Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=10
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: 98%
Bars: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -3 125.03 Balance Drawdown Absolute: 3 125.03 Equity Drawdown Absolute: 3 836.24
Gross Profit: 300.48 Balance Drawdown Maximal: 3 125.03 (31.25%) Equity Drawdown Maximal: 3 953.77 (39.08%)
Gross Loss: -3 425.51 Balance Drawdown Relative: 31.25% (3 125.03) Equity Drawdown Relative: 39.08% (3 953.77)
Profit Factor: 0.09 Expected Payoff: -390.63 Margin Level: 6163.76%
Recovery Factor: -0.79 Sharpe Ratio: -0.65 Z-Score: 1.62 (89.48%)
AHPR: 0.9567 (-4.33%) LR Correlation: -0.92 OnTester result: 0
GHPR: 0.9542 (-4.58%) LR Standard Error: 451.10
Total Trades: 8 Short Trades (won %): 4 (0.00%) Long Trades (won %): 4 (50.00%)
Total Deals: 16 Profit Trades (% of total): 2 (25.00%) Loss Trades (% of total): 6 (75.00%)
Largest profit trade: 261.18 Largest loss trade: -1 693.43
Average profit trade: 150.24 Average loss trade: -570.92
Maximum consecutive wins ($): 1 (261.18) Maximum consecutive losses ($): 4 (-1 673.65)
Maximal consecutive profit (count): 261.18 (1) Maximal consecutive loss (count): -1 693.43 (1)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): 0.98 Correlation (MFE,MAE): 0.4216
Graph
Minimal position holding time: 480:00:00 Maximal position holding time: 12360:00:00 Average position holding time: 5895:07:29
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDCADsell0.1 / 0.10.000002014.02.07 23:00:00filled
2014.03.07 23:00:003USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.03.07 23:00:004USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.10.24 23:00:005USDCADsell0.1 / 0.10.000002014.10.24 23:00:00filled
2014.10.24 23:00:006USDCADsell0.1 / 0.10.000002014.10.24 23:00:00filled
2016.10.14 23:00:007USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.14 23:00:008USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.11.18 23:00:009USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.18 23:00:0010USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2018.11.09 23:00:0011USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2018.11.09 23:00:0012USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2020.02.21 23:00:0013USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.02.21 23:00:0014USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.05.08 23:00:0015USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.08 23:00:0016USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2021.08.20 23:59:5917USDCADsell0.1 / 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
2014.02.07 23:00:002USDCADsellin0.11.1038020.000.000.0010 000.00
2014.03.07 23:00:003USDCADbuyout0.11.1091030.00-10.64-47.799 941.57
2014.03.07 23:00:004USDCADbuyin0.11.1091040.000.000.009 941.57
2014.10.24 23:00:005USDCADsellout0.11.1230050.00-84.48123.789 980.87
2014.10.24 23:00:006USDCADsellin0.11.1230060.000.000.009 980.87
2016.10.14 23:00:007USDCADbuyout0.11.3144970.00-236.67-1 456.768 287.44
2016.10.14 23:00:008USDCADbuyin0.11.3144980.000.000.008 287.44
2016.11.18 23:00:009USDCADsellout0.11.3512090.00-10.50271.688 548.62
2016.11.18 23:00:0010USDCADsellin0.11.35120100.000.000.008 548.62
2018.11.09 23:00:0011USDCADbuyout0.11.32062110.00-233.74231.568 546.44
2018.11.09 23:00:0012USDCADbuyin0.11.32062120.000.000.008 546.44
2020.02.21 23:00:0013USDCADsellout0.11.32178130.00-141.298.788 413.93
2020.02.21 23:00:0014USDCADsellin0.11.32178140.000.000.008 413.93
2020.05.08 23:00:0015USDCADbuyout0.11.39261150.00-23.23-508.617 882.09
2020.05.08 23:00:0016USDCADbuyin0.11.39261160.000.000.007 882.09
2021.08.20 23:59:5917USDCADsellout0.11.28216170.00-145.68-861.446 874.97end of test
0.00 -886.23 -2 238.80 6 874.97