Strategy Tester Report |
||||||||||||
RoboForex-Pro (Build 2981) |
||||||||||||
Settings |
||||||||||||
Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=12 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -378.82 | Balance Drawdown Absolute: | 378.82 | Equity Drawdown Absolute: | 418.70 | |||||||
Gross Profit: | 368.84 | Balance Drawdown Maximal: | 378.82 (3.79%) | Equity Drawdown Maximal: | 443.89 (4.43%) | |||||||
Gross Loss: | -747.66 | Balance Drawdown Relative: | 3.79% (378.82) | Equity Drawdown Relative: | 4.43% (443.89) | |||||||
Profit Factor: | 0.49 | Expected Payoff: | -23.68 | Margin Level: | 9581.30% | |||||||
Recovery Factor: | -0.85 | Sharpe Ratio: | -0.25 | Z-Score: | -0.23 (18.19%) | |||||||
AHPR: | 0.9976 (-0.24%) | LR Correlation: | -0.77 | OnTester result: | 0 | |||||||
GHPR: | 0.9976 (-0.24%) | LR Standard Error: | 80.20 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 10 (30.00%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 5 (31.25%) | Loss Trades (% of total): | 11 (68.75%) | |||||||
Largest profit trade: | 176.16 | Largest loss trade: | -225.03 | |||||||||
Average profit trade: | 73.77 | Average loss trade: | -67.97 | |||||||||
Maximum consecutive wins ($): | 3 (89.61) | Maximum consecutive losses ($): | 5 (-129.19) | |||||||||
Maximal consecutive profit (count): | 176.16 (1) | Maximal consecutive loss (count): | -279.79 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.65 | Correlation (Profits,MAE): | 0.81 | Correlation (MFE,MAE): | 0.2369 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 135:00:00 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | |||||
2014.07.25 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2014.08.01 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.08.01 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 6 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.05.01 23:00:00 | 7 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.05.01 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 | |||||
2016.04.15 23:00:00 | 10 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.29 23:00:00 | 11 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.04.29 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.05.20 23:00:00 | filled | |||||
2016.09.16 23:00:00 | 14 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.16 23:00:00 | filled | |||||
2016.09.23 23:00:00 | 15 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.09.23 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 16 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 17 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 18 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 19 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 20 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 21 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 22 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 23 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 24 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.06 23:00:00 | 25 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.06 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 26 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 27 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 28 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 29 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 30 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.04.26 23:00:00 | 31 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2019.04.26 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 32 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.19 23:00:00 | 33 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.06.19 23:00:00 | filled | |||||
Deals |
||||||||||||
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 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 9 972.89 | |
2014.08.01 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.90640 | 5 | 0.00 | -7.79 | -19.86 | 9 945.24 | |
2015.04.24 23:00:00 | 6 | USDCHF | buy | in | 0.1 | 0.95380 | 6 | 0.00 | 0.00 | 0.00 | 9 945.24 | |
2015.05.01 23:00:00 | 7 | USDCHF | sell | out | 0.1 | 0.93270 | 7 | 0.00 | 1.19 | -226.22 | 9 720.21 | |
2015.10.02 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97190 | 8 | 0.00 | 0.00 | 0.00 | 9 720.21 | |
2015.10.16 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.95370 | 9 | 0.00 | -14.68 | 190.84 | 9 896.37 | |
2016.04.15 23:00:00 | 10 | USDCHF | buy | in | 0.1 | 0.96820 | 10 | 0.00 | 0.00 | 0.00 | 9 896.37 | |
2016.04.29 23:00:00 | 11 | USDCHF | sell | out | 0.1 | 0.95900 | 11 | 0.00 | 2.30 | -95.93 | 9 802.74 | |
2016.05.13 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.97460 | 12 | 0.00 | 0.00 | 0.00 | 9 802.74 | |
2016.05.20 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 0.99110 | 13 | 0.00 | -7.18 | -166.48 | 9 629.08 | |
2016.09.16 23:00:00 | 14 | USDCHF | sell | in | 0.1 | 0.98070 | 14 | 0.00 | 0.00 | 0.00 | 9 629.08 | |
2016.09.23 23:00:00 | 15 | USDCHF | buy | out | 0.1 | 0.97000 | 15 | 0.00 | -7.24 | 110.31 | 9 732.15 | |
2016.09.30 23:00:00 | 16 | USDCHF | sell | in | 0.1 | 0.97130 | 16 | 0.00 | 0.00 | 0.00 | 9 732.15 | |
2016.10.07 23:00:00 | 17 | USDCHF | buy | out | 0.1 | 0.97757 | 17 | 0.00 | -7.25 | -64.14 | 9 660.76 | |
2016.12.16 23:00:00 | 18 | USDCHF | buy | in | 0.1 | 1.02716 | 18 | 0.00 | 0.00 | 0.00 | 9 660.76 | |
2016.12.23 23:00:00 | 19 | USDCHF | sell | out | 0.1 | 1.02770 | 19 | 0.00 | 1.11 | 5.25 | 9 667.12 | |
2017.01.13 23:00:00 | 20 | USDCHF | sell | in | 0.1 | 1.00912 | 20 | 0.00 | 0.00 | 0.00 | 9 667.12 | |
2017.01.20 23:00:00 | 21 | USDCHF | buy | out | 0.1 | 1.00237 | 21 | 0.00 | -7.02 | 67.34 | 9 727.44 | |
2018.06.22 23:00:00 | 22 | USDCHF | buy | in | 0.1 | 0.98812 | 22 | 0.00 | 0.00 | 0.00 | 9 727.44 | |
2018.06.29 23:00:00 | 23 | USDCHF | sell | out | 0.1 | 0.99028 | 23 | 0.00 | 1.12 | 21.81 | 9 750.37 | |
2018.06.29 23:00:00 | 24 | USDCHF | sell | in | 0.1 | 0.99028 | 24 | 0.00 | 0.00 | 0.00 | 9 750.37 | |
2018.07.06 23:00:00 | 25 | USDCHF | buy | out | 0.1 | 0.99046 | 25 | 0.00 | -7.13 | -1.82 | 9 741.42 | |
2018.07.20 23:00:00 | 26 | USDCHF | sell | in | 0.1 | 0.99213 | 26 | 0.00 | 0.00 | 0.00 | 9 741.42 | |
2018.07.27 23:00:00 | 27 | USDCHF | buy | out | 0.1 | 0.99422 | 27 | 0.00 | -7.14 | -21.02 | 9 713.26 | |
2019.01.18 23:00:00 | 28 | USDCHF | buy | in | 0.1 | 0.99575 | 28 | 0.00 | 0.00 | 0.00 | 9 713.26 | |
2019.01.25 23:00:00 | 29 | USDCHF | sell | out | 0.1 | 0.99242 | 29 | 0.00 | 1.12 | -33.55 | 9 680.83 | |
2019.04.19 23:00:00 | 30 | USDCHF | sell | in | 0.1 | 1.01437 | 30 | 0.00 | 0.00 | 0.00 | 9 680.83 | |
2019.04.26 23:00:00 | 31 | USDCHF | buy | out | 0.1 | 1.01922 | 31 | 0.00 | -6.94 | -47.59 | 9 626.30 | |
2020.06.12 23:00:00 | 32 | USDCHF | sell | in | 0.1 | 0.95225 | 32 | 0.00 | 0.00 | 0.00 | 9 626.30 | |
2020.06.19 23:00:00 | 33 | USDCHF | buy | out | 0.1 | 0.95203 | 33 | 0.00 | -7.43 | 2.31 | 9 621.18 | |
0.00 | -71.70 | -307.12 | 9 621.18 | |||||||||