Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=4 | ||||||||||||
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: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | 88.34 | Balance Drawdown Absolute: | 191.86 | Equity Drawdown Absolute: | 214.19 | |||||||
Gross Profit: | 1 161.78 | Balance Drawdown Maximal: | 420.24 (4.11%) | Equity Drawdown Maximal: | 604.93 (5.82%) | |||||||
Gross Loss: | -1 073.44 | Balance Drawdown Relative: | 4.11% (420.24) | Equity Drawdown Relative: | 5.82% (604.93) | |||||||
Profit Factor: | 1.08 | Expected Payoff: | 4.02 | Margin Level: | 12625.06% | |||||||
Recovery Factor: | 0.15 | Sharpe Ratio: | 0.04 | Z-Score: | -1.53 (87.40%) | |||||||
AHPR: | 1.0005 (0.05%) | LR Correlation: | 0.42 | OnTester result: | 0 | |||||||
GHPR: | 1.0004 (0.04%) | LR Standard Error: | 123.83 | |||||||||
Total Trades: | 22 | Short Trades (won %): | 11 (54.55%) | Long Trades (won %): | 11 (45.45%) | |||||||
Total Deals: | 44 | Profit Trades (% of total): | 11 (50.00%) | Loss Trades (% of total): | 11 (50.00%) | |||||||
Largest profit trade: | 193.69 | Largest loss trade: | -223.31 | |||||||||
Average profit trade: | 105.62 | Average loss trade: | -97.59 | |||||||||
Maximum consecutive wins ($): | 4 (426.06) | Maximum consecutive losses ($): | 3 (-420.24) | |||||||||
Maximal consecutive profit (count): | 426.06 (4) | Maximal consecutive loss (count): | -420.24 (3) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.89 | Correlation (MFE,MAE): | 0.5598 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 141:49:05 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.28 23:00:00 | 3 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.28 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 4 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 5 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.03.06 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.04.03 23:00:00 | filled | |||||
2015.04.17 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.17 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 10 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.08.05 23:00:00 | 11 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.05 23:00:00 | filled | |||||
2016.09.23 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.09.23 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 16 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 17 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 18 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 19 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2017.06.23 23:00:00 | 20 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.06.23 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 21 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2017.07.07 23:00:00 | 22 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.07 23:00:00 | filled | |||||
2017.07.14 23:00:00 | 23 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.14 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 24 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.15 23:00:00 | 25 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.15 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 26 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 27 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 28 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 29 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2018.10.19 23:00:00 | 30 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.19 23:00:00 | filled | |||||
2018.10.26 23:00:00 | 31 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.10.26 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 32 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 33 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 34 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.01.31 23:00:00 | 35 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.31 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 36 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 37 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 38 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 39 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 40 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.08.07 23:00:00 | 41 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.07 23:00:00 | filled | |||||
2020.12.18 23:00:00 | 42 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.12.18 23:00:00 | filled | |||||
2021.01.08 23:00:00 | 43 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.08 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 44 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 45 | NZDUSD | 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 | ||||||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | in | 0.1 | 0.78780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.28 23:00:00 | 3 | NZDUSD | buy | out | 0.1 | 0.78410 | 3 | 0.00 | -2.31 | 37.00 | 10 034.69 | |
2015.02.27 23:00:00 | 4 | NZDUSD | sell | in | 0.1 | 0.75620 | 4 | 0.00 | 0.00 | 0.00 | 10 034.69 | |
2015.03.06 23:00:00 | 5 | NZDUSD | buy | out | 0.1 | 0.73660 | 5 | 0.00 | -2.31 | 196.00 | 10 228.38 | |
2015.04.03 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.75900 | 6 | 0.00 | 0.00 | 0.00 | 10 228.38 | |
2015.04.17 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.76930 | 7 | 0.00 | -4.62 | -103.00 | 10 120.76 | |
2015.05.22 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.73120 | 8 | 0.00 | 0.00 | 0.00 | 10 120.76 | |
2015.05.29 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.70910 | 9 | 0.00 | -2.31 | -221.00 | 9 897.45 | |
2016.07.29 23:00:00 | 10 | NZDUSD | buy | in | 0.1 | 0.72220 | 10 | 0.00 | 0.00 | 0.00 | 9 897.45 | |
2016.08.05 23:00:00 | 11 | NZDUSD | sell | out | 0.1 | 0.71350 | 11 | 0.00 | -2.31 | -87.00 | 9 808.14 | |
2016.09.23 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.72420 | 12 | 0.00 | 0.00 | 0.00 | 9 808.14 | |
2016.09.30 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.72790 | 13 | 0.00 | -2.31 | 37.00 | 9 842.83 | |
2016.11.11 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.71228 | 14 | 0.00 | 0.00 | 0.00 | 9 842.83 | |
2016.11.18 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.70151 | 15 | 0.00 | -2.31 | 107.70 | 9 948.22 | |
2017.01.06 23:00:00 | 16 | NZDUSD | buy | in | 0.1 | 0.69644 | 16 | 0.00 | 0.00 | 0.00 | 9 948.22 | |
2017.01.13 23:00:00 | 17 | NZDUSD | sell | out | 0.1 | 0.71224 | 17 | 0.00 | -2.31 | 158.00 | 10 103.91 | |
2017.05.19 23:00:00 | 18 | NZDUSD | buy | in | 0.1 | 0.69348 | 18 | 0.00 | 0.00 | 0.00 | 10 103.91 | |
2017.05.26 23:00:00 | 19 | NZDUSD | sell | out | 0.1 | 0.70674 | 19 | 0.00 | -2.31 | 132.60 | 10 234.20 | |
2017.06.23 23:00:00 | 20 | NZDUSD | sell | in | 0.1 | 0.72829 | 20 | 0.00 | 0.00 | 0.00 | 10 234.20 | |
2017.06.30 23:00:00 | 21 | NZDUSD | buy | out | 0.1 | 0.73286 | 21 | 0.00 | -2.31 | -45.70 | 10 186.19 | |
2017.07.07 23:00:00 | 22 | NZDUSD | sell | in | 0.1 | 0.72787 | 22 | 0.00 | 0.00 | 0.00 | 10 186.19 | |
2017.07.14 23:00:00 | 23 | NZDUSD | buy | out | 0.1 | 0.73452 | 23 | 0.00 | -2.31 | -66.50 | 10 117.38 | |
2017.12.08 23:00:00 | 24 | NZDUSD | sell | in | 0.1 | 0.68401 | 24 | 0.00 | 0.00 | 0.00 | 10 117.38 | |
2017.12.15 23:00:00 | 25 | NZDUSD | buy | out | 0.1 | 0.69910 | 25 | 0.00 | -2.31 | -150.90 | 9 964.17 | |
2018.01.26 23:00:00 | 26 | NZDUSD | sell | in | 0.1 | 0.73548 | 26 | 0.00 | 0.00 | 0.00 | 9 964.17 | |
2018.02.02 23:00:00 | 27 | NZDUSD | buy | out | 0.1 | 0.73034 | 27 | 0.00 | -2.31 | 51.40 | 10 013.26 | |
2018.08.10 23:00:00 | 28 | NZDUSD | buy | in | 0.1 | 0.65764 | 28 | 0.00 | 0.00 | 0.00 | 10 013.26 | |
2018.08.24 23:00:00 | 29 | NZDUSD | sell | out | 0.1 | 0.66927 | 29 | 0.00 | -4.62 | 116.30 | 10 124.94 | |
2018.10.19 23:00:00 | 30 | NZDUSD | buy | in | 0.1 | 0.65878 | 30 | 0.00 | 0.00 | 0.00 | 10 124.94 | |
2018.10.26 23:00:00 | 31 | NZDUSD | sell | out | 0.1 | 0.65234 | 31 | 0.00 | -2.31 | -64.40 | 10 058.23 | |
2019.01.11 23:00:00 | 32 | NZDUSD | buy | in | 0.1 | 0.68303 | 32 | 0.00 | 0.00 | 0.00 | 10 058.23 | |
2019.01.18 23:00:00 | 33 | NZDUSD | sell | out | 0.1 | 0.67411 | 33 | 0.00 | -2.31 | -89.20 | 9 966.72 | |
2020.01.24 23:00:00 | 34 | NZDUSD | sell | in | 0.1 | 0.66073 | 34 | 0.00 | 0.00 | 0.00 | 9 966.72 | |
2020.01.31 23:00:00 | 35 | NZDUSD | buy | out | 0.1 | 0.64634 | 35 | 0.00 | -2.31 | 143.90 | 10 108.31 | |
2020.04.10 23:00:00 | 36 | NZDUSD | sell | in | 0.1 | 0.60849 | 36 | 0.00 | 0.00 | 0.00 | 10 108.31 | |
2020.04.17 23:00:00 | 37 | NZDUSD | buy | out | 0.1 | 0.60373 | 37 | 0.00 | -2.31 | 47.60 | 10 153.60 | |
2020.05.15 23:00:00 | 38 | NZDUSD | buy | in | 0.1 | 0.59315 | 38 | 0.00 | 0.00 | 0.00 | 10 153.60 | |
2020.05.22 23:00:00 | 39 | NZDUSD | sell | out | 0.1 | 0.60935 | 39 | 0.00 | -2.31 | 162.00 | 10 313.29 | |
2020.07.31 23:00:00 | 40 | NZDUSD | buy | in | 0.1 | 0.66341 | 40 | 0.00 | 0.00 | 0.00 | 10 313.29 | |
2020.08.07 23:00:00 | 41 | NZDUSD | sell | out | 0.1 | 0.66018 | 41 | 0.00 | -2.31 | -32.30 | 10 278.68 | |
2020.12.18 23:00:00 | 42 | NZDUSD | sell | in | 0.1 | 0.71336 | 42 | 0.00 | 0.00 | 0.00 | 10 278.68 | |
2021.01.08 23:00:00 | 43 | NZDUSD | buy | out | 0.1 | 0.72352 | 43 | 0.00 | -6.93 | -101.60 | 10 170.15 | |
2021.06.04 23:00:00 | 44 | NZDUSD | buy | in | 0.1 | 0.72106 | 44 | 0.00 | 0.00 | 0.00 | 10 170.15 | |
2021.06.11 23:00:00 | 45 | NZDUSD | sell | out | 0.1 | 0.71311 | 45 | 0.00 | -2.31 | -79.50 | 10 088.34 | |
0.00 | -60.06 | 148.40 | 10 088.34 | |||||||||