Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=26
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: -2 763.37 Balance Drawdown Absolute: 2 763.37 Equity Drawdown Absolute: 3 163.11
Gross Profit: 275.51 Balance Drawdown Maximal: 2 763.37 (27.63%) Equity Drawdown Maximal: 3 392.72 (33.17%)
Gross Loss: -3 038.88 Balance Drawdown Relative: 27.63% (2 763.37) Equity Drawdown Relative: 33.17% (3 392.72)
Profit Factor: 0.09 Expected Payoff: -251.22 Margin Level: 10347.95%
Recovery Factor: -0.81 Sharpe Ratio: -0.73 Z-Score: 1.76 (92.16%)
AHPR: 0.9718 (-2.82%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.9710 (-2.90%) LR Standard Error: 287.85
Total Trades: 11 Short Trades (won %): 5 (60.00%) Long Trades (won %): 6 (0.00%)
Total Deals: 22 Profit Trades (% of total): 3 (27.27%) Loss Trades (% of total): 8 (72.73%)
Largest profit trade: 182.85 Largest loss trade: -883.34
Average profit trade: 91.84 Average loss trade: -379.86
Maximum consecutive wins ($): 1 (182.85) Maximum consecutive losses ($): 3 (-1 155.98)
Maximal consecutive profit (count): 182.85 (1) Maximal consecutive loss (count): -1 155.98 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.35 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.0656
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 5280:00:00 Average position holding time: 2476:21:49
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002NZDUSDbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.11.21 23:00:003NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.21 23:00:004NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.12.12 23:00:005NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.12 23:00:006NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2015.02.27 23:00:007NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.05.22 23:00:008NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.08.28 23:00:009NZDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2016.10.21 23:00:0010NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2017.06.09 23:00:0011NZDUSDsell0.1 / 0.10.000002017.06.09 23:00:00filled
2017.12.08 23:00:0012NZDUSDsell0.1 / 0.10.000002017.12.08 23:00:00filled
2018.08.10 23:00:0013NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2019.01.11 23:00:0014NZDUSDbuy0.1 / 0.10.000002019.01.11 23:00:00filled
2019.11.15 23:00:0015NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.15 23:00:0016NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.29 23:00:0017NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2020.07.24 23:00:0018NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0019NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0020NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.10.16 23:00:0021NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.16 23:00:0022NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2021.08.06 23:00:0023NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
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 23:00:002NZDUSDbuyin0.10.8578020.000.000.0010 000.00
2014.11.21 23:00:003NZDUSDsellout0.10.7878030.00-71.61-700.009 228.39
2014.11.21 23:00:004NZDUSDsellin0.10.7878040.000.000.009 228.39
2014.12.12 23:00:005NZDUSDbuyout0.10.7779050.00-6.9399.009 320.46
2014.12.12 23:00:006NZDUSDbuyin0.10.7779060.000.000.009 320.46
2015.02.27 23:00:007NZDUSDsellout0.10.7562070.00-25.41-217.009 078.05
2015.05.22 23:00:008NZDUSDbuyin0.10.7312080.000.000.009 078.05
2015.08.28 23:00:009NZDUSDsellout0.10.6461090.00-32.34-851.008 194.71
2016.10.21 23:00:0010NZDUSDbuyin0.10.71616100.000.000.008 194.71
2017.06.09 23:00:0011NZDUSDsellout0.10.72076110.00-76.2346.008 164.48
2017.12.08 23:00:0012NZDUSDsellin0.10.68401120.000.000.008 164.48
2018.08.10 23:00:0013NZDUSDbuyout0.10.65764130.00-80.85263.708 347.33
2019.01.11 23:00:0014NZDUSDbuyin0.10.68303140.000.000.008 347.33
2019.11.15 23:00:0015NZDUSDsellout0.10.64000150.00-101.64-430.307 815.39
2019.11.15 23:00:0016NZDUSDsellin0.10.64000160.000.000.007 815.39
2019.11.29 23:00:0017NZDUSDbuyout0.10.64202170.00-4.62-20.207 790.57
2020.07.24 23:00:0018NZDUSDsellin0.10.66370180.000.000.007 790.57
2020.07.31 23:00:0019NZDUSDbuyout0.10.66341190.00-2.312.907 791.16
2020.07.31 23:00:0020NZDUSDbuyin0.10.66341200.000.000.007 791.16
2020.10.16 23:00:0021NZDUSDsellout0.10.66072210.00-25.41-26.907 738.85
2020.10.16 23:00:0022NZDUSDsellin0.10.66072220.000.000.007 738.85
2021.08.06 23:00:0023NZDUSDbuyout0.10.70124230.00-97.02-405.207 236.63
0.00 -524.37 -2 239.00 7 236.63