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=28
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: -296.02 Balance Drawdown Absolute: 296.02 Equity Drawdown Absolute: 353.21
Gross Profit: 160.38 Balance Drawdown Maximal: 296.02 (2.96%) Equity Drawdown Maximal: 513.48 (5.05%)
Gross Loss: -456.40 Balance Drawdown Relative: 2.96% (296.02) Equity Drawdown Relative: 5.05% (513.48)
Profit Factor: 0.35 Expected Payoff: -32.89 Margin Level: 9646.79%
Recovery Factor: -0.58 Sharpe Ratio: -0.42 Z-Score: 1.53 (87.40%)
AHPR: 0.9967 (-0.33%) LR Correlation: -0.71 OnTester result: 0
GHPR: 0.9967 (-0.33%) LR Standard Error: 62.04
Total Trades: 9 Short Trades (won %): 5 (20.00%) Long Trades (won %): 4 (25.00%)
Total Deals: 18 Profit Trades (% of total): 2 (22.22%) Loss Trades (% of total): 7 (77.78%)
Largest profit trade: 120.29 Largest loss trade: -153.78
Average profit trade: 80.19 Average loss trade: -65.20
Maximum consecutive wins ($): 1 (120.29) Maximum consecutive losses ($): 4 (-249.51)
Maximal consecutive profit (count): 120.29 (1) Maximal consecutive loss (count): -249.51 (4)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.43 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.3764
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 160:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.04.04 23:00:003USDCADsell0.1 / 0.10.000002014.04.04 23:00:00filled
2015.07.31 23:00:004USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.08.07 23:00:005USDCADbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2016.11.18 23:00:006USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:007USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2017.03.31 23:00:008USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.04.07 23:00:009USDCADbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.05.19 23:00:0010USDCADsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0011USDCADbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.05 23:00:0012USDCADsell0.1 / 0.10.000002018.01.05 23:00:00filled
2018.01.12 23:00:0013USDCADbuy0.1 / 0.10.000002018.01.12 23:00:00filled
2019.11.08 23:00:0014USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0015USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.05.08 23:00:0016USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.15 23:00:0017USDCADsell0.1 / 0.10.000002020.05.15 23:00:00filled
2021.03.05 23:00:0018USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0019USDCADsell0.1 / 0.10.000002021.03.12 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
2014.03.07 23:00:002USDCADbuyin0.11.1091020.000.000.0010 000.00
2014.04.04 23:00:003USDCADsellout0.11.0980030.00-10.08-101.099 888.83
2015.07.31 23:00:004USDCADsellin0.11.3079040.000.000.009 888.83
2015.08.07 23:00:005USDCADbuyout0.11.3133050.00-2.24-41.129 845.47
2016.11.18 23:00:006USDCADsellin0.11.3512060.000.000.009 845.47
2016.11.25 23:00:007USDCADbuyout0.11.3522870.00-2.17-7.999 835.31
2017.03.31 23:00:008USDCADsellin0.11.3298580.000.000.009 835.31
2017.04.07 23:00:009USDCADbuyout0.11.3409390.00-2.19-82.639 750.49
2017.05.19 23:00:0010USDCADsellin0.11.35166100.000.000.009 750.49
2017.05.26 23:00:0011USDCADbuyout0.11.34597110.00-2.1842.279 790.58
2018.01.05 23:00:0012USDCADsellin0.11.24120120.000.000.009 790.58
2018.01.12 23:00:0013USDCADbuyout0.11.24720130.00-2.36-48.119 740.11
2019.11.08 23:00:0014USDCADbuyin0.11.32275140.000.000.009 740.11
2019.11.15 23:00:0015USDCADsellout0.11.32268150.00-2.11-0.539 737.47
2020.05.08 23:00:0016USDCADbuyin0.11.39261160.000.000.009 737.47
2020.05.15 23:00:0017USDCADsellout0.11.40985170.00-1.99122.289 857.76
2021.03.05 23:00:0018USDCADbuyin0.11.26598180.000.000.009 857.76
2021.03.12 23:00:0019USDCADsellout0.11.24708190.00-2.23-151.559 703.98
0.00 -27.55 -268.47 9 703.98