Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=20
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: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -438.37 Balance Drawdown Absolute: 445.21 Equity Drawdown Absolute: 614.91
Gross Profit: 297.61 Balance Drawdown Maximal: 445.21 (4.45%) Equity Drawdown Maximal: 687.11 (6.82%)
Gross Loss: -735.98 Balance Drawdown Relative: 4.45% (445.21) Equity Drawdown Relative: 6.82% (687.11)
Profit Factor: 0.40 Expected Payoff: -36.53 Margin Level: 5909.18%
Recovery Factor: -0.64 Sharpe Ratio: -0.36 Z-Score: 1.67 (90.51%)
AHPR: 0.9963 (-0.37%) LR Correlation: -0.89 OnTester result: 0
GHPR: 0.9963 (-0.37%) LR Standard Error: 65.49
Total Trades: 12 Short Trades (won %): 6 (33.33%) Long Trades (won %): 6 (50.00%)
Total Deals: 24 Profit Trades (% of total): 5 (41.67%) Loss Trades (% of total): 7 (58.33%)
Largest profit trade: 118.77 Largest loss trade: -207.20
Average profit trade: 59.52 Average loss trade: -105.14
Maximum consecutive wins ($): 2 (65.77) Maximum consecutive losses ($): 2 (-235.72)
Maximal consecutive profit (count): 118.77 (1) Maximal consecutive loss (count): -235.72 (2)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.74 Correlation (MFE,MAE): 0.4823
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
2014.04.11 23:00:002GBPUSDsell0.1 / 0.10.000002014.04.11 23:00:00filled
2014.04.18 23:00:003GBPUSDbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:005GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.07.03 23:00:006GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.07.10 23:00:007GBPUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2016.02.05 23:00:008GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:009GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2018.09.14 23:00:0010GBPUSDsell0.1 / 0.10.000002018.09.14 23:00:00filled
2018.09.21 23:00:0011GBPUSDbuy0.1 / 0.10.000002018.09.21 23:00:00filled
2018.12.07 23:00:0012GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2018.12.14 23:00:0013GBPUSDsell0.1 / 0.10.000002018.12.14 23:00:00filled
2019.08.30 23:00:0014GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0015GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0016GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0017GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2020.02.14 23:00:0018GBPUSDsell0.1 / 0.10.000002020.02.14 23:00:00filled
2020.02.21 23:00:0019GBPUSDbuy0.1 / 0.10.000002020.02.21 23:00:00filled
2021.04.16 23:00:0020GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0021GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0022GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0023GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0024GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0025GBPUSDsell0.1 / 0.10.000002021.06.11 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
2014.04.11 23:00:002GBPUSDsellin0.11.6736020.000.000.0010 000.00
2014.04.18 23:00:003GBPUSDbuyout0.11.6793030.00-2.80-57.009 940.20
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.009 940.20
2015.01.09 23:00:005GBPUSDsellout0.11.5163050.00-3.92-172.009 764.28
2015.07.03 23:00:006GBPUSDsellin0.11.5585060.000.000.009 764.28
2015.07.10 23:00:007GBPUSDbuyout0.11.5517070.00-2.8068.009 829.48
2016.02.05 23:00:008GBPUSDbuyin0.11.4503080.000.000.009 829.48
2016.02.12 23:00:009GBPUSDsellout0.11.4507090.00-3.434.009 830.05
2018.09.14 23:00:0010GBPUSDsellin0.11.30607100.000.000.009 830.05
2018.09.21 23:00:0011GBPUSDbuyout0.11.30799110.00-2.80-19.209 808.05
2018.12.07 23:00:0012GBPUSDbuyin0.11.27418120.000.000.009 808.05
2018.12.14 23:00:0013GBPUSDsellout0.11.25804130.00-3.43-161.409 643.22
2019.08.30 23:00:0014GBPUSDbuyin0.11.21693140.000.000.009 643.22
2019.09.06 23:00:0015GBPUSDsellout0.11.22915150.00-3.43122.209 761.99
2019.12.06 23:00:0016GBPUSDsellin0.11.31407160.000.000.009 761.99
2019.12.13 23:00:0017GBPUSDbuyout0.11.33451170.00-2.80-204.409 554.79
2020.02.14 23:00:0018GBPUSDsellin0.11.30482180.000.000.009 554.79
2020.02.21 23:00:0019GBPUSDbuyout0.11.29625190.00-2.8085.709 637.69
2021.04.16 23:00:0020GBPUSDsellin0.11.38381200.000.000.009 637.69
2021.04.23 23:00:0021GBPUSDbuyout0.11.38860210.00-2.80-47.909 586.99
2021.05.21 23:00:0022GBPUSDbuyin0.11.41550220.000.000.009 586.99
2021.05.28 23:00:0023GBPUSDsellout0.11.41886230.00-3.4333.609 617.16
2021.06.04 23:00:0024GBPUSDbuyin0.11.41674240.000.000.009 617.16
2021.06.11 23:00:0025GBPUSDsellout0.11.41153250.00-3.43-52.109 561.63
0.00 -37.87 -400.50 9 561.63