Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
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 |
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History Quality: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -259.14 | Balance Drawdown Absolute: | 259.14 | Equity Drawdown Absolute: | 970.35 | |||||||
Gross Profit: | 1 604.59 | Balance Drawdown Maximal: | 1 673.65 (14.66%) | Equity Drawdown Maximal: | 3 493.39 (27.90%) | |||||||
Gross Loss: | -1 863.73 | Balance Drawdown Relative: | 14.66% (1 673.65) | Equity Drawdown Relative: | 27.90% (3 493.39) | |||||||
Profit Factor: | 0.86 | Expected Payoff: | -37.02 | Margin Level: | 9029.65% | |||||||
Recovery Factor: | -0.07 | Sharpe Ratio: | -0.03 | Z-Score: | 0.68 (50.35%) | |||||||
AHPR: | 0.9983 (-0.17%) | LR Correlation: | -0.29 | OnTester result: | 0 | |||||||
GHPR: | 0.9963 (-0.37%) | LR Standard Error: | 706.11 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 2 (28.57%) | Loss Trades (% of total): | 5 (71.43%) | |||||||
Largest profit trade: | 1 343.41 | Largest loss trade: | -1 007.12 | |||||||||
Average profit trade: | 802.30 | Average loss trade: | -372.75 | |||||||||
Maximum consecutive wins ($): | 1 (1 343.41) | Maximum consecutive losses ($): | 4 (-1 673.65) | |||||||||
Maximal consecutive profit (count): | 1 343.41 (1) | Maximal consecutive loss (count): | -1 673.65 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.85 | Correlation (Profits,MAE): | 0.62 | Correlation (MFE,MAE): | 0.4435 | |||||||
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Minimal position holding time: | 600:00:00 | Maximal position holding time: | 12360:00:00 | Average position holding time: | 6668:42:51 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.09 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.09 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2014.03.07 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10910 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.07.31 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.30790 | 3 | 0.00 | -176.58 | 1 519.99 | 11 343.41 | |
2015.07.31 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.30790 | 4 | 0.00 | 0.00 | 0.00 | 11 343.41 | |
2016.10.14 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.31449 | 5 | 0.00 | -139.95 | -50.13 | 11 153.33 | |
2016.10.14 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.31449 | 6 | 0.00 | 0.00 | 0.00 | 11 153.33 | |
2016.11.18 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.35120 | 7 | 0.00 | -10.50 | 271.68 | 11 414.51 | |
2016.11.18 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.35120 | 8 | 0.00 | 0.00 | 0.00 | 11 414.51 | |
2018.11.09 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.32062 | 9 | 0.00 | -233.74 | 231.56 | 11 412.33 | |
2018.11.09 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.32062 | 10 | 0.00 | 0.00 | 0.00 | 11 412.33 | |
2020.02.21 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.32178 | 11 | 0.00 | -141.29 | 8.78 | 11 279.82 | |
2020.02.21 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.32178 | 12 | 0.00 | 0.00 | 0.00 | 11 279.82 | |
2020.05.08 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.39261 | 13 | 0.00 | -23.23 | -508.61 | 10 747.98 | |
2020.05.08 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.39261 | 14 | 0.00 | 0.00 | 0.00 | 10 747.98 | |
2021.08.20 23:59:59 | 15 | USDCAD | sell | out | 0.1 | 1.28216 | 15 | 0.00 | -145.68 | -861.44 | 9 740.86 | end of test |
0.00 | -870.97 | 611.83 | 9 740.86 | |||||||||