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=4
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: 135.91 Balance Drawdown Absolute: 59.04 Equity Drawdown Absolute: 149.54
Gross Profit: 972.81 Balance Drawdown Maximal: 371.06 (3.54%) Equity Drawdown Maximal: 588.33 (5.56%)
Gross Loss: -836.90 Balance Drawdown Relative: 3.54% (371.06) Equity Drawdown Relative: 5.56% (588.33)
Profit Factor: 1.16 Expected Payoff: 5.44 Margin Level: 9850.46%
Recovery Factor: 0.23 Sharpe Ratio: 0.07 Z-Score: 2.05 (95.86%)
AHPR: 1.0006 (0.06%) LR Correlation: 0.48 OnTester result: 0
GHPR: 1.0005 (0.05%) LR Standard Error: 135.08
Total Trades: 25 Short Trades (won %): 11 (63.64%) Long Trades (won %): 14 (42.86%)
Total Deals: 50 Profit Trades (% of total): 13 (52.00%) Loss Trades (% of total): 12 (48.00%)
Largest profit trade: 195.98 Largest loss trade: -157.13
Average profit trade: 74.83 Average loss trade: -69.74
Maximum consecutive wins ($): 3 (266.46) Maximum consecutive losses ($): 4 (-243.81)
Maximal consecutive profit (count): 266.46 (3) Maximal consecutive loss (count): -243.81 (4)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.73 Correlation (Profits,MAE): 0.63 Correlation (MFE,MAE): 0.3406
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 139:12:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.25 23:00:002USDCADbuy0.1 / 0.10.000002014.04.25 23:00:00filled
2014.05.02 23:00:003USDCADsell0.1 / 0.10.000002014.05.02 23:00:00filled
2014.08.22 23:00:004USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.08.29 23:00:005USDCADbuy0.1 / 0.10.000002014.08.29 23:00:00filled
2014.10.10 23:00:006USDCADsell0.1 / 0.10.000002014.10.10 23:00:00filled
2014.10.24 23:00:007USDCADbuy0.1 / 0.10.000002014.10.24 23:00:00filled
2014.11.21 23:00:008USDCADbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.28 23:00:009USDCADsell0.1 / 0.10.000002014.11.28 23:00:00filled
2015.02.20 23:00:0010USDCADbuy0.1 / 0.10.000002015.02.20 23:00:00filled
2015.02.27 23:00:0011USDCADsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.06.12 23:00:0012USDCADsell0.1 / 0.10.000002015.06.12 23:00:00filled
2015.06.19 23:00:0013USDCADbuy0.1 / 0.10.000002015.06.19 23:00:00filled
2015.09.11 23:00:0014USDCADbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.25 23:00:0015USDCADsell0.1 / 0.10.000002015.09.25 23:00:00filled
2015.10.16 23:00:0016USDCADbuy0.1 / 0.10.000002015.10.16 23:00:00filled
2015.10.23 23:00:0017USDCADsell0.1 / 0.10.000002015.10.23 23:00:00filled
2015.12.18 23:00:0018USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2016.01.08 23:00:0019USDCADbuy0.1 / 0.10.000002016.01.08 23:00:00filled
2016.06.17 23:00:0020USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.24 23:00:0021USDCADsell0.1 / 0.10.000002016.06.24 23:00:00filled
2016.08.12 23:00:0022USDCADsell0.1 / 0.10.000002016.08.12 23:00:00filled
2016.08.19 23:00:0023USDCADbuy0.1 / 0.10.000002016.08.19 23:00:00filled
2016.10.07 23:00:0024USDCADsell0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.14 23:00:0025USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.11.18 23:00:0026USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0027USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2016.12.23 23:00:0028USDCADbuy0.1 / 0.10.000002016.12.23 23:00:00filled
2016.12.30 23:00:0029USDCADsell0.1 / 0.10.000002016.12.30 23:00:00filled
2017.10.06 23:00:0030USDCADbuy0.1 / 0.10.000002017.10.06 23:00:00filled
2017.10.13 23:00:0031USDCADsell0.1 / 0.10.000002017.10.13 23:00:00filled
2018.06.22 23:00:0032USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0033USDCADsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.07.20 23:00:0034USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0035USDCADbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.01.11 23:00:0036USDCADsell0.1 / 0.10.000002019.01.11 23:00:00filled
2019.01.18 23:00:0037USDCADbuy0.1 / 0.10.000002019.01.18 23:00:00filled
2019.04.12 23:00:0038USDCADbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.04.19 23:00:0039USDCADsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.11.08 23:00:0040USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0041USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.01.17 23:00:0042USDCADbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.24 23:00:0043USDCADsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.05.22 23:00:0044USDCADbuy0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0045USDCADsell0.1 / 0.10.000002020.05.29 23:00:00filled
2020.09.25 23:00:0046USDCADsell0.1 / 0.10.000002020.09.25 23:00:00filled
2020.10.02 23:00:0047USDCADbuy0.1 / 0.10.000002020.10.02 23:00:00filled
2021.03.05 23:00:0048USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0049USDCADsell0.1 / 0.10.000002021.03.12 23:00:00filled
2021.04.16 23:00:0050USDCADsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0051USDCADbuy0.1 / 0.10.000002021.04.23 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
2014.04.25 23:00:002USDCADbuyin0.11.1038020.000.000.0010 000.00
2014.05.02 23:00:003USDCADsellout0.11.0976030.00-2.55-56.499 940.96
2014.08.22 23:00:004USDCADsellin0.11.0944040.000.000.009 940.96
2014.08.29 23:00:005USDCADbuyout0.11.0874050.00-2.6964.3710 002.64
2014.10.10 23:00:006USDCADsellin0.11.1215060.000.000.0010 002.64
2014.10.24 23:00:007USDCADbuyout0.11.1234070.00-5.22-16.919 980.51
2014.11.21 23:00:008USDCADbuyin0.11.1242080.000.000.009 980.51
2014.11.28 23:00:009USDCADsellout0.11.1436090.00-2.49169.6410 147.66
2015.02.20 23:00:0010USDCADbuyin0.11.25460100.000.000.0010 147.66
2015.02.27 23:00:0011USDCADsellout0.11.25020110.00-2.24-35.1910 110.23
2015.06.12 23:00:0012USDCADsellin0.11.23080120.000.000.0010 110.23
2015.06.19 23:00:0013USDCADbuyout0.11.22690130.00-2.3931.7910 139.63
2015.09.11 23:00:0014USDCADbuyin0.11.32550140.000.000.0010 139.63
2015.09.25 23:00:0015USDCADsellout0.11.33140150.00-4.2144.3110 179.73
2015.10.16 23:00:0016USDCADbuyin0.11.29120160.000.000.0010 179.73
2015.10.23 23:00:0017USDCADsellout0.11.31730170.00-2.15198.1310 375.71
2015.12.18 23:00:0018USDCADsellin0.11.39410180.000.000.0010 375.71
2016.01.08 23:00:0019USDCADbuyout0.11.41510190.00-6.32-148.4010 220.99
2016.06.17 23:00:0020USDCADbuyin0.11.28810200.000.000.0010 220.99
2016.06.24 23:00:0021USDCADsellout0.11.29970210.00-2.1789.2510 308.07
2016.08.12 23:00:0022USDCADsellin0.11.29590220.000.000.0010 308.07
2016.08.19 23:00:0023USDCADbuyout0.11.28590230.00-2.2877.7710 383.56
2016.10.07 23:00:0024USDCADsellin0.11.32844240.000.000.0010 383.56
2016.10.14 23:00:0025USDCADbuyout0.11.31449250.00-2.23106.1210 487.45
2016.11.18 23:00:0026USDCADsellin0.11.35120260.000.000.0010 487.45
2016.11.25 23:00:0027USDCADbuyout0.11.35228270.00-2.17-7.9910 477.29
2016.12.23 23:00:0028USDCADbuyin0.11.35353280.000.000.0010 477.29
2016.12.30 23:00:0029USDCADsellout0.11.34282290.00-2.08-79.7610 395.45
2017.10.06 23:00:0030USDCADbuyin0.11.25408300.000.000.0010 395.45
2017.10.13 23:00:0031USDCADsellout0.11.24813310.00-2.24-47.6710 345.54
2018.06.22 23:00:0032USDCADbuyin0.11.32773320.000.000.0010 345.54
2018.06.29 23:00:0033USDCADsellout0.11.31461330.00-2.10-99.8010 243.64
2018.07.20 23:00:0034USDCADsellin0.11.31243340.000.000.0010 243.64
2018.07.27 23:00:0035USDCADbuyout0.11.30611350.00-2.2548.3910 289.78
2019.01.11 23:00:0036USDCADsellin0.11.32704360.000.000.0010 289.78
2019.01.18 23:00:0037USDCADbuyout0.11.32757370.00-2.23-3.9910 283.56
2019.04.12 23:00:0038USDCADbuyin0.11.33306380.000.000.0010 283.56
2019.04.19 23:00:0039USDCADsellout0.11.33871390.00-2.1042.2010 323.66
2019.11.08 23:00:0040USDCADbuyin0.11.32275400.000.000.0010 323.66
2019.11.15 23:00:0041USDCADsellout0.11.32268410.00-2.11-0.5310 321.02
2020.01.17 23:00:0042USDCADbuyin0.11.30682420.000.000.0010 321.02
2020.01.24 23:00:0043USDCADsellout0.11.31414430.00-2.1455.7010 374.58
2020.05.22 23:00:0044USDCADbuyin0.11.39856440.000.000.0010 374.58
2020.05.29 23:00:0045USDCADsellout0.11.37720450.00-2.03-155.1010 217.45
2020.09.25 23:00:0046USDCADsellin0.11.33844460.000.000.0010 217.45
2020.10.02 23:00:0047USDCADbuyout0.11.33113470.00-2.2054.9210 270.17
2021.03.05 23:00:0048USDCADbuyin0.11.26598480.000.000.0010 270.17
2021.03.12 23:00:0049USDCADsellout0.11.24708490.00-2.23-151.5510 116.39
2021.04.16 23:00:0050USDCADsellin0.11.25066500.000.000.0010 116.39
2021.04.23 23:00:0051USDCADbuyout0.11.24793510.00-2.3621.8810 135.91
0.00 -65.18 201.09 10 135.91