Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=31
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: -676.62 Balance Drawdown Absolute: 708.66 Equity Drawdown Absolute: 1 550.42
Gross Profit: 510.16 Balance Drawdown Maximal: 800.73 (7.93%) Equity Drawdown Maximal: 2 162.29 (19.81%)
Gross Loss: -1 186.78 Balance Drawdown Relative: 7.93% (800.73) Equity Drawdown Relative: 19.81% (2 162.29)
Profit Factor: 0.43 Expected Payoff: -135.32 Margin Level: 10862.04%
Recovery Factor: -0.31 Sharpe Ratio: -0.31 Z-Score: 1.20 (76.99%)
AHPR: 0.9870 (-1.30%) LR Correlation: -0.67 OnTester result: 0
GHPR: 0.9861 (-1.39%) LR Standard Error: 269.89
Total Trades: 5 Short Trades (won %): 3 (66.67%) Long Trades (won %): 2 (0.00%)
Total Deals: 10 Profit Trades (% of total): 2 (40.00%) Loss Trades (% of total): 3 (60.00%)
Largest profit trade: 418.09 Largest loss trade: -800.73
Average profit trade: 255.08 Average loss trade: -395.59
Maximum consecutive wins ($): 1 (418.09) Maximum consecutive losses ($): 2 (-386.05)
Maximal consecutive profit (count): 418.09 (1) Maximal consecutive loss (count): -800.73 (1)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.76 Correlation (MFE,MAE): 0.4492
Graph
Minimal position holding time: 360:00:00 Maximal position holding time: 19560:00:00 Average position holding time: 8448:11:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.12.12 23:00:003NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.12 23:00:004NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2018.01.26 23:00:005NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.01.26 23:00:006NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2020.07.31 23:00:007NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:008NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.10.16 23:00:009NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.16 23:00:0010NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2021.08.20 23:59:5911NZDUSDbuy0.1 / 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2014.12.12 23:00:003NZDUSDbuyout0.10.7779030.00-6.9399.0010 092.07
2014.12.12 23:00:004NZDUSDbuyin0.10.7779040.000.000.0010 092.07
2018.01.26 23:00:005NZDUSDsellout0.10.7354850.00-376.53-424.209 291.34
2018.01.26 23:00:006NZDUSDsellin0.10.7354860.000.000.009 291.34
2020.07.31 23:00:007NZDUSDbuyout0.10.6634170.00-302.61720.709 709.43
2020.07.31 23:00:008NZDUSDbuyin0.10.6634180.000.000.009 709.43
2020.10.16 23:00:009NZDUSDsellout0.10.6607290.00-25.41-26.909 657.12
2020.10.16 23:00:0010NZDUSDsellin0.10.66072100.000.000.009 657.12
2021.08.20 23:59:5911NZDUSDbuyout0.10.68393110.00-101.64-232.109 323.38end of test
0.00 -813.12 136.50 9 323.38