Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=21
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: 98%
Bars: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -823.69 Balance Drawdown Absolute: 823.69 Equity Drawdown Absolute: 1 747.17
Gross Profit: 524.82 Balance Drawdown Maximal: 936.46 (9.26%) Equity Drawdown Maximal: 1 909.59 (18.79%)
Gross Loss: -1 348.51 Balance Drawdown Relative: 9.26% (936.46) Equity Drawdown Relative: 18.79% (1 909.59)
Profit Factor: 0.39 Expected Payoff: -58.84 Margin Level: 5880.48%
Recovery Factor: -0.43 Sharpe Ratio: -0.32 Z-Score: 1.95 (94.88%)
AHPR: 0.9941 (-0.59%) LR Correlation: -0.91 OnTester result: 0
GHPR: 0.9939 (-0.61%) LR Standard Error: 153.56
Total Trades: 14 Short Trades (won %): 4 (25.00%) Long Trades (won %): 10 (60.00%)
Total Deals: 28 Profit Trades (% of total): 7 (50.00%) Loss Trades (% of total): 7 (50.00%)
Largest profit trade: 159.57 Largest loss trade: -529.93
Average profit trade: 74.97 Average loss trade: -192.64
Maximum consecutive wins ($): 3 (243.94) Maximum consecutive losses ($): 2 (-257.90)
Maximal consecutive profit (count): 243.94 (3) Maximal consecutive loss (count): -529.93 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.84 Correlation (MFE,MAE): 0.3775
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.30 23:00:002GBPUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2014.06.06 23:00:003GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.06 23:00:004GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.13 23:00:005GBPUSDsell0.1 / 0.10.000002014.06.13 23:00:00filled
2015.01.02 23:00:006GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.09.11 23:00:008GBPUSDbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:009GBPUSDsell0.1 / 0.10.000002015.09.18 23:00:00filled
2016.01.08 23:00:0010GBPUSDbuy0.1 / 0.10.000002016.01.08 23:00:00filled
2016.01.15 23:00:0011GBPUSDsell0.1 / 0.10.000002016.01.15 23:00:00filled
2016.02.05 23:00:0012GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:0013GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2016.09.30 23:00:0014GBPUSDbuy0.1 / 0.10.000002016.09.30 23:00:00filled
2016.10.07 23:00:0015GBPUSDsell0.1 / 0.10.000002016.10.07 23:00:00filled
2017.03.03 23:00:0016GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.10 23:00:0017GBPUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2018.05.04 23:00:0018GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.11 23:00:0019GBPUSDsell0.1 / 0.10.000002018.05.11 23:00:00filled
2019.08.30 23:00:0020GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0021GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0022GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0023GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2021.04.16 23:00:0024GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0025GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0026GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0027GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0028GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0029GBPUSDsell0.1 / 0.10.000002021.06.11 23:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2014.01.01 00:00:001balance0.000.0010 000.0010 000.00
2014.05.30 23:00:002GBPUSDsellin0.11.6762020.000.000.0010 000.00
2014.06.06 23:00:003GBPUSDbuyout0.11.6806030.00-2.80-44.009 953.20
2014.06.06 23:00:004GBPUSDbuyin0.11.6806040.000.000.009 953.20
2014.06.13 23:00:005GBPUSDsellout0.11.6969050.00-3.43163.0010 112.77
2015.01.02 23:00:006GBPUSDbuyin0.11.5335060.000.000.0010 112.77
2015.01.09 23:00:007GBPUSDsellout0.11.5163070.00-3.92-172.009 936.85
2015.09.11 23:00:008GBPUSDbuyin0.11.5429080.000.000.009 936.85
2015.09.18 23:00:009GBPUSDsellout0.11.5523090.00-3.4394.0010 027.42
2016.01.08 23:00:0010GBPUSDbuyin0.11.45300100.000.000.0010 027.42
2016.01.15 23:00:0011GBPUSDsellout0.11.42510110.00-3.43-279.009 744.99
2016.02.05 23:00:0012GBPUSDbuyin0.11.45030120.000.000.009 744.99
2016.02.12 23:00:0013GBPUSDsellout0.11.45070130.00-3.434.009 745.56
2016.09.30 23:00:0014GBPUSDbuyin0.11.29660140.000.000.009 745.56
2016.10.07 23:00:0015GBPUSDsellout0.11.24395150.00-3.43-526.509 215.63
2017.03.03 23:00:0016GBPUSDsellin0.11.22985160.000.000.009 215.63
2017.03.10 23:00:0017GBPUSDbuyout0.11.21733170.00-2.80125.209 338.03
2018.05.04 23:00:0018GBPUSDbuyin0.11.35357180.000.000.009 338.03
2018.05.11 23:00:0019GBPUSDsellout0.11.35419190.00-3.436.209 340.80
2019.08.30 23:00:0020GBPUSDbuyin0.11.21693200.000.000.009 340.80
2019.09.06 23:00:0021GBPUSDsellout0.11.22915210.00-3.43122.209 459.57
2019.12.06 23:00:0022GBPUSDsellin0.11.31407220.000.000.009 459.57
2019.12.13 23:00:0023GBPUSDbuyout0.11.33451230.00-2.80-204.409 252.37
2021.04.16 23:00:0024GBPUSDsellin0.11.38381240.000.000.009 252.37
2021.04.23 23:00:0025GBPUSDbuyout0.11.38860250.00-2.80-47.909 201.67
2021.05.21 23:00:0026GBPUSDbuyin0.11.41550260.000.000.009 201.67
2021.05.28 23:00:0027GBPUSDsellout0.11.41886270.00-3.4333.609 231.84
2021.06.04 23:00:0028GBPUSDbuyin0.11.41674280.000.000.009 231.84
2021.06.11 23:00:0029GBPUSDsellout0.11.41153290.00-3.43-52.109 176.31
0.00 -45.99 -777.70 9 176.31