Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=9
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: 98%
Bars: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -327.93 Balance Drawdown Absolute: 429.26 Equity Drawdown Absolute: 872.09
Gross Profit: 2 590.56 Balance Drawdown Maximal: 1 316.80 (12.08%) Equity Drawdown Maximal: 2 104.65 (18.74%)
Gross Loss: -2 918.49 Balance Drawdown Relative: 12.08% (1 316.80) Equity Drawdown Relative: 18.74% (2 104.65)
Profit Factor: 0.89 Expected Payoff: -23.42 Margin Level: 9127.91%
Recovery Factor: -0.16 Sharpe Ratio: -0.03 Z-Score: 0.04 (3.19%)
AHPR: 0.9987 (-0.13%) LR Correlation: -0.11 OnTester result: 0
GHPR: 0.9976 (-0.24%) LR Standard Error: 441.86
Total Trades: 14 Short Trades (won %): 7 (28.57%) Long Trades (won %): 7 (42.86%)
Total Deals: 28 Profit Trades (% of total): 5 (35.71%) Loss Trades (% of total): 9 (64.29%)
Largest profit trade: 799.37 Largest loss trade: -744.08
Average profit trade: 518.11 Average loss trade: -324.28
Maximum consecutive wins ($): 3 (1 271.24) Maximum consecutive losses ($): 4 (-1 316.80)
Maximal consecutive profit (count): 1 271.24 (3) Maximal consecutive loss (count): -1 316.80 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.83 Correlation (Profits,MAE): 0.55 Correlation (MFE,MAE): 0.3829
Graph
Minimal position holding time: 720:00:00 Maximal position holding time: 9840:00:00 Average position holding time: 3274:21:25
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.25 23:00:002USDCADbuy0.1 / 0.10.000002014.04.25 23:00:00filled
2014.08.22 23:00:003USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.08.22 23:00:004USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.11.21 23:00:005USDCADbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.21 23:00:006USDCADbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2015.06.12 23:00:007USDCADsell0.1 / 0.10.000002015.06.12 23:00:00filled
2015.06.12 23:00:008USDCADsell0.1 / 0.10.000002015.06.12 23:00:00filled
2015.09.11 23:00:009USDCADbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.11 23:00:0010USDCADbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.12.18 23:00:0011USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2015.12.18 23:00:0012USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2016.06.17 23:00:0013USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.17 23:00:0014USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.08.12 23:00:0015USDCADsell0.1 / 0.10.000002016.08.12 23:00:00filled
2016.08.12 23:00:0016USDCADsell0.1 / 0.10.000002016.08.12 23:00:00filled
2016.12.23 23:00:0017USDCADbuy0.1 / 0.10.000002016.12.23 23:00:00filled
2016.12.23 23:00:0018USDCADbuy0.1 / 0.10.000002016.12.23 23:00:00filled
2018.07.20 23:00:0019USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.20 23:00:0020USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2019.04.12 23:00:0021USDCADbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.04.12 23:00:0022USDCADbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2020.09.25 23:00:0023USDCADsell0.1 / 0.10.000002020.09.25 23:00:00filled
2020.09.25 23:00:0024USDCADsell0.1 / 0.10.000002020.09.25 23:00:00filled
2021.03.05 23:00:0025USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.05 23:00:0026USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.04.16 23:00:0027USDCADsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.16 23:00:0028USDCADsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.08.20 23:59:5929USDCADbuy0.1 / 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
2014.04.25 23:00:002USDCADbuyin0.11.1038020.000.000.0010 000.00
2014.08.22 23:00:003USDCADsellout0.11.0944030.00-43.97-85.899 870.14
2014.08.22 23:00:004USDCADsellin0.11.0944040.000.000.009 870.14
2014.11.21 23:00:005USDCADbuyout0.11.1242050.00-34.32-265.089 570.74
2014.11.21 23:00:006USDCADbuyin0.11.1242060.000.000.009 570.74
2015.06.12 23:00:007USDCADsellout0.11.2308070.00-66.73866.1010 370.11
2015.06.12 23:00:008USDCADsellin0.11.2308080.000.000.0010 370.11
2015.09.11 23:00:009USDCADbuyout0.11.3255090.00-29.63-714.459 626.03
2015.09.11 23:00:0010USDCADbuyin0.11.32550100.000.000.009 626.03
2015.12.18 23:00:0011USDCADsellout0.11.39410110.00-29.52492.0710 088.58
2015.12.18 23:00:0012USDCADsellin0.11.39410120.000.000.0010 088.58
2016.06.17 23:00:0013USDCADbuyout0.11.28810130.00-57.21822.9210 854.29
2016.06.17 23:00:0014USDCADbuyin0.11.28810140.000.000.0010 854.29
2016.08.12 23:00:0015USDCADsellout0.11.29590150.00-17.2160.1910 897.27
2016.08.12 23:00:0016USDCADsellin0.11.29590160.000.000.0010 897.27
2016.12.23 23:00:0017USDCADbuyout0.11.35353170.00-42.22-425.7810 429.27
2016.12.23 23:00:0018USDCADbuyin0.11.35353180.000.000.0010 429.27
2018.07.20 23:00:0019USDCADsellout0.11.31243190.00-177.69-313.169 938.42
2018.07.20 23:00:0020USDCADsellin0.11.31243200.000.000.009 938.42
2019.04.12 23:00:0021USDCADbuyout0.11.33306210.00-84.63-154.769 699.03
2019.04.12 23:00:0022USDCADbuyin0.11.33306220.000.000.009 699.03
2020.09.25 23:00:0023USDCADsellout0.11.33844230.00-158.7640.209 580.47
2020.09.25 23:00:0024USDCADsellin0.11.33844240.000.000.009 580.47
2021.03.05 23:00:0025USDCADbuyout0.11.26598250.00-52.41572.3610 100.42
2021.03.05 23:00:0026USDCADbuyin0.11.26598260.000.000.0010 100.42
2021.04.16 23:00:0027USDCADsellout0.11.25066270.00-13.42-122.509 964.50
2021.04.16 23:00:0028USDCADsellin0.11.25066280.000.000.009 964.50
2021.08.20 23:59:5929USDCADbuyout0.11.28266290.00-42.95-249.489 672.07end of test
0.00 -850.67 522.74 9 672.07