Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=23
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: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -4 718.03 Balance Drawdown Absolute: 4 946.41 Equity Drawdown Absolute: 5 352.61
Gross Profit: 1 725.92 Balance Drawdown Maximal: 5 197.94 (50.70%) Equity Drawdown Maximal: 5 741.62 (55.27%)
Gross Loss: -6 443.95 Balance Drawdown Relative: 50.70% (5 197.94) Equity Drawdown Relative: 55.27% (5 741.62)
Profit Factor: 0.27 Expected Payoff: -152.19 Margin Level: 4647.39%
Recovery Factor: -0.82 Sharpe Ratio: -0.43 Z-Score: -0.85 (60.47%)
AHPR: 0.9807 (-1.93%) LR Correlation: -0.98 OnTester result: 0
GHPR: 0.9796 (-2.04%) LR Standard Error: 323.81
Total Trades: 31 Short Trades (won %): 15 (33.33%) Long Trades (won %): 16 (43.75%)
Total Deals: 62 Profit Trades (% of total): 12 (38.71%) Loss Trades (% of total): 19 (61.29%)
Largest profit trade: 398.96 Largest loss trade: -1 438.52
Average profit trade: 143.83 Average loss trade: -339.16
Maximum consecutive wins ($): 3 (251.53) Maximum consecutive losses ($): 6 (-1 634.96)
Maximal consecutive profit (count): 398.96 (1) Maximal consecutive loss (count): -1 634.96 (6)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.58 Correlation (Profits,MAE): 0.85 Correlation (MFE,MAE): 0.4032
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 5640:00:00 Average position holding time: 1447:46:27
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.06.20 23:00:002USDCADbuy0.1 / 0.10.000002014.06.20 23:00:00filled
2014.08.22 23:00:003USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.08.22 23:00:004USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.09.05 23:00:005USDCADbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.09.05 23:00:006USDCADbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.09.19 23:00:007USDCADsell0.1 / 0.10.000002014.09.19 23:00:00filled
2014.09.19 23:00:008USDCADsell0.1 / 0.10.000002014.09.19 23:00:00filled
2015.01.30 23:00:009USDCADbuy0.1 / 0.10.000002015.01.30 23:00:00filled
2015.01.30 23:00:0010USDCADbuy0.1 / 0.10.000002015.01.30 23:00:00filled
2015.02.06 23:00:0011USDCADsell0.1 / 0.10.000002015.02.06 23:00:00filled
2015.02.06 23:00:0012USDCADsell0.1 / 0.10.000002015.02.06 23:00:00filled
2015.04.17 23:00:0013USDCADbuy0.1 / 0.10.000002015.04.17 23:00:00filled
2015.04.17 23:00:0014USDCADbuy0.1 / 0.10.000002015.04.17 23:00:00filled
2015.06.05 23:00:0015USDCADsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.06.05 23:00:0016USDCADsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.09.18 23:00:0017USDCADbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2015.09.18 23:00:0018USDCADbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2015.12.04 23:00:0019USDCADsell0.1 / 0.10.000002015.12.04 23:00:00filled
2015.12.04 23:00:0020USDCADsell0.1 / 0.10.000002015.12.04 23:00:00filled
2016.02.19 23:00:0021USDCADbuy0.1 / 0.10.000002016.02.19 23:00:00filled
2016.02.19 23:00:0022USDCADbuy0.1 / 0.10.000002016.02.19 23:00:00filled
2016.05.27 23:00:0023USDCADsell0.1 / 0.10.000002016.05.27 23:00:00filled
2016.05.27 23:00:0024USDCADsell0.1 / 0.10.000002016.05.27 23:00:00filled
2016.06.17 23:00:0025USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.17 23:00:0026USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.07.29 23:00:0027USDCADsell0.1 / 0.10.000002016.07.29 23:00:00filled
2016.07.29 23:00:0028USDCADsell0.1 / 0.10.000002016.07.29 23:00:00filled
2017.01.20 23:00:0029USDCADbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2017.01.20 23:00:0030USDCADbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2017.03.31 23:00:0031USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.03.31 23:00:0032USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.06.09 23:00:0033USDCADbuy0.1 / 0.10.000002017.06.09 23:00:00filled
2017.06.09 23:00:0034USDCADbuy0.1 / 0.10.000002017.06.09 23:00:00filled
2018.05.04 23:00:0035USDCADsell0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:0036USDCADsell0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.11 23:00:0037USDCADbuy0.1 / 0.10.000002018.05.11 23:00:00filled
2018.05.11 23:00:0038USDCADbuy0.1 / 0.10.000002018.05.11 23:00:00filled
2018.06.08 23:00:0039USDCADsell0.1 / 0.10.000002018.06.08 23:00:00filled
2018.06.08 23:00:0040USDCADsell0.1 / 0.10.000002018.06.08 23:00:00filled
2018.06.22 23:00:0041USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.22 23:00:0042USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.08.31 23:00:0043USDCADsell0.1 / 0.10.000002018.08.31 23:00:00filled
2018.08.31 23:00:0044USDCADsell0.1 / 0.10.000002018.08.31 23:00:00filled
2019.06.14 23:00:0045USDCADbuy0.1 / 0.10.000002019.06.14 23:00:00filled
2019.06.14 23:00:0046USDCADbuy0.1 / 0.10.000002019.06.14 23:00:00filled
2019.12.06 23:00:0047USDCADsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0048USDCADsell0.1 / 0.10.000002019.12.06 23:00:00filled
2020.05.08 23:00:0049USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.08 23:00:0050USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.29 23:00:0051USDCADsell0.1 / 0.10.000002020.05.29 23:00:00filled
2020.05.29 23:00:0052USDCADsell0.1 / 0.10.000002020.05.29 23:00:00filled
2020.09.18 23:00:0053USDCADbuy0.1 / 0.10.000002020.09.18 23:00:00filled
2020.09.18 23:00:0054USDCADbuy0.1 / 0.10.000002020.09.18 23:00:00filled
2020.10.23 23:00:0055USDCADsell0.1 / 0.10.000002020.10.23 23:00:00filled
2020.10.23 23:00:0056USDCADsell0.1 / 0.10.000002020.10.23 23:00:00filled
2020.11.13 23:00:0057USDCADbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.13 23:00:0058USDCADbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2021.03.12 23:00:0059USDCADsell0.1 / 0.10.000002021.03.12 23:00:00filled
2021.03.12 23:00:0060USDCADsell0.1 / 0.10.000002021.03.12 23:00:00filled
2021.04.23 23:00:0061USDCADbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.04.23 23:00:0062USDCADbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.08.20 23:59:5963USDCADsell0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2014.06.20 23:00:002USDCADbuyin0.11.0754020.000.000.0010 000.00
2014.08.22 23:00:003USDCADsellout0.11.0944030.00-23.36173.6110 150.25
2014.08.22 23:00:004USDCADsellin0.11.0944040.000.000.0010 150.25
2014.09.05 23:00:005USDCADbuyout0.11.0884050.00-5.4055.1310 199.98
2014.09.05 23:00:006USDCADbuyin0.11.0884060.000.000.0010 199.98
2014.09.19 23:00:007USDCADsellout0.11.0946070.00-5.0956.6410 251.53
2014.09.19 23:00:008USDCADsellin0.11.0946080.000.000.0010 251.53
2015.01.30 23:00:009USDCADbuyout0.11.2713090.00-48.60-1 389.928 813.01
2015.01.30 23:00:0010USDCADbuyin0.11.27130100.000.000.008 813.01
2015.02.06 23:00:0011USDCADsellout0.11.25210110.00-2.22-153.348 657.45
2015.02.06 23:00:0012USDCADsellin0.11.25210120.000.000.008 657.45
2015.04.17 23:00:0013USDCADbuyout0.11.22300130.00-23.45237.948 871.94
2015.04.17 23:00:0014USDCADbuyin0.11.22300140.000.000.008 871.94
2015.06.05 23:00:0015USDCADsellout0.11.24360150.00-16.05165.659 021.54
2015.06.05 23:00:0016USDCADsellin0.11.24360160.000.000.009 021.54
2015.09.18 23:00:0017USDCADbuyout0.11.32190170.00-34.26-592.338 394.95
2015.09.18 23:00:0018USDCADbuyin0.11.32190180.000.000.008 394.95
2015.12.04 23:00:0019USDCADsellout0.11.33760190.00-23.32117.378 489.00
2015.12.04 23:00:0020USDCADsellin0.11.33760200.000.000.008 489.00
2016.02.19 23:00:0021USDCADbuyout0.11.37700210.00-23.15-286.138 179.72
2016.02.19 23:00:0022USDCADbuyin0.11.37700220.000.000.008 179.72
2016.05.27 23:00:0023USDCADsellout0.11.30360230.00-30.07-563.067 586.59
2016.05.27 23:00:0024USDCADsellin0.11.30360240.000.000.007 586.59
2016.06.17 23:00:0025USDCADbuyout0.11.28810250.00-6.83120.337 700.09
2016.06.17 23:00:0026USDCADbuyin0.11.28810260.000.000.007 700.09
2016.07.29 23:00:0027USDCADsellout0.11.30560270.00-12.93134.047 821.20
2016.07.29 23:00:0028USDCADsellin0.11.30560280.000.000.007 821.20
2017.01.20 23:00:0029USDCADbuyout0.11.33271290.00-55.54-203.427 562.24
2017.01.20 23:00:0030USDCADbuyin0.11.33271300.000.000.007 562.24
2017.03.31 23:00:0031USDCADsellout0.11.32985310.00-21.20-21.517 519.53
2017.03.31 23:00:0032USDCADsellin0.11.32985320.000.000.007 519.53
2017.06.09 23:00:0033USDCADbuyout0.11.34627330.00-21.77-121.977 375.79
2017.06.09 23:00:0034USDCADbuyin0.11.34627340.000.000.007 375.79
2018.05.04 23:00:0035USDCADsellout0.11.28613350.00-103.77-467.606 804.42
2018.05.04 23:00:0036USDCADsellin0.11.28613360.000.000.006 804.42
2018.05.11 23:00:0037USDCADbuyout0.11.27914370.00-2.2954.656 856.78
2018.05.11 23:00:0038USDCADbuyin0.11.27914380.000.000.006 856.78
2018.06.08 23:00:0039USDCADsellout0.11.29345390.00-8.69110.636 958.72
2018.06.08 23:00:0040USDCADsellin0.11.29345400.000.000.006 958.72
2018.06.22 23:00:0041USDCADbuyout0.11.32773410.00-4.48-258.196 696.05
2018.06.22 23:00:0042USDCADbuyin0.11.32773420.000.000.006 696.05
2018.08.31 23:00:0043USDCADsellout0.11.30490430.00-21.36-174.966 499.73
2018.08.31 23:00:0044USDCADsellin0.11.30490440.000.000.006 499.73
2019.06.14 23:00:0045USDCADbuyout0.11.34129450.00-90.77-271.316 137.65
2019.06.14 23:00:0046USDCADbuyin0.11.34129460.000.000.006 137.65
2019.12.06 23:00:0047USDCADsellout0.11.32589470.00-52.86-116.155 968.64
2019.12.06 23:00:0048USDCADsellin0.11.32589480.000.000.005 968.64
2020.05.08 23:00:0049USDCADbuyout0.11.39261490.00-47.86-479.105 441.68
2020.05.08 23:00:0050USDCADbuyin0.11.39261500.000.000.005 441.68
2020.05.29 23:00:0051USDCADsellout0.11.37720510.00-6.03-111.895 323.76
2020.05.29 23:00:0052USDCADsellin0.11.37720520.000.000.005 323.76
2020.09.18 23:00:0053USDCADbuyout0.11.31990530.00-35.16434.125 722.72
2020.09.18 23:00:0054USDCADbuyin0.11.31990540.000.000.005 722.72
2020.10.23 23:00:0055USDCADsellout0.11.31355550.00-10.54-48.345 663.84
2020.10.23 23:00:0056USDCADsellin0.11.31355560.000.000.005 663.84
2020.11.13 23:00:0057USDCADbuyout0.11.31434570.00-6.71-6.015 651.12
2020.11.13 23:00:0058USDCADbuyin0.11.31434580.000.000.005 651.12
2021.03.12 23:00:0059USDCADsellout0.11.24708590.00-37.30-539.345 074.48
2021.03.12 23:00:0060USDCADsellin0.11.24708600.000.000.005 074.48
2021.04.23 23:00:0061USDCADbuyout0.11.24793610.00-14.08-6.815 053.59
2021.04.23 23:00:0062USDCADbuyin0.11.24793620.000.000.005 053.59
2021.08.20 23:59:5963USDCADsellout0.11.28216630.00-38.59266.975 281.97end of test
0.00 -833.73 -3 884.30 5 281.97