Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=12 | ||||||||||||
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: | 96% | |||||||||||
Bars: | 94693 | Ticks: | 361462 | Symbols: | 1 | |||||||
Total Net Profit: | 126.53 | Balance Drawdown Absolute: | 235.25 | Equity Drawdown Absolute: | 345.68 | |||||||
Gross Profit: | 423.85 | Balance Drawdown Maximal: | 235.25 (2.35%) | Equity Drawdown Maximal: | 354.77 (3.54%) | |||||||
Gross Loss: | -297.32 | Balance Drawdown Relative: | 2.35% (235.25) | Equity Drawdown Relative: | 3.54% (354.77) | |||||||
Profit Factor: | 1.43 | Expected Payoff: | 18.08 | Margin Level: | 7094.65% | |||||||
Recovery Factor: | 0.36 | Sharpe Ratio: | 0.17 | Z-Score: | 0.06 (4.78%) | |||||||
AHPR: | 1.0019 (0.19%) | LR Correlation: | 0.74 | OnTester result: | 0 | |||||||
GHPR: | 1.0018 (0.18%) | LR Standard Error: | 100.71 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 4 (57.14%) | Loss Trades (% of total): | 3 (42.86%) | |||||||
Largest profit trade: | 150.03 | Largest loss trade: | -153.37 | |||||||||
Average profit trade: | 105.96 | Average loss trade: | -99.11 | |||||||||
Maximum consecutive wins ($): | 3 (327.89) | Maximum consecutive losses ($): | 2 (-235.25) | |||||||||
Maximal consecutive profit (count): | 327.89 (3) | Maximal consecutive loss (count): | -235.25 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.57 | Correlation (MFE,MAE): | 0.4555 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 137:08:34 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.31 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.01.31 23:00:00 | filled | |||||
2014.02.07 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 8 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 9 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.01 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 10 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 11 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 12 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.01.31 23:00:00 | 13 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.31 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 14 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.28 23:00:00 | 15 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.28 23:00:00 | filled | |||||
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 | ||||||
2014.01.31 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.34870 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.02.07 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.36410 | 3 | 0.00 | 0.63 | -154.00 | 9 846.63 | |
2014.05.16 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.37000 | 4 | 0.00 | 0.00 | 0.00 | 9 846.63 | |
2014.05.30 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.36310 | 5 | 0.00 | -12.88 | -69.00 | 9 764.75 | |
2016.12.09 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.05593 | 6 | 0.00 | 0.00 | 0.00 | 9 764.75 | |
2016.12.16 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.04421 | 7 | 0.00 | 0.63 | 117.20 | 9 882.58 | |
2017.08.25 23:00:00 | 8 | EURUSD | sell | in | 0.1 | 1.19243 | 8 | 0.00 | 0.00 | 0.00 | 9 882.58 | |
2017.09.01 23:00:00 | 9 | EURUSD | buy | out | 0.1 | 1.18649 | 9 | 0.00 | 0.63 | 59.40 | 9 942.61 | |
2019.08.23 23:00:00 | 10 | EURUSD | sell | in | 0.1 | 1.11415 | 10 | 0.00 | 0.00 | 0.00 | 9 942.61 | |
2019.08.30 23:00:00 | 11 | EURUSD | buy | out | 0.1 | 1.09921 | 11 | 0.00 | 0.63 | 149.40 | 10 092.64 | |
2020.01.24 23:00:00 | 12 | EURUSD | sell | in | 0.1 | 1.10275 | 12 | 0.00 | 0.00 | 0.00 | 10 092.64 | |
2020.01.31 23:00:00 | 13 | EURUSD | buy | out | 0.1 | 1.10902 | 13 | 0.00 | 0.63 | -62.70 | 10 030.57 | |
2020.08.21 23:00:00 | 14 | EURUSD | buy | in | 0.1 | 1.17949 | 14 | 0.00 | 0.00 | 0.00 | 10 030.57 | |
2020.08.28 23:00:00 | 15 | EURUSD | sell | out | 0.1 | 1.18973 | 15 | 0.00 | -6.44 | 102.40 | 10 126.53 | |
0.00 | -16.17 | 142.70 | 10 126.53 | |||||||||