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=31
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: -2 386.19 Balance Drawdown Absolute: 2 386.19 Equity Drawdown Absolute: 2 604.28
Gross Profit: 317.84 Balance Drawdown Maximal: 2 633.75 (25.70%) Equity Drawdown Maximal: 3 476.14 (31.97%)
Gross Loss: -2 704.03 Balance Drawdown Relative: 25.70% (2 633.75) Equity Drawdown Relative: 31.97% (3 476.14)
Profit Factor: 0.12 Expected Payoff: -596.55 Margin Level: 7395.72%
Recovery Factor: -0.69 Sharpe Ratio: -0.79 Z-Score: 1.84 (93.42%)
AHPR: 0.9375 (-6.25%) LR Correlation: -0.95 OnTester result: 0
GHPR: 0.9341 (-6.59%) LR Standard Error: 494.53
Total Trades: 4 Short Trades (won %): 2 (0.00%) Long Trades (won %): 2 (100.00%)
Total Deals: 8 Profit Trades (% of total): 2 (50.00%) Loss Trades (% of total): 2 (50.00%)
Largest profit trade: 247.56 Largest loss trade: -1 386.06
Average profit trade: 158.92 Average loss trade: -1 352.02
Maximum consecutive wins ($): 1 (247.56) Maximum consecutive losses ($): 1 (-1 386.06)
Maximal consecutive profit (count): 247.56 (1) Maximal consecutive loss (count): -1 386.06 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.11 Correlation (Profits,MAE): 0.70 Correlation (MFE,MAE): -0.6353
Graph
Minimal position holding time: 480:00:00 Maximal position holding time: 33000:59:59 Average position holding time: 11490:14:59
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
2014.07.25 23:00:003USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2016.04.15 23:00:005USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.15 23:00:006USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.05.13 23:00:007USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:008USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2021.08.20 23:59:599USDCHFbuy0.1 / 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.07.25 23:00:003USDCHFsellout0.10.9046030.0017.62229.9410 247.56
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.0010 247.56
2016.04.15 23:00:005USDCHFbuyout0.10.9682050.00-661.08-656.898 929.59
2016.04.15 23:00:006USDCHFbuyin0.10.9682060.000.000.008 929.59
2016.05.13 23:00:007USDCHFsellout0.10.9746070.004.6165.678 999.87
2016.05.13 23:00:008USDCHFsellin0.10.9746080.000.000.008 999.87
2021.08.20 23:59:599USDCHFbuyout0.10.9172290.00-2011.65625.597 613.81end of test
0.00 -2 650.50 264.31 7 613.81