Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
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 |
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History Quality: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -454.67 | Balance Drawdown Absolute: | 454.67 | Equity Drawdown Absolute: | 477.00 | |||||||
Gross Profit: | 201.77 | Balance Drawdown Maximal: | 454.67 (4.55%) | Equity Drawdown Maximal: | 505.48 (5.04%) | |||||||
Gross Loss: | -656.44 | Balance Drawdown Relative: | 4.55% (454.67) | Equity Drawdown Relative: | 5.04% (505.48) | |||||||
Profit Factor: | 0.31 | Expected Payoff: | -50.52 | Margin Level: | 9523.00% | |||||||
Recovery Factor: | -0.90 | Sharpe Ratio: | -0.49 | Z-Score: | 1.53 (87.40%) | |||||||
AHPR: | 0.9949 (-0.51%) | LR Correlation: | -0.92 | OnTester result: | 0 | |||||||
GHPR: | 0.9948 (-0.52%) | LR Standard Error: | 64.50 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 7 (28.57%) | Long Trades (won %): | 2 (0.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 2 (22.22%) | Loss Trades (% of total): | 7 (77.78%) | |||||||
Largest profit trade: | 176.16 | Largest loss trade: | -173.66 | |||||||||
Average profit trade: | 100.89 | Average loss trade: | -93.78 | |||||||||
Maximum consecutive wins ($): | 1 (176.16) | Maximum consecutive losses ($): | 3 (-287.04) | |||||||||
Maximal consecutive profit (count): | 176.16 (1) | Maximal consecutive loss (count): | -287.04 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.4912 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 133:20:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.11.14 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 6 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 7 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.16 23:00:00 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.10.16 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 10 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 11 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.05.20 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2017.07.07 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2017.07.07 23:00:00 | filled | |||||
2018.06.01 23:00:00 | 14 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.01 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 15 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2020.04.24 23:00:00 | 16 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.04.24 23:00:00 | filled | |||||
2020.05.01 23:00:00 | 17 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.05.01 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 18 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.19 23:00:00 | 19 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.06.19 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 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.88130 | 3 | 0.00 | 1.26 | -28.37 | 9 972.89 | |
2014.11.14 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.95890 | 4 | 0.00 | 0.00 | 0.00 | 9 972.89 | |
2014.11.21 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.97000 | 5 | 0.00 | -7.37 | -114.43 | 9 851.09 | |
2015.01.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 1.00120 | 6 | 0.00 | 0.00 | 0.00 | 9 851.09 | |
2015.01.09 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 1.01440 | 7 | 0.00 | -8.00 | -130.13 | 9 712.96 | |
2015.10.02 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97190 | 8 | 0.00 | 0.00 | 0.00 | 9 712.96 | |
2015.10.16 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.95370 | 9 | 0.00 | -14.68 | 190.84 | 9 889.12 | |
2016.05.13 23:00:00 | 10 | USDCHF | sell | in | 0.1 | 0.97460 | 10 | 0.00 | 0.00 | 0.00 | 9 889.12 | |
2016.05.20 23:00:00 | 11 | USDCHF | buy | out | 0.1 | 0.99110 | 11 | 0.00 | -7.18 | -166.48 | 9 715.46 | |
2017.06.30 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.95891 | 12 | 0.00 | 0.00 | 0.00 | 9 715.46 | |
2017.07.07 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 0.96373 | 13 | 0.00 | -7.34 | -50.01 | 9 658.11 | |
2018.06.01 23:00:00 | 14 | USDCHF | sell | in | 0.1 | 0.98852 | 14 | 0.00 | 0.00 | 0.00 | 9 658.11 | |
2018.06.08 23:00:00 | 15 | USDCHF | buy | out | 0.1 | 0.98529 | 15 | 0.00 | -7.17 | 32.78 | 9 683.72 | |
2020.04.24 23:00:00 | 16 | USDCHF | buy | in | 0.1 | 0.97413 | 16 | 0.00 | 0.00 | 0.00 | 9 683.72 | |
2020.05.01 23:00:00 | 17 | USDCHF | sell | out | 0.1 | 0.96121 | 17 | 0.00 | 1.14 | -134.41 | 9 550.45 | |
2020.06.12 23:00:00 | 18 | USDCHF | sell | in | 0.1 | 0.95225 | 18 | 0.00 | 0.00 | 0.00 | 9 550.45 | |
2020.06.19 23:00:00 | 19 | USDCHF | buy | out | 0.1 | 0.95203 | 19 | 0.00 | -7.43 | 2.31 | 9 545.33 | |
0.00 | -56.77 | -397.90 | 9 545.33 | |||||||||