Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=9
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: 2 203.28 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 616.42
Gross Profit: 3 248.46 Balance Drawdown Maximal: 533.45 (4.19%) Equity Drawdown Maximal: 1 290.66 (12.09%)
Gross Loss: -1 045.18 Balance Drawdown Relative: 4.19% (533.45) Equity Drawdown Relative: 12.09% (1 290.66)
Profit Factor: 3.11 Expected Payoff: 220.33 Margin Level: 12625.06%
Recovery Factor: 1.71 Sharpe Ratio: 0.50 Z-Score: 0.49 (37.59%)
AHPR: 1.0210 (2.10%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0201 (2.01%) LR Standard Error: 413.12
Total Trades: 10 Short Trades (won %): 5 (80.00%) Long Trades (won %): 5 (40.00%)
Total Deals: 20 Profit Trades (% of total): 6 (60.00%) Loss Trades (% of total): 4 (40.00%)
Largest profit trade: 1 130.49 Largest loss trade: -401.01
Average profit trade: 541.41 Average loss trade: -261.30
Maximum consecutive wins ($): 3 (973.19) Maximum consecutive losses ($): 2 (-533.45)
Maximal consecutive profit (count): 1 769.33 (2) Maximal consecutive loss (count): -533.45 (2)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.65 Correlation (MFE,MAE): 0.6064
Graph
Minimal position holding time: 960:00:00 Maximal position holding time: 9240:00:00 Average position holding time: 4224:05:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2015.05.22 23:00:003NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.22 23:00:004NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2016.11.11 23:00:005NZDUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2016.11.11 23:00:006NZDUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2017.01.06 23:00:007NZDUSDbuy0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.06 23:00:008NZDUSDbuy0.1 / 0.10.000002017.01.06 23:00:00filled
2017.06.23 23:00:009NZDUSDsell0.1 / 0.10.000002017.06.23 23:00:00filled
2017.06.23 23:00:0010NZDUSDsell0.1 / 0.10.000002017.06.23 23:00:00filled
2018.08.10 23:00:0011NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.10 23:00:0012NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2020.01.24 23:00:0013NZDUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.01.24 23:00:0014NZDUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.05.15 23:00:0015NZDUSDbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.05.15 23:00:0016NZDUSDbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.12.18 23:00:0017NZDUSDsell0.1 / 0.10.000002020.12.18 23:00:00filled
2020.12.18 23:00:0018NZDUSDsell0.1 / 0.10.000002020.12.18 23:00:00filled
2021.06.04 23:00:0019NZDUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.04 23:00:0020NZDUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.08.20 23:59:5921NZDUSDsell0.1 / 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2015.05.22 23:00:003NZDUSDbuyout0.10.7312030.00-60.06566.0010 505.94
2015.05.22 23:00:004NZDUSDbuyin0.10.7312040.000.000.0010 505.94
2016.11.11 23:00:005NZDUSDsellout0.10.7122850.00-177.87-189.2010 138.87
2016.11.11 23:00:006NZDUSDsellin0.10.7122860.000.000.0010 138.87
2017.01.06 23:00:007NZDUSDbuyout0.10.6964470.00-18.48158.4010 278.79
2017.01.06 23:00:008NZDUSDbuyin0.10.6964480.000.000.0010 278.79
2017.06.23 23:00:009NZDUSDsellout0.10.7282990.00-55.44318.5010 541.85
2017.06.23 23:00:0010NZDUSDsellin0.10.72829100.000.000.0010 541.85
2018.08.10 23:00:0011NZDUSDbuyout0.10.65764110.00-136.29706.5011 112.06
2018.08.10 23:00:0012NZDUSDbuyin0.10.65764120.000.000.0011 112.06
2020.01.24 23:00:0013NZDUSDsellout0.10.66073130.00-175.5630.9010 967.40
2020.01.24 23:00:0014NZDUSDsellin0.10.66073140.000.000.0010 967.40
2020.05.15 23:00:0015NZDUSDbuyout0.10.59315150.00-36.96675.8011 606.24
2020.05.15 23:00:0016NZDUSDbuyin0.10.59315160.000.000.0011 606.24
2020.12.18 23:00:0017NZDUSDsellout0.10.71336170.00-71.611 202.1012 736.73
2020.12.18 23:00:0018NZDUSDsellin0.10.71336180.000.000.0012 736.73
2021.06.04 23:00:0019NZDUSDbuyout0.10.72106190.00-55.44-77.0012 604.29
2021.06.04 23:00:0020NZDUSDbuyin0.10.72106200.000.000.0012 604.29
2021.08.20 23:59:5921NZDUSDsellout0.10.68350210.00-25.41-375.6012 203.28end of test
0.00 -813.12 3 016.40 12 203.28