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=25 | ||||||||||||
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: | 1 786.26 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 616.42 | |||||||
Gross Profit: | 2 751.89 | Balance Drawdown Maximal: | 401.01 (3.29%) | Equity Drawdown Maximal: | 1 290.66 (12.09%) | |||||||
Gross Loss: | -965.63 | Balance Drawdown Relative: | 3.49% (367.07) | Equity Drawdown Relative: | 12.09% (1 290.66) | |||||||
Profit Factor: | 2.85 | Expected Payoff: | 198.47 | Margin Level: | 12625.06% | |||||||
Recovery Factor: | 1.38 | Sharpe Ratio: | 0.45 | Z-Score: | 1.22 (77.75%) | |||||||
AHPR: | 1.0193 (1.93%) | LR Correlation: | 0.90 | OnTester result: | 0 | |||||||
GHPR: | 1.0184 (1.84%) | LR Standard Error: | 326.83 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 4 (100.00%) | Long Trades (won %): | 5 (40.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 6 (66.67%) | Loss Trades (% of total): | 3 (33.33%) | |||||||
Largest profit trade: | 1 130.49 | Largest loss trade: | -401.01 | |||||||||
Average profit trade: | 458.65 | Average loss trade: | -321.88 | |||||||||
Maximum consecutive wins ($): | 3 (973.61) | Maximum consecutive losses ($): | 1 (-401.01) | |||||||||
Maximal consecutive profit (count): | 1 272.34 (2) | Maximal consecutive loss (count): | -401.01 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.60 | Correlation (MFE,MAE): | 0.4744 | |||||||
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Minimal position holding time: | 600:00:00 | Maximal position holding time: | 9240:00:00 | Average position holding time: | 4186:46:39 | |||||||
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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 | |||||
2015.05.22 23:00:00 | 3 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.06.23 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.06.23 23:00:00 | filled | |||||
2017.07.07 23:00:00 | 10 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.07 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 11 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 16 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2020.12.18 23:00:00 | 17 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.12.18 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 18 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 19 | NZDUSD | sell | 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 | |
2015.05.22 23:00:00 | 3 | NZDUSD | buy | out | 0.1 | 0.73120 | 3 | 0.00 | -60.06 | 566.00 | 10 505.94 | |
2015.05.22 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.73120 | 4 | 0.00 | 0.00 | 0.00 | 10 505.94 | |
2016.11.11 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.71228 | 5 | 0.00 | -177.87 | -189.20 | 10 138.87 | |
2016.11.11 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.71228 | 6 | 0.00 | 0.00 | 0.00 | 10 138.87 | |
2017.01.06 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.69644 | 7 | 0.00 | -18.48 | 158.40 | 10 278.79 | |
2017.01.06 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.69644 | 8 | 0.00 | 0.00 | 0.00 | 10 278.79 | |
2017.06.23 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.72829 | 9 | 0.00 | -55.44 | 318.50 | 10 541.85 | |
2017.07.07 23:00:00 | 10 | NZDUSD | sell | in | 0.1 | 0.72787 | 10 | 0.00 | 0.00 | 0.00 | 10 541.85 | |
2018.08.10 23:00:00 | 11 | NZDUSD | buy | out | 0.1 | 0.65764 | 11 | 0.00 | -131.67 | 702.30 | 11 112.48 | |
2018.08.17 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.66316 | 12 | 0.00 | 0.00 | 0.00 | 11 112.48 | |
2020.01.24 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.66073 | 13 | 0.00 | -173.25 | -24.30 | 10 914.93 | |
2020.04.10 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.60849 | 14 | 0.00 | 0.00 | 0.00 | 10 914.93 | |
2020.05.15 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.59315 | 15 | 0.00 | -11.55 | 153.40 | 11 056.78 | |
2020.05.15 23:00:00 | 16 | NZDUSD | buy | in | 0.1 | 0.59315 | 16 | 0.00 | 0.00 | 0.00 | 11 056.78 | |
2020.12.18 23:00:00 | 17 | NZDUSD | sell | out | 0.1 | 0.71336 | 17 | 0.00 | -71.61 | 1 202.10 | 12 187.27 | |
2021.06.04 23:00:00 | 18 | NZDUSD | buy | in | 0.1 | 0.72106 | 18 | 0.00 | 0.00 | 0.00 | 12 187.27 | |
2021.08.20 23:59:59 | 19 | NZDUSD | sell | out | 0.1 | 0.68350 | 19 | 0.00 | -25.41 | -375.60 | 11 786.26 | end of test |
0.00 | -725.34 | 2 511.60 | 11 786.26 | |||||||||