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=4 | ||||||||||||
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: | 28.73 | Balance Drawdown Absolute: | 439.99 | Equity Drawdown Absolute: | 543.28 | |||||||
Gross Profit: | 702.93 | Balance Drawdown Maximal: | 439.99 (4.40%) | Equity Drawdown Maximal: | 616.49 (6.12%) | |||||||
Gross Loss: | -674.20 | Balance Drawdown Relative: | 4.40% (439.99) | Equity Drawdown Relative: | 6.12% (616.49) | |||||||
Profit Factor: | 1.04 | Expected Payoff: | 1.31 | Margin Level: | 11977.49% | |||||||
Recovery Factor: | 0.05 | Sharpe Ratio: | 0.02 | Z-Score: | 0.26 (20.51%) | |||||||
AHPR: | 1.0002 (0.02%) | LR Correlation: | 0.09 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 164.82 | |||||||||
Total Trades: | 22 | Short Trades (won %): | 14 (50.00%) | Long Trades (won %): | 8 (62.50%) | |||||||
Total Deals: | 44 | Profit Trades (% of total): | 12 (54.55%) | Loss Trades (% of total): | 10 (45.45%) | |||||||
Largest profit trade: | 259.21 | Largest loss trade: | -167.19 | |||||||||
Average profit trade: | 58.58 | Average loss trade: | -67.42 | |||||||||
Maximum consecutive wins ($): | 3 (167.13) | Maximum consecutive losses ($): | 4 (-193.96) | |||||||||
Maximal consecutive profit (count): | 292.52 (2) | Maximal consecutive loss (count): | -193.96 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.50 | Correlation (MFE,MAE): | 0.4436 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 125:27:16 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.02.13 23:00:00 | 2 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.13 23:00:00 | filled | |||||
2015.02.20 23:00:00 | 3 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.02.20 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 4 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.05.01 23:00:00 | 5 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.01 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 6 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 7 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.17 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.17 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 10 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.25 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 11 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 12 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 13 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.10.28 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.28 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 16 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 17 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.10 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 18 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.05.05 23:00:00 | 19 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.05 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 20 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2017.07.28 23:00:00 | 21 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.28 23:00:00 | filled | |||||
2018.07.13 23:00:00 | 22 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.13 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 23 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 24 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 25 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2019.01.04 23:00:00 | 26 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.04 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 27 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 28 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 29 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.10.18 23:00:00 | 30 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.18 23:00:00 | filled | |||||
2019.10.25 23:00:00 | 31 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.25 23:00:00 | filled | |||||
2020.01.17 23:00:00 | 32 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.17 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 33 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.02.14 23:00:00 | 34 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.14 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 35 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 36 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 37 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.09.18 23:00:00 | 38 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.18 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 39 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 40 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 41 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 42 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 43 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2021.01.22 23:00:00 | 44 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.22 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 45 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.29 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 | ||||||
2015.02.13 23:00:00 | 2 | AUDUSD | sell | in | 0.1 | 0.77660 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.02.20 23:00:00 | 3 | AUDUSD | buy | out | 0.1 | 0.78450 | 3 | 0.00 | -1.19 | -79.00 | 9 919.81 | |
2015.04.24 23:00:00 | 4 | AUDUSD | sell | in | 0.1 | 0.78250 | 4 | 0.00 | 0.00 | 0.00 | 9 919.81 | |
2015.05.01 23:00:00 | 5 | AUDUSD | buy | out | 0.1 | 0.78390 | 5 | 0.00 | -1.19 | -14.00 | 9 904.62 | |
2015.05.29 23:00:00 | 6 | AUDUSD | buy | in | 0.1 | 0.76470 | 6 | 0.00 | 0.00 | 0.00 | 9 904.62 | |
2015.06.05 23:00:00 | 7 | AUDUSD | sell | out | 0.1 | 0.76210 | 7 | 0.00 | -3.29 | -26.00 | 9 875.33 | |
2015.07.10 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.74460 | 8 | 0.00 | 0.00 | 0.00 | 9 875.33 | |
2015.07.17 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.73800 | 9 | 0.00 | -3.29 | -66.00 | 9 806.04 | |
2015.09.25 23:00:00 | 10 | AUDUSD | buy | in | 0.1 | 0.70310 | 10 | 0.00 | 0.00 | 0.00 | 9 806.04 | |
2015.10.02 23:00:00 | 11 | AUDUSD | sell | out | 0.1 | 0.70400 | 11 | 0.00 | -3.29 | 9.00 | 9 811.75 | |
2016.04.08 23:00:00 | 12 | AUDUSD | sell | in | 0.1 | 0.75510 | 12 | 0.00 | 0.00 | 0.00 | 9 811.75 | |
2016.04.15 23:00:00 | 13 | AUDUSD | buy | out | 0.1 | 0.77170 | 13 | 0.00 | -1.19 | -166.00 | 9 644.56 | |
2016.10.28 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.75989 | 14 | 0.00 | 0.00 | 0.00 | 9 644.56 | |
2016.11.11 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.75443 | 15 | 0.00 | -2.38 | 54.60 | 9 696.78 | |
2017.02.03 23:00:00 | 16 | AUDUSD | sell | in | 0.1 | 0.76828 | 16 | 0.00 | 0.00 | 0.00 | 9 696.78 | |
2017.02.10 23:00:00 | 17 | AUDUSD | buy | out | 0.1 | 0.76758 | 17 | 0.00 | -1.19 | 7.00 | 9 702.59 | |
2017.04.28 23:00:00 | 18 | AUDUSD | buy | in | 0.1 | 0.74886 | 18 | 0.00 | 0.00 | 0.00 | 9 702.59 | |
2017.05.05 23:00:00 | 19 | AUDUSD | sell | out | 0.1 | 0.74219 | 19 | 0.00 | -3.29 | -66.70 | 9 632.60 | |
2017.07.21 23:00:00 | 20 | AUDUSD | sell | in | 0.1 | 0.79158 | 20 | 0.00 | 0.00 | 0.00 | 9 632.60 | |
2017.07.28 23:00:00 | 21 | AUDUSD | buy | out | 0.1 | 0.79872 | 21 | 0.00 | -1.19 | -71.40 | 9 560.01 | |
2018.07.13 23:00:00 | 22 | AUDUSD | buy | in | 0.1 | 0.74178 | 22 | 0.00 | 0.00 | 0.00 | 9 560.01 | |
2018.07.20 23:00:00 | 23 | AUDUSD | sell | out | 0.1 | 0.74272 | 23 | 0.00 | -3.29 | 9.40 | 9 566.12 | |
2018.08.10 23:00:00 | 24 | AUDUSD | buy | in | 0.1 | 0.72952 | 24 | 0.00 | 0.00 | 0.00 | 9 566.12 | |
2018.08.17 23:00:00 | 25 | AUDUSD | sell | out | 0.1 | 0.73166 | 25 | 0.00 | -3.29 | 21.40 | 9 584.23 | |
2019.01.04 23:00:00 | 26 | AUDUSD | buy | in | 0.1 | 0.71154 | 26 | 0.00 | 0.00 | 0.00 | 9 584.23 | |
2019.01.11 23:00:00 | 27 | AUDUSD | sell | out | 0.1 | 0.72032 | 27 | 0.00 | -3.29 | 87.80 | 9 668.74 | |
2019.04.05 23:00:00 | 28 | AUDUSD | sell | in | 0.1 | 0.71048 | 28 | 0.00 | 0.00 | 0.00 | 9 668.74 | |
2019.04.12 23:00:00 | 29 | AUDUSD | buy | out | 0.1 | 0.71740 | 29 | 0.00 | -1.19 | -69.20 | 9 598.35 | |
2019.10.18 23:00:00 | 30 | AUDUSD | sell | in | 0.1 | 0.68530 | 30 | 0.00 | 0.00 | 0.00 | 9 598.35 | |
2019.10.25 23:00:00 | 31 | AUDUSD | buy | out | 0.1 | 0.68232 | 31 | 0.00 | -1.19 | 29.80 | 9 626.96 | |
2020.01.17 23:00:00 | 32 | AUDUSD | sell | in | 0.1 | 0.68753 | 32 | 0.00 | 0.00 | 0.00 | 9 626.96 | |
2020.01.24 23:00:00 | 33 | AUDUSD | buy | out | 0.1 | 0.68228 | 33 | 0.00 | -1.19 | 52.50 | 9 678.27 | |
2020.02.14 23:00:00 | 34 | AUDUSD | sell | in | 0.1 | 0.67149 | 34 | 0.00 | 0.00 | 0.00 | 9 678.27 | |
2020.02.21 23:00:00 | 35 | AUDUSD | buy | out | 0.1 | 0.66265 | 35 | 0.00 | -1.19 | 88.40 | 9 765.48 | |
2020.04.10 23:00:00 | 36 | AUDUSD | sell | in | 0.1 | 0.63518 | 36 | 0.00 | 0.00 | 0.00 | 9 765.48 | |
2020.04.17 23:00:00 | 37 | AUDUSD | buy | out | 0.1 | 0.63660 | 37 | 0.00 | -1.19 | -14.20 | 9 750.09 | |
2020.09.18 23:00:00 | 38 | AUDUSD | sell | in | 0.1 | 0.72943 | 38 | 0.00 | 0.00 | 0.00 | 9 750.09 | |
2020.09.25 23:00:00 | 39 | AUDUSD | buy | out | 0.1 | 0.70339 | 39 | 0.00 | -1.19 | 260.40 | 10 009.30 | |
2020.11.13 23:00:00 | 40 | AUDUSD | buy | in | 0.1 | 0.72712 | 40 | 0.00 | 0.00 | 0.00 | 10 009.30 | |
2020.11.20 23:00:00 | 41 | AUDUSD | sell | out | 0.1 | 0.73078 | 41 | 0.00 | -3.29 | 36.60 | 10 042.61 | |
2020.11.20 23:00:00 | 42 | AUDUSD | sell | in | 0.1 | 0.73078 | 42 | 0.00 | 0.00 | 0.00 | 10 042.61 | |
2020.11.27 23:00:00 | 43 | AUDUSD | buy | out | 0.1 | 0.73913 | 43 | 0.00 | -1.19 | -83.50 | 9 957.92 | |
2021.01.22 23:00:00 | 44 | AUDUSD | sell | in | 0.1 | 0.77142 | 44 | 0.00 | 0.00 | 0.00 | 9 957.92 | |
2021.01.29 23:00:00 | 45 | AUDUSD | buy | out | 0.1 | 0.76422 | 45 | 0.00 | -1.19 | 72.00 | 10 028.73 | |
0.00 | -44.17 | 72.90 | 10 028.73 | |||||||||