Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | AUDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=25 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | -10.13 | Balance Drawdown Absolute: | 247.10 | Equity Drawdown Absolute: | 930.98 | |||||||
Gross Profit: | 556.70 | Balance Drawdown Maximal: | 319.73 (3.14%) | Equity Drawdown Maximal: | 2 521.82 (21.60%) | |||||||
Gross Loss: | -566.83 | Balance Drawdown Relative: | 3.14% (319.73) | Equity Drawdown Relative: | 21.60% (2 521.82) | |||||||
Profit Factor: | 0.98 | Expected Payoff: | -1.69 | Margin Level: | 11859.58% | |||||||
Recovery Factor: | -0.00 | Sharpe Ratio: | 0.00 | Z-Score: | 0.88 (62.11%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.31 | OnTester result: | 0 | |||||||
GHPR: | 0.9998 (-0.02%) | LR Standard Error: | 182.81 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 2 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 2 (33.33%) | Loss Trades (% of total): | 4 (66.67%) | |||||||
Largest profit trade: | 437.31 | Largest loss trade: | -266.36 | |||||||||
Average profit trade: | 278.35 | Average loss trade: | -141.71 | |||||||||
Maximum consecutive wins ($): | 1 (437.31) | Maximum consecutive losses ($): | 2 (-319.73) | |||||||||
Maximal consecutive profit (count): | 437.31 (1) | Maximal consecutive loss (count): | -319.73 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | -0.26 | Correlation (Profits,MAE): | 0.22 | Correlation (MFE,MAE): | 0.2993 | |||||||
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Minimal position holding time: | 1560:00:00 | Maximal position holding time: | 10080:00:00 | Average position holding time: | 5740:09:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 4 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 5 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 6 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2018.07.13 23:00:00 | 7 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.13 23:00:00 | filled | |||||
2019.01.04 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.04 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 10 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 11 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 12 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 13 | AUDUSD | buy | 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 | ||||||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.76470 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.04.08 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.75510 | 3 | 0.00 | -148.05 | -96.00 | 9 755.95 | |
2016.04.08 23:00:00 | 4 | AUDUSD | sell | in | 0.1 | 0.75510 | 4 | 0.00 | 0.00 | 0.00 | 9 755.95 | |
2017.04.28 23:00:00 | 5 | AUDUSD | buy | out | 0.1 | 0.74886 | 5 | 0.00 | -65.45 | 62.40 | 9 752.90 | |
2017.07.21 23:00:00 | 6 | AUDUSD | sell | in | 0.1 | 0.79158 | 6 | 0.00 | 0.00 | 0.00 | 9 752.90 | |
2018.07.13 23:00:00 | 7 | AUDUSD | buy | out | 0.1 | 0.74178 | 7 | 0.00 | -60.69 | 498.00 | 10 190.21 | |
2019.01.04 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.71154 | 8 | 0.00 | 0.00 | 0.00 | 10 190.21 | |
2019.04.05 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.71048 | 9 | 0.00 | -42.77 | -10.60 | 10 136.84 | |
2019.04.05 23:00:00 | 10 | AUDUSD | sell | in | 0.1 | 0.71048 | 10 | 0.00 | 0.00 | 0.00 | 10 136.84 | |
2020.11.13 23:00:00 | 11 | AUDUSD | buy | out | 0.1 | 0.72712 | 11 | 0.00 | -99.96 | -166.40 | 9 870.48 | |
2020.11.20 23:00:00 | 12 | AUDUSD | sell | in | 0.1 | 0.73078 | 12 | 0.00 | 0.00 | 0.00 | 9 870.48 | |
2021.08.20 23:59:59 | 13 | AUDUSD | buy | out | 0.1 | 0.71420 | 13 | 0.00 | -46.41 | 165.80 | 9 989.87 | end of test |
0.00 | -463.33 | 453.20 | 9 989.87 | |||||||||