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=26 | ||||||||||||
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: | -1 257.67 | Balance Drawdown Absolute: | 1 257.67 | Equity Drawdown Absolute: | 1 968.88 | |||||||
Gross Profit: | 39.30 | Balance Drawdown Maximal: | 1 257.67 (12.58%) | Equity Drawdown Maximal: | 2 868.20 (26.32%) | |||||||
Gross Loss: | -1 296.97 | Balance Drawdown Relative: | 12.58% (1 257.67) | Equity Drawdown Relative: | 26.32% (2 868.20) | |||||||
Profit Factor: | 0.03 | Expected Payoff: | -209.61 | Margin Level: | 8031.12% | |||||||
Recovery Factor: | -0.44 | Sharpe Ratio: | -0.57 | Z-Score: | 1.77 (92.33%) | |||||||
AHPR: | 0.9786 (-2.14%) | LR Correlation: | -0.79 | OnTester result: | 0 | |||||||
GHPR: | 0.9778 (-2.22%) | LR Standard Error: | 311.77 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 1 (16.67%) | Loss Trades (% of total): | 5 (83.33%) | |||||||
Largest profit trade: | 39.30 | Largest loss trade: | -1 007.12 | |||||||||
Average profit trade: | 39.30 | Average loss trade: | -259.39 | |||||||||
Maximum consecutive wins ($): | 1 (39.30) | Maximum consecutive losses ($): | 4 (-1 238.54) | |||||||||
Maximal consecutive profit (count): | 39.30 (1) | Maximal consecutive loss (count): | -1 238.54 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.46 | Correlation (Profits,MAE): | 0.83 | Correlation (MFE,MAE): | 0.1861 | |||||||
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Minimal position holding time: | 480:00:00 | Maximal position holding time: | 12360:00:00 | Average position holding time: | 5700:09:59 | |||||||
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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 | |||||
2014.03.07 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 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 | |||||
2014.10.24 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.24 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.09 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 12 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 13 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | |
2014.03.07 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.10910 | 3 | 0.00 | -10.64 | -47.79 | 9 941.57 | |
2014.03.07 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.10910 | 4 | 0.00 | 0.00 | 0.00 | 9 941.57 | |
2014.10.24 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.12300 | 5 | 0.00 | -84.48 | 123.78 | 9 980.87 | |
2015.07.31 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.30790 | 6 | 0.00 | 0.00 | 0.00 | 9 980.87 | |
2016.10.14 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.31449 | 7 | 0.00 | -139.95 | -50.13 | 9 790.79 | |
2016.11.18 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.35120 | 8 | 0.00 | 0.00 | 0.00 | 9 790.79 | |
2018.11.09 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.32062 | 9 | 0.00 | -233.74 | 231.56 | 9 788.61 | |
2019.11.08 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.32275 | 10 | 0.00 | 0.00 | 0.00 | 9 788.61 | |
2020.02.21 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.32178 | 11 | 0.00 | -31.82 | -7.34 | 9 749.45 | |
2020.05.08 23:00:00 | 12 | USDCAD | buy | in | 0.1 | 1.39261 | 12 | 0.00 | 0.00 | 0.00 | 9 749.45 | |
2021.08.20 23:59:59 | 13 | USDCAD | sell | out | 0.1 | 1.28216 | 13 | 0.00 | -145.68 | -861.44 | 8 742.33 | end of test |
0.00 | -646.31 | -611.36 | 8 742.33 | |||||||||