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=26
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: -8 727.05 Balance Drawdown Absolute: 8 727.05 Equity Drawdown Absolute: 8 760.38
Gross Profit: 0.00 Balance Drawdown Maximal: 8 727.05 (87.27%) Equity Drawdown Maximal: 9 080.45 (87.99%)
Gross Loss: -8 727.05 Balance Drawdown Relative: 87.27% (8 727.05) Equity Drawdown Relative: 87.99% (9 080.45)
Profit Factor: 0.00 Expected Payoff: -1 454.51 Margin Level: 875.75%
Recovery Factor: -0.96 Sharpe Ratio: -1.79 Z-Score: 0.00 (0.00%)
AHPR: 0.7250 (-27.50%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.7093 (-29.07%) LR Standard Error: 1 261.76
Total Trades: 6 Short Trades (won %): 3 (0.00%) Long Trades (won %): 3 (0.00%)
Total Deals: 12 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 6 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -4 786.37
Average profit trade: 0.00 Average loss trade: -1 454.51
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 6 (-8 727.05)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -8 727.05 (6)
Average consecutive wins: 0 Average consecutive losses: 6
Graph
Graph
Correlation (Profits,MFE): -0.11 Correlation (Profits,MAE): 0.97 Correlation (MFE,MAE): 0.0024
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 15480:00:00 Average position holding time: 7260:09:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.30 23:00:002GBPUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2014.06.06 23:00:003GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.06 23:00:004GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2016.11.25 23:00:005GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2017.03.03 23:00:006GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2018.05.04 23:00:007GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:008GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2019.12.06 23:00:009GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0010GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:0011GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0012GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5913GBPUSDsell0.1 / 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
2014.05.30 23:00:002GBPUSDsellin0.11.6762020.000.000.0010 000.00
2014.06.06 23:00:003GBPUSDbuyout0.11.6806030.00-2.80-44.009 953.20
2014.06.06 23:00:004GBPUSDbuyin0.11.6806040.000.000.009 953.20
2016.11.25 23:00:005GBPUSDsellout0.11.2462150.00-442.47-4 343.905 166.83
2017.03.03 23:00:006GBPUSDsellin0.11.2298560.000.000.005 166.83
2018.05.04 23:00:007GBPUSDbuyout0.11.3535770.00-170.80-1 237.203 758.83
2018.05.04 23:00:008GBPUSDbuyin0.11.3535780.000.000.003 758.83
2019.12.06 23:00:009GBPUSDsellout0.11.3140790.00-284.69-395.003 079.14
2019.12.06 23:00:0010GBPUSDsellin0.11.31407100.000.000.003 079.14
2021.05.21 23:00:0011GBPUSDbuyout0.11.41550110.00-212.80-1 014.301 852.04
2021.05.21 23:00:0012GBPUSDbuyin0.11.41550120.000.000.001 852.04
2021.08.20 23:59:5913GBPUSDsellout0.11.36205130.00-44.59-534.501 272.95end of test
0.00 -1 158.15 -7 568.90 1 272.95