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=4 | ||||||||||||
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: | -465.66 | Balance Drawdown Absolute: | 472.50 | Equity Drawdown Absolute: | 642.20 | |||||||
Gross Profit: | 949.65 | Balance Drawdown Maximal: | 696.02 (6.81%) | Equity Drawdown Maximal: | 941.72 (9.14%) | |||||||
Gross Loss: | -1 415.31 | Balance Drawdown Relative: | 6.81% (696.02) | Equity Drawdown Relative: | 9.14% (941.72) | |||||||
Profit Factor: | 0.67 | Expected Payoff: | -22.17 | Margin Level: | 5909.18% | |||||||
Recovery Factor: | -0.49 | Sharpe Ratio: | -0.16 | Z-Score: | 0.91 (63.72%) | |||||||
AHPR: | 0.9978 (-0.22%) | LR Correlation: | -0.77 | OnTester result: | 0 | |||||||
GHPR: | 0.9977 (-0.23%) | LR Standard Error: | 129.30 | |||||||||
Total Trades: | 21 | Short Trades (won %): | 12 (41.67%) | Long Trades (won %): | 9 (55.56%) | |||||||
Total Deals: | 42 | Profit Trades (% of total): | 10 (47.62%) | Loss Trades (% of total): | 11 (52.38%) | |||||||
Largest profit trade: | 238.90 | Largest loss trade: | -268.10 | |||||||||
Average profit trade: | 94.96 | Average loss trade: | -128.66 | |||||||||
Maximum consecutive wins ($): | 4 (459.24) | Maximum consecutive losses ($): | 3 (-430.73) | |||||||||
Maximal consecutive profit (count): | 459.24 (4) | Maximal consecutive loss (count): | -430.73 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.74 | Correlation (MFE,MAE): | 0.5371 | |||||||
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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 | |||||
2015.08.07 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.14 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 10 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.02.12 23:00:00 | 11 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.12 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 12 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 13 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 14 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2016.12.02 23:00:00 | 15 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.02 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 16 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 17 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2018.04.06 23:00:00 | 18 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.04.06 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 19 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.13 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 20 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 21 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 22 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.14 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 23 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.09.21 23:00:00 | filled | |||||
2018.10.12 23:00:00 | 24 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.10.12 23:00:00 | filled | |||||
2018.10.19 23:00:00 | 25 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.19 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 26 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2018.11.23 23:00:00 | 27 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.23 23:00:00 | filled | |||||
2018.11.30 23:00:00 | 28 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.30 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 29 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 30 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.14 23:00:00 | 31 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.12.14 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 32 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.09.06 23:00:00 | 33 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 34 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 35 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2020.02.14 23:00:00 | 36 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.14 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 37 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 38 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 39 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 40 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 41 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.28 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 42 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 43 | 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 | |
2015.08.07 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.54890 | 8 | 0.00 | 0.00 | 0.00 | 9 829.48 | |
2015.08.14 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.56470 | 9 | 0.00 | -3.43 | 158.00 | 9 984.05 | |
2016.02.05 23:00:00 | 10 | GBPUSD | buy | in | 0.1 | 1.45030 | 10 | 0.00 | 0.00 | 0.00 | 9 984.05 | |
2016.02.12 23:00:00 | 11 | GBPUSD | sell | out | 0.1 | 1.45070 | 11 | 0.00 | -3.43 | 4.00 | 9 984.62 | |
2016.11.11 23:00:00 | 12 | GBPUSD | sell | in | 0.1 | 1.25974 | 12 | 0.00 | 0.00 | 0.00 | 9 984.62 | |
2016.11.18 23:00:00 | 13 | GBPUSD | buy | out | 0.1 | 1.23557 | 13 | 0.00 | -2.80 | 241.70 | 10 223.52 | |
2016.11.25 23:00:00 | 14 | GBPUSD | sell | in | 0.1 | 1.24621 | 14 | 0.00 | 0.00 | 0.00 | 10 223.52 | |
2016.12.02 23:00:00 | 15 | GBPUSD | buy | out | 0.1 | 1.27274 | 15 | 0.00 | -2.80 | -265.30 | 9 955.42 | |
2017.01.13 23:00:00 | 16 | GBPUSD | buy | in | 0.1 | 1.21881 | 16 | 0.00 | 0.00 | 0.00 | 9 955.42 | |
2017.01.20 23:00:00 | 17 | GBPUSD | sell | out | 0.1 | 1.23599 | 17 | 0.00 | -3.43 | 171.80 | 10 123.79 | |
2018.04.06 23:00:00 | 18 | GBPUSD | sell | in | 0.1 | 1.40895 | 18 | 0.00 | 0.00 | 0.00 | 10 123.79 | |
2018.04.13 23:00:00 | 19 | GBPUSD | buy | out | 0.1 | 1.42449 | 19 | 0.00 | -2.80 | -155.40 | 9 965.59 | |
2018.04.27 23:00:00 | 20 | GBPUSD | buy | in | 0.1 | 1.37820 | 20 | 0.00 | 0.00 | 0.00 | 9 965.59 | |
2018.05.04 23:00:00 | 21 | GBPUSD | sell | out | 0.1 | 1.35349 | 21 | 0.00 | -3.43 | -247.10 | 9 715.06 | |
2018.09.14 23:00:00 | 22 | GBPUSD | sell | in | 0.1 | 1.30607 | 22 | 0.00 | 0.00 | 0.00 | 9 715.06 | |
2018.09.21 23:00:00 | 23 | GBPUSD | buy | out | 0.1 | 1.30799 | 23 | 0.00 | -2.80 | -19.20 | 9 693.06 | |
2018.10.12 23:00:00 | 24 | GBPUSD | sell | in | 0.1 | 1.31509 | 24 | 0.00 | 0.00 | 0.00 | 9 693.06 | |
2018.10.19 23:00:00 | 25 | GBPUSD | buy | out | 0.1 | 1.30627 | 25 | 0.00 | -2.80 | 88.20 | 9 778.46 | |
2018.11.16 23:00:00 | 26 | GBPUSD | sell | in | 0.1 | 1.28268 | 26 | 0.00 | 0.00 | 0.00 | 9 778.46 | |
2018.11.23 23:00:00 | 27 | GBPUSD | buy | out | 0.1 | 1.28192 | 27 | 0.00 | -2.80 | 7.60 | 9 783.26 | |
2018.11.30 23:00:00 | 28 | GBPUSD | sell | in | 0.1 | 1.27421 | 28 | 0.00 | 0.00 | 0.00 | 9 783.26 | |
2018.12.07 23:00:00 | 29 | GBPUSD | buy | out | 0.1 | 1.27418 | 29 | 0.00 | -2.80 | 0.30 | 9 780.76 | |
2018.12.07 23:00:00 | 30 | GBPUSD | buy | in | 0.1 | 1.27418 | 30 | 0.00 | 0.00 | 0.00 | 9 780.76 | |
2018.12.14 23:00:00 | 31 | GBPUSD | sell | out | 0.1 | 1.25804 | 31 | 0.00 | -3.43 | -161.40 | 9 615.93 | |
2019.08.30 23:00:00 | 32 | GBPUSD | buy | in | 0.1 | 1.21693 | 32 | 0.00 | 0.00 | 0.00 | 9 615.93 | |
2019.09.06 23:00:00 | 33 | GBPUSD | sell | out | 0.1 | 1.22915 | 33 | 0.00 | -3.43 | 122.20 | 9 734.70 | |
2019.12.06 23:00:00 | 34 | GBPUSD | sell | in | 0.1 | 1.31407 | 34 | 0.00 | 0.00 | 0.00 | 9 734.70 | |
2019.12.13 23:00:00 | 35 | GBPUSD | buy | out | 0.1 | 1.33451 | 35 | 0.00 | -2.80 | -204.40 | 9 527.50 | |
2020.02.14 23:00:00 | 36 | GBPUSD | sell | in | 0.1 | 1.30482 | 36 | 0.00 | 0.00 | 0.00 | 9 527.50 | |
2020.02.21 23:00:00 | 37 | GBPUSD | buy | out | 0.1 | 1.29625 | 37 | 0.00 | -2.80 | 85.70 | 9 610.40 | |
2021.04.16 23:00:00 | 38 | GBPUSD | sell | in | 0.1 | 1.38381 | 38 | 0.00 | 0.00 | 0.00 | 9 610.40 | |
2021.04.23 23:00:00 | 39 | GBPUSD | buy | out | 0.1 | 1.38860 | 39 | 0.00 | -2.80 | -47.90 | 9 559.70 | |
2021.05.21 23:00:00 | 40 | GBPUSD | buy | in | 0.1 | 1.41550 | 40 | 0.00 | 0.00 | 0.00 | 9 559.70 | |
2021.05.28 23:00:00 | 41 | GBPUSD | sell | out | 0.1 | 1.41886 | 41 | 0.00 | -3.43 | 33.60 | 9 589.87 | |
2021.06.04 23:00:00 | 42 | GBPUSD | buy | in | 0.1 | 1.41674 | 42 | 0.00 | 0.00 | 0.00 | 9 589.87 | |
2021.06.11 23:00:00 | 43 | GBPUSD | sell | out | 0.1 | 1.41153 | 43 | 0.00 | -3.43 | -52.10 | 9 534.34 | |
0.00 | -64.96 | -400.70 | 9 534.34 | |||||||||