Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=5
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: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -849.46 Balance Drawdown Absolute: 849.46 Equity Drawdown Absolute: 865.65
Gross Profit: 486.03 Balance Drawdown Maximal: 849.46 (8.49%) Equity Drawdown Maximal: 890.84 (8.89%)
Gross Loss: -1 335.49 Balance Drawdown Relative: 8.49% (849.46) Equity Drawdown Relative: 8.89% (890.84)
Profit Factor: 0.36 Expected Payoff: -38.61 Margin Level: 9134.35%
Recovery Factor: -0.95 Sharpe Ratio: -0.36 Z-Score: -0.80 (57.63%)
AHPR: 0.9960 (-0.40%) LR Correlation: -0.79 OnTester result: 0
GHPR: 0.9960 (-0.40%) LR Standard Error: 148.53
Total Trades: 22 Short Trades (won %): 13 (38.46%) Long Trades (won %): 9 (33.33%)
Total Deals: 44 Profit Trades (% of total): 8 (36.36%) Loss Trades (% of total): 14 (63.64%)
Largest profit trade: 134.67 Largest loss trade: -252.22
Average profit trade: 60.75 Average loss trade: -95.39
Maximum consecutive wins ($): 4 (186.05) Maximum consecutive losses ($): 4 (-417.92)
Maximal consecutive profit (count): 195.39 (2) Maximal consecutive loss (count): -519.51 (3)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.54 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.1635
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 141:49:05
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.08.01 23:00:005USDCHFbuy0.1 / 0.10.000002014.08.01 23:00:00filled
2015.01.02 23:00:006USDCHFsell0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007USDCHFbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.04.24 23:00:008USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.05.01 23:00:009USDCHFsell0.1 / 0.10.000002015.05.01 23:00:00filled
2015.10.02 23:00:0010USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.09 23:00:0011USDCHFbuy0.1 / 0.10.000002015.10.09 23:00:00filled
2016.03.04 23:00:0012USDCHFsell0.1 / 0.10.000002016.03.04 23:00:00filled
2016.03.11 23:00:0013USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.03.11 23:00:0014USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.04.01 23:00:0015USDCHFsell0.1 / 0.10.000002016.04.01 23:00:00filled
2016.04.15 23:00:0016USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.29 23:00:0017USDCHFsell0.1 / 0.10.000002016.04.29 23:00:00filled
2016.05.13 23:00:0018USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0019USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2016.09.16 23:00:0020USDCHFsell0.1 / 0.10.000002016.09.16 23:00:00filled
2016.09.23 23:00:0021USDCHFbuy0.1 / 0.10.000002016.09.23 23:00:00filled
2016.09.30 23:00:0022USDCHFsell0.1 / 0.10.000002016.09.30 23:00:00filled
2016.10.07 23:00:0023USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.12.16 23:00:0024USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.23 23:00:0025USDCHFsell0.1 / 0.10.000002016.12.23 23:00:00filled
2017.01.06 23:00:0026USDCHFsell0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.20 23:00:0027USDCHFbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2018.05.11 23:00:0028USDCHFsell0.1 / 0.10.000002018.05.11 23:00:00filled
2018.05.18 23:00:0029USDCHFbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.06.22 23:00:0030USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0031USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.06.29 23:00:0032USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.07.06 23:00:0033USDCHFbuy0.1 / 0.10.000002018.07.06 23:00:00filled
2018.07.20 23:00:0034USDCHFsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0035USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.07.27 23:00:0036USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.08.03 23:00:0037USDCHFsell0.1 / 0.10.000002018.08.03 23:00:00filled
2019.01.18 23:00:0038USDCHFbuy0.1 / 0.10.000002019.01.18 23:00:00filled
2019.01.25 23:00:0039USDCHFsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.04.19 23:00:0040USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.26 23:00:0041USDCHFbuy0.1 / 0.10.000002019.04.26 23:00:00filled
2020.06.12 23:00:0042USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0043USDCHFbuy0.1 / 0.10.000002020.06.19 23:00:00filled
2021.04.02 23:00:0044USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.09 23:00:0045USDCHFsell0.1 / 0.10.000002021.04.09 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.009 972.89
2014.08.01 23:00:005USDCHFbuyout0.10.9064050.00-7.79-19.869 945.24
2015.01.02 23:00:006USDCHFsellin0.11.0012060.000.000.009 945.24
2015.01.09 23:00:007USDCHFbuyout0.11.0144070.00-8.00-130.139 807.11
2015.04.24 23:00:008USDCHFbuyin0.10.9538080.000.000.009 807.11
2015.05.01 23:00:009USDCHFsellout0.10.9327090.001.19-226.229 582.08
2015.10.02 23:00:0010USDCHFsellin0.10.97190100.000.000.009 582.08
2015.10.09 23:00:0011USDCHFbuyout0.10.96190110.00-7.28103.969 678.76
2016.03.04 23:00:0012USDCHFsellin0.10.99320120.000.000.009 678.76
2016.03.11 23:00:0013USDCHFbuyout0.10.98280130.00-7.11105.829 777.47
2016.03.11 23:00:0014USDCHFbuyin0.10.98280140.000.000.009 777.47
2016.04.01 23:00:0015USDCHFsellout0.10.95830150.003.44-255.669 525.25
2016.04.15 23:00:0016USDCHFbuyin0.10.96820160.000.000.009 525.25
2016.04.29 23:00:0017USDCHFsellout0.10.95900170.002.30-95.939 431.62
2016.05.13 23:00:0018USDCHFsellin0.10.97460180.000.000.009 431.62
2016.05.20 23:00:0019USDCHFbuyout0.10.99110190.00-7.18-166.489 257.96
2016.09.16 23:00:0020USDCHFsellin0.10.98070200.000.000.009 257.96
2016.09.23 23:00:0021USDCHFbuyout0.10.97000210.00-7.24110.319 361.03
2016.09.30 23:00:0022USDCHFsellin0.10.97130220.000.000.009 361.03
2016.10.07 23:00:0023USDCHFbuyout0.10.97757230.00-7.25-64.149 289.64
2016.12.16 23:00:0024USDCHFbuyin0.11.02716240.000.000.009 289.64
2016.12.23 23:00:0025USDCHFsellout0.11.02770250.001.115.259 296.00
2017.01.06 23:00:0026USDCHFsellin0.11.01727260.000.000.009 296.00
2017.01.20 23:00:0027USDCHFbuyout0.11.00237270.00-13.98148.659 430.67
2018.05.11 23:00:0028USDCHFsellin0.11.00077280.000.000.009 430.67
2018.05.18 23:00:0029USDCHFbuyout0.10.99786290.00-7.0729.169 452.76
2018.06.22 23:00:0030USDCHFbuyin0.10.98812300.000.000.009 452.76
2018.06.29 23:00:0031USDCHFsellout0.10.99028310.001.1221.819 475.69
2018.06.29 23:00:0032USDCHFsellin0.10.99028320.000.000.009 475.69
2018.07.06 23:00:0033USDCHFbuyout0.10.99046330.00-7.13-1.829 466.74
2018.07.20 23:00:0034USDCHFsellin0.10.99213340.000.000.009 466.74
2018.07.27 23:00:0035USDCHFbuyout0.10.99422350.00-7.14-21.029 438.58
2018.07.27 23:00:0036USDCHFbuyin0.10.99422360.000.000.009 438.58
2018.08.03 23:00:0037USDCHFsellout0.10.99426370.001.120.409 440.10
2019.01.18 23:00:0038USDCHFbuyin0.10.99575380.000.000.009 440.10
2019.01.25 23:00:0039USDCHFsellout0.10.99242390.001.12-33.559 407.67
2019.04.19 23:00:0040USDCHFsellin0.11.01437400.000.000.009 407.67
2019.04.26 23:00:0041USDCHFbuyout0.11.01922410.00-6.94-47.599 353.14
2020.06.12 23:00:0042USDCHFsellin0.10.95225420.000.000.009 353.14
2020.06.19 23:00:0043USDCHFbuyout0.10.95203430.00-7.432.319 348.02
2021.04.02 23:00:0044USDCHFbuyin0.10.94295440.000.000.009 348.02
2021.04.09 23:00:0045USDCHFsellout0.10.92458450.001.20-198.689 150.54
0.00 -87.68 -761.78 9 150.54