Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=31
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -3 141.02 Balance Drawdown Absolute: 3 141.02 Equity Drawdown Absolute: 4 304.30
Gross Profit: 227.68 Balance Drawdown Maximal: 3 141.02 (31.41%) Equity Drawdown Maximal: 4 313.39 (43.09%)
Gross Loss: -3 368.70 Balance Drawdown Relative: 31.41% (3 141.02) Equity Drawdown Relative: 43.09% (4 313.39)
Profit Factor: 0.07 Expected Payoff: -785.26 Margin Level: 4178.18%
Recovery Factor: -0.73 Sharpe Ratio: -0.67 Z-Score: 2.00 (95.45%)
AHPR: 0.9189 (-8.11%) LR Correlation: -0.86 OnTester result: 0
GHPR: 0.9100 (-9.00%) LR Standard Error: 833.99
Total Trades: 4 Short Trades (won %): 2 (50.00%) Long Trades (won %): 2 (0.00%)
Total Deals: 8 Profit Trades (% of total): 1 (25.00%) Loss Trades (% of total): 3 (75.00%)
Largest profit trade: 227.68 Largest loss trade: -2 802.50
Average profit trade: 227.68 Average loss trade: -1 122.90
Maximum consecutive wins ($): 1 (227.68) Maximum consecutive losses ($): 2 (-2 937.42)
Maximal consecutive profit (count): 227.68 (1) Maximal consecutive loss (count): -2 937.42 (2)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.58 Correlation (Profits,MAE): 0.97 Correlation (MFE,MAE): 0.4200
Graph
Minimal position holding time: 1920:00:00 Maximal position holding time: 20400:00:00 Average position holding time: 11820:14:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.31 23:00:002EURUSDsell0.1 / 0.10.000002014.01.31 23:00:00filled
2014.05.23 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.23 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2017.08.25 23:00:005EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.08.25 23:00:006EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2020.08.21 23:00:007EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.21 23:00:008EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2021.08.20 23:59:599EURUSDsell0.1 / 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.05.23 23:00:003EURUSDbuyout0.11.3632030.0010.08-145.009 865.08
2014.05.23 23:00:004EURUSDbuyin0.11.3632040.000.000.009 865.08
2017.08.25 23:00:005EURUSDsellout0.11.1924350.00-1094.80-1 707.707 062.58
2017.08.25 23:00:006EURUSDsellin0.11.1924360.000.000.007 062.58
2020.08.21 23:00:007EURUSDbuyout0.11.1794970.0098.28129.407 290.26
2020.08.21 23:00:008EURUSDbuyin0.11.1794980.000.000.007 290.26
2021.08.20 23:59:599EURUSDsellout0.11.1698590.00-334.88-96.406 858.98end of test
0.00 -1 321.32 -1 819.70 6 858.98