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=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: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -8 891.87 Balance Drawdown Absolute: 8 891.87 Equity Drawdown Absolute: 8 925.20
Gross Profit: 0.00 Balance Drawdown Maximal: 8 891.87 (88.92%) Equity Drawdown Maximal: 9 292.07 (89.63%)
Gross Loss: -8 891.87 Balance Drawdown Relative: 88.92% (8 891.87) Equity Drawdown Relative: 89.63% (9 292.07)
Profit Factor: 0.00 Expected Payoff: -1 778.37 Margin Level: 759.31%
Recovery Factor: -0.96 Sharpe Ratio: -3.22 Z-Score: 0.00 (0.00%)
AHPR: 0.6531 (-34.69%) LR Correlation: -0.82 OnTester result: 0
GHPR: 0.6440 (-35.60%) LR Standard Error: 1 474.65
Total Trades: 5 Short Trades (won %): 2 (0.00%) Long Trades (won %): 3 (0.00%)
Total Deals: 10 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 5 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -4 997.99
Average profit trade: 0.00 Average loss trade: -1 778.37
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 5 (-8 891.87)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -8 891.87 (5)
Average consecutive wins: 0 Average consecutive losses: 5
Graph
Graph
Correlation (Profits,MFE): 0.00 Correlation (Profits,MAE): 0.96 Correlation (MFE,MAE): 0.1447
Graph
Minimal position holding time: 1560:59:59 Maximal position holding time: 17160:00:00 Average position holding time: 9024:11:59
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
2017.03.03 23:00:003GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.03 23:00:004GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2018.05.04 23:00:005GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:006GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2019.12.06 23:00:007GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:008GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:009GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0010GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5911GBPUSDsell0.1 / 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
2014.06.06 23:00:002GBPUSDbuyin0.11.6806020.000.000.0010 000.00
2017.03.03 23:00:003GBPUSDsellout0.11.2298530.00-490.49-4 507.505 002.01
2017.03.03 23:00:004GBPUSDsellin0.11.2298540.000.000.005 002.01
2018.05.04 23:00:005GBPUSDbuyout0.11.3535750.00-170.80-1 237.203 594.01
2018.05.04 23:00:006GBPUSDbuyin0.11.3535760.000.000.003 594.01
2019.12.06 23:00:007GBPUSDsellout0.11.3140770.00-284.69-395.002 914.32
2019.12.06 23:00:008GBPUSDsellin0.11.3140780.000.000.002 914.32
2021.05.21 23:00:009GBPUSDbuyout0.11.4155090.00-212.80-1 014.301 687.22
2021.05.21 23:00:0010GBPUSDbuyin0.11.41550100.000.000.001 687.22
2021.08.20 23:59:5911GBPUSDsellout0.11.36205110.00-44.59-534.501 108.13end of test
0.00 -1 203.37 -7 688.50 1 108.13