 (1) Maximal consecutive loss (count): -289.66 (4)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.70 Correlation (Profits,MAE): 0.73 Correlation (MFE,MAE): 0.4228
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.05.29 23:00:002AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:003AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.07.10 23:00:004AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:005AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2016.01.22 23:00:006AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.29 23:00:007AUDUSDsell0.1 / 0.10.000002016.01.29 23:00:00filled
2016.04.08 23:00:008AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:009AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2017.02.03 23:00:0010AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0011AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2019.04.05 23:00:0012AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0013AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.05.24 23:00:0014AUDUSDsell0.1 / 0.10.000002019.05.24 23:00:00filled
2019.05.31 23:00:0015AUDUSDbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2020.05.22 23:00:0016AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0017AUDUSDbuy0.1 / 0.10.000002020.05.29 23:00:00filled
2020.11.20 23:00:0018AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0019AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0020AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0021AUDUSDbuy0.1 / 0.10.000002021.01.29 23:00:00filled
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
2015.05.29 23:00:002AUDUSDbuyin0.10.7647020.000.000.0010 000.00
2015.06.05 23:00:003AUDUSDsellout0.10.7621030.00-3.29-26.009 970.71
2015.07.10 23:00:004AUDUSDbuyin0.10.7446040.000.000.009 970.71
2015.07.17 23:00:005AUDUSDsellout0.10.7380050.00-3.29-66.009 901.42
2016.01.22 23:00:006AUDUSDbuyin0.10.7008060.000.000.009 901.42
2016.01.29 23:00:007AUDUSDsellout0.10.7078070.00-3.2970.009 968.13
2016.04.08 23:00:008AUDUSDsellin0.10.7551080.000.000.009 968.13
2016.04.15 23:00:009AUDUSDbuyout0.10.7717090.00-1.19-166.009 800.94
2017.02.03 23:00:0010AUDUSDsellin0.10.76828100.000.000.009 800.94
2017.02.10 23:00:0011AUDUSDbuyout0.10.76758110.00-1.197.009 806.75
2019.04.05 23:00:0012AUDUSDsellin0.10.71048120.000.000.009 806.75
2019.04.12 23:00:0013AUDUSDbuyout0.10.71740130.00-1.19-69.209 736.36
2019.05.24 23:00:0014AUDUSDsellin0.10.69308140.000.000.009 736.36
2019.05.31 23:00:0015AUDUSDbuyout0.10.69375150.00-1.19-6.709 728.47
2020.05.22 23:00:0016AUDUSDsellin0.10.65364160.000.000.009 728.47
2020.05.29 23:00:0017AUDUSDbuyout0.10.66619170.00-1.19-125.509 601.78
2020.11.20 23:00:0018AUDUSDsellin0.10.73078180.000.000.009 601.78
2020.11.27 23:00:0019AUDUSDbuyout0.10.73913190.00-1.19-83.509 517.09
2021.01.22 23:00:0020AUDUSDsellin0.10.77142200.000.000.009 517.09
2021.01.29 23:00:0021AUDUSDbuyout0.10.76422210.00-1.1972.009 587.90
0.00 -18.20 -393.90 9 587.90