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=20 | ||||||||||||
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: | -21.96 | Balance Drawdown Absolute: | 296.24 | Equity Drawdown Absolute: | 321.07 | |||||||
Gross Profit: | 738.92 | Balance Drawdown Maximal: | 330.93 (3.30%) | Equity Drawdown Maximal: | 518.12 (5.08%) | |||||||
Gross Loss: | -760.88 | Balance Drawdown Relative: | 3.30% (330.93) | Equity Drawdown Relative: | 5.08% (518.12) | |||||||
Profit Factor: | 0.97 | Expected Payoff: | -1.46 | Margin Level: | 12625.06% | |||||||
Recovery Factor: | -0.04 | Sharpe Ratio: | -0.01 | Z-Score: | 0.02 (1.60%) | |||||||
AHPR: | 0.9999 (-0.01%) | LR Correlation: | 0.27 | OnTester result: | 0 | |||||||
GHPR: | 0.9999 (-0.01%) | LR Standard Error: | 103.98 | |||||||||
Total Trades: | 15 | Short Trades (won %): | 7 (57.14%) | Long Trades (won %): | 8 (50.00%) | |||||||
Total Deals: | 30 | Profit Trades (% of total): | 8 (53.33%) | Loss Trades (% of total): | 7 (46.67%) | |||||||
Largest profit trade: | 159.69 | Largest loss trade: | -223.31 | |||||||||
Average profit trade: | 92.36 | Average loss trade: | -108.70 | |||||||||
Maximum consecutive wins ($): | 3 (391.37) | Maximum consecutive losses ($): | 2 (-330.93) | |||||||||
Maximal consecutive profit (count): | 391.37 (3) | Maximal consecutive loss (count): | -330.93 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.77 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.6446 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 128:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.11.21 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 | |||||
2015.04.03 23:00:00 | 4 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.04.03 23:00:00 | filled | |||||
2015.04.17 23:00:00 | 5 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.17 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 | |||||
2016.11.11 23:00:00 | 8 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 9 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 10 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 11 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.13 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 | |||||
2017.07.07 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.07 23:00:00 | filled | |||||
2017.07.14 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.14 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 16 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.15 23:00:00 | 17 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.15 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 18 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 19 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 20 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 21 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 22 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 23 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 24 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 25 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 26 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 27 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 28 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.08.07 23:00:00 | 29 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.07 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 30 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 31 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.06.11 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 | ||||||
2014.11.21 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 | |
2015.04.03 23:00:00 | 4 | NZDUSD | sell | in | 0.1 | 0.75900 | 4 | 0.00 | 0.00 | 0.00 | 10 034.69 | |
2015.04.17 23:00:00 | 5 | NZDUSD | buy | out | 0.1 | 0.76930 | 5 | 0.00 | -4.62 | -103.00 | 9 927.07 | |
2015.05.22 23:00:00 | 6 | NZDUSD | buy | in | 0.1 | 0.73120 | 6 | 0.00 | 0.00 | 0.00 | 9 927.07 | |
2015.05.29 23:00:00 | 7 | NZDUSD | sell | out | 0.1 | 0.70910 | 7 | 0.00 | -2.31 | -221.00 | 9 703.76 | |
2016.11.11 23:00:00 | 8 | NZDUSD | sell | in | 0.1 | 0.71228 | 8 | 0.00 | 0.00 | 0.00 | 9 703.76 | |
2016.11.18 23:00:00 | 9 | NZDUSD | buy | out | 0.1 | 0.70151 | 9 | 0.00 | -2.31 | 107.70 | 9 809.15 | |
2017.01.06 23:00:00 | 10 | NZDUSD | buy | in | 0.1 | 0.69644 | 10 | 0.00 | 0.00 | 0.00 | 9 809.15 | |
2017.01.13 23:00:00 | 11 | NZDUSD | sell | out | 0.1 | 0.71224 | 11 | 0.00 | -2.31 | 158.00 | 9 964.84 | |
2017.05.19 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.69348 | 12 | 0.00 | 0.00 | 0.00 | 9 964.84 | |
2017.05.26 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.70674 | 13 | 0.00 | -2.31 | 132.60 | 10 095.13 | |
2017.07.07 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.72787 | 14 | 0.00 | 0.00 | 0.00 | 10 095.13 | |
2017.07.14 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.73452 | 15 | 0.00 | -2.31 | -66.50 | 10 026.32 | |
2017.12.08 23:00:00 | 16 | NZDUSD | sell | in | 0.1 | 0.68401 | 16 | 0.00 | 0.00 | 0.00 | 10 026.32 | |
2017.12.15 23:00:00 | 17 | NZDUSD | buy | out | 0.1 | 0.69910 | 17 | 0.00 | -2.31 | -150.90 | 9 873.11 | |
2018.01.26 23:00:00 | 18 | NZDUSD | sell | in | 0.1 | 0.73548 | 18 | 0.00 | 0.00 | 0.00 | 9 873.11 | |
2018.02.02 23:00:00 | 19 | NZDUSD | buy | out | 0.1 | 0.73034 | 19 | 0.00 | -2.31 | 51.40 | 9 922.20 | |
2018.08.17 23:00:00 | 20 | NZDUSD | buy | in | 0.1 | 0.66316 | 20 | 0.00 | 0.00 | 0.00 | 9 922.20 | |
2018.08.24 23:00:00 | 21 | NZDUSD | sell | out | 0.1 | 0.66927 | 21 | 0.00 | -2.31 | 61.10 | 9 980.99 | |
2019.01.11 23:00:00 | 22 | NZDUSD | buy | in | 0.1 | 0.68303 | 22 | 0.00 | 0.00 | 0.00 | 9 980.99 | |
2019.01.18 23:00:00 | 23 | NZDUSD | sell | out | 0.1 | 0.67411 | 23 | 0.00 | -2.31 | -89.20 | 9 889.48 | |
2020.04.10 23:00:00 | 24 | NZDUSD | sell | in | 0.1 | 0.60849 | 24 | 0.00 | 0.00 | 0.00 | 9 889.48 | |
2020.04.17 23:00:00 | 25 | NZDUSD | buy | out | 0.1 | 0.60373 | 25 | 0.00 | -2.31 | 47.60 | 9 934.77 | |
2020.05.15 23:00:00 | 26 | NZDUSD | buy | in | 0.1 | 0.59315 | 26 | 0.00 | 0.00 | 0.00 | 9 934.77 | |
2020.05.22 23:00:00 | 27 | NZDUSD | sell | out | 0.1 | 0.60935 | 27 | 0.00 | -2.31 | 162.00 | 10 094.46 | |
2020.07.31 23:00:00 | 28 | NZDUSD | buy | in | 0.1 | 0.66341 | 28 | 0.00 | 0.00 | 0.00 | 10 094.46 | |
2020.08.07 23:00:00 | 29 | NZDUSD | sell | out | 0.1 | 0.66018 | 29 | 0.00 | -2.31 | -32.30 | 10 059.85 | |
2021.06.04 23:00:00 | 30 | NZDUSD | buy | in | 0.1 | 0.72106 | 30 | 0.00 | 0.00 | 0.00 | 10 059.85 | |
2021.06.11 23:00:00 | 31 | NZDUSD | sell | out | 0.1 | 0.71311 | 31 | 0.00 | -2.31 | -79.50 | 9 978.04 | |
0.00 | -36.96 | 15.00 | 9 978.04 | |||||||||