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=31 | ||||||||||||
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: | -676.62 | Balance Drawdown Absolute: | 708.66 | Equity Drawdown Absolute: | 1 550.42 | |||||||
Gross Profit: | 510.16 | Balance Drawdown Maximal: | 800.73 (7.93%) | Equity Drawdown Maximal: | 2 162.29 (19.81%) | |||||||
Gross Loss: | -1 186.78 | Balance Drawdown Relative: | 7.93% (800.73) | Equity Drawdown Relative: | 19.81% (2 162.29) | |||||||
Profit Factor: | 0.43 | Expected Payoff: | -135.32 | Margin Level: | 10862.04% | |||||||
Recovery Factor: | -0.31 | Sharpe Ratio: | -0.31 | Z-Score: | 1.20 (76.99%) | |||||||
AHPR: | 0.9870 (-1.30%) | LR Correlation: | -0.67 | OnTester result: | 0 | |||||||
GHPR: | 0.9861 (-1.39%) | LR Standard Error: | 269.89 | |||||||||
Total Trades: | 5 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 2 (0.00%) | |||||||
Total Deals: | 10 | Profit Trades (% of total): | 2 (40.00%) | Loss Trades (% of total): | 3 (60.00%) | |||||||
Largest profit trade: | 418.09 | Largest loss trade: | -800.73 | |||||||||
Average profit trade: | 255.08 | Average loss trade: | -395.59 | |||||||||
Maximum consecutive wins ($): | 1 (418.09) | Maximum consecutive losses ($): | 2 (-386.05) | |||||||||
Maximal consecutive profit (count): | 418.09 (1) | Maximal consecutive loss (count): | -800.73 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.92 | Correlation (Profits,MAE): | 0.76 | Correlation (MFE,MAE): | 0.4492 | |||||||
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Minimal position holding time: | 360:00:00 | Maximal position holding time: | 19560:00:00 | Average position holding time: | 8448:11:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 3 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 10 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 11 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | in | 0.1 | 0.78780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.12.12 23:00:00 | 3 | NZDUSD | buy | out | 0.1 | 0.77790 | 3 | 0.00 | -6.93 | 99.00 | 10 092.07 | |
2014.12.12 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.77790 | 4 | 0.00 | 0.00 | 0.00 | 10 092.07 | |
2018.01.26 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.73548 | 5 | 0.00 | -376.53 | -424.20 | 9 291.34 | |
2018.01.26 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.73548 | 6 | 0.00 | 0.00 | 0.00 | 9 291.34 | |
2020.07.31 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.66341 | 7 | 0.00 | -302.61 | 720.70 | 9 709.43 | |
2020.07.31 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.66341 | 8 | 0.00 | 0.00 | 0.00 | 9 709.43 | |
2020.10.16 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.66072 | 9 | 0.00 | -25.41 | -26.90 | 9 657.12 | |
2020.10.16 23:00:00 | 10 | NZDUSD | sell | in | 0.1 | 0.66072 | 10 | 0.00 | 0.00 | 0.00 | 9 657.12 | |
2021.08.20 23:59:59 | 11 | NZDUSD | buy | out | 0.1 | 0.68393 | 11 | 0.00 | -101.64 | -232.10 | 9 323.38 | end of test |
0.00 | -813.12 | 136.50 | 9 323.38 | |||||||||