Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=5
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: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -853.29 Balance Drawdown Absolute: 924.10 Equity Drawdown Absolute: 975.01
Gross Profit: 485.04 Balance Drawdown Maximal: 1 094.76 (10.76%) Equity Drawdown Maximal: 1 314.26 (12.71%)
Gross Loss: -1 338.33 Balance Drawdown Relative: 10.76% (1 094.76) Equity Drawdown Relative: 12.71% (1 314.26)
Profit Factor: 0.36 Expected Payoff: -30.47 Margin Level: 11463.38%
Recovery Factor: -0.65 Sharpe Ratio: -0.42 Z-Score: 0.46 (35.45%)
AHPR: 0.9968 (-0.32%) LR Correlation: -0.96 OnTester result: 0
GHPR: 0.9968 (-0.32%) LR Standard Error: 102.70
Total Trades: 28 Short Trades (won %): 14 (21.43%) Long Trades (won %): 14 (57.14%)
Total Deals: 56 Profit Trades (% of total): 11 (39.29%) Loss Trades (% of total): 17 (60.71%)
Largest profit trade: 75.24 Largest loss trade: -169.29
Average profit trade: 44.09 Average loss trade: -78.73
Maximum consecutive wins ($): 3 (170.66) Maximum consecutive losses ($): 6 (-224.64)
Maximal consecutive profit (count): 170.66 (3) Maximal consecutive loss (count): -516.35 (5)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.66 Correlation (Profits,MAE): 0.58 Correlation (MFE,MAE): 0.2244
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 132:51:25
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.10.10 23:00:002AUDUSDbuy0.1 / 0.10.000002014.10.10 23:00:00filled
2014.10.17 23:00:003AUDUSDsell0.1 / 0.10.000002014.10.17 23:00:00filled
2015.01.09 23:00:004AUDUSDbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.01.16 23:00:005AUDUSDsell0.1 / 0.10.000002015.01.16 23:00:00filled
2015.03.06 23:00:006AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.04.03 23:00:007AUDUSDbuy0.1 / 0.10.000002015.04.03 23:00:00filled
2015.05.29 23:00:008AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:009AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.06.26 23:00:0010AUDUSDbuy0.1 / 0.10.000002015.06.26 23:00:00filled
2015.07.03 23:00:0011AUDUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.07.10 23:00:0012AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:0013AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2015.08.21 23:00:0014AUDUSDbuy0.1 / 0.10.000002015.08.21 23:00:00filled
2015.08.28 23:00:0015AUDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2015.09.11 23:00:0016AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:0017AUDUSDbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2016.01.22 23:00:0018AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.29 23:00:0019AUDUSDsell0.1 / 0.10.000002016.01.29 23:00:00filled
2016.04.08 23:00:0020AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:0021AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.06.10 23:00:0022AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.06.17 23:00:0023AUDUSDsell0.1 / 0.10.000002016.06.17 23:00:00filled
2016.07.01 23:00:0024AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.08 23:00:0025AUDUSDbuy0.1 / 0.10.000002016.07.08 23:00:00filled
2017.02.03 23:00:0026AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0027AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2017.04.28 23:00:0028AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.05.05 23:00:0029AUDUSDsell0.1 / 0.10.000002017.05.05 23:00:00filled
2017.07.21 23:00:0030AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.28 23:00:0031AUDUSDbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2018.05.18 23:00:0032AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.05.25 23:00:0033AUDUSDsell0.1 / 0.10.000002018.05.25 23:00:00filled
2018.08.10 23:00:0034AUDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.17 23:00:0035AUDUSDsell0.1 / 0.10.000002018.08.17 23:00:00filled
2019.01.25 23:00:0036AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.02.01 23:00:0037AUDUSDbuy0.1 / 0.10.000002019.02.01 23:00:00filled
2019.04.05 23:00:0038AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0039AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.05.24 23:00:0040AUDUSDsell0.1 / 0.10.000002019.05.24 23:00:00filled
2019.05.31 23:00:0041AUDUSDbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2019.07.12 23:00:0042AUDUSDsell0.1 / 0.10.000002019.07.12 23:00:00filled
2019.07.19 23:00:0043AUDUSDbuy0.1 / 0.10.000002019.07.19 23:00:00filled
2019.08.23 23:00:0044AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0045AUDUSDsell0.1 / 0.10.000002019.08.30 23:00:00filled
2019.12.13 23:00:0046AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.20 23:00:0047AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.20 23:00:0048AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.27 23:00:0049AUDUSDsell0.1 / 0.10.000002019.12.27 23:00:00filled
2020.05.22 23:00:0050AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0051AUDUSDbuy0.1 / 0.10.000002020.05.29 23:00:00filled
2020.11.13 23:00:0052AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0053AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0054AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0055AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0056AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0057AUDUSDbuy0.1 / 0.10.000002021.01.29 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
2014.10.10 23:00:002AUDUSDbuyin0.10.8689020.000.000.0010 000.00
2014.10.17 23:00:003AUDUSDsellout0.10.8763030.00-3.2974.0010 070.71
2015.01.09 23:00:004AUDUSDbuyin0.10.8206040.000.000.0010 070.71
2015.01.16 23:00:005AUDUSDsellout0.10.8234050.00-3.2928.0010 095.42
2015.03.06 23:00:006AUDUSDsellin0.10.7716060.000.000.0010 095.42
2015.04.03 23:00:007AUDUSDbuyout0.10.7636070.00-4.7680.0010 170.66
2015.05.29 23:00:008AUDUSDbuyin0.10.7647080.000.000.0010 170.66
2015.06.05 23:00:009AUDUSDsellout0.10.7621090.00-3.29-26.0010 141.37
2015.06.26 23:00:0010AUDUSDbuyin0.10.76590100.000.000.0010 141.37
2015.07.03 23:00:0011AUDUSDsellout0.10.75270110.00-3.29-132.0010 006.08
2015.07.10 23:00:0012AUDUSDbuyin0.10.74460120.000.000.0010 006.08
2015.07.17 23:00:0013AUDUSDsellout0.10.73800130.00-3.29-66.009 936.79
2015.08.21 23:00:0014AUDUSDbuyin0.10.73340140.000.000.009 936.79
2015.08.28 23:00:0015AUDUSDsellout0.10.71680150.00-3.29-166.009 767.50
2015.09.11 23:00:0016AUDUSDsellin0.10.70830160.000.000.009 767.50
2015.09.18 23:00:0017AUDUSDbuyout0.10.71950170.00-1.19-112.009 654.31
2016.01.22 23:00:0018AUDUSDbuyin0.10.70080180.000.000.009 654.31
2016.01.29 23:00:0019AUDUSDsellout0.10.70780190.00-3.2970.009 721.02
2016.04.08 23:00:0020AUDUSDsellin0.10.75510200.000.000.009 721.02
2016.04.15 23:00:0021AUDUSDbuyout0.10.77170210.00-1.19-166.009 553.83
2016.06.10 23:00:0022AUDUSDbuyin0.10.73780220.000.000.009 553.83
2016.06.17 23:00:0023AUDUSDsellout0.10.73940230.00-3.2916.009 566.54
2016.07.01 23:00:0024AUDUSDsellin0.10.74920240.000.000.009 566.54
2016.07.08 23:00:0025AUDUSDbuyout0.10.75670250.00-1.19-75.009 490.35
2017.02.03 23:00:0026AUDUSDsellin0.10.76828260.000.000.009 490.35
2017.02.10 23:00:0027AUDUSDbuyout0.10.76758270.00-1.197.009 496.16
2017.04.28 23:00:0028AUDUSDbuyin0.10.74886280.000.000.009 496.16
2017.05.05 23:00:0029AUDUSDsellout0.10.74219290.00-3.29-66.709 426.17
2017.07.21 23:00:0030AUDUSDsellin0.10.79158300.000.000.009 426.17
2017.07.28 23:00:0031AUDUSDbuyout0.10.79872310.00-1.19-71.409 353.58
2018.05.18 23:00:0032AUDUSDbuyin0.10.75091320.000.000.009 353.58
2018.05.25 23:00:0033AUDUSDsellout0.10.75460330.00-3.2936.909 387.19
2018.08.10 23:00:0034AUDUSDbuyin0.10.72952340.000.000.009 387.19
2018.08.17 23:00:0035AUDUSDsellout0.10.73166350.00-3.2921.409 405.30
2019.01.25 23:00:0036AUDUSDsellin0.10.71843360.000.000.009 405.30
2019.02.01 23:00:0037AUDUSDbuyout0.10.72505370.00-1.19-66.209 337.91
2019.04.05 23:00:0038AUDUSDsellin0.10.71048380.000.000.009 337.91
2019.04.12 23:00:0039AUDUSDbuyout0.10.71740390.00-1.19-69.209 267.52
2019.05.24 23:00:0040AUDUSDsellin0.10.69308400.000.000.009 267.52
2019.05.31 23:00:0041AUDUSDbuyout0.10.69375410.00-1.19-6.709 259.63
2019.07.12 23:00:0042AUDUSDsellin0.10.70202420.000.000.009 259.63
2019.07.19 23:00:0043AUDUSDbuyout0.10.70436430.00-1.19-23.409 235.04
2019.08.23 23:00:0044AUDUSDbuyin0.10.67516440.000.000.009 235.04
2019.08.30 23:00:0045AUDUSDsellout0.10.67340450.00-3.29-17.609 214.15
2019.12.13 23:00:0046AUDUSDsellin0.10.68679460.000.000.009 214.15
2019.12.20 23:00:0047AUDUSDbuyout0.10.69002470.00-1.19-32.309 180.66
2019.12.20 23:00:0048AUDUSDbuyin0.10.69002480.000.000.009 180.66
2019.12.27 23:00:0049AUDUSDsellout0.10.69768490.00-3.2976.609 253.97
2020.05.22 23:00:0050AUDUSDsellin0.10.65364500.000.000.009 253.97
2020.05.29 23:00:0051AUDUSDbuyout0.10.66619510.00-1.19-125.509 127.28
2020.11.13 23:00:0052AUDUSDbuyin0.10.72712520.000.000.009 127.28
2020.11.20 23:00:0053AUDUSDsellout0.10.73078530.00-3.2936.609 160.59
2020.11.20 23:00:0054AUDUSDsellin0.10.73078540.000.000.009 160.59
2020.11.27 23:00:0055AUDUSDbuyout0.10.73913550.00-1.19-83.509 075.90
2021.01.22 23:00:0056AUDUSDsellin0.10.77142560.000.000.009 075.90
2021.01.29 23:00:0057AUDUSDbuyout0.10.76422570.00-1.1972.009 146.71
0.00 -66.29 -787.00 9 146.71