Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | AUDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=15 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | -1 195.23 | Balance Drawdown Absolute: | 1 347.93 | Equity Drawdown Absolute: | 2 031.21 | |||||||
Gross Profit: | 934.50 | Balance Drawdown Maximal: | 1 425.02 (14.14%) | Equity Drawdown Maximal: | 2 634.02 (24.84%) | |||||||
Gross Loss: | -2 129.73 | Balance Drawdown Relative: | 14.14% (1 425.02) | Equity Drawdown Relative: | 24.84% (2 634.02) | |||||||
Profit Factor: | 0.44 | Expected Payoff: | -91.94 | Margin Level: | 10904.20% | |||||||
Recovery Factor: | -0.45 | Sharpe Ratio: | -0.28 | Z-Score: | 0.02 (1.60%) | |||||||
AHPR: | 0.9908 (-0.92%) | LR Correlation: | -0.81 | OnTester result: | 0 | |||||||
GHPR: | 0.9903 (-0.97%) | LR Standard Error: | 323.47 | |||||||||
Total Trades: | 13 | Short Trades (won %): | 7 (57.14%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 7 (53.85%) | Loss Trades (% of total): | 6 (46.15%) | |||||||
Largest profit trade: | 397.00 | Largest loss trade: | -764.55 | |||||||||
Average profit trade: | 133.50 | Average loss trade: | -354.96 | |||||||||
Maximum consecutive wins ($): | 2 (460.66) | Maximum consecutive losses ($): | 3 (-1 234.22) | |||||||||
Maximal consecutive profit (count): | 460.66 (2) | Maximal consecutive loss (count): | -1 234.22 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.33 | Correlation (Profits,MAE): | 0.68 | Correlation (MFE,MAE): | -0.0153 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 10920:00:00 | Average position holding time: | 3110:50:46 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.03.06 23:00:00 | 2 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.03.06 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 3 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 6 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 7 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 10 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 11 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 12 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 13 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 16 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 17 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 18 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 19 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 20 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 21 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 22 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 23 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 24 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 25 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 26 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 27 | AUDUSD | 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 | ||||||
2015.03.06 23:00:00 | 2 | AUDUSD | sell | in | 0.1 | 0.77160 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.05.29 23:00:00 | 3 | AUDUSD | buy | out | 0.1 | 0.76470 | 3 | 0.00 | -14.28 | 69.00 | 10 054.72 | |
2015.05.29 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.76470 | 4 | 0.00 | 0.00 | 0.00 | 10 054.72 | |
2016.04.08 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.75510 | 5 | 0.00 | -148.05 | -96.00 | 9 810.67 | |
2016.04.08 23:00:00 | 6 | AUDUSD | sell | in | 0.1 | 0.75510 | 6 | 0.00 | 0.00 | 0.00 | 9 810.67 | |
2016.06.10 23:00:00 | 7 | AUDUSD | buy | out | 0.1 | 0.73780 | 7 | 0.00 | -10.71 | 173.00 | 9 972.96 | |
2016.06.10 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.73780 | 8 | 0.00 | 0.00 | 0.00 | 9 972.96 | |
2016.07.01 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.74920 | 9 | 0.00 | -9.87 | 114.00 | 10 077.09 | |
2016.07.01 23:00:00 | 10 | AUDUSD | sell | in | 0.1 | 0.74920 | 10 | 0.00 | 0.00 | 0.00 | 10 077.09 | |
2017.04.28 23:00:00 | 11 | AUDUSD | buy | out | 0.1 | 0.74886 | 11 | 0.00 | -51.17 | 3.40 | 10 029.32 | |
2017.04.28 23:00:00 | 12 | AUDUSD | buy | in | 0.1 | 0.74886 | 12 | 0.00 | 0.00 | 0.00 | 10 029.32 | |
2019.01.25 23:00:00 | 13 | AUDUSD | sell | out | 0.1 | 0.71843 | 13 | 0.00 | -299.39 | -304.30 | 9 425.63 | |
2019.01.25 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.71843 | 14 | 0.00 | 0.00 | 0.00 | 9 425.63 | |
2019.08.23 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.67516 | 15 | 0.00 | -35.70 | 432.70 | 9 822.63 | |
2019.08.23 23:00:00 | 16 | AUDUSD | buy | in | 0.1 | 0.67516 | 16 | 0.00 | 0.00 | 0.00 | 9 822.63 | |
2019.12.13 23:00:00 | 17 | AUDUSD | sell | out | 0.1 | 0.68679 | 17 | 0.00 | -52.64 | 116.30 | 9 886.29 | |
2019.12.13 23:00:00 | 18 | AUDUSD | sell | in | 0.1 | 0.68679 | 18 | 0.00 | 0.00 | 0.00 | 9 886.29 | |
2019.12.20 23:00:00 | 19 | AUDUSD | buy | out | 0.1 | 0.69002 | 19 | 0.00 | -1.19 | -32.30 | 9 852.80 | |
2019.12.20 23:00:00 | 20 | AUDUSD | buy | in | 0.1 | 0.69002 | 20 | 0.00 | 0.00 | 0.00 | 9 852.80 | |
2020.05.22 23:00:00 | 21 | AUDUSD | sell | out | 0.1 | 0.65364 | 21 | 0.00 | -72.38 | -363.80 | 9 416.62 | |
2020.05.22 23:00:00 | 22 | AUDUSD | sell | in | 0.1 | 0.65364 | 22 | 0.00 | 0.00 | 0.00 | 9 416.62 | |
2020.11.13 23:00:00 | 23 | AUDUSD | buy | out | 0.1 | 0.72712 | 23 | 0.00 | -29.75 | -734.80 | 8 652.07 | |
2020.11.13 23:00:00 | 24 | AUDUSD | buy | in | 0.1 | 0.72712 | 24 | 0.00 | 0.00 | 0.00 | 8 652.07 | |
2020.11.20 23:00:00 | 25 | AUDUSD | sell | out | 0.1 | 0.73078 | 25 | 0.00 | -3.29 | 36.60 | 8 685.38 | |
2020.11.20 23:00:00 | 26 | AUDUSD | sell | in | 0.1 | 0.73078 | 26 | 0.00 | 0.00 | 0.00 | 8 685.38 | |
2021.08.20 23:59:59 | 27 | AUDUSD | buy | out | 0.1 | 0.71420 | 27 | 0.00 | -46.41 | 165.80 | 8 804.77 | end of test |
0.00 | -774.83 | -420.40 | 8 804.77 | |||||||||