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=4
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: 28.73 Balance Drawdown Absolute: 439.99 Equity Drawdown Absolute: 543.28
Gross Profit: 702.93 Balance Drawdown Maximal: 439.99 (4.40%) Equity Drawdown Maximal: 616.49 (6.12%)
Gross Loss: -674.20 Balance Drawdown Relative: 4.40% (439.99) Equity Drawdown Relative: 6.12% (616.49)
Profit Factor: 1.04 Expected Payoff: 1.31 Margin Level: 11977.49%
Recovery Factor: 0.05 Sharpe Ratio: 0.02 Z-Score: 0.26 (20.51%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.09 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 164.82
Total Trades: 22 Short Trades (won %): 14 (50.00%) Long Trades (won %): 8 (62.50%)
Total Deals: 44 Profit Trades (% of total): 12 (54.55%) Loss Trades (% of total): 10 (45.45%)
Largest profit trade: 259.21 Largest loss trade: -167.19
Average profit trade: 58.58 Average loss trade: -67.42
Maximum consecutive wins ($): 3 (167.13) Maximum consecutive losses ($): 4 (-193.96)
Maximal consecutive profit (count): 292.52 (2) Maximal consecutive loss (count): -193.96 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.50 Correlation (MFE,MAE): 0.4436
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 125:27:16
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.02.13 23:00:002AUDUSDsell0.1 / 0.10.000002015.02.13 23:00:00filled
2015.02.20 23:00:003AUDUSDbuy0.1 / 0.10.000002015.02.20 23:00:00filled
2015.04.24 23:00:004AUDUSDsell0.1 / 0.10.000002015.04.24 23:00:00filled
2015.05.01 23:00:005AUDUSDbuy0.1 / 0.10.000002015.05.01 23:00:00filled
2015.05.29 23:00:006AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:007AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.07.10 23:00:008AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:009AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2015.09.25 23:00:0010AUDUSDbuy0.1 / 0.10.000002015.09.25 23:00:00filled
2015.10.02 23:00:0011AUDUSDsell0.1 / 0.10.000002015.10.02 23:00:00filled
2016.04.08 23:00:0012AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:0013AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.10.28 23:00:0014AUDUSDsell0.1 / 0.10.000002016.10.28 23:00:00filled
2016.11.11 23:00:0015AUDUSDbuy0.1 / 0.10.000002016.11.11 23:00:00filled
2017.02.03 23:00:0016AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0017AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2017.04.28 23:00:0018AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.05.05 23:00:0019AUDUSDsell0.1 / 0.10.000002017.05.05 23:00:00filled
2017.07.21 23:00:0020AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.28 23:00:0021AUDUSDbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2018.07.13 23:00:0022AUDUSDbuy0.1 / 0.10.000002018.07.13 23:00:00filled
2018.07.20 23:00:0023AUDUSDsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.08.10 23:00:0024AUDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.17 23:00:0025AUDUSDsell0.1 / 0.10.000002018.08.17 23:00:00filled
2019.01.04 23:00:0026AUDUSDbuy0.1 / 0.10.000002019.01.04 23:00:00filled
2019.01.11 23:00:0027AUDUSDsell0.1 / 0.10.000002019.01.11 23:00:00filled
2019.04.05 23:00:0028AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0029AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.10.18 23:00:0030AUDUSDsell0.1 / 0.10.000002019.10.18 23:00:00filled
2019.10.25 23:00:0031AUDUSDbuy0.1 / 0.10.000002019.10.25 23:00:00filled
2020.01.17 23:00:0032AUDUSDsell0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.24 23:00:0033AUDUSDbuy0.1 / 0.10.000002020.01.24 23:00:00filled
2020.02.14 23:00:0034AUDUSDsell0.1 / 0.10.000002020.02.14 23:00:00filled
2020.02.21 23:00:0035AUDUSDbuy0.1 / 0.10.000002020.02.21 23:00:00filled
2020.04.10 23:00:0036AUDUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2020.04.17 23:00:0037AUDUSDbuy0.1 / 0.10.000002020.04.17 23:00:00filled
2020.09.18 23:00:0038AUDUSDsell0.1 / 0.10.000002020.09.18 23:00:00filled
2020.09.25 23:00:0039AUDUSDbuy0.1 / 0.10.000002020.09.25 23:00:00filled
2020.11.13 23:00:0040AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0041AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0042AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0043AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0044AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0045AUDUSDbuy0.1 / 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
2015.02.13 23:00:002AUDUSDsellin0.10.7766020.000.000.0010 000.00
2015.02.20 23:00:003AUDUSDbuyout0.10.7845030.00-1.19-79.009 919.81
2015.04.24 23:00:004AUDUSDsellin0.10.7825040.000.000.009 919.81
2015.05.01 23:00:005AUDUSDbuyout0.10.7839050.00-1.19-14.009 904.62
2015.05.29 23:00:006AUDUSDbuyin0.10.7647060.000.000.009 904.62
2015.06.05 23:00:007AUDUSDsellout0.10.7621070.00-3.29-26.009 875.33
2015.07.10 23:00:008AUDUSDbuyin0.10.7446080.000.000.009 875.33
2015.07.17 23:00:009AUDUSDsellout0.10.7380090.00-3.29-66.009 806.04
2015.09.25 23:00:0010AUDUSDbuyin0.10.70310100.000.000.009 806.04
2015.10.02 23:00:0011AUDUSDsellout0.10.70400110.00-3.299.009 811.75
2016.04.08 23:00:0012AUDUSDsellin0.10.75510120.000.000.009 811.75
2016.04.15 23:00:0013AUDUSDbuyout0.10.77170130.00-1.19-166.009 644.56
2016.10.28 23:00:0014AUDUSDsellin0.10.75989140.000.000.009 644.56
2016.11.11 23:00:0015AUDUSDbuyout0.10.75443150.00-2.3854.609 696.78
2017.02.03 23:00:0016AUDUSDsellin0.10.76828160.000.000.009 696.78
2017.02.10 23:00:0017AUDUSDbuyout0.10.76758170.00-1.197.009 702.59
2017.04.28 23:00:0018AUDUSDbuyin0.10.74886180.000.000.009 702.59
2017.05.05 23:00:0019AUDUSDsellout0.10.74219190.00-3.29-66.709 632.60
2017.07.21 23:00:0020AUDUSDsellin0.10.79158200.000.000.009 632.60
2017.07.28 23:00:0021AUDUSDbuyout0.10.79872210.00-1.19-71.409 560.01
2018.07.13 23:00:0022AUDUSDbuyin0.10.74178220.000.000.009 560.01
2018.07.20 23:00:0023AUDUSDsellout0.10.74272230.00-3.299.409 566.12
2018.08.10 23:00:0024AUDUSDbuyin0.10.72952240.000.000.009 566.12
2018.08.17 23:00:0025AUDUSDsellout0.10.73166250.00-3.2921.409 584.23
2019.01.04 23:00:0026AUDUSDbuyin0.10.71154260.000.000.009 584.23
2019.01.11 23:00:0027AUDUSDsellout0.10.72032270.00-3.2987.809 668.74
2019.04.05 23:00:0028AUDUSDsellin0.10.71048280.000.000.009 668.74
2019.04.12 23:00:0029AUDUSDbuyout0.10.71740290.00-1.19-69.209 598.35
2019.10.18 23:00:0030AUDUSDsellin0.10.68530300.000.000.009 598.35
2019.10.25 23:00:0031AUDUSDbuyout0.10.68232310.00-1.1929.809 626.96
2020.01.17 23:00:0032AUDUSDsellin0.10.68753320.000.000.009 626.96
2020.01.24 23:00:0033AUDUSDbuyout0.10.68228330.00-1.1952.509 678.27
2020.02.14 23:00:0034AUDUSDsellin0.10.67149340.000.000.009 678.27
2020.02.21 23:00:0035AUDUSDbuyout0.10.66265350.00-1.1988.409 765.48
2020.04.10 23:00:0036AUDUSDsellin0.10.63518360.000.000.009 765.48
2020.04.17 23:00:0037AUDUSDbuyout0.10.63660370.00-1.19-14.209 750.09
2020.09.18 23:00:0038AUDUSDsellin0.10.72943380.000.000.009 750.09
2020.09.25 23:00:0039AUDUSDbuyout0.10.70339390.00-1.19260.4010 009.30
2020.11.13 23:00:0040AUDUSDbuyin0.10.72712400.000.000.0010 009.30
2020.11.20 23:00:0041AUDUSDsellout0.10.73078410.00-3.2936.6010 042.61
2020.11.20 23:00:0042AUDUSDsellin0.10.73078420.000.000.0010 042.61
2020.11.27 23:00:0043AUDUSDbuyout0.10.73913430.00-1.19-83.509 957.92
2021.01.22 23:00:0044AUDUSDsellin0.10.77142440.000.000.009 957.92
2021.01.29 23:00:0045AUDUSDbuyout0.10.76422450.00-1.1972.0010 028.73
0.00 -44.17 72.90 10 028.73