Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=26 | ||||||||||||
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: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | -2 763.37 | Balance Drawdown Absolute: | 2 763.37 | Equity Drawdown Absolute: | 3 163.11 | |||||||
Gross Profit: | 275.51 | Balance Drawdown Maximal: | 2 763.37 (27.63%) | Equity Drawdown Maximal: | 3 392.72 (33.17%) | |||||||
Gross Loss: | -3 038.88 | Balance Drawdown Relative: | 27.63% (2 763.37) | Equity Drawdown Relative: | 33.17% (3 392.72) | |||||||
Profit Factor: | 0.09 | Expected Payoff: | -251.22 | Margin Level: | 10347.95% | |||||||
Recovery Factor: | -0.81 | Sharpe Ratio: | -0.73 | Z-Score: | 1.76 (92.16%) | |||||||
AHPR: | 0.9718 (-2.82%) | LR Correlation: | -0.93 | OnTester result: | 0 | |||||||
GHPR: | 0.9710 (-2.90%) | LR Standard Error: | 287.85 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 6 (0.00%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 3 (27.27%) | Loss Trades (% of total): | 8 (72.73%) | |||||||
Largest profit trade: | 182.85 | Largest loss trade: | -883.34 | |||||||||
Average profit trade: | 91.84 | Average loss trade: | -379.86 | |||||||||
Maximum consecutive wins ($): | 1 (182.85) | Maximum consecutive losses ($): | 3 (-1 155.98) | |||||||||
Maximal consecutive profit (count): | 182.85 (1) | Maximal consecutive loss (count): | -1 155.98 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.35 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.0656 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 5280:00:00 | Average position holding time: | 2476:21:49 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 3 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 4 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 5 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 6 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 7 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 10 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 11 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.06.09 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 12 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 13 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 14 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 15 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 16 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.11.29 23:00:00 | 17 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.29 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 18 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 19 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 20 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 21 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 22 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2021.08.06 23:00:00 | 23 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.06 23:00:00 | filled | |||||
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 | ||||||
2014.04.18 23:00:00 | 2 | NZDUSD | buy | in | 0.1 | 0.85780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.21 23:00:00 | 3 | NZDUSD | sell | out | 0.1 | 0.78780 | 3 | 0.00 | -71.61 | -700.00 | 9 228.39 | |
2014.11.21 23:00:00 | 4 | NZDUSD | sell | in | 0.1 | 0.78780 | 4 | 0.00 | 0.00 | 0.00 | 9 228.39 | |
2014.12.12 23:00:00 | 5 | NZDUSD | buy | out | 0.1 | 0.77790 | 5 | 0.00 | -6.93 | 99.00 | 9 320.46 | |
2014.12.12 23:00:00 | 6 | NZDUSD | buy | in | 0.1 | 0.77790 | 6 | 0.00 | 0.00 | 0.00 | 9 320.46 | |
2015.02.27 23:00:00 | 7 | NZDUSD | sell | out | 0.1 | 0.75620 | 7 | 0.00 | -25.41 | -217.00 | 9 078.05 | |
2015.05.22 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.73120 | 8 | 0.00 | 0.00 | 0.00 | 9 078.05 | |
2015.08.28 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.64610 | 9 | 0.00 | -32.34 | -851.00 | 8 194.71 | |
2016.10.21 23:00:00 | 10 | NZDUSD | buy | in | 0.1 | 0.71616 | 10 | 0.00 | 0.00 | 0.00 | 8 194.71 | |
2017.06.09 23:00:00 | 11 | NZDUSD | sell | out | 0.1 | 0.72076 | 11 | 0.00 | -76.23 | 46.00 | 8 164.48 | |
2017.12.08 23:00:00 | 12 | NZDUSD | sell | in | 0.1 | 0.68401 | 12 | 0.00 | 0.00 | 0.00 | 8 164.48 | |
2018.08.10 23:00:00 | 13 | NZDUSD | buy | out | 0.1 | 0.65764 | 13 | 0.00 | -80.85 | 263.70 | 8 347.33 | |
2019.01.11 23:00:00 | 14 | NZDUSD | buy | in | 0.1 | 0.68303 | 14 | 0.00 | 0.00 | 0.00 | 8 347.33 | |
2019.11.15 23:00:00 | 15 | NZDUSD | sell | out | 0.1 | 0.64000 | 15 | 0.00 | -101.64 | -430.30 | 7 815.39 | |
2019.11.15 23:00:00 | 16 | NZDUSD | sell | in | 0.1 | 0.64000 | 16 | 0.00 | 0.00 | 0.00 | 7 815.39 | |
2019.11.29 23:00:00 | 17 | NZDUSD | buy | out | 0.1 | 0.64202 | 17 | 0.00 | -4.62 | -20.20 | 7 790.57 | |
2020.07.24 23:00:00 | 18 | NZDUSD | sell | in | 0.1 | 0.66370 | 18 | 0.00 | 0.00 | 0.00 | 7 790.57 | |
2020.07.31 23:00:00 | 19 | NZDUSD | buy | out | 0.1 | 0.66341 | 19 | 0.00 | -2.31 | 2.90 | 7 791.16 | |
2020.07.31 23:00:00 | 20 | NZDUSD | buy | in | 0.1 | 0.66341 | 20 | 0.00 | 0.00 | 0.00 | 7 791.16 | |
2020.10.16 23:00:00 | 21 | NZDUSD | sell | out | 0.1 | 0.66072 | 21 | 0.00 | -25.41 | -26.90 | 7 738.85 | |
2020.10.16 23:00:00 | 22 | NZDUSD | sell | in | 0.1 | 0.66072 | 22 | 0.00 | 0.00 | 0.00 | 7 738.85 | |
2021.08.06 23:00:00 | 23 | NZDUSD | buy | out | 0.1 | 0.70124 | 23 | 0.00 | -97.02 | -405.20 | 7 236.63 | |
0.00 | -524.37 | -2 239.00 | 7 236.63 | |||||||||