Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=31
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: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: 215.15 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 487.66
Gross Profit: 1 343.41 Balance Drawdown Maximal: 1 128.26 (9.95%) Equity Drawdown Maximal: 2 401.07 (20.11%)
Gross Loss: -1 128.26 Balance Drawdown Relative: 9.95% (1 128.26) Equity Drawdown Relative: 20.11% (2 401.07)
Profit Factor: 1.19 Expected Payoff: 71.72 Margin Level: 9512.34%
Recovery Factor: 0.09 Sharpe Ratio: 0.12 Z-Score: 0.35 (27.37%)
AHPR: 1.0108 (1.08%) LR Correlation: -0.32 OnTester result: 0
GHPR: 1.0071 (0.71%) LR Standard Error: 733.12
Total Trades: 3 Short Trades (won %): 1 (0.00%) Long Trades (won %): 2 (50.00%)
Total Deals: 6 Profit Trades (% of total): 1 (33.33%) Loss Trades (% of total): 2 (66.67%)
Largest profit trade: 1 343.41 Largest loss trade: -612.06
Average profit trade: 1 343.41 Average loss trade: -564.13
Maximum consecutive wins ($): 1 (1 343.41) Maximum consecutive losses ($): 2 (-1 128.26)
Maximal consecutive profit (count): 1 343.41 (1) Maximal consecutive loss (count): -1 128.26 (2)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.96 Correlation (Profits,MAE): 0.98 Correlation (MFE,MAE): 0.9970
Graph
Minimal position holding time: 8760:00:00 Maximal position holding time: 26760:00:00 Average position holding time: 15560:19:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2015.07.31 23:00:003USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.07.31 23:00:004USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2019.11.08 23:00:005USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.08 23:00:006USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2021.08.20 23:59:597USDCADsell0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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 23:00:002USDCADbuyin0.11.1091020.000.000.0010 000.00
2015.07.31 23:00:003USDCADsellout0.11.3079030.00-176.581 519.9911 343.41
2015.07.31 23:00:004USDCADsellin0.11.3079040.000.000.0011 343.41
2019.11.08 23:00:005USDCADbuyout0.11.3227550.00-499.79-112.2710 731.35
2019.11.08 23:00:006USDCADbuyin0.11.3227560.000.000.0010 731.35
2021.08.20 23:59:597USDCADsellout0.11.2821670.00-199.62-316.5810 215.15end of test
0.00 -875.99 1 091.14 10 215.15