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=4
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: 761.75 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 97.46
Gross Profit: 1 447.62 Balance Drawdown Maximal: 425.69 (3.92%) Equity Drawdown Maximal: 620.40 (5.69%)
Gross Loss: -685.87 Balance Drawdown Relative: 3.92% (425.69) Equity Drawdown Relative: 5.69% (620.40)
Profit Factor: 2.11 Expected Payoff: 44.81 Margin Level: 7139.54%
Recovery Factor: 1.23 Sharpe Ratio: 0.29 Z-Score: 1.02 (69.23%)
AHPR: 1.0044 (0.44%) LR Correlation: 0.52 OnTester result: 0
GHPR: 1.0043 (0.43%) LR Standard Error: 209.76
Total Trades: 17 Short Trades (won %): 9 (77.78%) Long Trades (won %): 8 (25.00%)
Total Deals: 34 Profit Trades (% of total): 9 (52.94%) Loss Trades (% of total): 8 (47.06%)
Largest profit trade: 436.63 Largest loss trade: -198.44
Average profit trade: 160.85 Average loss trade: -85.73
Maximum consecutive wins ($): 3 (332.42) Maximum consecutive losses ($): 3 (-257.55)
Maximal consecutive profit (count): 436.63 (1) Maximal consecutive loss (count): -309.88 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.82 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.3811
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 169:24:42
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
2014.05.16 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.30 23:00:005EURUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2015.05.15 23:00:006EURUSDsell0.1 / 0.10.000002015.05.15 23:00:00filled
2015.05.22 23:00:007EURUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.11.06 23:00:008EURUSDbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2015.11.13 23:00:009EURUSDsell0.1 / 0.10.000002015.11.13 23:00:00filled
2015.11.27 23:00:0010EURUSDbuy0.1 / 0.10.000002015.11.27 23:00:00filled
2015.12.04 23:00:0011EURUSDsell0.1 / 0.10.000002015.12.04 23:00:00filled
2016.04.15 23:00:0012EURUSDsell0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.22 23:00:0013EURUSDbuy0.1 / 0.10.000002016.04.22 23:00:00filled
2016.06.03 23:00:0014EURUSDbuy0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.10 23:00:0015EURUSDsell0.1 / 0.10.000002016.06.10 23:00:00filled
2016.06.17 23:00:0016EURUSDbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.24 23:00:0017EURUSDsell0.1 / 0.10.000002016.06.24 23:00:00filled
2016.12.09 23:00:0018EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2016.12.16 23:00:0019EURUSDbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.03.10 23:00:0020EURUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2017.03.31 23:00:0021EURUSDsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.08.25 23:00:0022EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.09.01 23:00:0023EURUSDbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.12.29 23:00:0024EURUSDsell0.1 / 0.10.000002017.12.29 23:00:00filled
2018.01.05 23:00:0025EURUSDbuy0.1 / 0.10.000002018.01.05 23:00:00filled
2018.04.27 23:00:0026EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.05.04 23:00:0027EURUSDsell0.1 / 0.10.000002018.05.04 23:00:00filled
2019.05.31 23:00:0028EURUSDsell0.1 / 0.10.000002019.05.31 23:00:00filled
2019.06.14 23:00:0029EURUSDbuy0.1 / 0.10.000002019.06.14 23:00:00filled
2019.08.23 23:00:0030EURUSDsell0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0031EURUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.10.11 23:00:0032EURUSDbuy0.1 / 0.10.000002019.10.11 23:00:00filled
2019.10.18 23:00:0033EURUSDsell0.1 / 0.10.000002019.10.18 23:00:00filled
2020.04.10 23:00:0034EURUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2020.04.17 23:00:0035EURUSDbuy0.1 / 0.10.000002020.04.17 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
2014.05.16 23:00:004EURUSDbuyin0.11.3700040.000.000.0010 167.52
2014.05.30 23:00:005EURUSDsellout0.11.3631050.00-12.88-69.0010 085.64
2015.05.15 23:00:006EURUSDsellin0.11.1446060.000.000.0010 085.64
2015.05.22 23:00:007EURUSDbuyout0.11.1010070.000.63436.0010 522.27
2015.11.06 23:00:008EURUSDbuyin0.11.0743080.000.000.0010 522.27
2015.11.13 23:00:009EURUSDsellout0.11.0749090.00-6.446.0010 521.83
2015.11.27 23:00:0010EURUSDbuyin0.11.05940100.000.000.0010 521.83
2015.12.04 23:00:0011EURUSDsellout0.11.08740110.00-6.44280.0010 795.39
2016.04.15 23:00:0012EURUSDsellin0.11.12830120.000.000.0010 795.39
2016.04.22 23:00:0013EURUSDbuyout0.11.12240130.000.6359.0010 855.02
2016.06.03 23:00:0014EURUSDbuyin0.11.13560140.000.000.0010 855.02
2016.06.10 23:00:0015EURUSDsellout0.11.12510150.00-6.44-105.0010 743.58
2016.06.17 23:00:0016EURUSDbuyin0.11.12790160.000.000.0010 743.58
2016.06.24 23:00:0017EURUSDsellout0.11.10870170.00-6.44-192.0010 545.14
2016.12.09 23:00:0018EURUSDsellin0.11.05593180.000.000.0010 545.14
2016.12.16 23:00:0019EURUSDbuyout0.11.04421190.000.63117.2010 662.97
2017.03.10 23:00:0020EURUSDbuyin0.11.06863200.000.000.0010 662.97
2017.03.31 23:00:0021EURUSDsellout0.11.06695210.00-19.32-16.8010 626.85
2017.08.25 23:00:0022EURUSDsellin0.11.19243220.000.000.0010 626.85
2017.09.01 23:00:0023EURUSDbuyout0.11.18649230.000.6359.4010 686.88
2017.12.29 23:00:0024EURUSDsellin0.11.19979240.000.000.0010 686.88
2018.01.05 23:00:0025EURUSDbuyout0.11.20420250.000.63-44.1010 643.41
2018.04.27 23:00:0026EURUSDbuyin0.11.21311260.000.000.0010 643.41
2018.05.04 23:00:0027EURUSDsellout0.11.19568270.00-6.44-174.3010 462.67
2019.05.31 23:00:0028EURUSDsellin0.11.11728280.000.000.0010 462.67
2019.06.14 23:00:0029EURUSDbuyout0.11.12074290.001.26-34.6010 429.33
2019.08.23 23:00:0030EURUSDsellin0.11.11415300.000.000.0010 429.33
2019.08.30 23:00:0031EURUSDbuyout0.11.09921310.000.63149.4010 579.36
2019.10.11 23:00:0032EURUSDbuyin0.11.10407320.000.000.0010 579.36
2019.10.18 23:00:0033EURUSDsellout0.11.11617330.00-6.44121.0010 693.92
2020.04.10 23:00:0034EURUSDsellin0.11.09363340.000.000.0010 693.92
2020.04.17 23:00:0035EURUSDbuyout0.11.08691350.000.6367.2010 761.75
0.00 -62.65 824.40 10 761.75