Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.33 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): -0.0153
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 10920:00:00 Average position holding time: 3110:50:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.03.06 23:00:002AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.05.29 23:00:003AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.05.29 23:00:004AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2016.04.08 23:00:005AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:006AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.06.10 23:00:007AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.06.10 23:00:008AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.07.01 23:00:009AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.01 23:00:0010AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2017.04.28 23:00:0011AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.04.28 23:00:0012AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2019.01.25 23:00:0013AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.01.25 23:00:0014AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.08.23 23:00:0015AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.23 23:00:0016AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.12.13 23:00:0017AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.13 23:00:0018AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.20 23:00:0019AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.20 23:00:0020AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2020.05.22 23:00:0021AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.22 23:00:0022AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.11.13 23:00:0023AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.13 23:00:0024AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0025AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0026AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2021.08.20 23:59:5927AUDUSDbuy0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2015.03.06 23:00:002AUDUSDsellin0.10.7716020.000.000.0010 000.00
2015.05.29 23:00:003AUDUSDbuyout0.10.7647030.00-14.2869.0010 054.72
2015.05.29 23:00:004AUDUSDbuyin0.10.7647040.000.000.0010 054.72
2016.04.08 23:00:005AUDUSDsellout0.10.7551050.00-148.05-96.009 810.67
2016.04.08 23:00:006AUDUSDsellin0.10.7551060.000.000.009 810.67
2016.06.10 23:00:007AUDUSDbuyout0.10.7378070.00-10.71173.009 972.96
2016.06.10 23:00:008AUDUSDbuyin0.10.7378080.000.000.009 972.96
2016.07.01 23:00:009AUDUSDsellout0.10.7492090.00-9.87114.0010 077.09
2016.07.01 23:00:0010AUDUSDsellin0.10.74920100.000.000.0010 077.09
2017.04.28 23:00:0011AUDUSDbuyout0.10.74886110.00-51.173.4010 029.32
2017.04.28 23:00:0012AUDUSDbuyin0.10.74886120.000.000.0010 029.32
2019.01.25 23:00:0013AUDUSDsellout0.10.71843130.00-299.39-304.309 425.63
2019.01.25 23:00:0014AUDUSDsellin0.10.71843140.000.000.009 425.63
2019.08.23 23:00:0015AUDUSDbuyout0.10.67516150.00-35.70432.709 822.63
2019.08.23 23:00:0016AUDUSDbuyin0.10.67516160.000.000.009 822.63
2019.12.13 23:00:0017AUDUSDsellout0.10.68679170.00-52.64116.309 886.29
2019.12.13 23:00:0018AUDUSDsellin0.10.68679180.000.000.009 886.29
2019.12.20 23:00:0019AUDUSDbuyout0.10.69002190.00-1.19-32.309 852.80
2019.12.20 23:00:0020AUDUSDbuyin0.10.69002200.000.000.009 852.80
2020.05.22 23:00:0021AUDUSDsellout0.10.65364210.00-72.38-363.809 416.62
2020.05.22 23:00:0022AUDUSDsellin0.10.65364220.000.000.009 416.62
2020.11.13 23:00:0023AUDUSDbuyout0.10.72712230.00-29.75-734.808 652.07
2020.11.13 23:00:0024AUDUSDbuyin0.10.72712240.000.000.008 652.07
2020.11.20 23:00:0025AUDUSDsellout0.10.73078250.00-3.2936.608 685.38
2020.11.20 23:00:0026AUDUSDsellin0.10.73078260.000.000.008 685.38
2021.08.20 23:59:5927AUDUSDbuyout0.10.71420270.00-46.41165.808 804.77end of test
0.00 -774.83 -420.40 8 804.77