Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=28 | ||||||||||||
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: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -296.02 | Balance Drawdown Absolute: | 296.02 | Equity Drawdown Absolute: | 353.21 | |||||||
Gross Profit: | 160.38 | Balance Drawdown Maximal: | 296.02 (2.96%) | Equity Drawdown Maximal: | 513.48 (5.05%) | |||||||
Gross Loss: | -456.40 | Balance Drawdown Relative: | 2.96% (296.02) | Equity Drawdown Relative: | 5.05% (513.48) | |||||||
Profit Factor: | 0.35 | Expected Payoff: | -32.89 | Margin Level: | 9646.79% | |||||||
Recovery Factor: | -0.58 | Sharpe Ratio: | -0.42 | Z-Score: | 1.53 (87.40%) | |||||||
AHPR: | 0.9967 (-0.33%) | LR Correlation: | -0.71 | OnTester result: | 0 | |||||||
GHPR: | 0.9967 (-0.33%) | LR Standard Error: | 62.04 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 5 (20.00%) | Long Trades (won %): | 4 (25.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 2 (22.22%) | Loss Trades (% of total): | 7 (77.78%) | |||||||
Largest profit trade: | 120.29 | Largest loss trade: | -153.78 | |||||||||
Average profit trade: | 80.19 | Average loss trade: | -65.20 | |||||||||
Maximum consecutive wins ($): | 1 (120.29) | Maximum consecutive losses ($): | 4 (-249.51) | |||||||||
Maximal consecutive profit (count): | 120.29 (1) | Maximal consecutive loss (count): | -249.51 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.43 | Correlation (Profits,MAE): | 0.83 | Correlation (MFE,MAE): | 0.3764 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 160:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.04.04 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.04 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.31 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 10 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.12 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 18 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 19 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 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 | ||||||
2014.03.07 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10910 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.04 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.09800 | 3 | 0.00 | -10.08 | -101.09 | 9 888.83 | |
2015.07.31 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.30790 | 4 | 0.00 | 0.00 | 0.00 | 9 888.83 | |
2015.08.07 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.31330 | 5 | 0.00 | -2.24 | -41.12 | 9 845.47 | |
2016.11.18 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.35120 | 6 | 0.00 | 0.00 | 0.00 | 9 845.47 | |
2016.11.25 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.35228 | 7 | 0.00 | -2.17 | -7.99 | 9 835.31 | |
2017.03.31 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.32985 | 8 | 0.00 | 0.00 | 0.00 | 9 835.31 | |
2017.04.07 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.34093 | 9 | 0.00 | -2.19 | -82.63 | 9 750.49 | |
2017.05.19 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.35166 | 10 | 0.00 | 0.00 | 0.00 | 9 750.49 | |
2017.05.26 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.34597 | 11 | 0.00 | -2.18 | 42.27 | 9 790.58 | |
2018.01.05 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.24120 | 12 | 0.00 | 0.00 | 0.00 | 9 790.58 | |
2018.01.12 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.24720 | 13 | 0.00 | -2.36 | -48.11 | 9 740.11 | |
2019.11.08 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.32275 | 14 | 0.00 | 0.00 | 0.00 | 9 740.11 | |
2019.11.15 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.32268 | 15 | 0.00 | -2.11 | -0.53 | 9 737.47 | |
2020.05.08 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.39261 | 16 | 0.00 | 0.00 | 0.00 | 9 737.47 | |
2020.05.15 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.40985 | 17 | 0.00 | -1.99 | 122.28 | 9 857.76 | |
2021.03.05 23:00:00 | 18 | USDCAD | buy | in | 0.1 | 1.26598 | 18 | 0.00 | 0.00 | 0.00 | 9 857.76 | |
2021.03.12 23:00:00 | 19 | USDCAD | sell | out | 0.1 | 1.24708 | 19 | 0.00 | -2.23 | -151.55 | 9 703.98 | |
0.00 | -27.55 | -268.47 | 9 703.98 | |||||||||