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=10 | ||||||||||||
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: | -6 781.19 | Balance Drawdown Absolute: | 6 781.19 | Equity Drawdown Absolute: | 6 816.39 | |||||||
Gross Profit: | 0.00 | Balance Drawdown Maximal: | 6 781.19 (67.81%) | Equity Drawdown Maximal: | 6 825.48 (68.19%) | |||||||
Gross Loss: | -6 781.19 | Balance Drawdown Relative: | 67.81% (6 781.19) | Equity Drawdown Relative: | 68.19% (6 825.48) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | -1 130.20 | Margin Level: | 2699.12% | |||||||
Recovery Factor: | -0.99 | Sharpe Ratio: | -1.71 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 0.8337 (-16.63%) | LR Correlation: | -0.95 | OnTester result: | 0 | |||||||
GHPR: | 0.8278 (-17.22%) | LR Standard Error: | 796.07 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 3 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 0 (0.00%) | Loss Trades (% of total): | 6 (100.00%) | |||||||
Largest profit trade: | 0.00 | Largest loss trade: | -3 162.48 | |||||||||
Average profit trade: | 0.00 | Average loss trade: | -1 130.20 | |||||||||
Maximum consecutive wins ($): | 0 (0.00) | Maximum consecutive losses ($): | 6 (-6 781.19) | |||||||||
Maximal consecutive profit (count): | 0.00 (0) | Maximal consecutive loss (count): | -6 781.19 (6) | |||||||||
Average consecutive wins: | 0 | Average consecutive losses: | 6 | |||||||||
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Correlation (Profits,MFE): | 0.31 | Correlation (Profits,MAE): | 0.99 | Correlation (MFE,MAE): | 0.2910 | |||||||
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Minimal position holding time: | 1800:00:00 | Maximal position holding time: | 13680:00:00 | Average position holding time: | 7880:09:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.31 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.01.31 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 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 | |||||
2016.02.19 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.19 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 9 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.23 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 | |||||
2020.08.21 23:00:00 | 11 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 12 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 13 | EURUSD | sell | 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 | ||||||
2014.01.31 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.34870 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.16 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.37000 | 3 | 0.00 | 9.45 | -213.00 | 9 796.45 | |
2014.05.16 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.37000 | 4 | 0.00 | 0.00 | 0.00 | 9 796.45 | |
2016.02.19 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.11300 | 5 | 0.00 | -592.48 | -2 570.00 | 6 633.97 | |
2016.02.19 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.11300 | 6 | 0.00 | 0.00 | 0.00 | 6 633.97 | |
2018.04.27 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.21311 | 7 | 0.00 | 71.82 | -1 001.10 | 5 704.69 | |
2018.04.27 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.21311 | 8 | 0.00 | 0.00 | 0.00 | 5 704.69 | |
2019.08.23 23:00:00 | 9 | EURUSD | sell | out | 0.1 | 1.11415 | 9 | 0.00 | -444.36 | -989.60 | 4 270.73 | |
2019.08.23 23:00:00 | 10 | EURUSD | sell | in | 0.1 | 1.11415 | 10 | 0.00 | 0.00 | 0.00 | 4 270.73 | |
2020.08.21 23:00:00 | 11 | EURUSD | buy | out | 0.1 | 1.17949 | 11 | 0.00 | 32.76 | -653.40 | 3 650.09 | |
2020.08.21 23:00:00 | 12 | EURUSD | buy | in | 0.1 | 1.17949 | 12 | 0.00 | 0.00 | 0.00 | 3 650.09 | |
2021.08.20 23:59:59 | 13 | EURUSD | sell | out | 0.1 | 1.16985 | 13 | 0.00 | -334.88 | -96.40 | 3 218.81 | end of test |
0.00 | -1 257.69 | -5 523.50 | 3 218.81 | |||||||||