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=21
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: -539.56 Balance Drawdown Absolute: 610.37 Equity Drawdown Absolute: 661.28
Gross Profit: 201.65 Balance Drawdown Maximal: 635.08 (6.34%) Equity Drawdown Maximal: 854.58 (8.38%)
Gross Loss: -741.21 Balance Drawdown Relative: 6.34% (635.08) Equity Drawdown Relative: 8.38% (854.58)
Profit Factor: 0.27 Expected Payoff: -38.54 Margin Level: 12013.88%
Recovery Factor: -0.63 Sharpe Ratio: -0.54 Z-Score: 1.26 (79.23%)
AHPR: 0.9961 (-0.39%) LR Correlation: -0.98 OnTester result: 0
GHPR: 0.9960 (-0.40%) LR Standard Error: 46.95
Total Trades: 14 Short Trades (won %): 9 (22.22%) Long Trades (won %): 5 (60.00%)
Total Deals: 28 Profit Trades (% of total): 5 (35.71%) Loss Trades (% of total): 9 (64.29%)
Largest profit trade: 70.81 Largest loss trade: -167.19
Average profit trade: 40.33 Average loss trade: -82.36
Maximum consecutive wins ($): 1 (70.81) Maximum consecutive losses ($): 4 (-289.66)
Maximal consecutive profit (count): 70.81 (1) Maximal consecutive loss (count): -289.66 (4)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.74 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): 0.4878
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.09 23:00:002AUDUSDbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.01.16 23:00:003AUDUSDsell0.1 / 0.10.000002015.01.16 23:00:00filled
2015.05.29 23:00:004AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:005AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.07.10 23:00:006AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:007AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2015.09.11 23:00:008AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:009AUDUSDbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2016.01.22 23:00:0010AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.29 23:00:0011AUDUSDsell0.1 / 0.10.000002016.01.29 23:00:00filled
2016.04.08 23:00:0012AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:0013AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2017.02.03 23:00:0014AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0015AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2017.07.21 23:00:0016AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.28 23:00:0017AUDUSDbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2018.05.18 23:00:0018AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.05.25 23:00:0019AUDUSDsell0.1 / 0.10.000002018.05.25 23:00:00filled
2019.04.05 23:00:0020AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0021AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.05.24 23:00:0022AUDUSDsell0.1 / 0.10.000002019.05.24 23:00:00filled
2019.05.31 23:00:0023AUDUSDbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2020.05.22 23:00:0024AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0025AUDUSDbuy0.1 / 0.10.000002020.05.29 23:00:00filled
2020.11.20 23:00:0026AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0027AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0028AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0029AUDUSDbuy0.1 / 0.10.000002021.01.29 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
2015.01.09 23:00:002AUDUSDbuyin0.10.8206020.000.000.0010 000.00
2015.01.16 23:00:003AUDUSDsellout0.10.8234030.00-3.2928.0010 024.71
2015.05.29 23:00:004AUDUSDbuyin0.10.7647040.000.000.0010 024.71
2015.06.05 23:00:005AUDUSDsellout0.10.7621050.00-3.29-26.009 995.42
2015.07.10 23:00:006AUDUSDbuyin0.10.7446060.000.000.009 995.42
2015.07.17 23:00:007AUDUSDsellout0.10.7380070.00-3.29-66.009 926.13
2015.09.11 23:00:008AUDUSDsellin0.10.7083080.000.000.009 926.13
2015.09.18 23:00:009AUDUSDbuyout0.10.7195090.00-1.19-112.009 812.94
2016.01.22 23:00:0010AUDUSDbuyin0.10.70080100.000.000.009 812.94
2016.01.29 23:00:0011AUDUSDsellout0.10.70780110.00-3.2970.009 879.65
2016.04.08 23:00:0012AUDUSDsellin0.10.75510120.000.000.009 879.65
2016.04.15 23:00:0013AUDUSDbuyout0.10.77170130.00-1.19-166.009 712.46
2017.02.03 23:00:0014AUDUSDsellin0.10.76828140.000.000.009 712.46
2017.02.10 23:00:0015AUDUSDbuyout0.10.76758150.00-1.197.009 718.27
2017.07.21 23:00:0016AUDUSDsellin0.10.79158160.000.000.009 718.27
2017.07.28 23:00:0017AUDUSDbuyout0.10.79872170.00-1.19-71.409 645.68
2018.05.18 23:00:0018AUDUSDbuyin0.10.75091180.000.000.009 645.68
2018.05.25 23:00:0019AUDUSDsellout0.10.75460190.00-3.2936.909 679.29
2019.04.05 23:00:0020AUDUSDsellin0.10.71048200.000.000.009 679.29
2019.04.12 23:00:0021AUDUSDbuyout0.10.71740210.00-1.19-69.209 608.90
2019.05.24 23:00:0022AUDUSDsellin0.10.69308220.000.000.009 608.90
2019.05.31 23:00:0023AUDUSDbuyout0.10.69375230.00-1.19-6.709 601.01
2020.05.22 23:00:0024AUDUSDsellin0.10.65364240.000.000.009 601.01
2020.05.29 23:00:0025AUDUSDbuyout0.10.66619250.00-1.19-125.509 474.32
2020.11.20 23:00:0026AUDUSDsellin0.10.73078260.000.000.009 474.32
2020.11.27 23:00:0027AUDUSDbuyout0.10.73913270.00-1.19-83.509 389.63
2021.01.22 23:00:0028AUDUSDsellin0.10.77142280.000.000.009 389.63
2021.01.29 23:00:0029AUDUSDbuyout0.10.76422290.00-1.1972.009 460.44
0.00 -27.16 -512.40 9 460.44