Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=12
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: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -151.36 Balance Drawdown Absolute: 193.31 Equity Drawdown Absolute: 395.90
Gross Profit: 693.19 Balance Drawdown Maximal: 370.36 (3.62%) Equity Drawdown Maximal: 605.12 (5.93%)
Gross Loss: -844.55 Balance Drawdown Relative: 3.62% (370.36) Equity Drawdown Relative: 5.93% (605.12)
Profit Factor: 0.82 Expected Payoff: -10.81 Margin Level: 5908.32%
Recovery Factor: -0.25 Sharpe Ratio: -0.08 Z-Score: 0.37 (28.86%)
AHPR: 0.9990 (-0.10%) LR Correlation: -0.41 OnTester result: 0
GHPR: 0.9989 (-0.11%) LR Standard Error: 112.40
Total Trades: 14 Short Trades (won %): 5 (20.00%) Long Trades (won %): 9 (77.78%)
Total Deals: 28 Profit Trades (% of total): 8 (57.14%) Loss Trades (% of total): 6 (42.86%)
Largest profit trade: 168.37 Largest loss trade: -268.10
Average profit trade: 86.65 Average loss trade: -140.76
Maximum consecutive wins ($): 4 (412.31) Maximum consecutive losses ($): 3 (-345.00)
Maximal consecutive profit (count): 412.31 (4) Maximal consecutive loss (count): -345.00 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.74 Correlation (Profits,MAE): 0.66 Correlation (MFE,MAE): 0.2429
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.06.06 23:00:002GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.13 23:00:003GBPUSDsell0.1 / 0.10.000002014.06.13 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:005GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.09.11 23:00:006GBPUSDbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:007GBPUSDsell0.1 / 0.10.000002015.09.18 23:00:00filled
2016.02.05 23:00:008GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:009GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2016.11.25 23:00:0010GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2016.12.02 23:00:0011GBPUSDbuy0.1 / 0.10.000002016.12.02 23:00:00filled
2017.01.13 23:00:0012GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.20 23:00:0013GBPUSDsell0.1 / 0.10.000002017.01.20 23:00:00filled
2017.03.03 23:00:0014GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.10 23:00:0015GBPUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2018.05.04 23:00:0016GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.11 23:00:0017GBPUSDsell0.1 / 0.10.000002018.05.11 23:00:00filled
2019.08.30 23:00:0018GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0019GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0020GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0021GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2021.03.05 23:00:0022GBPUSDsell0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0023GBPUSDbuy0.1 / 0.10.000002021.03.12 23:00:00filled
2021.04.16 23:00:0024GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0025GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0026GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0027GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0028GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0029GBPUSDsell0.1 / 0.10.000002021.06.11 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
2014.06.06 23:00:002GBPUSDbuyin0.11.6806020.000.000.0010 000.00
2014.06.13 23:00:003GBPUSDsellout0.11.6969030.00-3.43163.0010 159.57
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.0010 159.57
2015.01.09 23:00:005GBPUSDsellout0.11.5163050.00-3.92-172.009 983.65
2015.09.11 23:00:006GBPUSDbuyin0.11.5429060.000.000.009 983.65
2015.09.18 23:00:007GBPUSDsellout0.11.5523070.00-3.4394.0010 074.22
2016.02.05 23:00:008GBPUSDbuyin0.11.4503080.000.000.0010 074.22
2016.02.12 23:00:009GBPUSDsellout0.11.4507090.00-3.434.0010 074.79
2016.11.25 23:00:0010GBPUSDsellin0.11.24621100.000.000.0010 074.79
2016.12.02 23:00:0011GBPUSDbuyout0.11.27274110.00-2.80-265.309 806.69
2017.01.13 23:00:0012GBPUSDbuyin0.11.21881120.000.000.009 806.69
2017.01.20 23:00:0013GBPUSDsellout0.11.23599130.00-3.43171.809 975.06
2017.03.03 23:00:0014GBPUSDsellin0.11.22985140.000.000.009 975.06
2017.03.10 23:00:0015GBPUSDbuyout0.11.21733150.00-2.80125.2010 097.46
2018.05.04 23:00:0016GBPUSDbuyin0.11.35357160.000.000.0010 097.46
2018.05.11 23:00:0017GBPUSDsellout0.11.35419170.00-3.436.2010 100.23
2019.08.30 23:00:0018GBPUSDbuyin0.11.21693180.000.000.0010 100.23
2019.09.06 23:00:0019GBPUSDsellout0.11.22915190.00-3.43122.2010 219.00
2019.12.06 23:00:0020GBPUSDsellin0.11.31407200.000.000.0010 219.00
2019.12.13 23:00:0021GBPUSDbuyout0.11.33451210.00-2.80-204.4010 011.80
2021.03.05 23:00:0022GBPUSDsellin0.11.38457220.000.000.0010 011.80
2021.03.12 23:00:0023GBPUSDbuyout0.11.39300230.00-2.80-84.309 924.70
2021.04.16 23:00:0024GBPUSDsellin0.11.38381240.000.000.009 924.70
2021.04.23 23:00:0025GBPUSDbuyout0.11.38860250.00-2.80-47.909 874.00
2021.05.21 23:00:0026GBPUSDbuyin0.11.41550260.000.000.009 874.00
2021.05.28 23:00:0027GBPUSDsellout0.11.41886270.00-3.4333.609 904.17
2021.06.04 23:00:0028GBPUSDbuyin0.11.41674280.000.000.009 904.17
2021.06.11 23:00:0029GBPUSDsellout0.11.41153290.00-3.43-52.109 848.64
0.00 -45.36 -106.00 9 848.64