Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | GBPUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=5 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94692 | Ticks: | 363719 | Symbols: | 1 | |||||||
Total Net Profit: | -1 010.52 | Balance Drawdown Absolute: | 1 052.47 | Equity Drawdown Absolute: | 1 747.17 | |||||||
Gross Profit: | 693.19 | Balance Drawdown Maximal: | 1 165.24 (11.52%) | Equity Drawdown Maximal: | 1 909.59 (18.79%) | |||||||
Gross Loss: | -1 703.71 | Balance Drawdown Relative: | 11.52% (1 165.24) | Equity Drawdown Relative: | 18.79% (1 909.59) | |||||||
Profit Factor: | 0.41 | Expected Payoff: | -59.44 | Margin Level: | 5880.48% | |||||||
Recovery Factor: | -0.53 | Sharpe Ratio: | -0.32 | Z-Score: | 1.02 (69.23%) | |||||||
AHPR: | 0.9939 (-0.61%) | LR Correlation: | -0.88 | OnTester result: | 0 | |||||||
GHPR: | 0.9938 (-0.62%) | LR Standard Error: | 209.62 | |||||||||
Total Trades: | 17 | Short Trades (won %): | 6 (16.67%) | Long Trades (won %): | 11 (63.64%) | |||||||
Total Deals: | 34 | Profit Trades (% of total): | 8 (47.06%) | Loss Trades (% of total): | 9 (52.94%) | |||||||
Largest profit trade: | 168.37 | Largest loss trade: | -529.93 | |||||||||
Average profit trade: | 86.65 | Average loss trade: | -189.30 | |||||||||
Maximum consecutive wins ($): | 4 (412.31) | Maximum consecutive losses ($): | 3 (-345.00) | |||||||||
Maximal consecutive profit (count): | 412.31 (4) | Maximal consecutive loss (count): | -798.03 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.3342 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.13 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.06.13 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 6 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 7 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 10 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.08 23:00:00 | filled | |||||
2016.01.15 23:00:00 | 11 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.15 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.02.12 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.12 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 14 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 15 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 16 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2016.12.02 23:00:00 | 17 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.02 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 18 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 19 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 20 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 21 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.03.10 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 22 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 23 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 24 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.09.06 23:00:00 | 25 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 26 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 27 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 28 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 29 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 30 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 31 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 32 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 33 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.28 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 34 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 35 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.06.11 23:00:00 | filled | |||||
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 | ||||||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67620 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.06.06 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.68060 | 3 | 0.00 | -2.80 | -44.00 | 9 953.20 | |
2014.06.06 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.68060 | 4 | 0.00 | 0.00 | 0.00 | 9 953.20 | |
2014.06.13 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.69690 | 5 | 0.00 | -3.43 | 163.00 | 10 112.77 | |
2015.01.02 23:00:00 | 6 | GBPUSD | buy | in | 0.1 | 1.53350 | 6 | 0.00 | 0.00 | 0.00 | 10 112.77 | |
2015.01.09 23:00:00 | 7 | GBPUSD | sell | out | 0.1 | 1.51630 | 7 | 0.00 | -3.92 | -172.00 | 9 936.85 | |
2015.09.11 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.54290 | 8 | 0.00 | 0.00 | 0.00 | 9 936.85 | |
2015.09.18 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.55230 | 9 | 0.00 | -3.43 | 94.00 | 10 027.42 | |
2016.01.08 23:00:00 | 10 | GBPUSD | buy | in | 0.1 | 1.45300 | 10 | 0.00 | 0.00 | 0.00 | 10 027.42 | |
2016.01.15 23:00:00 | 11 | GBPUSD | sell | out | 0.1 | 1.42510 | 11 | 0.00 | -3.43 | -279.00 | 9 744.99 | |
2016.02.05 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.45030 | 12 | 0.00 | 0.00 | 0.00 | 9 744.99 | |
2016.02.12 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.45070 | 13 | 0.00 | -3.43 | 4.00 | 9 745.56 | |
2016.09.30 23:00:00 | 14 | GBPUSD | buy | in | 0.1 | 1.29660 | 14 | 0.00 | 0.00 | 0.00 | 9 745.56 | |
2016.10.07 23:00:00 | 15 | GBPUSD | sell | out | 0.1 | 1.24395 | 15 | 0.00 | -3.43 | -526.50 | 9 215.63 | |
2016.11.25 23:00:00 | 16 | GBPUSD | sell | in | 0.1 | 1.24621 | 16 | 0.00 | 0.00 | 0.00 | 9 215.63 | |
2016.12.02 23:00:00 | 17 | GBPUSD | buy | out | 0.1 | 1.27274 | 17 | 0.00 | -2.80 | -265.30 | 8 947.53 | |
2017.01.13 23:00:00 | 18 | GBPUSD | buy | in | 0.1 | 1.21881 | 18 | 0.00 | 0.00 | 0.00 | 8 947.53 | |
2017.01.20 23:00:00 | 19 | GBPUSD | sell | out | 0.1 | 1.23599 | 19 | 0.00 | -3.43 | 171.80 | 9 115.90 | |
2017.03.03 23:00:00 | 20 | GBPUSD | sell | in | 0.1 | 1.22985 | 20 | 0.00 | 0.00 | 0.00 | 9 115.90 | |
2017.03.10 23:00:00 | 21 | GBPUSD | buy | out | 0.1 | 1.21733 | 21 | 0.00 | -2.80 | 125.20 | 9 238.30 | |
2018.05.04 23:00:00 | 22 | GBPUSD | buy | in | 0.1 | 1.35357 | 22 | 0.00 | 0.00 | 0.00 | 9 238.30 | |
2018.05.11 23:00:00 | 23 | GBPUSD | sell | out | 0.1 | 1.35419 | 23 | 0.00 | -3.43 | 6.20 | 9 241.07 | |
2019.08.30 23:00:00 | 24 | GBPUSD | buy | in | 0.1 | 1.21693 | 24 | 0.00 | 0.00 | 0.00 | 9 241.07 | |
2019.09.06 23:00:00 | 25 | GBPUSD | sell | out | 0.1 | 1.22915 | 25 | 0.00 | -3.43 | 122.20 | 9 359.84 | |
2019.12.06 23:00:00 | 26 | GBPUSD | sell | in | 0.1 | 1.31407 | 26 | 0.00 | 0.00 | 0.00 | 9 359.84 | |
2019.12.13 23:00:00 | 27 | GBPUSD | buy | out | 0.1 | 1.33451 | 27 | 0.00 | -2.80 | -204.40 | 9 152.64 | |
2021.03.05 23:00:00 | 28 | GBPUSD | sell | in | 0.1 | 1.38457 | 28 | 0.00 | 0.00 | 0.00 | 9 152.64 | |
2021.03.12 23:00:00 | 29 | GBPUSD | buy | out | 0.1 | 1.39300 | 29 | 0.00 | -2.80 | -84.30 | 9 065.54 | |
2021.04.16 23:00:00 | 30 | GBPUSD | sell | in | 0.1 | 1.38381 | 30 | 0.00 | 0.00 | 0.00 | 9 065.54 | |
2021.04.23 23:00:00 | 31 | GBPUSD | buy | out | 0.1 | 1.38860 | 31 | 0.00 | -2.80 | -47.90 | 9 014.84 | |
2021.05.21 23:00:00 | 32 | GBPUSD | buy | in | 0.1 | 1.41550 | 32 | 0.00 | 0.00 | 0.00 | 9 014.84 | |
2021.05.28 23:00:00 | 33 | GBPUSD | sell | out | 0.1 | 1.41886 | 33 | 0.00 | -3.43 | 33.60 | 9 045.01 | |
2021.06.04 23:00:00 | 34 | GBPUSD | buy | in | 0.1 | 1.41674 | 34 | 0.00 | 0.00 | 0.00 | 9 045.01 | |
2021.06.11 23:00:00 | 35 | GBPUSD | sell | out | 0.1 | 1.41153 | 35 | 0.00 | -3.43 | -52.10 | 8 989.48 | |
0.00 | -55.02 | -955.50 | 8 989.48 | |||||||||