Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
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 |
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History Quality: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -1 833.70 | Balance Drawdown Absolute: | 1 833.70 | Equity Drawdown Absolute: | 2 144.92 | |||||||
Gross Profit: | 1 056.23 | Balance Drawdown Maximal: | 2 751.17 (25.20%) | Equity Drawdown Maximal: | 4 358.96 (35.69%) | |||||||
Gross Loss: | -2 889.93 | Balance Drawdown Relative: | 25.20% (2 751.17) | Equity Drawdown Relative: | 35.69% (4 358.96) | |||||||
Profit Factor: | 0.37 | Expected Payoff: | -152.81 | Margin Level: | 7855.08% | |||||||
Recovery Factor: | -0.42 | Sharpe Ratio: | -0.39 | Z-Score: | 0.84 (59.91%) | |||||||
AHPR: | 0.9841 (-1.59%) | LR Correlation: | -0.91 | OnTester result: | 0 | |||||||
GHPR: | 0.9833 (-1.67%) | LR Standard Error: | 502.04 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 6 (0.00%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 3 (25.00%) | Loss Trades (% of total): | 9 (75.00%) | |||||||
Largest profit trade: | 820.05 | Largest loss trade: | -680.24 | |||||||||
Average profit trade: | 352.08 | Average loss trade: | -321.10 | |||||||||
Maximum consecutive wins ($): | 1 (820.05) | Maximum consecutive losses ($): | 5 (-2 277.76) | |||||||||
Maximal consecutive profit (count): | 820.05 (1) | Maximal consecutive loss (count): | -2 277.76 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.56 | Correlation (Profits,MAE): | 0.67 | Correlation (MFE,MAE): | 0.0536 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 11760:00:00 | Average position holding time: | 3830:04:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.11.14 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2014.11.14 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 6 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 7 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 10 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 11 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 14 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 15 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 16 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 17 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 18 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 19 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 20 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 21 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 22 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 23 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 24 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 25 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.11.14 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.95890 | 3 | 0.00 | 36.86 | 783.19 | 10 820.05 | |
2014.11.14 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.95890 | 4 | 0.00 | 0.00 | 0.00 | 10 820.05 | |
2015.04.24 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.95380 | 5 | 0.00 | -169.30 | 53.47 | 10 704.22 | |
2015.04.24 23:00:00 | 6 | USDCHF | buy | in | 0.1 | 0.95380 | 6 | 0.00 | 0.00 | 0.00 | 10 704.22 | |
2015.10.02 23:00:00 | 7 | USDCHF | sell | out | 0.1 | 0.97190 | 7 | 0.00 | 27.02 | 186.23 | 10 917.47 | |
2015.10.02 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97190 | 8 | 0.00 | 0.00 | 0.00 | 10 917.47 | |
2016.07.01 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.97370 | 9 | 0.00 | -280.00 | -18.49 | 10 618.98 | |
2016.07.01 23:00:00 | 10 | USDCHF | buy | in | 0.1 | 0.97370 | 10 | 0.00 | 0.00 | 0.00 | 10 618.98 | |
2016.09.30 23:00:00 | 11 | USDCHF | sell | out | 0.1 | 0.97130 | 11 | 0.00 | 14.84 | -24.71 | 10 609.11 | |
2016.09.30 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.97130 | 12 | 0.00 | 0.00 | 0.00 | 10 609.11 | |
2016.12.16 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 1.02716 | 13 | 0.00 | -78.06 | -543.83 | 9 987.22 | |
2016.12.16 23:00:00 | 14 | USDCHF | buy | in | 0.1 | 1.02716 | 14 | 0.00 | 0.00 | 0.00 | 9 987.22 | |
2017.06.30 23:00:00 | 15 | USDCHF | sell | out | 0.1 | 0.95891 | 15 | 0.00 | 31.51 | -711.75 | 9 306.98 | |
2017.06.30 23:00:00 | 16 | USDCHF | sell | in | 0.1 | 0.95891 | 16 | 0.00 | 0.00 | 0.00 | 9 306.98 | |
2018.06.22 23:00:00 | 17 | USDCHF | buy | out | 0.1 | 0.98812 | 17 | 0.00 | -371.66 | -295.61 | 8 639.71 | |
2018.06.22 23:00:00 | 18 | USDCHF | buy | in | 0.1 | 0.98812 | 18 | 0.00 | 0.00 | 0.00 | 8 639.71 | |
2018.06.29 23:00:00 | 19 | USDCHF | sell | out | 0.1 | 0.99028 | 19 | 0.00 | 1.12 | 21.81 | 8 662.64 | |
2018.06.29 23:00:00 | 20 | USDCHF | sell | in | 0.1 | 0.99028 | 20 | 0.00 | 0.00 | 0.00 | 8 662.64 | |
2018.07.27 23:00:00 | 21 | USDCHF | buy | out | 0.1 | 0.99422 | 21 | 0.00 | -28.45 | -39.63 | 8 594.56 | |
2018.07.27 23:00:00 | 22 | USDCHF | buy | in | 0.1 | 0.99422 | 22 | 0.00 | 0.00 | 0.00 | 8 594.56 | |
2020.06.12 23:00:00 | 23 | USDCHF | sell | out | 0.1 | 0.95225 | 23 | 0.00 | 111.01 | -440.75 | 8 264.82 | |
2020.06.12 23:00:00 | 24 | USDCHF | sell | in | 0.1 | 0.95225 | 24 | 0.00 | 0.00 | 0.00 | 8 264.82 | |
2021.08.20 23:59:59 | 25 | USDCHF | buy | out | 0.1 | 0.91722 | 25 | 0.00 | -480.43 | 381.91 | 8 166.30 | end of test |
0.00 | -1 185.54 | -648.16 | 8 166.30 | |||||||||