Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=21
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: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -330.12 Balance Drawdown Absolute: 330.12 Equity Drawdown Absolute: 387.31
Gross Profit: 206.87 Balance Drawdown Maximal: 376.61 (3.75%) Equity Drawdown Maximal: 594.07 (5.82%)
Gross Loss: -536.99 Balance Drawdown Relative: 3.75% (376.61) Equity Drawdown Relative: 5.82% (594.07)
Profit Factor: 0.39 Expected Payoff: -30.01 Margin Level: 9612.69%
Recovery Factor: -0.56 Sharpe Ratio: -0.39 Z-Score: 0.94 (65.28%)
AHPR: 0.9970 (-0.30%) LR Correlation: -0.85 OnTester result: 0
GHPR: 0.9970 (-0.30%) LR Standard Error: 65.90
Total Trades: 11 Short Trades (won %): 6 (33.33%) Long Trades (won %): 5 (20.00%)
Total Deals: 22 Profit Trades (% of total): 3 (27.27%) Loss Trades (% of total): 8 (72.73%)
Largest profit trade: 120.29 Largest loss trade: -153.78
Average profit trade: 68.96 Average loss trade: -67.12
Maximum consecutive wins ($): 1 (120.29) Maximum consecutive losses ($): 5 (-330.10)
Maximal consecutive profit (count): 120.29 (1) Maximal consecutive loss (count): -330.10 (5)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.47 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.4659
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 152:43:38
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDCADsell0.1 / 0.10.000002014.02.07 23:00:00filled
2014.02.14 23:00:003USDCADbuy0.1 / 0.10.000002014.02.14 23:00:00filled
2014.03.07 23:00:004USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.04.04 23:00:005USDCADsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.05.02 23:00:006USDCADbuy0.1 / 0.10.000002014.05.02 23:00:00filled
2014.05.09 23:00:007USDCADsell0.1 / 0.10.000002014.05.09 23:00:00filled
2015.07.31 23:00:008USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.08.07 23:00:009USDCADbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2016.11.18 23:00:0010USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0011USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2017.03.31 23:00:0012USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.04.07 23:00:0013USDCADbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.05.19 23:00:0014USDCADsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0015USDCADbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.05 23:00:0016USDCADsell0.1 / 0.10.000002018.01.05 23:00:00filled
2018.01.12 23:00:0017USDCADbuy0.1 / 0.10.000002018.01.12 23:00:00filled
2019.11.08 23:00:0018USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0019USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.05.08 23:00:0020USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.15 23:00:0021USDCADsell0.1 / 0.10.000002020.05.15 23:00:00filled
2021.03.05 23:00:0022USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0023USDCADsell0.1 / 0.10.000002021.03.12 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
2014.02.07 23:00:002USDCADsellin0.11.1038020.000.000.0010 000.00
2014.02.14 23:00:003USDCADbuyout0.11.0984030.00-2.6749.1610 046.49
2014.03.07 23:00:004USDCADbuyin0.11.1091040.000.000.0010 046.49
2014.04.04 23:00:005USDCADsellout0.11.0980050.00-10.08-101.099 935.32
2014.05.02 23:00:006USDCADbuyin0.11.0980060.000.000.009 935.32
2014.05.09 23:00:007USDCADsellout0.11.0895070.00-2.57-78.029 854.73
2015.07.31 23:00:008USDCADsellin0.11.3079080.000.000.009 854.73
2015.08.07 23:00:009USDCADbuyout0.11.3133090.00-2.24-41.129 811.37
2016.11.18 23:00:0010USDCADsellin0.11.35120100.000.000.009 811.37
2016.11.25 23:00:0011USDCADbuyout0.11.35228110.00-2.17-7.999 801.21
2017.03.31 23:00:0012USDCADsellin0.11.32985120.000.000.009 801.21
2017.04.07 23:00:0013USDCADbuyout0.11.34093130.00-2.19-82.639 716.39
2017.05.19 23:00:0014USDCADsellin0.11.35166140.000.000.009 716.39
2017.05.26 23:00:0015USDCADbuyout0.11.34597150.00-2.1842.279 756.48
2018.01.05 23:00:0016USDCADsellin0.11.24120160.000.000.009 756.48
2018.01.12 23:00:0017USDCADbuyout0.11.24720170.00-2.36-48.119 706.01
2019.11.08 23:00:0018USDCADbuyin0.11.32275180.000.000.009 706.01
2019.11.15 23:00:0019USDCADsellout0.11.32268190.00-2.11-0.539 703.37
2020.05.08 23:00:0020USDCADbuyin0.11.39261200.000.000.009 703.37
2020.05.15 23:00:0021USDCADsellout0.11.40985210.00-1.99122.289 823.66
2021.03.05 23:00:0022USDCADbuyin0.11.26598220.000.000.009 823.66
2021.03.12 23:00:0023USDCADsellout0.11.24708230.00-2.23-151.559 669.88
0.00 -32.79 -297.33 9 669.88