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=4
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: -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
Graph
Graph
Correlation (Profits,MFE): 0.78 Correlation (Profits,MAE): 0.74 Correlation (MFE,MAE): 0.5371
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
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
2014.04.18 23:00:003GBPUSDbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:005GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.07.03 23:00:006GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.07.10 23:00:007GBPUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.08.07 23:00:008GBPUSDbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2015.08.14 23:00:009GBPUSDsell0.1 / 0.10.000002015.08.14 23:00:00filled
2016.02.05 23:00:0010GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:0011GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2016.11.11 23:00:0012GBPUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2016.11.18 23:00:0013GBPUSDbuy0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0014GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2016.12.02 23:00:0015GBPUSDbuy0.1 / 0.10.000002016.12.02 23:00:00filled
2017.01.13 23:00:0016GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.20 23:00:0017GBPUSDsell0.1 / 0.10.000002017.01.20 23:00:00filled
2018.04.06 23:00:0018GBPUSDsell0.1 / 0.10.000002018.04.06 23:00:00filled
2018.04.13 23:00:0019GBPUSDbuy0.1 / 0.10.000002018.04.13 23:00:00filled
2018.04.27 23:00:0020GBPUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.05.04 23:00:0021GBPUSDsell0.1 / 0.10.000002018.05.04 23:00:00filled
2018.09.14 23:00:0022GBPUSDsell0.1 / 0.10.000002018.09.14 23:00:00filled
2018.09.21 23:00:0023GBPUSDbuy0.1 / 0.10.000002018.09.21 23:00:00filled
2018.10.12 23:00:0024GBPUSDsell0.1 / 0.10.000002018.10.12 23:00:00filled
2018.10.19 23:00:0025GBPUSDbuy0.1 / 0.10.000002018.10.19 23:00:00filled
2018.11.16 23:00:0026GBPUSDsell0.1 / 0.10.000002018.11.16 23:00:00filled
2018.11.23 23:00:0027GBPUSDbuy0.1 / 0.10.000002018.11.23 23:00:00filled
2018.11.30 23:00:0028GBPUSDsell0.1 / 0.10.000002018.11.30 23:00:00filled
2018.12.07 23:00:0029GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2018.12.07 23:00:0030GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2018.12.14 23:00:0031GBPUSDsell0.1 / 0.10.000002018.12.14 23:00:00filled
2019.08.30 23:00:0032GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0033GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0034GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0035GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2020.02.14 23:00:0036GBPUSDsell0.1 / 0.10.000002020.02.14 23:00:00filled
2020.02.21 23:00:0037GBPUSDbuy0.1 / 0.10.000002020.02.21 23:00:00filled
2021.04.16 23:00:0038GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0039GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0040GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0041GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0042GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0043GBPUSDsell0.1 / 0.10.000002021.06.11 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
2014.04.11 23:00:002GBPUSDsellin0.11.6736020.000.000.0010 000.00
2014.04.18 23:00:003GBPUSDbuyout0.11.6793030.00-2.80-57.009 940.20
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.009 940.20
2015.01.09 23:00:005GBPUSDsellout0.11.5163050.00-3.92-172.009 764.28
2015.07.03 23:00:006GBPUSDsellin0.11.5585060.000.000.009 764.28
2015.07.10 23:00:007GBPUSDbuyout0.11.5517070.00-2.8068.009 829.48
2015.08.07 23:00:008GBPUSDbuyin0.11.5489080.000.000.009 829.48
2015.08.14 23:00:009GBPUSDsellout0.11.5647090.00-3.43158.009 984.05
2016.02.05 23:00:0010GBPUSDbuyin0.11.45030100.000.000.009 984.05
2016.02.12 23:00:0011GBPUSDsellout0.11.45070110.00-3.434.009 984.62
2016.11.11 23:00:0012GBPUSDsellin0.11.25974120.000.000.009 984.62
2016.11.18 23:00:0013GBPUSDbuyout0.11.23557130.00-2.80241.7010 223.52
2016.11.25 23:00:0014GBPUSDsellin0.11.24621140.000.000.0010 223.52
2016.12.02 23:00:0015GBPUSDbuyout0.11.27274150.00-2.80-265.309 955.42
2017.01.13 23:00:0016GBPUSDbuyin0.11.21881160.000.000.009 955.42
2017.01.20 23:00:0017GBPUSDsellout0.11.23599170.00-3.43171.8010 123.79
2018.04.06 23:00:0018GBPUSDsellin0.11.40895180.000.000.0010 123.79
2018.04.13 23:00:0019GBPUSDbuyout0.11.42449190.00-2.80-155.409 965.59
2018.04.27 23:00:0020GBPUSDbuyin0.11.37820200.000.000.009 965.59
2018.05.04 23:00:0021GBPUSDsellout0.11.35349210.00-3.43-247.109 715.06
2018.09.14 23:00:0022GBPUSDsellin0.11.30607220.000.000.009 715.06
2018.09.21 23:00:0023GBPUSDbuyout0.11.30799230.00-2.80-19.209 693.06
2018.10.12 23:00:0024GBPUSDsellin0.11.31509240.000.000.009 693.06
2018.10.19 23:00:0025GBPUSDbuyout0.11.30627250.00-2.8088.209 778.46
2018.11.16 23:00:0026GBPUSDsellin0.11.28268260.000.000.009 778.46
2018.11.23 23:00:0027GBPUSDbuyout0.11.28192270.00-2.807.609 783.26
2018.11.30 23:00:0028GBPUSDsellin0.11.27421280.000.000.009 783.26
2018.12.07 23:00:0029GBPUSDbuyout0.11.27418290.00-2.800.309 780.76
2018.12.07 23:00:0030GBPUSDbuyin0.11.27418300.000.000.009 780.76
2018.12.14 23:00:0031GBPUSDsellout0.11.25804310.00-3.43-161.409 615.93
2019.08.30 23:00:0032GBPUSDbuyin0.11.21693320.000.000.009 615.93
2019.09.06 23:00:0033GBPUSDsellout0.11.22915330.00-3.43122.209 734.70
2019.12.06 23:00:0034GBPUSDsellin0.11.31407340.000.000.009 734.70
2019.12.13 23:00:0035GBPUSDbuyout0.11.33451350.00-2.80-204.409 527.50
2020.02.14 23:00:0036GBPUSDsellin0.11.30482360.000.000.009 527.50
2020.02.21 23:00:0037GBPUSDbuyout0.11.29625370.00-2.8085.709 610.40
2021.04.16 23:00:0038GBPUSDsellin0.11.38381380.000.000.009 610.40
2021.04.23 23:00:0039GBPUSDbuyout0.11.38860390.00-2.80-47.909 559.70
2021.05.21 23:00:0040GBPUSDbuyin0.11.41550400.000.000.009 559.70
2021.05.28 23:00:0041GBPUSDsellout0.11.41886410.00-3.4333.609 589.87
2021.06.04 23:00:0042GBPUSDbuyin0.11.41674420.000.000.009 589.87
2021.06.11 23:00:0043GBPUSDsellout0.11.41153430.00-3.43-52.109 534.34
0.00 -64.96 -400.70 9 534.34