Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=5 | ||||||||||||
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: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | 84.06 | Balance Drawdown Absolute: | 62.86 | Equity Drawdown Absolute: | 99.91 | |||||||
Gross Profit: | 947.69 | Balance Drawdown Maximal: | 261.04 (2.53%) | Equity Drawdown Maximal: | 359.69 (3.47%) | |||||||
Gross Loss: | -863.63 | Balance Drawdown Relative: | 2.53% (261.04) | Equity Drawdown Relative: | 3.47% (359.69) | |||||||
Profit Factor: | 1.10 | Expected Payoff: | 3.50 | Margin Level: | 11616.95% | |||||||
Recovery Factor: | 0.23 | Sharpe Ratio: | 0.04 | Z-Score: | 0.67 (49.71%) | |||||||
AHPR: | 1.0004 (0.04%) | LR Correlation: | 0.56 | OnTester result: | 0 | |||||||
GHPR: | 1.0003 (0.03%) | LR Standard Error: | 97.92 | |||||||||
Total Trades: | 24 | Short Trades (won %): | 12 (50.00%) | Long Trades (won %): | 12 (41.67%) | |||||||
Total Deals: | 48 | Profit Trades (% of total): | 11 (45.83%) | Loss Trades (% of total): | 13 (54.17%) | |||||||
Largest profit trade: | 193.69 | Largest loss trade: | -223.31 | |||||||||
Average profit trade: | 86.15 | Average loss trade: | -66.43 | |||||||||
Maximum consecutive wins ($): | 3 (182.87) | Maximum consecutive losses ($): | 4 (-261.04) | |||||||||
Maximal consecutive profit (count): | 193.69 (1) | Maximal consecutive loss (count): | -261.04 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.86 | Correlation (MFE,MAE): | 0.5840 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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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 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 3 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.09.12 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.12 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.28 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.28 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.19 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.12.19 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 10 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 11 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.03.06 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.04 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 16 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.10.28 23:00:00 | 17 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.28 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 18 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.04.14 23:00:00 | 19 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.04.14 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 20 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 21 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 22 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.06.09 23:00:00 | filled | |||||
2017.06.16 23:00:00 | 23 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.06.16 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 24 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.15 23:00:00 | 25 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.15 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 26 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 27 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 28 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 29 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 30 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.09.07 23:00:00 | 31 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.09.07 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 32 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 33 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 34 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.11.22 23:00:00 | 35 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.22 23:00:00 | filled | |||||
2019.11.29 23:00:00 | 36 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.29 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 37 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 38 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 39 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 40 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.08.07 23:00:00 | 41 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.07 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 42 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 43 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 44 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 45 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2021.01.15 23:00:00 | 46 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.15 23:00:00 | filled | |||||
2021.01.22 23:00:00 | 47 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.22 23:00:00 | filled | |||||
2021.08.06 23:00:00 | 48 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.06 23:00:00 | filled | |||||
2021.08.13 23:00:00 | 49 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.13 23:00:00 | filled | |||||
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 | NZDUSD | buy | in | 0.1 | 0.85780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.25 23:00:00 | 3 | NZDUSD | sell | out | 0.1 | 0.85750 | 3 | 0.00 | -2.31 | -3.00 | 9 994.69 | |
2014.09.12 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.81510 | 4 | 0.00 | 0.00 | 0.00 | 9 994.69 | |
2014.09.19 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.81260 | 5 | 0.00 | -2.31 | -25.00 | 9 967.38 | |
2014.11.21 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.78780 | 6 | 0.00 | 0.00 | 0.00 | 9 967.38 | |
2014.11.28 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.78410 | 7 | 0.00 | -2.31 | 37.00 | 10 002.07 | |
2014.12.12 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.77790 | 8 | 0.00 | 0.00 | 0.00 | 10 002.07 | |
2014.12.19 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.77460 | 9 | 0.00 | -2.31 | -33.00 | 9 966.76 | |
2015.02.27 23:00:00 | 10 | NZDUSD | sell | in | 0.1 | 0.75620 | 10 | 0.00 | 0.00 | 0.00 | 9 966.76 | |
2015.03.06 23:00:00 | 11 | NZDUSD | buy | out | 0.1 | 0.73660 | 11 | 0.00 | -2.31 | 196.00 | 10 160.45 | |
2015.05.22 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.73120 | 12 | 0.00 | 0.00 | 0.00 | 10 160.45 | |
2015.05.29 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.70910 | 13 | 0.00 | -2.31 | -221.00 | 9 937.14 | |
2015.08.28 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.64610 | 14 | 0.00 | 0.00 | 0.00 | 9 937.14 | |
2015.09.04 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.62880 | 15 | 0.00 | -2.31 | 173.00 | 10 107.83 | |
2016.10.21 23:00:00 | 16 | NZDUSD | buy | in | 0.1 | 0.71616 | 16 | 0.00 | 0.00 | 0.00 | 10 107.83 | |
2016.10.28 23:00:00 | 17 | NZDUSD | sell | out | 0.1 | 0.71583 | 17 | 0.00 | -2.31 | -3.30 | 10 102.22 | |
2017.04.07 23:00:00 | 18 | NZDUSD | buy | in | 0.1 | 0.69360 | 18 | 0.00 | 0.00 | 0.00 | 10 102.22 | |
2017.04.14 23:00:00 | 19 | NZDUSD | sell | out | 0.1 | 0.69994 | 19 | 0.00 | -2.31 | 63.40 | 10 163.31 | |
2017.05.19 23:00:00 | 20 | NZDUSD | buy | in | 0.1 | 0.69348 | 20 | 0.00 | 0.00 | 0.00 | 10 163.31 | |
2017.05.26 23:00:00 | 21 | NZDUSD | sell | out | 0.1 | 0.70674 | 21 | 0.00 | -2.31 | 132.60 | 10 293.60 | |
2017.06.09 23:00:00 | 22 | NZDUSD | sell | in | 0.1 | 0.72076 | 22 | 0.00 | 0.00 | 0.00 | 10 293.60 | |
2017.06.16 23:00:00 | 23 | NZDUSD | buy | out | 0.1 | 0.72554 | 23 | 0.00 | -2.31 | -47.80 | 10 243.49 | |
2017.12.08 23:00:00 | 24 | NZDUSD | sell | in | 0.1 | 0.68401 | 24 | 0.00 | 0.00 | 0.00 | 10 243.49 | |
2017.12.15 23:00:00 | 25 | NZDUSD | buy | out | 0.1 | 0.69910 | 25 | 0.00 | -2.31 | -150.90 | 10 090.28 | |
2018.01.26 23:00:00 | 26 | NZDUSD | sell | in | 0.1 | 0.73548 | 26 | 0.00 | 0.00 | 0.00 | 10 090.28 | |
2018.02.02 23:00:00 | 27 | NZDUSD | buy | out | 0.1 | 0.73034 | 27 | 0.00 | -2.31 | 51.40 | 10 139.37 | |
2018.08.10 23:00:00 | 28 | NZDUSD | buy | in | 0.1 | 0.65764 | 28 | 0.00 | 0.00 | 0.00 | 10 139.37 | |
2018.08.17 23:00:00 | 29 | NZDUSD | sell | out | 0.1 | 0.66305 | 29 | 0.00 | -2.31 | 54.10 | 10 191.16 | |
2018.08.31 23:00:00 | 30 | NZDUSD | sell | in | 0.1 | 0.66162 | 30 | 0.00 | 0.00 | 0.00 | 10 191.16 | |
2018.09.07 23:00:00 | 31 | NZDUSD | buy | out | 0.1 | 0.65319 | 31 | 0.00 | -2.31 | 84.30 | 10 273.15 | |
2019.01.11 23:00:00 | 32 | NZDUSD | buy | in | 0.1 | 0.68303 | 32 | 0.00 | 0.00 | 0.00 | 10 273.15 | |
2019.01.18 23:00:00 | 33 | NZDUSD | sell | out | 0.1 | 0.67411 | 33 | 0.00 | -2.31 | -89.20 | 10 181.64 | |
2019.11.15 23:00:00 | 34 | NZDUSD | sell | in | 0.1 | 0.64000 | 34 | 0.00 | 0.00 | 0.00 | 10 181.64 | |
2019.11.22 23:00:00 | 35 | NZDUSD | buy | out | 0.1 | 0.64086 | 35 | 0.00 | -2.31 | -8.60 | 10 170.73 | |
2019.11.29 23:00:00 | 36 | NZDUSD | buy | in | 0.1 | 0.64202 | 36 | 0.00 | 0.00 | 0.00 | 10 170.73 | |
2019.12.06 23:00:00 | 37 | NZDUSD | sell | out | 0.1 | 0.65692 | 37 | 0.00 | -2.31 | 149.00 | 10 317.42 | |
2020.07.24 23:00:00 | 38 | NZDUSD | sell | in | 0.1 | 0.66370 | 38 | 0.00 | 0.00 | 0.00 | 10 317.42 | |
2020.07.31 23:00:00 | 39 | NZDUSD | buy | out | 0.1 | 0.66341 | 39 | 0.00 | -2.31 | 2.90 | 10 318.01 | |
2020.07.31 23:00:00 | 40 | NZDUSD | buy | in | 0.1 | 0.66341 | 40 | 0.00 | 0.00 | 0.00 | 10 318.01 | |
2020.08.07 23:00:00 | 41 | NZDUSD | sell | out | 0.1 | 0.66018 | 41 | 0.00 | -2.31 | -32.30 | 10 283.40 | |
2020.10.16 23:00:00 | 42 | NZDUSD | sell | in | 0.1 | 0.66072 | 42 | 0.00 | 0.00 | 0.00 | 10 283.40 | |
2020.10.23 23:00:00 | 43 | NZDUSD | buy | out | 0.1 | 0.66883 | 43 | 0.00 | -2.31 | -81.10 | 10 199.99 | |
2020.11.20 23:00:00 | 44 | NZDUSD | sell | in | 0.1 | 0.69384 | 44 | 0.00 | 0.00 | 0.00 | 10 199.99 | |
2020.11.27 23:00:00 | 45 | NZDUSD | buy | out | 0.1 | 0.70279 | 45 | 0.00 | -2.31 | -89.50 | 10 108.18 | |
2021.01.15 23:00:00 | 46 | NZDUSD | sell | in | 0.1 | 0.71326 | 46 | 0.00 | 0.00 | 0.00 | 10 108.18 | |
2021.01.22 23:00:00 | 47 | NZDUSD | buy | out | 0.1 | 0.71815 | 47 | 0.00 | -2.31 | -48.90 | 10 056.97 | |
2021.08.06 23:00:00 | 48 | NZDUSD | buy | in | 0.1 | 0.70124 | 48 | 0.00 | 0.00 | 0.00 | 10 056.97 | |
2021.08.13 23:00:00 | 49 | NZDUSD | sell | out | 0.1 | 0.70418 | 49 | 0.00 | -2.31 | 29.40 | 10 084.06 | |
0.00 | -55.44 | 139.50 | 10 084.06 | |||||||||