Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=21
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -72.26 Balance Drawdown Absolute: 168.22 Equity Drawdown Absolute: 311.90
Gross Profit: 155.99 Balance Drawdown Maximal: 168.22 (1.68%) Equity Drawdown Maximal: 320.99 (3.21%)
Gross Loss: -228.25 Balance Drawdown Relative: 1.68% (168.22) Equity Drawdown Relative: 3.21% (320.99)
Profit Factor: 0.68 Expected Payoff: -12.04 Margin Level: 7184.65%
Recovery Factor: -0.23 Sharpe Ratio: -0.14 Z-Score: 0.88 (62.11%)
AHPR: 0.9988 (-0.12%) LR Correlation: -0.10 OnTester result: 0
GHPR: 0.9988 (-0.12%) LR Standard Error: 67.48
Total Trades: 6 Short Trades (won %): 4 (25.00%) Long Trades (won %): 2 (50.00%)
Total Deals: 12 Profit Trades (% of total): 2 (33.33%) Loss Trades (% of total): 4 (66.67%)
Largest profit trade: 95.96 Largest loss trade: -153.37
Average profit trade: 78.00 Average loss trade: -57.06
Maximum consecutive wins ($): 1 (95.96) Maximum consecutive losses ($): 3 (-166.18)
Maximal consecutive profit (count): 95.96 (1) Maximal consecutive loss (count): -166.18 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.93 Correlation (Profits,MAE): 0.47 Correlation (MFE,MAE): 0.2767
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
2014.01.31 23:00:002EURUSDsell0.1 / 0.10.000002014.01.31 23:00:00filled
2014.02.07 23:00:003EURUSDbuy0.1 / 0.10.000002014.02.07 23:00:00filled
2014.05.23 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.30 23:00:005EURUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2016.04.01 23:00:006EURUSDsell0.1 / 0.10.000002016.04.01 23:00:00filled
2016.04.08 23:00:007EURUSDbuy0.1 / 0.10.000002016.04.08 23:00:00filled
2017.08.25 23:00:008EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.09.01 23:00:009EURUSDbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2020.01.24 23:00:0010EURUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.01.31 23:00:0011EURUSDbuy0.1 / 0.10.000002020.01.31 23:00:00filled
2020.08.21 23:00:0012EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.28 23:00:0013EURUSDsell0.1 / 0.10.000002020.08.28 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.02.07 23:00:003EURUSDbuyout0.11.3641030.000.63-154.009 846.63
2014.05.23 23:00:004EURUSDbuyin0.11.3632040.000.000.009 846.63
2014.05.30 23:00:005EURUSDsellout0.11.3631050.00-6.44-1.009 839.19
2016.04.01 23:00:006EURUSDsellin0.11.1395060.000.000.009 839.19
2016.04.08 23:00:007EURUSDbuyout0.11.1401070.000.63-6.009 833.82
2017.08.25 23:00:008EURUSDsellin0.11.1924380.000.000.009 833.82
2017.09.01 23:00:009EURUSDbuyout0.11.1864990.000.6359.409 893.85
2020.01.24 23:00:0010EURUSDsellin0.11.10275100.000.000.009 893.85
2020.01.31 23:00:0011EURUSDbuyout0.11.10902110.000.63-62.709 831.78
2020.08.21 23:00:0012EURUSDbuyin0.11.17949120.000.000.009 831.78
2020.08.28 23:00:0013EURUSDsellout0.11.18973130.00-6.44102.409 927.74
0.00 -10.36 -61.90 9 927.74