Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
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: 98%
Bars: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -205.49 Balance Drawdown Absolute: 205.49 Equity Drawdown Absolute: 297.43
Gross Profit: 484.21 Balance Drawdown Maximal: 249.25 (2.48%) Equity Drawdown Maximal: 457.70 (4.50%)
Gross Loss: -689.70 Balance Drawdown Relative: 2.48% (249.25) Equity Drawdown Relative: 4.50% (457.70)
Profit Factor: 0.70 Expected Payoff: -12.84 Margin Level: 9702.57%
Recovery Factor: -0.45 Sharpe Ratio: -0.14 Z-Score: 1.66 (90.31%)
AHPR: 0.9987 (-0.13%) LR Correlation: -0.08 OnTester result: 0
GHPR: 0.9987 (-0.13%) LR Standard Error: 79.23
Total Trades: 16 Short Trades (won %): 9 (33.33%) Long Trades (won %): 7 (42.86%)
Total Deals: 32 Profit Trades (% of total): 6 (37.50%) Loss Trades (% of total): 10 (62.50%)
Largest profit trade: 133.70 Largest loss trade: -154.57
Average profit trade: 80.70 Average loss trade: -68.97
Maximum consecutive wins ($): 2 (237.59) Maximum consecutive losses ($): 3 (-193.83)
Maximal consecutive profit (count): 237.59 (2) Maximal consecutive loss (count): -193.83 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.63 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.4436
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 142:30:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.04.04 23:00:003USDCADsell0.1 / 0.10.000002014.04.04 23:00:00filled
2015.07.31 23:00:004USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.08.07 23:00:005USDCADbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2015.08.21 23:00:006USDCADsell0.1 / 0.10.000002015.08.21 23:00:00filled
2015.08.28 23:00:007USDCADbuy0.1 / 0.10.000002015.08.28 23:00:00filled
2016.10.07 23:00:008USDCADsell0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.14 23:00:009USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.14 23:00:0010USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.21 23:00:0011USDCADsell0.1 / 0.10.000002016.10.21 23:00:00filled
2016.11.18 23:00:0012USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0013USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2017.03.31 23:00:0014USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.04.07 23:00:0015USDCADbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.05.19 23:00:0016USDCADsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0017USDCADbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.05 23:00:0018USDCADsell0.1 / 0.10.000002018.01.05 23:00:00filled
2018.01.12 23:00:0019USDCADbuy0.1 / 0.10.000002018.01.12 23:00:00filled
2018.07.20 23:00:0020USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0021USDCADbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.11.09 23:00:0022USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2018.11.16 23:00:0023USDCADsell0.1 / 0.10.000002018.11.16 23:00:00filled
2019.04.12 23:00:0024USDCADbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.04.19 23:00:0025USDCADsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.11.08 23:00:0026USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0027USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.02.21 23:00:0028USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.02.28 23:00:0029USDCADbuy0.1 / 0.10.000002020.02.28 23:00:00filled
2020.05.08 23:00:0030USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.15 23:00:0031USDCADsell0.1 / 0.10.000002020.05.15 23:00:00filled
2021.03.05 23:00:0032USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0033USDCADsell0.1 / 0.10.000002021.03.12 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
2014.03.07 23:00:002USDCADbuyin0.11.1091020.000.000.0010 000.00
2014.04.04 23:00:003USDCADsellout0.11.0980030.00-10.08-101.099 888.83
2015.07.31 23:00:004USDCADsellin0.11.3079040.000.000.009 888.83
2015.08.07 23:00:005USDCADbuyout0.11.3133050.00-2.24-41.129 845.47
2015.08.21 23:00:006USDCADsellin0.11.3166060.000.000.009 845.47
2015.08.28 23:00:007USDCADbuyout0.11.3215070.00-2.22-37.089 806.17
2016.10.07 23:00:008USDCADsellin0.11.3284480.000.000.009 806.17
2016.10.14 23:00:009USDCADbuyout0.11.3144990.00-2.23106.129 910.06
2016.10.14 23:00:0010USDCADbuyin0.11.31449100.000.000.009 910.06
2016.10.21 23:00:0011USDCADsellout0.11.33259110.00-2.13135.8310 043.76
2016.11.18 23:00:0012USDCADsellin0.11.35120120.000.000.0010 043.76
2016.11.25 23:00:0013USDCADbuyout0.11.35228130.00-2.17-7.9910 033.60
2017.03.31 23:00:0014USDCADsellin0.11.32985140.000.000.0010 033.60
2017.04.07 23:00:0015USDCADbuyout0.11.34093150.00-2.19-82.639 948.78
2017.05.19 23:00:0016USDCADsellin0.11.35166160.000.000.009 948.78
2017.05.26 23:00:0017USDCADbuyout0.11.34597170.00-2.1842.279 988.87
2018.01.05 23:00:0018USDCADsellin0.11.24120180.000.000.009 988.87
2018.01.12 23:00:0019USDCADbuyout0.11.24720190.00-2.36-48.119 938.40
2018.07.20 23:00:0020USDCADsellin0.11.31243200.000.000.009 938.40
2018.07.27 23:00:0021USDCADbuyout0.11.30611210.00-2.2548.399 984.54
2018.11.09 23:00:0022USDCADbuyin0.11.32062220.000.000.009 984.54
2018.11.16 23:00:0023USDCADsellout0.11.31571230.00-2.11-37.329 945.11
2019.04.12 23:00:0024USDCADbuyin0.11.33306240.000.000.009 945.11
2019.04.19 23:00:0025USDCADsellout0.11.33871250.00-2.1042.209 985.21
2019.11.08 23:00:0026USDCADbuyin0.11.32275260.000.000.009 985.21
2019.11.15 23:00:0027USDCADsellout0.11.32268270.00-2.11-0.539 982.57
2020.02.21 23:00:0028USDCADsellin0.11.32178280.000.000.009 982.57
2020.02.28 23:00:0029USDCADbuyout0.11.34223290.00-2.21-152.369 828.00
2020.05.08 23:00:0030USDCADbuyin0.11.39261300.000.000.009 828.00
2020.05.15 23:00:0031USDCADsellout0.11.40985310.00-1.99122.289 948.29
2021.03.05 23:00:0032USDCADbuyin0.11.26598320.000.000.009 948.29
2021.03.12 23:00:0033USDCADsellout0.11.24708330.00-2.23-151.559 794.51
0.00 -42.80 -162.69 9 794.51