Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=25
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: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -581.73 Balance Drawdown Absolute: 581.73 Equity Drawdown Absolute: 755.98
Gross Profit: 820.05 Balance Drawdown Maximal: 1 401.78 (12.96%) Equity Drawdown Maximal: 2 970.02 (24.32%)
Gross Loss: -1 401.78 Balance Drawdown Relative: 12.96% (1 401.78) Equity Drawdown Relative: 24.32% (2 970.02)
Profit Factor: 0.59 Expected Payoff: -96.96 Margin Level: 9244.02%
Recovery Factor: -0.20 Sharpe Ratio: -0.20 Z-Score: -0.35 (27.37%)
AHPR: 0.9910 (-0.90%) LR Correlation: -0.82 OnTester result: 0
GHPR: 0.9901 (-0.99%) LR Standard Error: 426.96
Total Trades: 6 Short Trades (won %): 4 (0.00%) Long Trades (won %): 2 (50.00%)
Total Deals: 12 Profit Trades (% of total): 1 (16.67%) Loss Trades (% of total): 5 (83.33%)
Largest profit trade: 820.05 Largest loss trade: -667.27
Average profit trade: 820.05 Average loss trade: -280.36
Maximum consecutive wins ($): 1 (820.05) Maximum consecutive losses ($): 5 (-1 401.78)
Maximal consecutive profit (count): 820.05 (1) Maximal consecutive loss (count): -1 401.78 (5)
Average consecutive wins: 1 Average consecutive losses: 5
Graph
Graph
Correlation (Profits,MFE): 0.51 Correlation (Profits,MAE): 0.66 Correlation (MFE,MAE): 0.0519
Graph
Minimal position holding time: 840:00:00 Maximal position holding time: 7440:59:59 Average position holding time: 4240:09:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.11.14 23:00:003USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2014.11.14 23:00:004USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2015.04.24 23:00:005USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.10.02 23:00:006USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2016.07.01 23:00:007USDCHFbuy0.1 / 0.10.000002016.07.01 23:00:00filled
2017.06.30 23:00:008USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2018.06.22 23:00:009USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2020.04.24 23:00:0010USDCHFbuy0.1 / 0.10.000002020.04.24 23:00:00filled
2020.06.12 23:00:0011USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.12 23:00:0012USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2021.08.20 23:59:5913USDCHFbuy0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.11.14 23:00:003USDCHFsellout0.10.9589030.0036.86783.1910 820.05
2014.11.14 23:00:004USDCHFsellin0.10.9589040.000.000.0010 820.05
2015.04.24 23:00:005USDCHFbuyout0.10.9538050.00-169.3053.4710 704.22
2015.10.02 23:00:006USDCHFsellin0.10.9719060.000.000.0010 704.22
2016.07.01 23:00:007USDCHFbuyout0.10.9737070.00-280.00-18.4910 405.73
2017.06.30 23:00:008USDCHFsellin0.10.9589180.000.000.0010 405.73
2018.06.22 23:00:009USDCHFbuyout0.10.9881290.00-371.66-295.619 738.46
2020.04.24 23:00:0010USDCHFbuyin0.10.97413100.000.000.009 738.46
2020.06.12 23:00:0011USDCHFsellout0.10.95225110.008.10-229.779 516.79
2020.06.12 23:00:0012USDCHFsellin0.10.95225120.000.000.009 516.79
2021.08.20 23:59:5913USDCHFbuyout0.10.91722130.00-480.43381.919 418.27end of test
0.00 -1 256.43 674.70 9 418.27