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=15
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: -1 415.12 Balance Drawdown Absolute: 1 650.60 Equity Drawdown Absolute: 2 161.16
Gross Profit: 1 286.38 Balance Drawdown Maximal: 1 742.67 (17.27%) Equity Drawdown Maximal: 2 421.88 (23.60%)
Gross Loss: -2 701.50 Balance Drawdown Relative: 17.27% (1 742.67) Equity Drawdown Relative: 23.60% (2 421.88)
Profit Factor: 0.48 Expected Payoff: -101.08 Margin Level: 10945.04%
Recovery Factor: -0.58 Sharpe Ratio: -0.23 Z-Score: -0.77 (55.87%)
AHPR: 0.9901 (-0.99%) LR Correlation: -0.58 OnTester result: 0
GHPR: 0.9892 (-1.08%) LR Standard Error: 481.76
Total Trades: 14 Short Trades (won %): 7 (71.43%) Long Trades (won %): 7 (42.86%)
Total Deals: 28 Profit Trades (% of total): 8 (57.14%) Loss Trades (% of total): 6 (42.86%)
Largest profit trade: 713.72 Largest loss trade: -883.34
Average profit trade: 160.80 Average loss trade: -450.25
Maximum consecutive wins ($): 6 (972.03) Maximum consecutive losses ($): 3 (-736.55)
Maximal consecutive profit (count): 972.03 (6) Maximal consecutive loss (count): -1 722.54 (2)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.68 Correlation (MFE,MAE): 0.2667
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 7920:00:00 Average position holding time: 3017:12:51
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.12.12 23:00:003NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.12 23:00:004NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2015.02.27 23:00:005NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.02.27 23:00:006NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.05.22 23:00:007NZDUSDbuy0.1 / 0.10.000002015.05.22 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
2015.08.28 23:00:0010NZDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2016.10.21 23:00:0011NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2016.10.21 23:00:0012NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2018.01.26 23:00:0013NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.01.26 23:00:0014NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.08.10 23:00:0015NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.10 23:00:0016NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.31 23:00:0017NZDUSDsell0.1 / 0.10.000002018.08.31 23:00:00filled
2018.08.31 23:00:0018NZDUSDsell0.1 / 0.10.000002018.08.31 23:00:00filled
2019.11.29 23:00:0019NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2019.11.29 23:00:0020NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2020.07.24 23:00:0021NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.24 23:00:0022NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0023NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0024NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.10.16 23:00:0025NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.16 23:00:0026NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2021.08.06 23:00:0027NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.06 23:00:0028NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.20 23:59:5929NZDUSDsell0.1 / 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2014.12.12 23:00:003NZDUSDbuyout0.10.7779030.00-6.9399.0010 092.07
2014.12.12 23:00:004NZDUSDbuyin0.10.7779040.000.000.0010 092.07
2015.02.27 23:00:005NZDUSDsellout0.10.7562050.00-25.41-217.009 849.66
2015.02.27 23:00:006NZDUSDsellin0.10.7562060.000.000.009 849.66
2015.05.22 23:00:007NZDUSDbuyout0.10.7312070.00-27.72250.0010 071.94
2015.05.22 23:00:008NZDUSDbuyin0.10.7312080.000.000.0010 071.94
2015.08.28 23:00:009NZDUSDsellout0.10.6461090.00-32.34-851.009 188.60
2015.08.28 23:00:0010NZDUSDsellin0.10.64610100.000.000.009 188.60
2016.10.21 23:00:0011NZDUSDbuyout0.10.71616110.00-138.60-700.608 349.40
2016.10.21 23:00:0012NZDUSDbuyin0.10.71616120.000.000.008 349.40
2018.01.26 23:00:0013NZDUSDsellout0.10.73548130.00-152.46193.208 390.14
2018.01.26 23:00:0014NZDUSDsellin0.10.73548140.000.000.008 390.14
2018.08.10 23:00:0015NZDUSDbuyout0.10.65764150.00-64.68778.409 103.86
2018.08.10 23:00:0016NZDUSDbuyin0.10.65764160.000.000.009 103.86
2018.08.31 23:00:0017NZDUSDsellout0.10.66162170.00-6.9339.809 136.73
2018.08.31 23:00:0018NZDUSDsellin0.10.66162180.000.000.009 136.73
2019.11.29 23:00:0019NZDUSDbuyout0.10.64202190.00-150.15196.009 182.58
2019.11.29 23:00:0020NZDUSDbuyin0.10.64202200.000.000.009 182.58
2020.07.24 23:00:0021NZDUSDsellout0.10.66370210.00-78.54216.809 320.84
2020.07.24 23:00:0022NZDUSDsellin0.10.66370220.000.000.009 320.84
2020.07.31 23:00:0023NZDUSDbuyout0.10.66341230.00-2.312.909 321.43
2020.07.31 23:00:0024NZDUSDbuyin0.10.66341240.000.000.009 321.43
2020.10.16 23:00:0025NZDUSDsellout0.10.66072250.00-25.41-26.909 269.12
2020.10.16 23:00:0026NZDUSDsellin0.10.66072260.000.000.009 269.12
2021.08.06 23:00:0027NZDUSDbuyout0.10.70124270.00-97.02-405.208 766.90
2021.08.06 23:00:0028NZDUSDbuyin0.10.70124280.000.000.008 766.90
2021.08.20 23:59:5929NZDUSDsellout0.10.68350290.00-4.62-177.408 584.88end of test
0.00 -813.12 -602.00 8 584.88