Strategy Tester Report |
||||||||||||
RoboForex-Pro (Build 2981) |
||||||||||||
Settings |
||||||||||||
Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=28 | ||||||||||||
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: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | -117.41 | Balance Drawdown Absolute: | 229.54 | Equity Drawdown Absolute: | 279.61 | |||||||
Gross Profit: | 275.75 | Balance Drawdown Maximal: | 264.23 (2.63%) | Equity Drawdown Maximal: | 387.95 (3.84%) | |||||||
Gross Loss: | -393.16 | Balance Drawdown Relative: | 2.63% (264.23) | Equity Drawdown Relative: | 3.84% (387.95) | |||||||
Profit Factor: | 0.70 | Expected Payoff: | -10.67 | Margin Level: | 12625.06% | |||||||
Recovery Factor: | -0.30 | Sharpe Ratio: | -0.12 | Z-Score: | 0.03 (2.39%) | |||||||
AHPR: | 0.9990 (-0.10%) | LR Correlation: | 0.03 | OnTester result: | 0 | |||||||
GHPR: | 0.9989 (-0.11%) | LR Standard Error: | 100.02 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 5 (45.45%) | Loss Trades (% of total): | 6 (54.55%) | |||||||
Largest profit trade: | 130.29 | Largest loss trade: | -223.31 | |||||||||
Average profit trade: | 55.15 | Average loss trade: | -65.53 | |||||||||
Maximum consecutive wins ($): | 3 (240.47) | Maximum consecutive losses ($): | 3 (-264.23) | |||||||||
Maximal consecutive profit (count): | 240.47 (3) | Maximal consecutive loss (count): | -264.23 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.70 | Correlation (Profits,MAE): | 0.91 | Correlation (MFE,MAE): | 0.5021 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.28 23:00:00 | 3 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.28 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.19 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.12.19 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 6 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 7 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.10.28 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.28 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 10 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.04.14 23:00:00 | 11 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.04.14 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 16 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.11.22 23:00:00 | 17 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.22 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 18 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 19 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 20 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.08.07 23:00:00 | 21 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.07 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 22 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 23 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
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 | ||||||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | in | 0.1 | 0.78780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.28 23:00:00 | 3 | NZDUSD | buy | out | 0.1 | 0.78410 | 3 | 0.00 | -2.31 | 37.00 | 10 034.69 | |
2014.12.12 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.77790 | 4 | 0.00 | 0.00 | 0.00 | 10 034.69 | |
2014.12.19 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.77460 | 5 | 0.00 | -2.31 | -33.00 | 9 999.38 | |
2015.05.22 23:00:00 | 6 | NZDUSD | buy | in | 0.1 | 0.73120 | 6 | 0.00 | 0.00 | 0.00 | 9 999.38 | |
2015.05.29 23:00:00 | 7 | NZDUSD | sell | out | 0.1 | 0.70910 | 7 | 0.00 | -2.31 | -221.00 | 9 776.07 | |
2016.10.21 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.71616 | 8 | 0.00 | 0.00 | 0.00 | 9 776.07 | |
2016.10.28 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.71583 | 9 | 0.00 | -2.31 | -3.30 | 9 770.46 | |
2017.04.07 23:00:00 | 10 | NZDUSD | buy | in | 0.1 | 0.69360 | 10 | 0.00 | 0.00 | 0.00 | 9 770.46 | |
2017.04.14 23:00:00 | 11 | NZDUSD | sell | out | 0.1 | 0.69994 | 11 | 0.00 | -2.31 | 63.40 | 9 831.55 | |
2017.05.19 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.69348 | 12 | 0.00 | 0.00 | 0.00 | 9 831.55 | |
2017.05.26 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.70674 | 13 | 0.00 | -2.31 | 132.60 | 9 961.84 | |
2018.01.26 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.73548 | 14 | 0.00 | 0.00 | 0.00 | 9 961.84 | |
2018.02.02 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.73034 | 15 | 0.00 | -2.31 | 51.40 | 10 010.93 | |
2019.11.15 23:00:00 | 16 | NZDUSD | sell | in | 0.1 | 0.64000 | 16 | 0.00 | 0.00 | 0.00 | 10 010.93 | |
2019.11.22 23:00:00 | 17 | NZDUSD | buy | out | 0.1 | 0.64086 | 17 | 0.00 | -2.31 | -8.60 | 10 000.02 | |
2020.07.24 23:00:00 | 18 | NZDUSD | sell | in | 0.1 | 0.66370 | 18 | 0.00 | 0.00 | 0.00 | 10 000.02 | |
2020.07.31 23:00:00 | 19 | NZDUSD | buy | out | 0.1 | 0.66341 | 19 | 0.00 | -2.31 | 2.90 | 10 000.61 | |
2020.07.31 23:00:00 | 20 | NZDUSD | buy | in | 0.1 | 0.66341 | 20 | 0.00 | 0.00 | 0.00 | 10 000.61 | |
2020.08.07 23:00:00 | 21 | NZDUSD | sell | out | 0.1 | 0.66018 | 21 | 0.00 | -2.31 | -32.30 | 9 966.00 | |
2020.10.16 23:00:00 | 22 | NZDUSD | sell | in | 0.1 | 0.66072 | 22 | 0.00 | 0.00 | 0.00 | 9 966.00 | |
2020.10.23 23:00:00 | 23 | NZDUSD | buy | out | 0.1 | 0.66883 | 23 | 0.00 | -2.31 | -81.10 | 9 882.59 | |
0.00 | -25.41 | -92.00 | 9 882.59 | |||||||||