Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=10 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -1 841.14 | Balance Drawdown Absolute: | 1 841.14 | Equity Drawdown Absolute: | 2 231.85 | |||||||
Gross Profit: | 725.23 | Balance Drawdown Maximal: | 2 088.70 (20.38%) | Equity Drawdown Maximal: | 3 103.71 (28.55%) | |||||||
Gross Loss: | -2 566.37 | Balance Drawdown Relative: | 20.38% (2 088.70) | Equity Drawdown Relative: | 28.55% (3 103.71) | |||||||
Profit Factor: | 0.28 | Expected Payoff: | -141.63 | Margin Level: | 7768.15% | |||||||
Recovery Factor: | -0.59 | Sharpe Ratio: | -0.45 | Z-Score: | 0.83 (59.35%) | |||||||
AHPR: | 0.9850 (-1.50%) | LR Correlation: | -0.91 | OnTester result: | 0 | |||||||
GHPR: | 0.9845 (-1.55%) | LR Standard Error: | 315.71 | |||||||||
Total Trades: | 13 | Short Trades (won %): | 6 (16.67%) | Long Trades (won %): | 7 (57.14%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 5 (38.46%) | Loss Trades (% of total): | 8 (61.54%) | |||||||
Largest profit trade: | 247.56 | Largest loss trade: | -806.00 | |||||||||
Average profit trade: | 145.05 | Average loss trade: | -320.80 | |||||||||
Maximum consecutive wins ($): | 2 (241.49) | Maximum consecutive losses ($): | 5 (-1 431.33) | |||||||||
Maximal consecutive profit (count): | 247.56 (1) | Maximal consecutive loss (count): | -1 431.33 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.55 | Correlation (Profits,MAE): | 0.69 | Correlation (MFE,MAE): | 0.0619 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 12240:00:00 | Average position holding time: | 3535:27:41 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 6 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 7 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 10 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 11 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 14 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 15 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 16 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 17 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 18 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 19 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 20 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 21 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 22 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 23 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 24 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 25 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 26 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 27 | USDCHF | 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 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.07.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.90460 | 3 | 0.00 | 17.62 | 229.94 | 10 247.56 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 10 247.56 | |
2015.04.24 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.95380 | 5 | 0.00 | -290.17 | -515.83 | 9 441.56 | |
2015.04.24 23:00:00 | 6 | USDCHF | buy | in | 0.1 | 0.95380 | 6 | 0.00 | 0.00 | 0.00 | 9 441.56 | |
2015.10.02 23:00:00 | 7 | USDCHF | sell | out | 0.1 | 0.97190 | 7 | 0.00 | 27.02 | 186.23 | 9 654.81 | |
2015.10.02 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97190 | 8 | 0.00 | 0.00 | 0.00 | 9 654.81 | |
2016.03.11 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.98280 | 9 | 0.00 | -163.55 | -110.91 | 9 380.35 | |
2016.03.11 23:00:00 | 10 | USDCHF | buy | in | 0.1 | 0.98280 | 10 | 0.00 | 0.00 | 0.00 | 9 380.35 | |
2016.05.13 23:00:00 | 11 | USDCHF | sell | out | 0.1 | 0.97460 | 11 | 0.00 | 10.41 | -84.14 | 9 306.62 | |
2016.05.13 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.97460 | 12 | 0.00 | 0.00 | 0.00 | 9 306.62 | |
2016.12.16 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 1.02716 | 13 | 0.00 | -222.98 | -511.70 | 8 571.94 | |
2016.12.16 23:00:00 | 14 | USDCHF | buy | in | 0.1 | 1.02716 | 14 | 0.00 | 0.00 | 0.00 | 8 571.94 | |
2017.01.06 23:00:00 | 15 | USDCHF | sell | out | 0.1 | 1.01727 | 15 | 0.00 | 3.33 | -97.22 | 8 478.05 | |
2017.01.06 23:00:00 | 16 | USDCHF | sell | in | 0.1 | 1.01727 | 16 | 0.00 | 0.00 | 0.00 | 8 478.05 | |
2018.06.22 23:00:00 | 17 | USDCHF | buy | out | 0.1 | 0.98812 | 17 | 0.00 | -549.57 | 295.00 | 8 223.48 | |
2018.06.22 23:00:00 | 18 | USDCHF | buy | in | 0.1 | 0.98812 | 18 | 0.00 | 0.00 | 0.00 | 8 223.48 | |
2018.06.29 23:00:00 | 19 | USDCHF | sell | out | 0.1 | 0.99028 | 19 | 0.00 | 1.12 | 21.81 | 8 246.41 | |
2018.06.29 23:00:00 | 20 | USDCHF | sell | in | 0.1 | 0.99028 | 20 | 0.00 | 0.00 | 0.00 | 8 246.41 | |
2018.07.27 23:00:00 | 21 | USDCHF | buy | out | 0.1 | 0.99422 | 21 | 0.00 | -28.45 | -39.63 | 8 178.33 | |
2018.07.27 23:00:00 | 22 | USDCHF | buy | in | 0.1 | 0.99422 | 22 | 0.00 | 0.00 | 0.00 | 8 178.33 | |
2019.04.19 23:00:00 | 23 | USDCHF | sell | out | 0.1 | 1.01437 | 23 | 0.00 | 42.78 | 198.65 | 8 419.76 | |
2019.04.19 23:00:00 | 24 | USDCHF | sell | in | 0.1 | 1.01437 | 24 | 0.00 | 0.00 | 0.00 | 8 419.76 | |
2021.04.02 23:00:00 | 25 | USDCHF | buy | out | 0.1 | 0.94295 | 25 | 0.00 | -757.35 | 757.41 | 8 419.82 | |
2021.04.02 23:00:00 | 26 | USDCHF | buy | in | 0.1 | 0.94295 | 26 | 0.00 | 0.00 | 0.00 | 8 419.82 | |
2021.08.20 23:59:59 | 27 | USDCHF | sell | out | 0.1 | 0.91678 | 27 | 0.00 | 24.50 | -285.46 | 8 158.86 | end of test |
0.00 | -1 885.29 | 44.15 | 8 158.86 | |||||||||