Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -5 752.50 Balance Drawdown Absolute: 5 752.50 Equity Drawdown Absolute: 6 164.35
Gross Profit: 0.00 Balance Drawdown Maximal: 5 752.50 (57.52%) Equity Drawdown Maximal: 6 173.44 (61.68%)
Gross Loss: -5 752.50 Balance Drawdown Relative: 57.52% (5 752.50) Equity Drawdown Relative: 61.68% (6 173.44)
Profit Factor: 0.00 Expected Payoff: -1 438.13 Margin Level: 3571.26%
Recovery Factor: -0.93 Sharpe Ratio: -1.22 Z-Score: 0.00 (0.00%)
AHPR: 0.8216 (-17.84%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.8073 (-19.27%) LR Standard Error: 1 089.88
Total Trades: 4 Short Trades (won %): 2 (0.00%) Long Trades (won %): 2 (0.00%)
Total Deals: 8 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 4 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -4 003.66
Average profit trade: 0.00 Average loss trade: -1 438.13
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 4 (-5 752.50)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -5 752.50 (4)
Average consecutive wins: 0 Average consecutive losses: 4
Graph
Graph
Correlation (Profits,MFE): 0.49 Correlation (Profits,MAE): 0.98 Correlation (MFE,MAE): 0.5206
Graph
Minimal position holding time: 1800:00:00 Maximal position holding time: 23160:00:00 Average position holding time: 11820:14:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.31 23:00:002EURUSDsell0.1 / 0.10.000002014.01.31 23:00:00filled
2014.05.16 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.16 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2016.12.09 23:00:005EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2016.12.09 23:00:006EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2020.08.21 23:00:007EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.21 23:00:008EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2021.08.20 23:59:599EURUSDsell0.1 / 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.05.16 23:00:003EURUSDbuyout0.11.3700030.009.45-213.009 796.45
2014.05.16 23:00:004EURUSDbuyin0.11.3700040.000.000.009 796.45
2016.12.09 23:00:005EURUSDsellout0.11.0559350.00-862.96-3 140.705 792.79
2016.12.09 23:00:006EURUSDsellin0.11.0559360.000.000.005 792.79
2020.08.21 23:00:007EURUSDbuyout0.11.1794970.00121.59-1 235.604 678.78
2020.08.21 23:00:008EURUSDbuyin0.11.1794980.000.000.004 678.78
2021.08.20 23:59:599EURUSDsellout0.11.1698590.00-334.88-96.404 247.50end of test
0.00 -1 066.80 -4 685.70 4 247.50