Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=20 | ||||||||||||
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: | 96% | |||||||||||
Bars: | 94693 | Ticks: | 361462 | Symbols: | 1 | |||||||
Total Net Profit: | 304.98 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 97.46 | |||||||
Gross Profit: | 501.11 | Balance Drawdown Maximal: | 128.22 (1.23%) | Equity Drawdown Maximal: | 376.37 (3.57%) | |||||||
Gross Loss: | -196.13 | Balance Drawdown Relative: | 1.23% (128.22) | Equity Drawdown Relative: | 3.57% (376.37) | |||||||
Profit Factor: | 2.55 | Expected Payoff: | 38.12 | Margin Level: | 7139.54% | |||||||
Recovery Factor: | 0.81 | Sharpe Ratio: | 0.33 | Z-Score: | 1.44 (85.01%) | |||||||
AHPR: | 1.0038 (0.38%) | LR Correlation: | 0.73 | OnTester result: | 0 | |||||||
GHPR: | 1.0038 (0.38%) | LR Standard Error: | 93.60 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 4 (50.00%) | Long Trades (won %): | 4 (25.00%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 3 (37.50%) | Loss Trades (% of total): | 5 (62.50%) | |||||||
Largest profit trade: | 273.56 | Largest loss trade: | -111.44 | |||||||||
Average profit trade: | 167.04 | Average loss trade: | -39.23 | |||||||||
Maximum consecutive wins ($): | 1 (273.56) | Maximum consecutive losses ($): | 2 (-76.81) | |||||||||
Maximal consecutive profit (count): | 273.56 (1) | Maximal consecutive loss (count): | -111.44 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.25 | Correlation (MFE,MAE): | 0.2778 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 180:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.04.04 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.04 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2015.11.06 23:00:00 | 6 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.06 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 7 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.13 23:00:00 | filled | |||||
2015.11.27 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.27 23:00:00 | filled | |||||
2015.12.04 23:00:00 | 9 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.04 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 10 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 11 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 12 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 13 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.01 23:00:00 | filled | |||||
2017.12.29 23:00:00 | 14 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.29 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 15 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 16 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.06.14 23:00:00 | 17 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.06.14 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 | ||||||
2014.03.07 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.38700 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.04 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.37050 | 3 | 0.00 | 2.52 | 165.00 | 10 167.52 | |
2014.05.23 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.36320 | 4 | 0.00 | 0.00 | 0.00 | 10 167.52 | |
2014.05.30 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.36310 | 5 | 0.00 | -6.44 | -1.00 | 10 160.08 | |
2015.11.06 23:00:00 | 6 | EURUSD | buy | in | 0.1 | 1.07430 | 6 | 0.00 | 0.00 | 0.00 | 10 160.08 | |
2015.11.13 23:00:00 | 7 | EURUSD | sell | out | 0.1 | 1.07490 | 7 | 0.00 | -6.44 | 6.00 | 10 159.64 | |
2015.11.27 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.05940 | 8 | 0.00 | 0.00 | 0.00 | 10 159.64 | |
2015.12.04 23:00:00 | 9 | EURUSD | sell | out | 0.1 | 1.08740 | 9 | 0.00 | -6.44 | 280.00 | 10 433.20 | |
2016.06.03 23:00:00 | 10 | EURUSD | buy | in | 0.1 | 1.13560 | 10 | 0.00 | 0.00 | 0.00 | 10 433.20 | |
2016.06.10 23:00:00 | 11 | EURUSD | sell | out | 0.1 | 1.12510 | 11 | 0.00 | -6.44 | -105.00 | 10 321.76 | |
2017.08.25 23:00:00 | 12 | EURUSD | sell | in | 0.1 | 1.19243 | 12 | 0.00 | 0.00 | 0.00 | 10 321.76 | |
2017.09.01 23:00:00 | 13 | EURUSD | buy | out | 0.1 | 1.18649 | 13 | 0.00 | 0.63 | 59.40 | 10 381.79 | |
2017.12.29 23:00:00 | 14 | EURUSD | sell | in | 0.1 | 1.19979 | 14 | 0.00 | 0.00 | 0.00 | 10 381.79 | |
2018.01.05 23:00:00 | 15 | EURUSD | buy | out | 0.1 | 1.20420 | 15 | 0.00 | 0.63 | -44.10 | 10 338.32 | |
2019.05.31 23:00:00 | 16 | EURUSD | sell | in | 0.1 | 1.11728 | 16 | 0.00 | 0.00 | 0.00 | 10 338.32 | |
2019.06.14 23:00:00 | 17 | EURUSD | buy | out | 0.1 | 1.12074 | 17 | 0.00 | 1.26 | -34.60 | 10 304.98 | |
0.00 | -20.72 | 325.70 | 10 304.98 | |||||||||