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=20
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: -21.96 Balance Drawdown Absolute: 296.24 Equity Drawdown Absolute: 321.07
Gross Profit: 738.92 Balance Drawdown Maximal: 330.93 (3.30%) Equity Drawdown Maximal: 518.12 (5.08%)
Gross Loss: -760.88 Balance Drawdown Relative: 3.30% (330.93) Equity Drawdown Relative: 5.08% (518.12)
Profit Factor: 0.97 Expected Payoff: -1.46 Margin Level: 12625.06%
Recovery Factor: -0.04 Sharpe Ratio: -0.01 Z-Score: 0.02 (1.60%)
AHPR: 0.9999 (-0.01%) LR Correlation: 0.27 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 103.98
Total Trades: 15 Short Trades (won %): 7 (57.14%) Long Trades (won %): 8 (50.00%)
Total Deals: 30 Profit Trades (% of total): 8 (53.33%) Loss Trades (% of total): 7 (46.67%)
Largest profit trade: 159.69 Largest loss trade: -223.31
Average profit trade: 92.36 Average loss trade: -108.70
Maximum consecutive wins ($): 3 (391.37) Maximum consecutive losses ($): 2 (-330.93)
Maximal consecutive profit (count): 391.37 (3) Maximal consecutive loss (count): -330.93 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.94 Correlation (MFE,MAE): 0.6446
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 128:00:00
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
2014.11.28 23:00:003NZDUSDbuy0.1 / 0.10.000002014.11.28 23:00:00filled
2015.04.03 23:00:004NZDUSDsell0.1 / 0.10.000002015.04.03 23:00:00filled
2015.04.17 23:00:005NZDUSDbuy0.1 / 0.10.000002015.04.17 23:00:00filled
2015.05.22 23:00:006NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.29 23:00:007NZDUSDsell0.1 / 0.10.000002015.05.29 23:00:00filled
2016.11.11 23:00:008NZDUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2016.11.18 23:00:009NZDUSDbuy0.1 / 0.10.000002016.11.18 23:00:00filled
2017.01.06 23:00:0010NZDUSDbuy0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.13 23:00:0011NZDUSDsell0.1 / 0.10.000002017.01.13 23:00:00filled
2017.05.19 23:00:0012NZDUSDbuy0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0013NZDUSDsell0.1 / 0.10.000002017.05.26 23:00:00filled
2017.07.07 23:00:0014NZDUSDsell0.1 / 0.10.000002017.07.07 23:00:00filled
2017.07.14 23:00:0015NZDUSDbuy0.1 / 0.10.000002017.07.14 23:00:00filled
2017.12.08 23:00:0016NZDUSDsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.15 23:00:0017NZDUSDbuy0.1 / 0.10.000002017.12.15 23:00:00filled
2018.01.26 23:00:0018NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.02.02 23:00:0019NZDUSDbuy0.1 / 0.10.000002018.02.02 23:00:00filled
2018.08.17 23:00:0020NZDUSDbuy0.1 / 0.10.000002018.08.17 23:00:00filled
2018.08.24 23:00:0021NZDUSDsell0.1 / 0.10.000002018.08.24 23:00:00filled
2019.01.11 23:00:0022NZDUSDbuy0.1 / 0.10.000002019.01.11 23:00:00filled
2019.01.18 23:00:0023NZDUSDsell0.1 / 0.10.000002019.01.18 23:00:00filled
2020.04.10 23:00:0024NZDUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2020.04.17 23:00:0025NZDUSDbuy0.1 / 0.10.000002020.04.17 23:00:00filled
2020.05.15 23:00:0026NZDUSDbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.05.22 23:00:0027NZDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.07.31 23:00:0028NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.08.07 23:00:0029NZDUSDsell0.1 / 0.10.000002020.08.07 23:00:00filled
2021.06.04 23:00:0030NZDUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0031NZDUSDsell0.1 / 0.10.000002021.06.11 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2014.11.28 23:00:003NZDUSDbuyout0.10.7841030.00-2.3137.0010 034.69
2015.04.03 23:00:004NZDUSDsellin0.10.7590040.000.000.0010 034.69
2015.04.17 23:00:005NZDUSDbuyout0.10.7693050.00-4.62-103.009 927.07
2015.05.22 23:00:006NZDUSDbuyin0.10.7312060.000.000.009 927.07
2015.05.29 23:00:007NZDUSDsellout0.10.7091070.00-2.31-221.009 703.76
2016.11.11 23:00:008NZDUSDsellin0.10.7122880.000.000.009 703.76
2016.11.18 23:00:009NZDUSDbuyout0.10.7015190.00-2.31107.709 809.15
2017.01.06 23:00:0010NZDUSDbuyin0.10.69644100.000.000.009 809.15
2017.01.13 23:00:0011NZDUSDsellout0.10.71224110.00-2.31158.009 964.84
2017.05.19 23:00:0012NZDUSDbuyin0.10.69348120.000.000.009 964.84
2017.05.26 23:00:0013NZDUSDsellout0.10.70674130.00-2.31132.6010 095.13
2017.07.07 23:00:0014NZDUSDsellin0.10.72787140.000.000.0010 095.13
2017.07.14 23:00:0015NZDUSDbuyout0.10.73452150.00-2.31-66.5010 026.32
2017.12.08 23:00:0016NZDUSDsellin0.10.68401160.000.000.0010 026.32
2017.12.15 23:00:0017NZDUSDbuyout0.10.69910170.00-2.31-150.909 873.11
2018.01.26 23:00:0018NZDUSDsellin0.10.73548180.000.000.009 873.11
2018.02.02 23:00:0019NZDUSDbuyout0.10.73034190.00-2.3151.409 922.20
2018.08.17 23:00:0020NZDUSDbuyin0.10.66316200.000.000.009 922.20
2018.08.24 23:00:0021NZDUSDsellout0.10.66927210.00-2.3161.109 980.99
2019.01.11 23:00:0022NZDUSDbuyin0.10.68303220.000.000.009 980.99
2019.01.18 23:00:0023NZDUSDsellout0.10.67411230.00-2.31-89.209 889.48
2020.04.10 23:00:0024NZDUSDsellin0.10.60849240.000.000.009 889.48
2020.04.17 23:00:0025NZDUSDbuyout0.10.60373250.00-2.3147.609 934.77
2020.05.15 23:00:0026NZDUSDbuyin0.10.59315260.000.000.009 934.77
2020.05.22 23:00:0027NZDUSDsellout0.10.60935270.00-2.31162.0010 094.46
2020.07.31 23:00:0028NZDUSDbuyin0.10.66341280.000.000.0010 094.46
2020.08.07 23:00:0029NZDUSDsellout0.10.66018290.00-2.31-32.3010 059.85
2021.06.04 23:00:0030NZDUSDbuyin0.10.72106300.000.000.0010 059.85
2021.06.11 23:00:0031NZDUSDsellout0.10.71311310.00-2.31-79.509 978.04
0.00 -36.96 15.00 9 978.04