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=26
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: -1 257.67 Balance Drawdown Absolute: 1 257.67 Equity Drawdown Absolute: 1 968.88
Gross Profit: 39.30 Balance Drawdown Maximal: 1 257.67 (12.58%) Equity Drawdown Maximal: 2 868.20 (26.32%)
Gross Loss: -1 296.97 Balance Drawdown Relative: 12.58% (1 257.67) Equity Drawdown Relative: 26.32% (2 868.20)
Profit Factor: 0.03 Expected Payoff: -209.61 Margin Level: 8031.12%
Recovery Factor: -0.44 Sharpe Ratio: -0.57 Z-Score: 1.77 (92.33%)
AHPR: 0.9786 (-2.14%) LR Correlation: -0.79 OnTester result: 0
GHPR: 0.9778 (-2.22%) LR Standard Error: 311.77
Total Trades: 6 Short Trades (won %): 3 (0.00%) Long Trades (won %): 3 (33.33%)
Total Deals: 12 Profit Trades (% of total): 1 (16.67%) Loss Trades (% of total): 5 (83.33%)
Largest profit trade: 39.30 Largest loss trade: -1 007.12
Average profit trade: 39.30 Average loss trade: -259.39
Maximum consecutive wins ($): 1 (39.30) Maximum consecutive losses ($): 4 (-1 238.54)
Maximal consecutive profit (count): 39.30 (1) Maximal consecutive loss (count): -1 238.54 (4)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.46 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.1861
Graph
Minimal position holding time: 480:00:00 Maximal position holding time: 12360:00:00 Average position holding time: 5700:09:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDCADsell0.1 / 0.10.000002014.02.07 23:00:00filled
2014.03.07 23:00:003USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.03.07 23:00:004USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.10.24 23:00:005USDCADsell0.1 / 0.10.000002014.10.24 23:00:00filled
2015.07.31 23:00:006USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2016.10.14 23:00:007USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.11.18 23:00:008USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2018.11.09 23:00:009USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2019.11.08 23:00:0010USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2020.02.21 23:00:0011USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.05.08 23:00:0012USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2021.08.20 23:59:5913USDCADsell0.1 / 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
2014.02.07 23:00:002USDCADsellin0.11.1038020.000.000.0010 000.00
2014.03.07 23:00:003USDCADbuyout0.11.1091030.00-10.64-47.799 941.57
2014.03.07 23:00:004USDCADbuyin0.11.1091040.000.000.009 941.57
2014.10.24 23:00:005USDCADsellout0.11.1230050.00-84.48123.789 980.87
2015.07.31 23:00:006USDCADsellin0.11.3079060.000.000.009 980.87
2016.10.14 23:00:007USDCADbuyout0.11.3144970.00-139.95-50.139 790.79
2016.11.18 23:00:008USDCADsellin0.11.3512080.000.000.009 790.79
2018.11.09 23:00:009USDCADbuyout0.11.3206290.00-233.74231.569 788.61
2019.11.08 23:00:0010USDCADbuyin0.11.32275100.000.000.009 788.61
2020.02.21 23:00:0011USDCADsellout0.11.32178110.00-31.82-7.349 749.45
2020.05.08 23:00:0012USDCADbuyin0.11.39261120.000.000.009 749.45
2021.08.20 23:59:5913USDCADsellout0.11.28216130.00-145.68-861.448 742.33end of test
0.00 -646.31 -611.36 8 742.33