Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=15
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: 98%
Bars: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -8 339.46 Balance Drawdown Absolute: 8 339.46 Equity Drawdown Absolute: 8 372.79
Gross Profit: 340.79 Balance Drawdown Maximal: 8 339.46 (83.39%) Equity Drawdown Maximal: 8 739.66 (84.30%)
Gross Loss: -8 680.25 Balance Drawdown Relative: 83.39% (8 339.46) Equity Drawdown Relative: 84.30% (8 739.66)
Profit Factor: 0.04 Expected Payoff: -1 191.35 Margin Level: 1149.57%
Recovery Factor: -0.95 Sharpe Ratio: -1.17 Z-Score: -0.38 (29.61%)
AHPR: 0.7937 (-20.63%) LR Correlation: -0.86 OnTester result: 0
GHPR: 0.7738 (-22.62%) LR Standard Error: 1 159.42
Total Trades: 7 Short Trades (won %): 3 (33.33%) Long Trades (won %): 4 (25.00%)
Total Deals: 14 Profit Trades (% of total): 2 (28.57%) Loss Trades (% of total): 5 (71.43%)
Largest profit trade: 254.40 Largest loss trade: -4 786.37
Average profit trade: 170.40 Average loss trade: -1 736.05
Maximum consecutive wins ($): 2 (340.79) Maximum consecutive losses ($): 4 (-3 893.88)
Maximal consecutive profit (count): 340.79 (2) Maximal consecutive loss (count): -4 786.37 (1)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): -0.01 Correlation (Profits,MAE): 0.97 Correlation (MFE,MAE): 0.1139
Graph
Minimal position holding time: 840:00:00 Maximal position holding time: 15480:00:00 Average position holding time: 6445:51:25
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.06.06 23:00:002GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2016.11.25 23:00:003GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2016.11.25 23:00:004GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2017.01.13 23:00:005GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.13 23:00:006GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.03.03 23:00:007GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.03 23:00:008GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2018.05.04 23:00:009GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:0010GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2019.12.06 23:00:0011GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0012GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:0013GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0014GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5915GBPUSDsell0.1 / 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
2014.06.06 23:00:002GBPUSDbuyin0.11.6806020.000.000.0010 000.00
2016.11.25 23:00:003GBPUSDsellout0.11.2462130.00-442.47-4 343.905 213.63
2016.11.25 23:00:004GBPUSDsellin0.11.2462140.000.000.005 213.63
2017.01.13 23:00:005GBPUSDbuyout0.11.2188150.00-19.60274.005 468.03
2017.01.13 23:00:006GBPUSDbuyin0.11.2188160.000.000.005 468.03
2017.03.03 23:00:007GBPUSDsellout0.11.2298570.00-24.01110.405 554.42
2017.03.03 23:00:008GBPUSDsellin0.11.2298580.000.000.005 554.42
2018.05.04 23:00:009GBPUSDbuyout0.11.3535790.00-170.80-1 237.204 146.42
2018.05.04 23:00:0010GBPUSDbuyin0.11.35357100.000.000.004 146.42
2019.12.06 23:00:0011GBPUSDsellout0.11.31407110.00-284.69-395.003 466.73
2019.12.06 23:00:0012GBPUSDsellin0.11.31407120.000.000.003 466.73
2021.05.21 23:00:0013GBPUSDbuyout0.11.41550130.00-212.80-1 014.302 239.63
2021.05.21 23:00:0014GBPUSDbuyin0.11.41550140.000.000.002 239.63
2021.08.20 23:59:5915GBPUSDsellout0.11.36205150.00-44.59-534.501 660.54end of test
0.00 -1 198.96 -7 140.50 1 660.54