Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=30
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: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -540.73 Balance Drawdown Absolute: 635.13 Equity Drawdown Absolute: 1 056.80
Gross Profit: 3 165.29 Balance Drawdown Maximal: 1 932.83 (17.11%) Equity Drawdown Maximal: 3 565.61 (28.50%)
Gross Loss: -3 706.02 Balance Drawdown Relative: 17.11% (1 932.83) Equity Drawdown Relative: 28.50% (3 565.61)
Profit Factor: 0.85 Expected Payoff: -14.61 Margin Level: 8943.20%
Recovery Factor: -0.15 Sharpe Ratio: -0.05 Z-Score: -0.29 (22.05%)
AHPR: 0.9988 (-0.12%) LR Correlation: -0.68 OnTester result: 0
GHPR: 0.9985 (-0.15%) LR Standard Error: 404.40
Total Trades: 37 Short Trades (won %): 19 (36.84%) Long Trades (won %): 18 (55.56%)
Total Deals: 74 Profit Trades (% of total): 17 (45.95%) Loss Trades (% of total): 20 (54.05%)
Largest profit trade: 584.70 Largest loss trade: -513.07
Average profit trade: 186.19 Average loss trade: -185.30
Maximum consecutive wins ($): 4 (651.82) Maximum consecutive losses ($): 6 (-568.73)
Maximal consecutive profit (count): 1 152.01 (3) Maximal consecutive loss (count): -715.04 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): 0.49 Correlation (MFE,MAE): 0.0558
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 8280:00:00 Average position holding time: 1284:21:04
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.17 23:00:002USDCHFsell0.1 / 0.10.000002014.01.17 23:00:00filled
2014.02.28 23:00:003USDCHFbuy0.1 / 0.10.000002014.02.28 23:00:00filled
2014.02.28 23:00:004USDCHFbuy0.1 / 0.10.000002014.02.28 23:00:00filled
2014.04.04 23:00:005USDCHFsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.04 23:00:006USDCHFsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.18 23:00:007USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.18 23:00:008USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.05.23 23:00:009USDCHFsell0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.23 23:00:0010USDCHFsell0.1 / 0.10.000002014.05.23 23:00:00filled
2014.09.05 23:00:0011USDCHFbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.09.05 23:00:0012USDCHFbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.12.26 23:00:0013USDCHFsell0.1 / 0.10.000002014.12.26 23:00:00filled
2014.12.26 23:00:0014USDCHFsell0.1 / 0.10.000002014.12.26 23:00:00filled
2015.05.08 23:00:0015USDCHFbuy0.1 / 0.10.000002015.05.08 23:00:00filled
2015.05.08 23:00:0016USDCHFbuy0.1 / 0.10.000002015.05.08 23:00:00filled
2015.07.10 23:00:0017USDCHFsell0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.10 23:00:0018USDCHFsell0.1 / 0.10.000002015.07.10 23:00:00filled
2015.10.23 23:00:0019USDCHFbuy0.1 / 0.10.000002015.10.23 23:00:00filled
2015.10.23 23:00:0020USDCHFbuy0.1 / 0.10.000002015.10.23 23:00:00filled
2015.11.06 23:00:0021USDCHFsell0.1 / 0.10.000002015.11.06 23:00:00filled
2015.11.06 23:00:0022USDCHFsell0.1 / 0.10.000002015.11.06 23:00:00filled
2016.03.11 23:00:0023USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.03.11 23:00:0024USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.05.13 23:00:0025USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0026USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.10.07 23:00:0027USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.07 23:00:0028USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.14 23:00:0029USDCHFsell0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.14 23:00:0030USDCHFsell0.1 / 0.10.000002016.10.14 23:00:00filled
2017.02.03 23:00:0031USDCHFbuy0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.03 23:00:0032USDCHFbuy0.1 / 0.10.000002017.02.03 23:00:00filled
2017.04.14 23:00:0033USDCHFsell0.1 / 0.10.000002017.04.14 23:00:00filled
2017.04.14 23:00:0034USDCHFsell0.1 / 0.10.000002017.04.14 23:00:00filled
2017.05.12 23:00:0035USDCHFbuy0.1 / 0.10.000002017.05.12 23:00:00filled
2017.05.12 23:00:0036USDCHFbuy0.1 / 0.10.000002017.05.12 23:00:00filled
2017.05.19 23:00:0037USDCHFsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.19 23:00:0038USDCHFsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0039USDCHFbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2017.05.26 23:00:0040USDCHFbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2017.06.30 23:00:0041USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.06.30 23:00:0042USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.07.07 23:00:0043USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2017.07.07 23:00:0044USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2017.08.11 23:00:0045USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.08.11 23:00:0046USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.09.15 23:00:0047USDCHFbuy0.1 / 0.10.000002017.09.15 23:00:00filled
2017.09.15 23:00:0048USDCHFbuy0.1 / 0.10.000002017.09.15 23:00:00filled
2017.09.29 23:00:0049USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2017.09.29 23:00:0050USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2017.12.08 23:00:0051USDCHFbuy0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.08 23:00:0052USDCHFbuy0.1 / 0.10.000002017.12.08 23:00:00filled
2018.04.27 23:00:0053USDCHFsell0.1 / 0.10.000002018.04.27 23:00:00filled
2018.04.27 23:00:0054USDCHFsell0.1 / 0.10.000002018.04.27 23:00:00filled
2019.08.23 23:00:0055USDCHFbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.23 23:00:0056USDCHFbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.09.06 23:00:0057USDCHFsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.09.06 23:00:0058USDCHFsell0.1 / 0.10.000002019.09.06 23:00:00filled
2020.01.17 23:00:0059USDCHFbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.17 23:00:0060USDCHFbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.31 23:00:0061USDCHFsell0.1 / 0.10.000002020.01.31 23:00:00filled
2020.01.31 23:00:0062USDCHFsell0.1 / 0.10.000002020.01.31 23:00:00filled
2020.05.15 23:00:0063USDCHFbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.05.15 23:00:0064USDCHFbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.06.12 23:00:0065USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.12 23:00:0066USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.11.13 23:00:0067USDCHFbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.13 23:00:0068USDCHFbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2021.01.15 23:00:0069USDCHFsell0.1 / 0.10.000002021.01.15 23:00:00filled
2021.01.15 23:00:0070USDCHFsell0.1 / 0.10.000002021.01.15 23:00:00filled
2021.05.14 23:00:0071USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.05.14 23:00:0072USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.06.25 23:00:0073USDCHFsell0.1 / 0.10.000002021.06.25 23:00:00filled
2021.06.25 23:00:0074USDCHFsell0.1 / 0.10.000002021.06.25 23:00:00filled
2021.08.20 23:59:5975USDCHFbuy0.1 / 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
2014.01.17 23:00:002USDCHFsellin0.10.9110020.000.000.0010 000.00
2014.02.28 23:00:003USDCHFbuyout0.10.8799030.00-47.27353.4510 306.18
2014.02.28 23:00:004USDCHFbuyin0.10.8799040.000.000.0010 306.18
2014.04.04 23:00:005USDCHFsellout0.10.8916050.006.31131.2210 443.71
2014.04.04 23:00:006USDCHFsellin0.10.8916060.000.000.0010 443.71
2014.04.18 23:00:007USDCHFbuyout0.10.8838070.00-16.0288.2610 515.95
2014.04.18 23:00:008USDCHFbuyin0.10.8838080.000.000.0010 515.95
2014.05.23 23:00:009USDCHFsellout0.10.8954090.006.32129.5510 651.82
2014.05.23 23:00:0010USDCHFsellin0.10.89540100.000.000.0010 651.82
2014.09.05 23:00:0011USDCHFbuyout0.10.93160110.00-117.55-388.5810 145.69
2014.09.05 23:00:0012USDCHFbuyin0.10.93160120.000.000.0010 145.69
2014.12.26 23:00:0013USDCHFsellout0.10.98750130.0018.62566.0810 730.39
2014.12.26 23:00:0014USDCHFsellin0.10.98750140.000.000.0010 730.39
2015.05.08 23:00:0015USDCHFbuyout0.10.93110150.00-141.75605.7411 194.38
2015.05.08 23:00:0016USDCHFbuyin0.10.93110160.000.000.0011 194.38
2015.07.10 23:00:0017USDCHFsellout0.10.93980170.0010.7592.5711 297.70
2015.07.10 23:00:0018USDCHFsellin0.10.93980180.000.000.0011 297.70
2015.10.23 23:00:0019USDCHFbuyout0.10.97930190.00-109.72-403.3510 784.63
2015.10.23 23:00:0020USDCHFbuyin0.10.97930200.000.000.0010 784.63
2015.11.06 23:00:0021USDCHFsellout0.11.00570210.002.24262.5011 049.37
2015.11.06 23:00:0022USDCHFsellin0.11.00570220.000.000.0011 049.37
2016.03.11 23:00:0023USDCHFbuyout0.10.98280230.00-127.22233.0111 155.16
2016.03.11 23:00:0024USDCHFbuyin0.10.98280240.000.000.0011 155.16
2016.05.13 23:00:0025USDCHFsellout0.10.97460250.0010.41-84.1411 081.43
2016.05.13 23:00:0026USDCHFsellin0.10.97460260.000.000.0011 081.43
2016.10.07 23:00:0027USDCHFbuyout0.10.97757270.00-152.17-30.3810 898.88
2016.10.07 23:00:0028USDCHFbuyin0.10.97757280.000.000.0010 898.88
2016.10.14 23:00:0029USDCHFsellout0.10.99041290.001.12129.6411 029.64
2016.10.14 23:00:0030USDCHFsellin0.10.99041300.000.000.0011 029.64
2017.02.03 23:00:0031USDCHFbuyout0.10.99264310.00-112.49-22.4710 894.68
2017.02.03 23:00:0032USDCHFbuyin0.10.99264320.000.000.0010 894.68
2017.04.14 23:00:0033USDCHFsellout0.11.00456330.0011.19118.6611 024.53
2017.04.14 23:00:0034USDCHFsellin0.11.00456340.000.000.0011 024.53
2017.05.12 23:00:0035USDCHFbuyout0.11.00111350.00-28.3234.4611 030.67
2017.05.12 23:00:0036USDCHFbuyin0.11.00111360.000.000.0011 030.67
2017.05.19 23:00:0037USDCHFsellout0.10.97312370.001.13-287.6310 744.17
2017.05.19 23:00:0038USDCHFsellin0.10.97312380.000.000.0010 744.17
2017.05.26 23:00:0039USDCHFbuyout0.10.97484390.00-7.26-17.6410 719.27
2017.05.26 23:00:0040USDCHFbuyin0.10.97484400.000.000.0010 719.27
2017.06.30 23:00:0041USDCHFsellout0.10.95891410.005.78-166.1310 558.92
2017.06.30 23:00:0042USDCHFsellin0.10.95891420.000.000.0010 558.92
2017.07.07 23:00:0043USDCHFbuyout0.10.96373430.00-7.34-50.0110 501.57
2017.07.07 23:00:0044USDCHFbuyin0.10.96373440.000.000.0010 501.57
2017.08.11 23:00:0045USDCHFsellout0.10.96132450.005.86-25.0710 482.36
2017.08.11 23:00:0046USDCHFsellin0.10.96132460.000.000.0010 482.36
2017.09.15 23:00:0047USDCHFbuyout0.10.95975470.00-36.7816.3610 461.94
2017.09.15 23:00:0048USDCHFbuyin0.10.95975480.000.000.0010 461.94
2017.09.29 23:00:0049USDCHFsellout0.10.96814490.002.3386.6610 550.93
2017.09.29 23:00:0050USDCHFsellin0.10.96814500.000.000.0010 550.93
2017.12.08 23:00:0051USDCHFbuyout0.10.99303510.00-71.71-250.6510 228.57
2017.12.08 23:00:0052USDCHFbuyin0.10.99303520.000.000.0010 228.57
2018.04.27 23:00:0053USDCHFsellout0.10.98746530.0023.41-56.4110 195.57
2018.04.27 23:00:0054USDCHFsellin0.10.98746540.000.000.0010 195.57
2019.08.23 23:00:0055USDCHFbuyout0.10.97466550.00-491.01131.339 835.89
2019.08.23 23:00:0056USDCHFbuyin0.10.97466560.000.000.009 835.89
2019.09.06 23:00:0057USDCHFsellout0.10.98804570.002.26135.429 973.57
2019.09.06 23:00:0058USDCHFsellin0.10.98804580.000.000.009 973.57
2020.01.17 23:00:0059USDCHFbuyout0.10.96777590.00-136.04209.4510 046.98
2020.01.17 23:00:0060USDCHFbuyin0.10.96777600.000.000.0010 046.98
2020.01.31 23:00:0061USDCHFsellout0.10.96310610.002.33-48.4910 000.82
2020.01.31 23:00:0062USDCHFsellin0.10.96310620.000.000.0010 000.82
2020.05.15 23:00:0063USDCHFbuyout0.10.97220630.00-109.46-93.609 797.76
2020.05.15 23:00:0064USDCHFbuyin0.10.97220640.000.000.009 797.76
2020.06.12 23:00:0065USDCHFsellout0.10.95225650.004.67-209.509 592.93
2020.06.12 23:00:0066USDCHFsellin0.10.95225660.000.000.009 592.93
2020.11.13 23:00:0067USDCHFbuyout0.10.91298670.00-168.84430.139 854.22
2020.11.13 23:00:0068USDCHFbuyin0.10.91298680.000.000.009 854.22
2021.01.15 23:00:0069USDCHFsellout0.10.89116690.0011.33-244.859 620.70
2021.01.15 23:00:0070USDCHFsellin0.10.89116700.000.000.009 620.70
2021.05.14 23:00:0071USDCHFbuyout0.10.90236710.00-131.71-124.129 364.87
2021.05.14 23:00:0072USDCHFbuyin0.10.90236720.000.000.009 364.87
2021.06.25 23:00:0073USDCHFsellout0.10.91660730.007.45155.369 527.68
2021.06.25 23:00:0074USDCHFsellin0.10.91660740.000.000.009 527.68
2021.08.20 23:59:5975USDCHFbuyout0.10.91722750.00-61.65-6.769 459.27end of test
0.00 -1 940.80 1 400.07 9 459.27