Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=4 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | 135.91 | Balance Drawdown Absolute: | 59.04 | Equity Drawdown Absolute: | 149.54 | |||||||
Gross Profit: | 972.81 | Balance Drawdown Maximal: | 371.06 (3.54%) | Equity Drawdown Maximal: | 588.33 (5.56%) | |||||||
Gross Loss: | -836.90 | Balance Drawdown Relative: | 3.54% (371.06) | Equity Drawdown Relative: | 5.56% (588.33) | |||||||
Profit Factor: | 1.16 | Expected Payoff: | 5.44 | Margin Level: | 9850.46% | |||||||
Recovery Factor: | 0.23 | Sharpe Ratio: | 0.07 | Z-Score: | 2.05 (95.86%) | |||||||
AHPR: | 1.0006 (0.06%) | LR Correlation: | 0.48 | OnTester result: | 0 | |||||||
GHPR: | 1.0005 (0.05%) | LR Standard Error: | 135.08 | |||||||||
Total Trades: | 25 | Short Trades (won %): | 11 (63.64%) | Long Trades (won %): | 14 (42.86%) | |||||||
Total Deals: | 50 | Profit Trades (% of total): | 13 (52.00%) | Loss Trades (% of total): | 12 (48.00%) | |||||||
Largest profit trade: | 195.98 | Largest loss trade: | -157.13 | |||||||||
Average profit trade: | 74.83 | Average loss trade: | -69.74 | |||||||||
Maximum consecutive wins ($): | 3 (266.46) | Maximum consecutive losses ($): | 4 (-243.81) | |||||||||
Maximal consecutive profit (count): | 266.46 (3) | Maximal consecutive loss (count): | -243.81 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.73 | Correlation (Profits,MAE): | 0.63 | Correlation (MFE,MAE): | 0.3406 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 139:12:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.25 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.05.02 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.02 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.08.29 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.08.29 23:00:00 | filled | |||||
2014.10.10 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.10 23:00:00 | filled | |||||
2014.10.24 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.10.24 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 8 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.28 23:00:00 | 9 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.28 23:00:00 | filled | |||||
2015.02.20 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.02.20 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.06.12 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.12 23:00:00 | filled | |||||
2015.06.19 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.06.19 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.25 23:00:00 | filled | |||||
2015.10.16 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.10.16 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.10.23 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 18 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 19 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.08 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 20 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.24 23:00:00 | 21 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.24 23:00:00 | filled | |||||
2016.08.12 23:00:00 | 22 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.12 23:00:00 | filled | |||||
2016.08.19 23:00:00 | 23 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.08.19 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 24 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 25 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 26 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 27 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 28 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2016.12.30 23:00:00 | 29 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.30 23:00:00 | filled | |||||
2017.10.06 23:00:00 | 30 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.10.06 23:00:00 | filled | |||||
2017.10.13 23:00:00 | 31 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.10.13 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 32 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 33 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 34 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 35 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 36 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 37 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 38 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 39 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 40 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 41 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.01.17 23:00:00 | 42 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.17 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 43 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 44 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 45 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.09.25 23:00:00 | 46 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.09.25 23:00:00 | filled | |||||
2020.10.02 23:00:00 | 47 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.10.02 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 48 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 49 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 50 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 51 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 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 | ||||||
2014.04.25 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.02 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.09760 | 3 | 0.00 | -2.55 | -56.49 | 9 940.96 | |
2014.08.22 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.09440 | 4 | 0.00 | 0.00 | 0.00 | 9 940.96 | |
2014.08.29 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.08740 | 5 | 0.00 | -2.69 | 64.37 | 10 002.64 | |
2014.10.10 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.12150 | 6 | 0.00 | 0.00 | 0.00 | 10 002.64 | |
2014.10.24 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.12340 | 7 | 0.00 | -5.22 | -16.91 | 9 980.51 | |
2014.11.21 23:00:00 | 8 | USDCAD | buy | in | 0.1 | 1.12420 | 8 | 0.00 | 0.00 | 0.00 | 9 980.51 | |
2014.11.28 23:00:00 | 9 | USDCAD | sell | out | 0.1 | 1.14360 | 9 | 0.00 | -2.49 | 169.64 | 10 147.66 | |
2015.02.20 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.25460 | 10 | 0.00 | 0.00 | 0.00 | 10 147.66 | |
2015.02.27 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.25020 | 11 | 0.00 | -2.24 | -35.19 | 10 110.23 | |
2015.06.12 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.23080 | 12 | 0.00 | 0.00 | 0.00 | 10 110.23 | |
2015.06.19 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.22690 | 13 | 0.00 | -2.39 | 31.79 | 10 139.63 | |
2015.09.11 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.32550 | 14 | 0.00 | 0.00 | 0.00 | 10 139.63 | |
2015.09.25 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.33140 | 15 | 0.00 | -4.21 | 44.31 | 10 179.73 | |
2015.10.16 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.29120 | 16 | 0.00 | 0.00 | 0.00 | 10 179.73 | |
2015.10.23 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.31730 | 17 | 0.00 | -2.15 | 198.13 | 10 375.71 | |
2015.12.18 23:00:00 | 18 | USDCAD | sell | in | 0.1 | 1.39410 | 18 | 0.00 | 0.00 | 0.00 | 10 375.71 | |
2016.01.08 23:00:00 | 19 | USDCAD | buy | out | 0.1 | 1.41510 | 19 | 0.00 | -6.32 | -148.40 | 10 220.99 | |
2016.06.17 23:00:00 | 20 | USDCAD | buy | in | 0.1 | 1.28810 | 20 | 0.00 | 0.00 | 0.00 | 10 220.99 | |
2016.06.24 23:00:00 | 21 | USDCAD | sell | out | 0.1 | 1.29970 | 21 | 0.00 | -2.17 | 89.25 | 10 308.07 | |
2016.08.12 23:00:00 | 22 | USDCAD | sell | in | 0.1 | 1.29590 | 22 | 0.00 | 0.00 | 0.00 | 10 308.07 | |
2016.08.19 23:00:00 | 23 | USDCAD | buy | out | 0.1 | 1.28590 | 23 | 0.00 | -2.28 | 77.77 | 10 383.56 | |
2016.10.07 23:00:00 | 24 | USDCAD | sell | in | 0.1 | 1.32844 | 24 | 0.00 | 0.00 | 0.00 | 10 383.56 | |
2016.10.14 23:00:00 | 25 | USDCAD | buy | out | 0.1 | 1.31449 | 25 | 0.00 | -2.23 | 106.12 | 10 487.45 | |
2016.11.18 23:00:00 | 26 | USDCAD | sell | in | 0.1 | 1.35120 | 26 | 0.00 | 0.00 | 0.00 | 10 487.45 | |
2016.11.25 23:00:00 | 27 | USDCAD | buy | out | 0.1 | 1.35228 | 27 | 0.00 | -2.17 | -7.99 | 10 477.29 | |
2016.12.23 23:00:00 | 28 | USDCAD | buy | in | 0.1 | 1.35353 | 28 | 0.00 | 0.00 | 0.00 | 10 477.29 | |
2016.12.30 23:00:00 | 29 | USDCAD | sell | out | 0.1 | 1.34282 | 29 | 0.00 | -2.08 | -79.76 | 10 395.45 | |
2017.10.06 23:00:00 | 30 | USDCAD | buy | in | 0.1 | 1.25408 | 30 | 0.00 | 0.00 | 0.00 | 10 395.45 | |
2017.10.13 23:00:00 | 31 | USDCAD | sell | out | 0.1 | 1.24813 | 31 | 0.00 | -2.24 | -47.67 | 10 345.54 | |
2018.06.22 23:00:00 | 32 | USDCAD | buy | in | 0.1 | 1.32773 | 32 | 0.00 | 0.00 | 0.00 | 10 345.54 | |
2018.06.29 23:00:00 | 33 | USDCAD | sell | out | 0.1 | 1.31461 | 33 | 0.00 | -2.10 | -99.80 | 10 243.64 | |
2018.07.20 23:00:00 | 34 | USDCAD | sell | in | 0.1 | 1.31243 | 34 | 0.00 | 0.00 | 0.00 | 10 243.64 | |
2018.07.27 23:00:00 | 35 | USDCAD | buy | out | 0.1 | 1.30611 | 35 | 0.00 | -2.25 | 48.39 | 10 289.78 | |
2019.01.11 23:00:00 | 36 | USDCAD | sell | in | 0.1 | 1.32704 | 36 | 0.00 | 0.00 | 0.00 | 10 289.78 | |
2019.01.18 23:00:00 | 37 | USDCAD | buy | out | 0.1 | 1.32757 | 37 | 0.00 | -2.23 | -3.99 | 10 283.56 | |
2019.04.12 23:00:00 | 38 | USDCAD | buy | in | 0.1 | 1.33306 | 38 | 0.00 | 0.00 | 0.00 | 10 283.56 | |
2019.04.19 23:00:00 | 39 | USDCAD | sell | out | 0.1 | 1.33871 | 39 | 0.00 | -2.10 | 42.20 | 10 323.66 | |
2019.11.08 23:00:00 | 40 | USDCAD | buy | in | 0.1 | 1.32275 | 40 | 0.00 | 0.00 | 0.00 | 10 323.66 | |
2019.11.15 23:00:00 | 41 | USDCAD | sell | out | 0.1 | 1.32268 | 41 | 0.00 | -2.11 | -0.53 | 10 321.02 | |
2020.01.17 23:00:00 | 42 | USDCAD | buy | in | 0.1 | 1.30682 | 42 | 0.00 | 0.00 | 0.00 | 10 321.02 | |
2020.01.24 23:00:00 | 43 | USDCAD | sell | out | 0.1 | 1.31414 | 43 | 0.00 | -2.14 | 55.70 | 10 374.58 | |
2020.05.22 23:00:00 | 44 | USDCAD | buy | in | 0.1 | 1.39856 | 44 | 0.00 | 0.00 | 0.00 | 10 374.58 | |
2020.05.29 23:00:00 | 45 | USDCAD | sell | out | 0.1 | 1.37720 | 45 | 0.00 | -2.03 | -155.10 | 10 217.45 | |
2020.09.25 23:00:00 | 46 | USDCAD | sell | in | 0.1 | 1.33844 | 46 | 0.00 | 0.00 | 0.00 | 10 217.45 | |
2020.10.02 23:00:00 | 47 | USDCAD | buy | out | 0.1 | 1.33113 | 47 | 0.00 | -2.20 | 54.92 | 10 270.17 | |
2021.03.05 23:00:00 | 48 | USDCAD | buy | in | 0.1 | 1.26598 | 48 | 0.00 | 0.00 | 0.00 | 10 270.17 | |
2021.03.12 23:00:00 | 49 | USDCAD | sell | out | 0.1 | 1.24708 | 49 | 0.00 | -2.23 | -151.55 | 10 116.39 | |
2021.04.16 23:00:00 | 50 | USDCAD | sell | in | 0.1 | 1.25066 | 50 | 0.00 | 0.00 | 0.00 | 10 116.39 | |
2021.04.23 23:00:00 | 51 | USDCAD | buy | out | 0.1 | 1.24793 | 51 | 0.00 | -2.36 | 21.88 | 10 135.91 | |
0.00 | -65.18 | 201.09 | 10 135.91 | |||||||||