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=4
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: -504.45 Balance Drawdown Absolute: 566.19 Equity Drawdown Absolute: 608.84
Gross Profit: 598.61 Balance Drawdown Maximal: 566.19 (5.66%) Equity Drawdown Maximal: 637.32 (6.36%)
Gross Loss: -1 103.06 Balance Drawdown Relative: 5.66% (566.19) Equity Drawdown Relative: 6.36% (637.32)
Profit Factor: 0.54 Expected Payoff: -25.22 Margin Level: 9391.16%
Recovery Factor: -0.79 Sharpe Ratio: -0.23 Z-Score: 0.74 (54.07%)
AHPR: 0.9975 (-0.25%) LR Correlation: -0.56 OnTester result: 0
GHPR: 0.9974 (-0.26%) LR Standard Error: 135.18
Total Trades: 20 Short Trades (won %): 11 (36.36%) Long Trades (won %): 9 (55.56%)
Total Deals: 40 Profit Trades (% of total): 9 (45.00%) Loss Trades (% of total): 11 (55.00%)
Largest profit trade: 185.06 Largest loss trade: -225.03
Average profit trade: 66.51 Average loss trade: -100.28
Maximum consecutive wins ($): 3 (233.60) Maximum consecutive losses ($): 4 (-512.07)
Maximal consecutive profit (count): 233.60 (3) Maximal consecutive loss (count): -512.07 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.84 Correlation (MFE,MAE): 0.4568
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 126:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.11.14 23:00:004USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2014.11.21 23:00:005USDCHFbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2015.01.02 23:00:006USDCHFsell0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007USDCHFbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.04.24 23:00:008USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.05.01 23:00:009USDCHFsell0.1 / 0.10.000002015.05.01 23:00:00filled
2015.10.02 23:00:0010USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.16 23:00:0011USDCHFbuy0.1 / 0.10.000002015.10.16 23:00:00filled
2016.05.13 23:00:0012USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0013USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2016.07.01 23:00:0014USDCHFbuy0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.08 23:00:0015USDCHFsell0.1 / 0.10.000002016.07.08 23:00:00filled
2016.08.26 23:00:0016USDCHFbuy0.1 / 0.10.000002016.08.26 23:00:00filled
2016.09.02 23:00:0017USDCHFsell0.1 / 0.10.000002016.09.02 23:00:00filled
2016.09.30 23:00:0018USDCHFsell0.1 / 0.10.000002016.09.30 23:00:00filled
2016.10.07 23:00:0019USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.12.16 23:00:0020USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.23 23:00:0021USDCHFsell0.1 / 0.10.000002016.12.23 23:00:00filled
2017.06.30 23:00:0022USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.07.07 23:00:0023USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2017.07.14 23:00:0024USDCHFsell0.1 / 0.10.000002017.07.14 23:00:00filled
2017.07.21 23:00:0025USDCHFbuy0.1 / 0.10.000002017.07.21 23:00:00filled
2018.06.01 23:00:0026USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.06.08 23:00:0027USDCHFbuy0.1 / 0.10.000002018.06.08 23:00:00filled
2018.06.22 23:00:0028USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0029USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.06.29 23:00:0030USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.07.06 23:00:0031USDCHFbuy0.1 / 0.10.000002018.07.06 23:00:00filled
2018.07.27 23:00:0032USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.08.03 23:00:0033USDCHFsell0.1 / 0.10.000002018.08.03 23:00:00filled
2018.08.24 23:00:0034USDCHFbuy0.1 / 0.10.000002018.08.24 23:00:00filled
2018.08.31 23:00:0035USDCHFsell0.1 / 0.10.000002018.08.31 23:00:00filled
2020.04.24 23:00:0036USDCHFbuy0.1 / 0.10.000002020.04.24 23:00:00filled
2020.05.01 23:00:0037USDCHFsell0.1 / 0.10.000002020.05.01 23:00:00filled
2020.06.12 23:00:0038USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0039USDCHFbuy0.1 / 0.10.000002020.06.19 23:00:00filled
2020.11.20 23:00:0040USDCHFsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0041USDCHFbuy0.1 / 0.10.000002020.11.27 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.11.14 23:00:004USDCHFsellin0.10.9589040.000.000.009 972.89
2014.11.21 23:00:005USDCHFbuyout0.10.9700050.00-7.37-114.439 851.09
2015.01.02 23:00:006USDCHFsellin0.11.0012060.000.000.009 851.09
2015.01.09 23:00:007USDCHFbuyout0.11.0144070.00-8.00-130.139 712.96
2015.04.24 23:00:008USDCHFbuyin0.10.9538080.000.000.009 712.96
2015.05.01 23:00:009USDCHFsellout0.10.9327090.001.19-226.229 487.93
2015.10.02 23:00:0010USDCHFsellin0.10.97190100.000.000.009 487.93
2015.10.16 23:00:0011USDCHFbuyout0.10.95370110.00-14.68190.849 664.09
2016.05.13 23:00:0012USDCHFsellin0.10.97460120.000.000.009 664.09
2016.05.20 23:00:0013USDCHFbuyout0.10.99110130.00-7.18-166.489 490.43
2016.07.01 23:00:0014USDCHFbuyin0.10.97370140.000.000.009 490.43
2016.07.08 23:00:0015USDCHFsellout0.10.98360150.001.13100.659 592.21
2016.08.26 23:00:0016USDCHFbuyin0.10.97860160.000.000.009 592.21
2016.09.02 23:00:0017USDCHFsellout0.10.98020170.001.1316.329 609.66
2016.09.30 23:00:0018USDCHFsellin0.10.97130180.000.000.009 609.66
2016.10.07 23:00:0019USDCHFbuyout0.10.97757190.00-7.25-64.149 538.27
2016.12.16 23:00:0020USDCHFbuyin0.11.02716200.000.000.009 538.27
2016.12.23 23:00:0021USDCHFsellout0.11.02770210.001.115.259 544.63
2017.06.30 23:00:0022USDCHFsellin0.10.95891220.000.000.009 544.63
2017.07.07 23:00:0023USDCHFbuyout0.10.96373230.00-7.34-50.019 487.28
2017.07.14 23:00:0024USDCHFsellin0.10.96339240.000.000.009 487.28
2017.07.21 23:00:0025USDCHFbuyout0.10.94520250.00-7.39192.459 672.34
2018.06.01 23:00:0026USDCHFsellin0.10.98852260.000.000.009 672.34
2018.06.08 23:00:0027USDCHFbuyout0.10.98529270.00-7.1732.789 697.95
2018.06.22 23:00:0028USDCHFbuyin0.10.98812280.000.000.009 697.95
2018.06.29 23:00:0029USDCHFsellout0.10.99028290.001.1221.819 720.88
2018.06.29 23:00:0030USDCHFsellin0.10.99028300.000.000.009 720.88
2018.07.06 23:00:0031USDCHFbuyout0.10.99046310.00-7.13-1.829 711.93
2018.07.27 23:00:0032USDCHFbuyin0.10.99422320.000.000.009 711.93
2018.08.03 23:00:0033USDCHFsellout0.10.99426330.001.120.409 713.45
2018.08.24 23:00:0034USDCHFbuyin0.10.98296340.000.000.009 713.45
2018.08.31 23:00:0035USDCHFsellout0.10.96916350.001.14-142.399 572.20
2020.04.24 23:00:0036USDCHFbuyin0.10.97413360.000.000.009 572.20
2020.05.01 23:00:0037USDCHFsellout0.10.96121370.001.14-134.419 438.93
2020.06.12 23:00:0038USDCHFsellin0.10.95225380.000.000.009 438.93
2020.06.19 23:00:0039USDCHFbuyout0.10.95203390.00-7.432.319 433.81
2020.11.20 23:00:0040USDCHFsellin0.10.91107400.000.000.009 433.81
2020.11.27 23:00:0041USDCHFbuyout0.10.90478410.00-7.7869.529 495.55
0.00 -78.38 -426.07 9 495.55