Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=20
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: 304.98 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 97.46
Gross Profit: 501.11 Balance Drawdown Maximal: 128.22 (1.23%) Equity Drawdown Maximal: 376.37 (3.57%)
Gross Loss: -196.13 Balance Drawdown Relative: 1.23% (128.22) Equity Drawdown Relative: 3.57% (376.37)
Profit Factor: 2.55 Expected Payoff: 38.12 Margin Level: 7139.54%
Recovery Factor: 0.81 Sharpe Ratio: 0.33 Z-Score: 1.44 (85.01%)
AHPR: 1.0038 (0.38%) LR Correlation: 0.73 OnTester result: 0
GHPR: 1.0038 (0.38%) LR Standard Error: 93.60
Total Trades: 8 Short Trades (won %): 4 (50.00%) Long Trades (won %): 4 (25.00%)
Total Deals: 16 Profit Trades (% of total): 3 (37.50%) Loss Trades (% of total): 5 (62.50%)
Largest profit trade: 273.56 Largest loss trade: -111.44
Average profit trade: 167.04 Average loss trade: -39.23
Maximum consecutive wins ($): 1 (273.56) Maximum consecutive losses ($): 2 (-76.81)
Maximal consecutive profit (count): 273.56 (1) Maximal consecutive loss (count): -111.44 (1)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.93 Correlation (Profits,MAE): 0.25 Correlation (MFE,MAE): 0.2778
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 180:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002EURUSDsell0.1 / 0.10.000002014.03.07 23:00:00filled
2014.04.04 23:00:003EURUSDbuy0.1 / 0.10.000002014.04.04 23:00:00filled
2014.05.23 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.30 23:00:005EURUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2015.11.06 23:00:006EURUSDbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2015.11.13 23:00:007EURUSDsell0.1 / 0.10.000002015.11.13 23:00:00filled
2015.11.27 23:00:008EURUSDbuy0.1 / 0.10.000002015.11.27 23:00:00filled
2015.12.04 23:00:009EURUSDsell0.1 / 0.10.000002015.12.04 23:00:00filled
2016.06.03 23:00:0010EURUSDbuy0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.10 23:00:0011EURUSDsell0.1 / 0.10.000002016.06.10 23:00:00filled
2017.08.25 23:00:0012EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.09.01 23:00:0013EURUSDbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.12.29 23:00:0014EURUSDsell0.1 / 0.10.000002017.12.29 23:00:00filled
2018.01.05 23:00:0015EURUSDbuy0.1 / 0.10.000002018.01.05 23:00:00filled
2019.05.31 23:00:0016EURUSDsell0.1 / 0.10.000002019.05.31 23:00:00filled
2019.06.14 23:00:0017EURUSDbuy0.1 / 0.10.000002019.06.14 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 23:00:002EURUSDsellin0.11.3870020.000.000.0010 000.00
2014.04.04 23:00:003EURUSDbuyout0.11.3705030.002.52165.0010 167.52
2014.05.23 23:00:004EURUSDbuyin0.11.3632040.000.000.0010 167.52
2014.05.30 23:00:005EURUSDsellout0.11.3631050.00-6.44-1.0010 160.08
2015.11.06 23:00:006EURUSDbuyin0.11.0743060.000.000.0010 160.08
2015.11.13 23:00:007EURUSDsellout0.11.0749070.00-6.446.0010 159.64
2015.11.27 23:00:008EURUSDbuyin0.11.0594080.000.000.0010 159.64
2015.12.04 23:00:009EURUSDsellout0.11.0874090.00-6.44280.0010 433.20
2016.06.03 23:00:0010EURUSDbuyin0.11.13560100.000.000.0010 433.20
2016.06.10 23:00:0011EURUSDsellout0.11.12510110.00-6.44-105.0010 321.76
2017.08.25 23:00:0012EURUSDsellin0.11.19243120.000.000.0010 321.76
2017.09.01 23:00:0013EURUSDbuyout0.11.18649130.000.6359.4010 381.79
2017.12.29 23:00:0014EURUSDsellin0.11.19979140.000.000.0010 381.79
2018.01.05 23:00:0015EURUSDbuyout0.11.20420150.000.63-44.1010 338.32
2019.05.31 23:00:0016EURUSDsellin0.11.11728160.000.000.0010 338.32
2019.06.14 23:00:0017EURUSDbuyout0.11.12074170.001.26-34.6010 304.98
0.00 -20.72 325.70 10 304.98