Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=5 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -284.76 | Balance Drawdown Absolute: | 326.66 | Equity Drawdown Absolute: | 430.26 | |||||||
Gross Profit: | 584.26 | Balance Drawdown Maximal: | 373.15 (3.71%) | Equity Drawdown Maximal: | 637.02 (6.24%) | |||||||
Gross Loss: | -869.02 | Balance Drawdown Relative: | 3.71% (373.15) | Equity Drawdown Relative: | 6.24% (637.02) | |||||||
Profit Factor: | 0.67 | Expected Payoff: | -14.24 | Margin Level: | 9569.74% | |||||||
Recovery Factor: | -0.45 | Sharpe Ratio: | -0.17 | Z-Score: | 1.87 (93.85%) | |||||||
AHPR: | 0.9986 (-0.14%) | LR Correlation: | -0.32 | OnTester result: | 0 | |||||||
GHPR: | 0.9986 (-0.14%) | LR Standard Error: | 90.12 | |||||||||
Total Trades: | 20 | Short Trades (won %): | 11 (36.36%) | Long Trades (won %): | 9 (44.44%) | |||||||
Total Deals: | 40 | Profit Trades (% of total): | 8 (40.00%) | Loss Trades (% of total): | 12 (60.00%) | |||||||
Largest profit trade: | 133.70 | Largest loss trade: | -154.57 | |||||||||
Average profit trade: | 73.03 | Average loss trade: | -72.42 | |||||||||
Maximum consecutive wins ($): | 2 (237.59) | Maximum consecutive losses ($): | 5 (-373.15) | |||||||||
Maximal consecutive profit (count): | 237.59 (2) | Maximal consecutive loss (count): | -373.15 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.60 | Correlation (Profits,MAE): | 0.75 | Correlation (MFE,MAE): | 0.3835 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 144:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.02.07 23:00:00 | 2 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.02.14 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.02.14 23:00:00 | filled | |||||
2014.03.07 23:00:00 | 4 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.04.04 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.04 23:00:00 | filled | |||||
2014.05.02 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.09 23:00:00 | filled | |||||
2014.10.24 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.24 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.07 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 10 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.21 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.21 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 14 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 15 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 18 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 19 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 20 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.31 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 21 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 22 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 23 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 24 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 25 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.12 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 26 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 27 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 28 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.09 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 29 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 30 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 31 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 32 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 33 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.01.17 23:00:00 | 34 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.17 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 35 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 36 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.02.28 23:00:00 | 37 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.02.28 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 38 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 39 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 40 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 41 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 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 | ||||||
2014.02.07 23:00:00 | 2 | USDCAD | sell | in | 0.1 | 1.10380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.02.14 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.09840 | 3 | 0.00 | -2.67 | 49.16 | 10 046.49 | |
2014.03.07 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.10910 | 4 | 0.00 | 0.00 | 0.00 | 10 046.49 | |
2014.04.04 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.09800 | 5 | 0.00 | -10.08 | -101.09 | 9 935.32 | |
2014.05.02 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.09800 | 6 | 0.00 | 0.00 | 0.00 | 9 935.32 | |
2014.05.09 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.08950 | 7 | 0.00 | -2.57 | -78.02 | 9 854.73 | |
2014.10.24 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.12300 | 8 | 0.00 | 0.00 | 0.00 | 9 854.73 | |
2014.11.07 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.13360 | 9 | 0.00 | -5.22 | -93.51 | 9 756.00 | |
2015.07.31 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.30790 | 10 | 0.00 | 0.00 | 0.00 | 9 756.00 | |
2015.08.07 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.31330 | 11 | 0.00 | -2.24 | -41.12 | 9 712.64 | |
2015.08.21 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.31660 | 12 | 0.00 | 0.00 | 0.00 | 9 712.64 | |
2015.08.28 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.32150 | 13 | 0.00 | -2.22 | -37.08 | 9 673.34 | |
2016.10.07 23:00:00 | 14 | USDCAD | sell | in | 0.1 | 1.32844 | 14 | 0.00 | 0.00 | 0.00 | 9 673.34 | |
2016.10.14 23:00:00 | 15 | USDCAD | buy | out | 0.1 | 1.31449 | 15 | 0.00 | -2.23 | 106.12 | 9 777.23 | |
2016.10.14 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.31449 | 16 | 0.00 | 0.00 | 0.00 | 9 777.23 | |
2016.10.21 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.33259 | 17 | 0.00 | -2.13 | 135.83 | 9 910.93 | |
2016.11.18 23:00:00 | 18 | USDCAD | sell | in | 0.1 | 1.35120 | 18 | 0.00 | 0.00 | 0.00 | 9 910.93 | |
2016.11.25 23:00:00 | 19 | USDCAD | buy | out | 0.1 | 1.35228 | 19 | 0.00 | -2.17 | -7.99 | 9 900.77 | |
2017.03.31 23:00:00 | 20 | USDCAD | sell | in | 0.1 | 1.32985 | 20 | 0.00 | 0.00 | 0.00 | 9 900.77 | |
2017.04.07 23:00:00 | 21 | USDCAD | buy | out | 0.1 | 1.34093 | 21 | 0.00 | -2.19 | -82.63 | 9 815.95 | |
2017.05.19 23:00:00 | 22 | USDCAD | sell | in | 0.1 | 1.35166 | 22 | 0.00 | 0.00 | 0.00 | 9 815.95 | |
2017.05.26 23:00:00 | 23 | USDCAD | buy | out | 0.1 | 1.34597 | 23 | 0.00 | -2.18 | 42.27 | 9 856.04 | |
2018.01.05 23:00:00 | 24 | USDCAD | sell | in | 0.1 | 1.24120 | 24 | 0.00 | 0.00 | 0.00 | 9 856.04 | |
2018.01.12 23:00:00 | 25 | USDCAD | buy | out | 0.1 | 1.24720 | 25 | 0.00 | -2.36 | -48.11 | 9 805.57 | |
2018.07.20 23:00:00 | 26 | USDCAD | sell | in | 0.1 | 1.31243 | 26 | 0.00 | 0.00 | 0.00 | 9 805.57 | |
2018.07.27 23:00:00 | 27 | USDCAD | buy | out | 0.1 | 1.30611 | 27 | 0.00 | -2.25 | 48.39 | 9 851.71 | |
2018.11.09 23:00:00 | 28 | USDCAD | buy | in | 0.1 | 1.32062 | 28 | 0.00 | 0.00 | 0.00 | 9 851.71 | |
2018.11.16 23:00:00 | 29 | USDCAD | sell | out | 0.1 | 1.31571 | 29 | 0.00 | -2.11 | -37.32 | 9 812.28 | |
2019.04.12 23:00:00 | 30 | USDCAD | buy | in | 0.1 | 1.33306 | 30 | 0.00 | 0.00 | 0.00 | 9 812.28 | |
2019.04.19 23:00:00 | 31 | USDCAD | sell | out | 0.1 | 1.33871 | 31 | 0.00 | -2.10 | 42.20 | 9 852.38 | |
2019.11.08 23:00:00 | 32 | USDCAD | buy | in | 0.1 | 1.32275 | 32 | 0.00 | 0.00 | 0.00 | 9 852.38 | |
2019.11.15 23:00:00 | 33 | USDCAD | sell | out | 0.1 | 1.32268 | 33 | 0.00 | -2.11 | -0.53 | 9 849.74 | |
2020.01.17 23:00:00 | 34 | USDCAD | buy | in | 0.1 | 1.30682 | 34 | 0.00 | 0.00 | 0.00 | 9 849.74 | |
2020.01.24 23:00:00 | 35 | USDCAD | sell | out | 0.1 | 1.31414 | 35 | 0.00 | -2.14 | 55.70 | 9 903.30 | |
2020.02.21 23:00:00 | 36 | USDCAD | sell | in | 0.1 | 1.32178 | 36 | 0.00 | 0.00 | 0.00 | 9 903.30 | |
2020.02.28 23:00:00 | 37 | USDCAD | buy | out | 0.1 | 1.34223 | 37 | 0.00 | -2.21 | -152.36 | 9 748.73 | |
2020.05.08 23:00:00 | 38 | USDCAD | buy | in | 0.1 | 1.39261 | 38 | 0.00 | 0.00 | 0.00 | 9 748.73 | |
2020.05.15 23:00:00 | 39 | USDCAD | sell | out | 0.1 | 1.40985 | 39 | 0.00 | -1.99 | 122.28 | 9 869.02 | |
2021.03.05 23:00:00 | 40 | USDCAD | buy | in | 0.1 | 1.26598 | 40 | 0.00 | 0.00 | 0.00 | 9 869.02 | |
2021.03.12 23:00:00 | 41 | USDCAD | sell | out | 0.1 | 1.24708 | 41 | 0.00 | -2.23 | -151.55 | 9 715.24 | |
0.00 | -55.40 | -229.36 | 9 715.24 | |||||||||