Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=10
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: -3 341.73 Balance Drawdown Absolute: 3 341.73 Equity Drawdown Absolute: 3 732.26
Gross Profit: 976.36 Balance Drawdown Maximal: 3 341.73 (33.42%) Equity Drawdown Maximal: 3 961.87 (38.73%)
Gross Loss: -4 318.09 Balance Drawdown Relative: 33.42% (3 341.73) Equity Drawdown Relative: 38.73% (3 961.87)
Profit Factor: 0.23 Expected Payoff: -196.57 Margin Level: 9451.61%
Recovery Factor: -0.84 Sharpe Ratio: -0.51 Z-Score: 0.41 (31.82%)
AHPR: 0.9774 (-2.26%) LR Correlation: -0.92 OnTester result: 0
GHPR: 0.9764 (-2.36%) LR Standard Error: 386.70
Total Trades: 17 Short Trades (won %): 8 (50.00%) Long Trades (won %): 9 (22.22%)
Total Deals: 34 Profit Trades (% of total): 6 (35.29%) Loss Trades (% of total): 11 (64.71%)
Largest profit trade: 490.29 Largest loss trade: -883.34
Average profit trade: 162.73 Average loss trade: -392.55
Maximum consecutive wins ($): 2 (523.16) Maximum consecutive losses ($): 3 (-1 752.77)
Maximal consecutive profit (count): 523.16 (2) Maximal consecutive loss (count): -1 752.77 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.59 Correlation (Profits,MAE): 0.65 Correlation (MFE,MAE): 0.0089
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 7320:00:00 Average position holding time: 2703:35:17
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002NZDUSDbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.11.21 23:00:003NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.21 23:00:004NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.12.12 23:00:005NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.12 23:00:006NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2015.02.27 23:00:007NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.02.27 23:00:008NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.05.22 23:00:009NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.22 23:00:0010NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.08.28 23:00:0011NZDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2015.08.28 23:00:0012NZDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2016.10.21 23:00:0013NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2016.10.21 23:00:0014NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2017.06.09 23:00:0015NZDUSDsell0.1 / 0.10.000002017.06.09 23:00:00filled
2017.06.09 23:00:0016NZDUSDsell0.1 / 0.10.000002017.06.09 23:00:00filled
2018.08.10 23:00:0017NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.10 23:00:0018NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.31 23:00:0019NZDUSDsell0.1 / 0.10.000002018.08.31 23:00:00filled
2018.08.31 23:00:0020NZDUSDsell0.1 / 0.10.000002018.08.31 23:00:00filled
2019.01.11 23:00:0021NZDUSDbuy0.1 / 0.10.000002019.01.11 23:00:00filled
2019.01.11 23:00:0022NZDUSDbuy0.1 / 0.10.000002019.01.11 23:00:00filled
2019.11.15 23:00:0023NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.15 23:00:0024NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.29 23:00:0025NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2019.11.29 23:00:0026NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2020.07.24 23:00:0027NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.24 23:00:0028NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0029NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0030NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.10.16 23:00:0031NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.16 23:00:0032NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2021.08.06 23:00:0033NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.06 23:00:0034NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.20 23:59:5935NZDUSDsell0.1 / 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 23:00:002NZDUSDbuyin0.10.8578020.000.000.0010 000.00
2014.11.21 23:00:003NZDUSDsellout0.10.7878030.00-71.61-700.009 228.39
2014.11.21 23:00:004NZDUSDsellin0.10.7878040.000.000.009 228.39
2014.12.12 23:00:005NZDUSDbuyout0.10.7779050.00-6.9399.009 320.46
2014.12.12 23:00:006NZDUSDbuyin0.10.7779060.000.000.009 320.46
2015.02.27 23:00:007NZDUSDsellout0.10.7562070.00-25.41-217.009 078.05
2015.02.27 23:00:008NZDUSDsellin0.10.7562080.000.000.009 078.05
2015.05.22 23:00:009NZDUSDbuyout0.10.7312090.00-27.72250.009 300.33
2015.05.22 23:00:0010NZDUSDbuyin0.10.73120100.000.000.009 300.33
2015.08.28 23:00:0011NZDUSDsellout0.10.64610110.00-32.34-851.008 416.99
2015.08.28 23:00:0012NZDUSDsellin0.10.64610120.000.000.008 416.99
2016.10.21 23:00:0013NZDUSDbuyout0.10.71616130.00-138.60-700.607 577.79
2016.10.21 23:00:0014NZDUSDbuyin0.10.71616140.000.000.007 577.79
2017.06.09 23:00:0015NZDUSDsellout0.10.72076150.00-76.2346.007 547.56
2017.06.09 23:00:0016NZDUSDsellin0.10.72076160.000.000.007 547.56
2018.08.10 23:00:0017NZDUSDbuyout0.10.65764170.00-140.91631.208 037.85
2018.08.10 23:00:0018NZDUSDbuyin0.10.65764180.000.000.008 037.85
2018.08.31 23:00:0019NZDUSDsellout0.10.66162190.00-6.9339.808 070.72
2018.08.31 23:00:0020NZDUSDsellin0.10.66162200.000.000.008 070.72
2019.01.11 23:00:0021NZDUSDbuyout0.10.68303210.00-43.89-214.107 812.73
2019.01.11 23:00:0022NZDUSDbuyin0.10.68303220.000.000.007 812.73
2019.11.15 23:00:0023NZDUSDsellout0.10.64000230.00-101.64-430.307 280.79
2019.11.15 23:00:0024NZDUSDsellin0.10.64000240.000.000.007 280.79
2019.11.29 23:00:0025NZDUSDbuyout0.10.64202250.00-4.62-20.207 255.97
2019.11.29 23:00:0026NZDUSDbuyin0.10.64202260.000.000.007 255.97
2020.07.24 23:00:0027NZDUSDsellout0.10.66370270.00-78.54216.807 394.23
2020.07.24 23:00:0028NZDUSDsellin0.10.66370280.000.000.007 394.23
2020.07.31 23:00:0029NZDUSDbuyout0.10.66341290.00-2.312.907 394.82
2020.07.31 23:00:0030NZDUSDbuyin0.10.66341300.000.000.007 394.82
2020.10.16 23:00:0031NZDUSDsellout0.10.66072310.00-25.41-26.907 342.51
2020.10.16 23:00:0032NZDUSDsellin0.10.66072320.000.000.007 342.51
2021.08.06 23:00:0033NZDUSDbuyout0.10.70124330.00-97.02-405.206 840.29
2021.08.06 23:00:0034NZDUSDbuyin0.10.70124340.000.000.006 840.29
2021.08.20 23:59:5935NZDUSDsellout0.10.68350350.00-4.62-177.406 658.27end of test
0.00 -884.73 -2 457.00 6 658.27