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=9 | ||||||||||||
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: | -327.93 | Balance Drawdown Absolute: | 429.26 | Equity Drawdown Absolute: | 872.09 | |||||||
Gross Profit: | 2 590.56 | Balance Drawdown Maximal: | 1 316.80 (12.08%) | Equity Drawdown Maximal: | 2 104.65 (18.74%) | |||||||
Gross Loss: | -2 918.49 | Balance Drawdown Relative: | 12.08% (1 316.80) | Equity Drawdown Relative: | 18.74% (2 104.65) | |||||||
Profit Factor: | 0.89 | Expected Payoff: | -23.42 | Margin Level: | 9127.91% | |||||||
Recovery Factor: | -0.16 | Sharpe Ratio: | -0.03 | Z-Score: | 0.04 (3.19%) | |||||||
AHPR: | 0.9987 (-0.13%) | LR Correlation: | -0.11 | OnTester result: | 0 | |||||||
GHPR: | 0.9976 (-0.24%) | LR Standard Error: | 441.86 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 7 (28.57%) | Long Trades (won %): | 7 (42.86%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 5 (35.71%) | Loss Trades (% of total): | 9 (64.29%) | |||||||
Largest profit trade: | 799.37 | Largest loss trade: | -744.08 | |||||||||
Average profit trade: | 518.11 | Average loss trade: | -324.28 | |||||||||
Maximum consecutive wins ($): | 3 (1 271.24) | Maximum consecutive losses ($): | 4 (-1 316.80) | |||||||||
Maximal consecutive profit (count): | 1 271.24 (3) | Maximal consecutive loss (count): | -1 316.80 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.83 | Correlation (Profits,MAE): | 0.55 | Correlation (MFE,MAE): | 0.3829 | |||||||
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Minimal position holding time: | 720:00:00 | Maximal position holding time: | 9840:00:00 | Average position holding time: | 3274:21:25 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.25 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2015.06.12 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.12 23:00:00 | filled | |||||
2015.06.12 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.12 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.08.12 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.12 23:00:00 | filled | |||||
2016.08.12 23:00:00 | 16 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.12 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 17 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 18 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 19 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 20 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 21 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 22 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 23 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 24 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 25 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 26 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 27 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 28 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 29 | USDCAD | 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 | ||||||
2014.04.25 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.08.22 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.09440 | 3 | 0.00 | -43.97 | -85.89 | 9 870.14 | |
2014.08.22 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.09440 | 4 | 0.00 | 0.00 | 0.00 | 9 870.14 | |
2014.11.21 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.12420 | 5 | 0.00 | -34.32 | -265.08 | 9 570.74 | |
2014.11.21 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.12420 | 6 | 0.00 | 0.00 | 0.00 | 9 570.74 | |
2015.06.12 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.23080 | 7 | 0.00 | -66.73 | 866.10 | 10 370.11 | |
2015.06.12 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.23080 | 8 | 0.00 | 0.00 | 0.00 | 10 370.11 | |
2015.09.11 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.32550 | 9 | 0.00 | -29.63 | -714.45 | 9 626.03 | |
2015.09.11 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.32550 | 10 | 0.00 | 0.00 | 0.00 | 9 626.03 | |
2015.12.18 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.39410 | 11 | 0.00 | -29.52 | 492.07 | 10 088.58 | |
2015.12.18 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.39410 | 12 | 0.00 | 0.00 | 0.00 | 10 088.58 | |
2016.06.17 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.28810 | 13 | 0.00 | -57.21 | 822.92 | 10 854.29 | |
2016.06.17 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.28810 | 14 | 0.00 | 0.00 | 0.00 | 10 854.29 | |
2016.08.12 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.29590 | 15 | 0.00 | -17.21 | 60.19 | 10 897.27 | |
2016.08.12 23:00:00 | 16 | USDCAD | sell | in | 0.1 | 1.29590 | 16 | 0.00 | 0.00 | 0.00 | 10 897.27 | |
2016.12.23 23:00:00 | 17 | USDCAD | buy | out | 0.1 | 1.35353 | 17 | 0.00 | -42.22 | -425.78 | 10 429.27 | |
2016.12.23 23:00:00 | 18 | USDCAD | buy | in | 0.1 | 1.35353 | 18 | 0.00 | 0.00 | 0.00 | 10 429.27 | |
2018.07.20 23:00:00 | 19 | USDCAD | sell | out | 0.1 | 1.31243 | 19 | 0.00 | -177.69 | -313.16 | 9 938.42 | |
2018.07.20 23:00:00 | 20 | USDCAD | sell | in | 0.1 | 1.31243 | 20 | 0.00 | 0.00 | 0.00 | 9 938.42 | |
2019.04.12 23:00:00 | 21 | USDCAD | buy | out | 0.1 | 1.33306 | 21 | 0.00 | -84.63 | -154.76 | 9 699.03 | |
2019.04.12 23:00:00 | 22 | USDCAD | buy | in | 0.1 | 1.33306 | 22 | 0.00 | 0.00 | 0.00 | 9 699.03 | |
2020.09.25 23:00:00 | 23 | USDCAD | sell | out | 0.1 | 1.33844 | 23 | 0.00 | -158.76 | 40.20 | 9 580.47 | |
2020.09.25 23:00:00 | 24 | USDCAD | sell | in | 0.1 | 1.33844 | 24 | 0.00 | 0.00 | 0.00 | 9 580.47 | |
2021.03.05 23:00:00 | 25 | USDCAD | buy | out | 0.1 | 1.26598 | 25 | 0.00 | -52.41 | 572.36 | 10 100.42 | |
2021.03.05 23:00:00 | 26 | USDCAD | buy | in | 0.1 | 1.26598 | 26 | 0.00 | 0.00 | 0.00 | 10 100.42 | |
2021.04.16 23:00:00 | 27 | USDCAD | sell | out | 0.1 | 1.25066 | 27 | 0.00 | -13.42 | -122.50 | 9 964.50 | |
2021.04.16 23:00:00 | 28 | USDCAD | sell | in | 0.1 | 1.25066 | 28 | 0.00 | 0.00 | 0.00 | 9 964.50 | |
2021.08.20 23:59:59 | 29 | USDCAD | buy | out | 0.1 | 1.28266 | 29 | 0.00 | -42.95 | -249.48 | 9 672.07 | end of test |
0.00 | -850.67 | 522.74 | 9 672.07 | |||||||||