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=10
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: -8 386.26 Balance Drawdown Absolute: 8 386.26 Equity Drawdown Absolute: 8 419.59
Gross Profit: 340.79 Balance Drawdown Maximal: 8 386.26 (83.86%) Equity Drawdown Maximal: 8 739.66 (84.69%)
Gross Loss: -8 727.05 Balance Drawdown Relative: 83.86% (8 386.26) Equity Drawdown Relative: 84.69% (8 739.66)
Profit Factor: 0.04 Expected Payoff: -1 048.28 Margin Level: 1116.50%
Recovery Factor: -0.96 Sharpe Ratio: -1.02 Z-Score: -0.54 (41.08%)
AHPR: 0.8169 (-18.31%) LR Correlation: -0.92 OnTester result: 0
GHPR: 0.7961 (-20.39%) LR Standard Error: 1 114.62
Total Trades: 8 Short Trades (won %): 4 (25.00%) Long Trades (won %): 4 (25.00%)
Total Deals: 16 Profit Trades (% of total): 2 (25.00%) Loss Trades (% of total): 6 (75.00%)
Largest profit trade: 254.40 Largest loss trade: -4 786.37
Average profit trade: 170.40 Average loss trade: -1 454.51
Maximum consecutive wins ($): 2 (340.79) Maximum consecutive losses ($): 4 (-3 893.88)
Maximal consecutive profit (count): 340.79 (2) Maximal consecutive loss (count): -4 833.17 (2)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): -0.08 Correlation (Profits,MAE): 0.97 Correlation (MFE,MAE): 0.0195
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 15480:00:00 Average position holding time: 5655:07:29
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
2016.11.25 23:00:005GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2016.11.25 23:00:006GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2017.01.13 23:00:007GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.13 23:00:008GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.03.03 23:00:009GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.03 23:00:0010GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2018.05.04 23:00:0011GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:0012GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2019.12.06 23:00:0013GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0014GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:0015GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0016GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5917GBPUSDsell0.1 / 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
2014.05.30 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
2016.11.25 23:00:005GBPUSDsellout0.11.2462150.00-442.47-4 343.905 166.83
2016.11.25 23:00:006GBPUSDsellin0.11.2462160.000.000.005 166.83
2017.01.13 23:00:007GBPUSDbuyout0.11.2188170.00-19.60274.005 421.23
2017.01.13 23:00:008GBPUSDbuyin0.11.2188180.000.000.005 421.23
2017.03.03 23:00:009GBPUSDsellout0.11.2298590.00-24.01110.405 507.62
2017.03.03 23:00:0010GBPUSDsellin0.11.22985100.000.000.005 507.62
2018.05.04 23:00:0011GBPUSDbuyout0.11.35357110.00-170.80-1 237.204 099.62
2018.05.04 23:00:0012GBPUSDbuyin0.11.35357120.000.000.004 099.62
2019.12.06 23:00:0013GBPUSDsellout0.11.31407130.00-284.69-395.003 419.93
2019.12.06 23:00:0014GBPUSDsellin0.11.31407140.000.000.003 419.93
2021.05.21 23:00:0015GBPUSDbuyout0.11.41550150.00-212.80-1 014.302 192.83
2021.05.21 23:00:0016GBPUSDbuyin0.11.41550160.000.000.002 192.83
2021.08.20 23:59:5917GBPUSDsellout0.11.36205170.00-44.59-534.501 613.74end of test
0.00 -1 201.76 -7 184.50 1 613.74