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=9
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: -1 833.70 Balance Drawdown Absolute: 1 833.70 Equity Drawdown Absolute: 2 144.92
Gross Profit: 1 056.23 Balance Drawdown Maximal: 2 751.17 (25.20%) Equity Drawdown Maximal: 4 358.96 (35.69%)
Gross Loss: -2 889.93 Balance Drawdown Relative: 25.20% (2 751.17) Equity Drawdown Relative: 35.69% (4 358.96)
Profit Factor: 0.37 Expected Payoff: -152.81 Margin Level: 7855.08%
Recovery Factor: -0.42 Sharpe Ratio: -0.39 Z-Score: 0.84 (59.91%)
AHPR: 0.9841 (-1.59%) LR Correlation: -0.91 OnTester result: 0
GHPR: 0.9833 (-1.67%) LR Standard Error: 502.04
Total Trades: 12 Short Trades (won %): 6 (0.00%) Long Trades (won %): 6 (50.00%)
Total Deals: 24 Profit Trades (% of total): 3 (25.00%) Loss Trades (% of total): 9 (75.00%)
Largest profit trade: 820.05 Largest loss trade: -680.24
Average profit trade: 352.08 Average loss trade: -321.10
Maximum consecutive wins ($): 1 (820.05) Maximum consecutive losses ($): 5 (-2 277.76)
Maximal consecutive profit (count): 820.05 (1) Maximal consecutive loss (count): -2 277.76 (5)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.56 Correlation (Profits,MAE): 0.67 Correlation (MFE,MAE): 0.0536
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 11760:00:00 Average position holding time: 3830:04:59
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
2014.11.14 23:00:003USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2014.11.14 23:00:004USDCHFsell0.1 / 0.10.000002014.11.14 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
2016.07.01 23:00:009USDCHFbuy0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.01 23:00:0010USDCHFbuy0.1 / 0.10.000002016.07.01 23:00:00filled
2016.09.30 23:00:0011USDCHFsell0.1 / 0.10.000002016.09.30 23:00:00filled
2016.09.30 23:00:0012USDCHFsell0.1 / 0.10.000002016.09.30 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
2017.06.30 23:00:0015USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.06.30 23:00:0016USDCHFsell0.1 / 0.10.000002017.06.30 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
2020.06.12 23:00:0023USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.12 23:00:0024USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2021.08.20 23:59:5925USDCHFbuy0.1 / 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
2014.11.14 23:00:003USDCHFsellout0.10.9589030.0036.86783.1910 820.05
2014.11.14 23:00:004USDCHFsellin0.10.9589040.000.000.0010 820.05
2015.04.24 23:00:005USDCHFbuyout0.10.9538050.00-169.3053.4710 704.22
2015.04.24 23:00:006USDCHFbuyin0.10.9538060.000.000.0010 704.22
2015.10.02 23:00:007USDCHFsellout0.10.9719070.0027.02186.2310 917.47
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.0010 917.47
2016.07.01 23:00:009USDCHFbuyout0.10.9737090.00-280.00-18.4910 618.98
2016.07.01 23:00:0010USDCHFbuyin0.10.97370100.000.000.0010 618.98
2016.09.30 23:00:0011USDCHFsellout0.10.97130110.0014.84-24.7110 609.11
2016.09.30 23:00:0012USDCHFsellin0.10.97130120.000.000.0010 609.11
2016.12.16 23:00:0013USDCHFbuyout0.11.02716130.00-78.06-543.839 987.22
2016.12.16 23:00:0014USDCHFbuyin0.11.02716140.000.000.009 987.22
2017.06.30 23:00:0015USDCHFsellout0.10.95891150.0031.51-711.759 306.98
2017.06.30 23:00:0016USDCHFsellin0.10.95891160.000.000.009 306.98
2018.06.22 23:00:0017USDCHFbuyout0.10.98812170.00-371.66-295.618 639.71
2018.06.22 23:00:0018USDCHFbuyin0.10.98812180.000.000.008 639.71
2018.06.29 23:00:0019USDCHFsellout0.10.99028190.001.1221.818 662.64
2018.06.29 23:00:0020USDCHFsellin0.10.99028200.000.000.008 662.64
2018.07.27 23:00:0021USDCHFbuyout0.10.99422210.00-28.45-39.638 594.56
2018.07.27 23:00:0022USDCHFbuyin0.10.99422220.000.000.008 594.56
2020.06.12 23:00:0023USDCHFsellout0.10.95225230.00111.01-440.758 264.82
2020.06.12 23:00:0024USDCHFsellin0.10.95225240.000.000.008 264.82
2021.08.20 23:59:5925USDCHFbuyout0.10.91722250.00-480.43381.918 166.30end of test
0.00 -1 185.54 -648.16 8 166.30