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=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: 90%
Bars: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -1 841.14 Balance Drawdown Absolute: 1 841.14 Equity Drawdown Absolute: 2 231.85
Gross Profit: 725.23 Balance Drawdown Maximal: 2 088.70 (20.38%) Equity Drawdown Maximal: 3 103.71 (28.55%)
Gross Loss: -2 566.37 Balance Drawdown Relative: 20.38% (2 088.70) Equity Drawdown Relative: 28.55% (3 103.71)
Profit Factor: 0.28 Expected Payoff: -141.63 Margin Level: 7768.15%
Recovery Factor: -0.59 Sharpe Ratio: -0.45 Z-Score: 0.83 (59.35%)
AHPR: 0.9850 (-1.50%) LR Correlation: -0.91 OnTester result: 0
GHPR: 0.9845 (-1.55%) LR Standard Error: 315.71
Total Trades: 13 Short Trades (won %): 6 (16.67%) Long Trades (won %): 7 (57.14%)
Total Deals: 26 Profit Trades (% of total): 5 (38.46%) Loss Trades (% of total): 8 (61.54%)
Largest profit trade: 247.56 Largest loss trade: -806.00
Average profit trade: 145.05 Average loss trade: -320.80
Maximum consecutive wins ($): 2 (241.49) Maximum consecutive losses ($): 5 (-1 431.33)
Maximal consecutive profit (count): 247.56 (1) Maximal consecutive loss (count): -1 431.33 (5)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.55 Correlation (Profits,MAE): 0.69 Correlation (MFE,MAE): 0.0619
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 12240:00:00 Average position holding time: 3535:27:41
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.07.25 23:00:003USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2015.04.24 23:00:005USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.04.24 23:00:006USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.10.02 23:00:007USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.02 23:00:008USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2016.03.11 23:00:009USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.03.11 23:00:0010USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.05.13 23:00:0011USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0012USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.12.16 23:00:0013USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.16 23:00:0014USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.01.06 23:00:0015USDCHFsell0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.06 23:00:0016USDCHFsell0.1 / 0.10.000002017.01.06 23:00:00filled
2018.06.22 23:00:0017USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.22 23:00:0018USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0019USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.06.29 23:00:0020USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.07.27 23:00:0021USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.07.27 23:00:0022USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.04.19 23:00:0023USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.19 23:00:0024USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2021.04.02 23:00:0025USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.02 23:00:0026USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.08.20 23:59:5927USDCHFsell0.1 / 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.07.25 23:00:003USDCHFsellout0.10.9046030.0017.62229.9410 247.56
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.0010 247.56
2015.04.24 23:00:005USDCHFbuyout0.10.9538050.00-290.17-515.839 441.56
2015.04.24 23:00:006USDCHFbuyin0.10.9538060.000.000.009 441.56
2015.10.02 23:00:007USDCHFsellout0.10.9719070.0027.02186.239 654.81
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.009 654.81
2016.03.11 23:00:009USDCHFbuyout0.10.9828090.00-163.55-110.919 380.35
2016.03.11 23:00:0010USDCHFbuyin0.10.98280100.000.000.009 380.35
2016.05.13 23:00:0011USDCHFsellout0.10.97460110.0010.41-84.149 306.62
2016.05.13 23:00:0012USDCHFsellin0.10.97460120.000.000.009 306.62
2016.12.16 23:00:0013USDCHFbuyout0.11.02716130.00-222.98-511.708 571.94
2016.12.16 23:00:0014USDCHFbuyin0.11.02716140.000.000.008 571.94
2017.01.06 23:00:0015USDCHFsellout0.11.01727150.003.33-97.228 478.05
2017.01.06 23:00:0016USDCHFsellin0.11.01727160.000.000.008 478.05
2018.06.22 23:00:0017USDCHFbuyout0.10.98812170.00-549.57295.008 223.48
2018.06.22 23:00:0018USDCHFbuyin0.10.98812180.000.000.008 223.48
2018.06.29 23:00:0019USDCHFsellout0.10.99028190.001.1221.818 246.41
2018.06.29 23:00:0020USDCHFsellin0.10.99028200.000.000.008 246.41
2018.07.27 23:00:0021USDCHFbuyout0.10.99422210.00-28.45-39.638 178.33
2018.07.27 23:00:0022USDCHFbuyin0.10.99422220.000.000.008 178.33
2019.04.19 23:00:0023USDCHFsellout0.11.01437230.0042.78198.658 419.76
2019.04.19 23:00:0024USDCHFsellin0.11.01437240.000.000.008 419.76
2021.04.02 23:00:0025USDCHFbuyout0.10.94295250.00-757.35757.418 419.82
2021.04.02 23:00:0026USDCHFbuyin0.10.94295260.000.000.008 419.82
2021.08.20 23:59:5927USDCHFsellout0.10.91678270.0024.50-285.468 158.86end of test
0.00 -1 885.29 44.15 8 158.86