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=10 | ||||||||||||
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: | -8 386.26 | Balance Drawdown Absolute: | 8 386.26 | Equity Drawdown Absolute: | 8 419.59 | |||||||
Gross Profit: | 340.79 | Balance Drawdown Maximal: | 8 386.26 (83.86%) | Equity Drawdown Maximal: | 8 739.66 (84.69%) | |||||||
Gross Loss: | -8 727.05 | Balance Drawdown Relative: | 83.86% (8 386.26) | Equity Drawdown Relative: | 84.69% (8 739.66) | |||||||
Profit Factor: | 0.04 | Expected Payoff: | -1 048.28 | Margin Level: | 1116.50% | |||||||
Recovery Factor: | -0.96 | Sharpe Ratio: | -1.02 | Z-Score: | -0.54 (41.08%) | |||||||
AHPR: | 0.8169 (-18.31%) | LR Correlation: | -0.92 | OnTester result: | 0 | |||||||
GHPR: | 0.7961 (-20.39%) | LR Standard Error: | 1 114.62 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 4 (25.00%) | Long Trades (won %): | 4 (25.00%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 2 (25.00%) | Loss Trades (% of total): | 6 (75.00%) | |||||||
Largest profit trade: | 254.40 | Largest loss trade: | -4 786.37 | |||||||||
Average profit trade: | 170.40 | Average loss trade: | -1 454.51 | |||||||||
Maximum consecutive wins ($): | 2 (340.79) | Maximum consecutive losses ($): | 4 (-3 893.88) | |||||||||
Maximal consecutive profit (count): | 340.79 (2) | Maximal consecutive loss (count): | -4 833.17 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | -0.08 | Correlation (Profits,MAE): | 0.97 | Correlation (MFE,MAE): | 0.0195 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 15480:00:00 | Average position holding time: | 5655:07:29 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 6 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 7 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 10 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 11 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 14 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 15 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 16 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 17 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67620 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.06.06 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.68060 | 3 | 0.00 | -2.80 | -44.00 | 9 953.20 | |
2014.06.06 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.68060 | 4 | 0.00 | 0.00 | 0.00 | 9 953.20 | |
2016.11.25 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.24621 | 5 | 0.00 | -442.47 | -4 343.90 | 5 166.83 | |
2016.11.25 23:00:00 | 6 | GBPUSD | sell | in | 0.1 | 1.24621 | 6 | 0.00 | 0.00 | 0.00 | 5 166.83 | |
2017.01.13 23:00:00 | 7 | GBPUSD | buy | out | 0.1 | 1.21881 | 7 | 0.00 | -19.60 | 274.00 | 5 421.23 | |
2017.01.13 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.21881 | 8 | 0.00 | 0.00 | 0.00 | 5 421.23 | |
2017.03.03 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.22985 | 9 | 0.00 | -24.01 | 110.40 | 5 507.62 | |
2017.03.03 23:00:00 | 10 | GBPUSD | sell | in | 0.1 | 1.22985 | 10 | 0.00 | 0.00 | 0.00 | 5 507.62 | |
2018.05.04 23:00:00 | 11 | GBPUSD | buy | out | 0.1 | 1.35357 | 11 | 0.00 | -170.80 | -1 237.20 | 4 099.62 | |
2018.05.04 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.35357 | 12 | 0.00 | 0.00 | 0.00 | 4 099.62 | |
2019.12.06 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.31407 | 13 | 0.00 | -284.69 | -395.00 | 3 419.93 | |
2019.12.06 23:00:00 | 14 | GBPUSD | sell | in | 0.1 | 1.31407 | 14 | 0.00 | 0.00 | 0.00 | 3 419.93 | |
2021.05.21 23:00:00 | 15 | GBPUSD | buy | out | 0.1 | 1.41550 | 15 | 0.00 | -212.80 | -1 014.30 | 2 192.83 | |
2021.05.21 23:00:00 | 16 | GBPUSD | buy | in | 0.1 | 1.41550 | 16 | 0.00 | 0.00 | 0.00 | 2 192.83 | |
2021.08.20 23:59:59 | 17 | GBPUSD | sell | out | 0.1 | 1.36205 | 17 | 0.00 | -44.59 | -534.50 | 1 613.74 | end of test |
0.00 | -1 201.76 | -7 184.50 | 1 613.74 | |||||||||