Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=12
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: 90%
Bars: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -378.82 Balance Drawdown Absolute: 378.82 Equity Drawdown Absolute: 418.70
Gross Profit: 368.84 Balance Drawdown Maximal: 378.82 (3.79%) Equity Drawdown Maximal: 443.89 (4.43%)
Gross Loss: -747.66 Balance Drawdown Relative: 3.79% (378.82) Equity Drawdown Relative: 4.43% (443.89)
Profit Factor: 0.49 Expected Payoff: -23.68 Margin Level: 9581.30%
Recovery Factor: -0.85 Sharpe Ratio: -0.25 Z-Score: -0.23 (18.19%)
AHPR: 0.9976 (-0.24%) LR Correlation: -0.77 OnTester result: 0
GHPR: 0.9976 (-0.24%) LR Standard Error: 80.20
Total Trades: 16 Short Trades (won %): 10 (30.00%) Long Trades (won %): 6 (33.33%)
Total Deals: 32 Profit Trades (% of total): 5 (31.25%) Loss Trades (% of total): 11 (68.75%)
Largest profit trade: 176.16 Largest loss trade: -225.03
Average profit trade: 73.77 Average loss trade: -67.97
Maximum consecutive wins ($): 3 (89.61) Maximum consecutive losses ($): 5 (-129.19)
Maximal consecutive profit (count): 176.16 (1) Maximal consecutive loss (count): -279.79 (3)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.65 Correlation (Profits,MAE): 0.81 Correlation (MFE,MAE): 0.2369
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 135:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.08.01 23:00:005USDCHFbuy0.1 / 0.10.000002014.08.01 23:00:00filled
2015.04.24 23:00:006USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.05.01 23:00:007USDCHFsell0.1 / 0.10.000002015.05.01 23:00:00filled
2015.10.02 23:00:008USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.16 23:00:009USDCHFbuy0.1 / 0.10.000002015.10.16 23:00:00filled
2016.04.15 23:00:0010USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.29 23:00:0011USDCHFsell0.1 / 0.10.000002016.04.29 23:00:00filled
2016.05.13 23:00:0012USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0013USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2016.09.16 23:00:0014USDCHFsell0.1 / 0.10.000002016.09.16 23:00:00filled
2016.09.23 23:00:0015USDCHFbuy0.1 / 0.10.000002016.09.23 23:00:00filled
2016.09.30 23:00:0016USDCHFsell0.1 / 0.10.000002016.09.30 23:00:00filled
2016.10.07 23:00:0017USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.12.16 23:00:0018USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.23 23:00:0019USDCHFsell0.1 / 0.10.000002016.12.23 23:00:00filled
2017.01.13 23:00:0020USDCHFsell0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.20 23:00:0021USDCHFbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2018.06.22 23:00:0022USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0023USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.06.29 23:00:0024USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.07.06 23:00:0025USDCHFbuy0.1 / 0.10.000002018.07.06 23:00:00filled
2018.07.20 23:00:0026USDCHFsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0027USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.01.18 23:00:0028USDCHFbuy0.1 / 0.10.000002019.01.18 23:00:00filled
2019.01.25 23:00:0029USDCHFsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.04.19 23:00:0030USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.26 23:00:0031USDCHFbuy0.1 / 0.10.000002019.04.26 23:00:00filled
2020.06.12 23:00:0032USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0033USDCHFbuy0.1 / 0.10.000002020.06.19 23:00:00filled
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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.009 972.89
2014.08.01 23:00:005USDCHFbuyout0.10.9064050.00-7.79-19.869 945.24
2015.04.24 23:00:006USDCHFbuyin0.10.9538060.000.000.009 945.24
2015.05.01 23:00:007USDCHFsellout0.10.9327070.001.19-226.229 720.21
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.009 720.21
2015.10.16 23:00:009USDCHFbuyout0.10.9537090.00-14.68190.849 896.37
2016.04.15 23:00:0010USDCHFbuyin0.10.96820100.000.000.009 896.37
2016.04.29 23:00:0011USDCHFsellout0.10.95900110.002.30-95.939 802.74
2016.05.13 23:00:0012USDCHFsellin0.10.97460120.000.000.009 802.74
2016.05.20 23:00:0013USDCHFbuyout0.10.99110130.00-7.18-166.489 629.08
2016.09.16 23:00:0014USDCHFsellin0.10.98070140.000.000.009 629.08
2016.09.23 23:00:0015USDCHFbuyout0.10.97000150.00-7.24110.319 732.15
2016.09.30 23:00:0016USDCHFsellin0.10.97130160.000.000.009 732.15
2016.10.07 23:00:0017USDCHFbuyout0.10.97757170.00-7.25-64.149 660.76
2016.12.16 23:00:0018USDCHFbuyin0.11.02716180.000.000.009 660.76
2016.12.23 23:00:0019USDCHFsellout0.11.02770190.001.115.259 667.12
2017.01.13 23:00:0020USDCHFsellin0.11.00912200.000.000.009 667.12
2017.01.20 23:00:0021USDCHFbuyout0.11.00237210.00-7.0267.349 727.44
2018.06.22 23:00:0022USDCHFbuyin0.10.98812220.000.000.009 727.44
2018.06.29 23:00:0023USDCHFsellout0.10.99028230.001.1221.819 750.37
2018.06.29 23:00:0024USDCHFsellin0.10.99028240.000.000.009 750.37
2018.07.06 23:00:0025USDCHFbuyout0.10.99046250.00-7.13-1.829 741.42
2018.07.20 23:00:0026USDCHFsellin0.10.99213260.000.000.009 741.42
2018.07.27 23:00:0027USDCHFbuyout0.10.99422270.00-7.14-21.029 713.26
2019.01.18 23:00:0028USDCHFbuyin0.10.99575280.000.000.009 713.26
2019.01.25 23:00:0029USDCHFsellout0.10.99242290.001.12-33.559 680.83
2019.04.19 23:00:0030USDCHFsellin0.11.01437300.000.000.009 680.83
2019.04.26 23:00:0031USDCHFbuyout0.11.01922310.00-6.94-47.599 626.30
2020.06.12 23:00:0032USDCHFsellin0.10.95225320.000.000.009 626.30
2020.06.19 23:00:0033USDCHFbuyout0.10.95203330.00-7.432.319 621.18
0.00 -71.70 -307.12 9 621.18