Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | GBPUSD | |||||||||||
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: | 98% | |||||||||||
Bars: | 94692 | Ticks: | 363719 | Symbols: | 1 | |||||||
Total Net Profit: | -438.37 | Balance Drawdown Absolute: | 445.21 | Equity Drawdown Absolute: | 614.91 | |||||||
Gross Profit: | 297.61 | Balance Drawdown Maximal: | 445.21 (4.45%) | Equity Drawdown Maximal: | 687.11 (6.82%) | |||||||
Gross Loss: | -735.98 | Balance Drawdown Relative: | 4.45% (445.21) | Equity Drawdown Relative: | 6.82% (687.11) | |||||||
Profit Factor: | 0.40 | Expected Payoff: | -36.53 | Margin Level: | 5909.18% | |||||||
Recovery Factor: | -0.64 | Sharpe Ratio: | -0.36 | Z-Score: | 1.67 (90.51%) | |||||||
AHPR: | 0.9963 (-0.37%) | LR Correlation: | -0.89 | OnTester result: | 0 | |||||||
GHPR: | 0.9963 (-0.37%) | LR Standard Error: | 65.49 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 6 (33.33%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 5 (41.67%) | Loss Trades (% of total): | 7 (58.33%) | |||||||
Largest profit trade: | 118.77 | Largest loss trade: | -207.20 | |||||||||
Average profit trade: | 59.52 | Average loss trade: | -105.14 | |||||||||
Maximum consecutive wins ($): | 2 (65.77) | Maximum consecutive losses ($): | 2 (-235.72) | |||||||||
Maximal consecutive profit (count): | 118.77 (1) | Maximal consecutive loss (count): | -235.72 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.4823 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.11 23:00:00 | filled | |||||
2014.04.18 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 6 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 7 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.07.10 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.02.12 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.12 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 10 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.14 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 11 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.09.21 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.14 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.12.14 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 14 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.09.06 23:00:00 | 15 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 16 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 17 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2020.02.14 23:00:00 | 18 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.14 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 19 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 20 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 21 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 22 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 23 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.28 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 24 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 25 | GBPUSD | 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 | ||||||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67360 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.18 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.67930 | 3 | 0.00 | -2.80 | -57.00 | 9 940.20 | |
2015.01.02 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.53350 | 4 | 0.00 | 0.00 | 0.00 | 9 940.20 | |
2015.01.09 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.51630 | 5 | 0.00 | -3.92 | -172.00 | 9 764.28 | |
2015.07.03 23:00:00 | 6 | GBPUSD | sell | in | 0.1 | 1.55850 | 6 | 0.00 | 0.00 | 0.00 | 9 764.28 | |
2015.07.10 23:00:00 | 7 | GBPUSD | buy | out | 0.1 | 1.55170 | 7 | 0.00 | -2.80 | 68.00 | 9 829.48 | |
2016.02.05 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.45030 | 8 | 0.00 | 0.00 | 0.00 | 9 829.48 | |
2016.02.12 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.45070 | 9 | 0.00 | -3.43 | 4.00 | 9 830.05 | |
2018.09.14 23:00:00 | 10 | GBPUSD | sell | in | 0.1 | 1.30607 | 10 | 0.00 | 0.00 | 0.00 | 9 830.05 | |
2018.09.21 23:00:00 | 11 | GBPUSD | buy | out | 0.1 | 1.30799 | 11 | 0.00 | -2.80 | -19.20 | 9 808.05 | |
2018.12.07 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.27418 | 12 | 0.00 | 0.00 | 0.00 | 9 808.05 | |
2018.12.14 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.25804 | 13 | 0.00 | -3.43 | -161.40 | 9 643.22 | |
2019.08.30 23:00:00 | 14 | GBPUSD | buy | in | 0.1 | 1.21693 | 14 | 0.00 | 0.00 | 0.00 | 9 643.22 | |
2019.09.06 23:00:00 | 15 | GBPUSD | sell | out | 0.1 | 1.22915 | 15 | 0.00 | -3.43 | 122.20 | 9 761.99 | |
2019.12.06 23:00:00 | 16 | GBPUSD | sell | in | 0.1 | 1.31407 | 16 | 0.00 | 0.00 | 0.00 | 9 761.99 | |
2019.12.13 23:00:00 | 17 | GBPUSD | buy | out | 0.1 | 1.33451 | 17 | 0.00 | -2.80 | -204.40 | 9 554.79 | |
2020.02.14 23:00:00 | 18 | GBPUSD | sell | in | 0.1 | 1.30482 | 18 | 0.00 | 0.00 | 0.00 | 9 554.79 | |
2020.02.21 23:00:00 | 19 | GBPUSD | buy | out | 0.1 | 1.29625 | 19 | 0.00 | -2.80 | 85.70 | 9 637.69 | |
2021.04.16 23:00:00 | 20 | GBPUSD | sell | in | 0.1 | 1.38381 | 20 | 0.00 | 0.00 | 0.00 | 9 637.69 | |
2021.04.23 23:00:00 | 21 | GBPUSD | buy | out | 0.1 | 1.38860 | 21 | 0.00 | -2.80 | -47.90 | 9 586.99 | |
2021.05.21 23:00:00 | 22 | GBPUSD | buy | in | 0.1 | 1.41550 | 22 | 0.00 | 0.00 | 0.00 | 9 586.99 | |
2021.05.28 23:00:00 | 23 | GBPUSD | sell | out | 0.1 | 1.41886 | 23 | 0.00 | -3.43 | 33.60 | 9 617.16 | |
2021.06.04 23:00:00 | 24 | GBPUSD | buy | in | 0.1 | 1.41674 | 24 | 0.00 | 0.00 | 0.00 | 9 617.16 | |
2021.06.11 23:00:00 | 25 | GBPUSD | sell | out | 0.1 | 1.41153 | 25 | 0.00 | -3.43 | -52.10 | 9 561.63 | |
0.00 | -37.87 | -400.50 | 9 561.63 | |||||||||