Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=25
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: 98%
Bars: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -1 805.82 Balance Drawdown Absolute: 1 805.82 Equity Drawdown Absolute: 1 839.15
Gross Profit: 2 043.17 Balance Drawdown Maximal: 3 343.15 (28.98%) Equity Drawdown Maximal: 3 822.88 (31.90%)
Gross Loss: -3 848.99 Balance Drawdown Relative: 28.98% (3 343.15) Equity Drawdown Relative: 31.90% (3 822.88)
Profit Factor: 0.53 Expected Payoff: -225.73 Margin Level: 5679.25%
Recovery Factor: -0.47 Sharpe Ratio: -0.22 Z-Score: -0.21 (16.63%)
AHPR: 0.9797 (-2.03%) LR Correlation: -0.80 OnTester result: 0
GHPR: 0.9754 (-2.46%) LR Standard Error: 835.65
Total Trades: 8 Short Trades (won %): 4 (75.00%) Long Trades (won %): 4 (50.00%)
Total Deals: 16 Profit Trades (% of total): 5 (62.50%) Loss Trades (% of total): 3 (37.50%)
Largest profit trade: 1 295.00 Largest loss trade: -2 042.80
Average profit trade: 408.63 Average loss trade: -1 283.00
Maximum consecutive wins ($): 3 (1 537.33) Maximum consecutive losses ($): 2 (-1 806.19)
Maximal consecutive profit (count): 1 537.33 (3) Maximal consecutive loss (count): -2 042.80 (1)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.11 Correlation (Profits,MAE): 0.78 Correlation (MFE,MAE): -0.0726
Graph
Minimal position holding time: 600:00:00 Maximal position holding time: 9120:00:00 Average position holding time: 3930:07:29
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.11 23:00:002GBPUSDsell0.1 / 0.10.000002014.04.11 23:00:00filled
2015.01.02 23:00:003GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.07.03 23:00:005GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.07.03 23:00:006GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.08.07 23:00:007GBPUSDbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2016.02.05 23:00:008GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.11.11 23:00:009GBPUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2018.09.14 23:00:0010GBPUSDsell0.1 / 0.10.000002018.09.14 23:00:00filled
2018.12.07 23:00:0011GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2018.12.07 23:00:0012GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2019.12.06 23:00:0013GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0014GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:0015GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0016GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5917GBPUSDsell0.1 / 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
2014.04.11 23:00:002GBPUSDsellin0.11.6736020.000.000.0010 000.00
2015.01.02 23:00:003GBPUSDbuyout0.11.5335030.00-106.001 401.0011 295.00
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.0011 295.00
2015.07.03 23:00:005GBPUSDsellout0.11.5585050.00-89.67250.0011 455.33
2015.07.03 23:00:006GBPUSDsellin0.11.5585060.000.000.0011 455.33
2015.08.07 23:00:007GBPUSDbuyout0.11.5489070.00-14.0096.0011 537.33
2016.02.05 23:00:008GBPUSDbuyin0.11.4503080.000.000.0011 537.33
2016.11.11 23:00:009GBPUSDsellout0.11.2597490.00-137.20-1 905.609 494.53
2018.09.14 23:00:0010GBPUSDsellin0.11.30607100.000.000.009 494.53
2018.12.07 23:00:0011GBPUSDbuyout0.11.27418110.00-33.60318.909 779.83
2018.12.07 23:00:0012GBPUSDbuyin0.11.27418120.000.000.009 779.83
2019.12.06 23:00:0013GBPUSDsellout0.11.31407130.00-178.36398.9010 000.37
2019.12.06 23:00:0014GBPUSDsellin0.11.31407140.000.000.0010 000.37
2021.05.21 23:00:0015GBPUSDbuyout0.11.41550150.00-212.80-1 014.308 773.27
2021.05.21 23:00:0016GBPUSDbuyin0.11.41550160.000.000.008 773.27
2021.08.20 23:59:5917GBPUSDsellout0.11.36205170.00-44.59-534.508 194.18end of test
0.00 -816.22 -989.60 8 194.18