Strategy Tester Report |
||||||||||||
RoboForex-Pro (Build 2981) |
||||||||||||
Settings |
||||||||||||
Expert: | TFF_trader | |||||||||||
Symbol: | GBPUSD | |||||||||||
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: | 98% | |||||||||||
Bars: | 94692 | Ticks: | 363719 | Symbols: | 1 | |||||||
Total Net Profit: | -8 339.46 | Balance Drawdown Absolute: | 8 339.46 | Equity Drawdown Absolute: | 8 372.79 | |||||||
Gross Profit: | 340.79 | Balance Drawdown Maximal: | 8 339.46 (83.39%) | Equity Drawdown Maximal: | 8 739.66 (84.30%) | |||||||
Gross Loss: | -8 680.25 | Balance Drawdown Relative: | 83.39% (8 339.46) | Equity Drawdown Relative: | 84.30% (8 739.66) | |||||||
Profit Factor: | 0.04 | Expected Payoff: | -1 191.35 | Margin Level: | 1149.57% | |||||||
Recovery Factor: | -0.95 | Sharpe Ratio: | -1.17 | Z-Score: | -0.38 (29.61%) | |||||||
AHPR: | 0.7937 (-20.63%) | LR Correlation: | -0.86 | OnTester result: | 0 | |||||||
GHPR: | 0.7738 (-22.62%) | LR Standard Error: | 1 159.42 | |||||||||
Total Trades: | 7 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 4 (25.00%) | |||||||
Total Deals: | 14 | Profit Trades (% of total): | 2 (28.57%) | Loss Trades (% of total): | 5 (71.43%) | |||||||
Largest profit trade: | 254.40 | Largest loss trade: | -4 786.37 | |||||||||
Average profit trade: | 170.40 | Average loss trade: | -1 736.05 | |||||||||
Maximum consecutive wins ($): | 2 (340.79) | Maximum consecutive losses ($): | 4 (-3 893.88) | |||||||||
Maximal consecutive profit (count): | 340.79 (2) | Maximal consecutive loss (count): | -4 786.37 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | -0.01 | Correlation (Profits,MAE): | 0.97 | Correlation (MFE,MAE): | 0.1139 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 840:00:00 | Maximal position holding time: | 15480:00:00 | Average position holding time: | 6445:51:25 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.06.06 23:00:00 | 2 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 3 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 4 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 5 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 6 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 7 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 8 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 9 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 10 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 11 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 12 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 13 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 14 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 15 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
||||||||||||
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 | ||||||
2014.06.06 23:00:00 | 2 | GBPUSD | buy | in | 0.1 | 1.68060 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.11.25 23:00:00 | 3 | GBPUSD | sell | out | 0.1 | 1.24621 | 3 | 0.00 | -442.47 | -4 343.90 | 5 213.63 | |
2016.11.25 23:00:00 | 4 | GBPUSD | sell | in | 0.1 | 1.24621 | 4 | 0.00 | 0.00 | 0.00 | 5 213.63 | |
2017.01.13 23:00:00 | 5 | GBPUSD | buy | out | 0.1 | 1.21881 | 5 | 0.00 | -19.60 | 274.00 | 5 468.03 | |
2017.01.13 23:00:00 | 6 | GBPUSD | buy | in | 0.1 | 1.21881 | 6 | 0.00 | 0.00 | 0.00 | 5 468.03 | |
2017.03.03 23:00:00 | 7 | GBPUSD | sell | out | 0.1 | 1.22985 | 7 | 0.00 | -24.01 | 110.40 | 5 554.42 | |
2017.03.03 23:00:00 | 8 | GBPUSD | sell | in | 0.1 | 1.22985 | 8 | 0.00 | 0.00 | 0.00 | 5 554.42 | |
2018.05.04 23:00:00 | 9 | GBPUSD | buy | out | 0.1 | 1.35357 | 9 | 0.00 | -170.80 | -1 237.20 | 4 146.42 | |
2018.05.04 23:00:00 | 10 | GBPUSD | buy | in | 0.1 | 1.35357 | 10 | 0.00 | 0.00 | 0.00 | 4 146.42 | |
2019.12.06 23:00:00 | 11 | GBPUSD | sell | out | 0.1 | 1.31407 | 11 | 0.00 | -284.69 | -395.00 | 3 466.73 | |
2019.12.06 23:00:00 | 12 | GBPUSD | sell | in | 0.1 | 1.31407 | 12 | 0.00 | 0.00 | 0.00 | 3 466.73 | |
2021.05.21 23:00:00 | 13 | GBPUSD | buy | out | 0.1 | 1.41550 | 13 | 0.00 | -212.80 | -1 014.30 | 2 239.63 | |
2021.05.21 23:00:00 | 14 | GBPUSD | buy | in | 0.1 | 1.41550 | 14 | 0.00 | 0.00 | 0.00 | 2 239.63 | |
2021.08.20 23:59:59 | 15 | GBPUSD | sell | out | 0.1 | 1.36205 | 15 | 0.00 | -44.59 | -534.50 | 1 660.54 | end of test |
0.00 | -1 198.96 | -7 140.50 | 1 660.54 | |||||||||