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=31 | ||||||||||||
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: | -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 | |||||||||
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Correlation (Profits,MFE): | 0.11 | Correlation (Profits,MAE): | 0.70 | Correlation (MFE,MAE): | -0.6353 | |||||||
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Minimal position holding time: | 480:00:00 | Maximal position holding time: | 33000:59:59 | Average position holding time: | 11490:14:59 | |||||||
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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 | |||||
2014.07.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 6 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 7 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | |
2014.07.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.90460 | 3 | 0.00 | 17.62 | 229.94 | 10 247.56 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 10 247.56 | |
2016.04.15 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.96820 | 5 | 0.00 | -661.08 | -656.89 | 8 929.59 | |
2016.04.15 23:00:00 | 6 | USDCHF | buy | in | 0.1 | 0.96820 | 6 | 0.00 | 0.00 | 0.00 | 8 929.59 | |
2016.05.13 23:00:00 | 7 | USDCHF | sell | out | 0.1 | 0.97460 | 7 | 0.00 | 4.61 | 65.67 | 8 999.87 | |
2016.05.13 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97460 | 8 | 0.00 | 0.00 | 0.00 | 8 999.87 | |
2021.08.20 23:59:59 | 9 | USDCHF | buy | out | 0.1 | 0.91722 | 9 | 0.00 | -2011.65 | 625.59 | 7 613.81 | end of test |
0.00 | -2 650.50 | 264.31 | 7 613.81 | |||||||||