Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=25
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: 90%
Bars: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -10.13 Balance Drawdown Absolute: 247.10 Equity Drawdown Absolute: 930.98
Gross Profit: 556.70 Balance Drawdown Maximal: 319.73 (3.14%) Equity Drawdown Maximal: 2 521.82 (21.60%)
Gross Loss: -566.83 Balance Drawdown Relative: 3.14% (319.73) Equity Drawdown Relative: 21.60% (2 521.82)
Profit Factor: 0.98 Expected Payoff: -1.69 Margin Level: 11859.58%
Recovery Factor: -0.00 Sharpe Ratio: 0.00 Z-Score: 0.88 (62.11%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.31 OnTester result: 0
GHPR: 0.9998 (-0.02%) LR Standard Error: 182.81
Total Trades: 6 Short Trades (won %): 4 (50.00%) Long Trades (won %): 2 (0.00%)
Total Deals: 12 Profit Trades (% of total): 2 (33.33%) Loss Trades (% of total): 4 (66.67%)
Largest profit trade: 437.31 Largest loss trade: -266.36
Average profit trade: 278.35 Average loss trade: -141.71
Maximum consecutive wins ($): 1 (437.31) Maximum consecutive losses ($): 2 (-319.73)
Maximal consecutive profit (count): 437.31 (1) Maximal consecutive loss (count): -319.73 (2)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): -0.26 Correlation (Profits,MAE): 0.22 Correlation (MFE,MAE): 0.2993
Graph
Minimal position holding time: 1560:00:00 Maximal position holding time: 10080:00:00 Average position holding time: 5740:09:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.05.29 23:00:002AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2016.04.08 23:00:003AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:004AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2017.04.28 23:00:005AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.07.21 23:00:006AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2018.07.13 23:00:007AUDUSDbuy0.1 / 0.10.000002018.07.13 23:00:00filled
2019.01.04 23:00:008AUDUSDbuy0.1 / 0.10.000002019.01.04 23:00:00filled
2019.04.05 23:00:009AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.05 23:00:0010AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2020.11.13 23:00:0011AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0012AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2021.08.20 23:59:5913AUDUSDbuy0.1 / 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
2015.05.29 23:00:002AUDUSDbuyin0.10.7647020.000.000.0010 000.00
2016.04.08 23:00:003AUDUSDsellout0.10.7551030.00-148.05-96.009 755.95
2016.04.08 23:00:004AUDUSDsellin0.10.7551040.000.000.009 755.95
2017.04.28 23:00:005AUDUSDbuyout0.10.7488650.00-65.4562.409 752.90
2017.07.21 23:00:006AUDUSDsellin0.10.7915860.000.000.009 752.90
2018.07.13 23:00:007AUDUSDbuyout0.10.7417870.00-60.69498.0010 190.21
2019.01.04 23:00:008AUDUSDbuyin0.10.7115480.000.000.0010 190.21
2019.04.05 23:00:009AUDUSDsellout0.10.7104890.00-42.77-10.6010 136.84
2019.04.05 23:00:0010AUDUSDsellin0.10.71048100.000.000.0010 136.84
2020.11.13 23:00:0011AUDUSDbuyout0.10.72712110.00-99.96-166.409 870.48
2020.11.20 23:00:0012AUDUSDsellin0.10.73078120.000.000.009 870.48
2021.08.20 23:59:5913AUDUSDbuyout0.10.71420130.00-46.41165.809 989.87end of test
0.00 -463.33 453.20 9 989.87