Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | AUDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=26 | ||||||||||||
InpTimeShift1=-5 | ||||||||||||
InpTimeShift2=3 | ||||||||||||
InpLots=0.1 | ||||||||||||
InpTradePause=350 | ||||||||||||
Broker: | RoboForex Ltd | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 90% | |||||||||||
Bars: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | -631.73 | Balance Drawdown Absolute: | 1 129.67 | Equity Drawdown Absolute: | 1 467.71 | |||||||
Gross Profit: | 1 705.73 | Balance Drawdown Maximal: | 1 129.67 (11.30%) | Equity Drawdown Maximal: | 1 754.29 (17.05%) | |||||||
Gross Loss: | -2 337.46 | Balance Drawdown Relative: | 11.30% (1 129.67) | Equity Drawdown Relative: | 17.05% (1 754.29) | |||||||
Profit Factor: | 0.73 | Expected Payoff: | -57.43 | Margin Level: | 11373.90% | |||||||
Recovery Factor: | -0.36 | Sharpe Ratio: | -0.11 | Z-Score: | 0.28 (22.05%) | |||||||
AHPR: | 0.9951 (-0.49%) | LR Correlation: | 0.19 | OnTester result: | 0 | |||||||
GHPR: | 0.9941 (-0.59%) | LR Standard Error: | 421.04 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 7 (85.71%) | Long Trades (won %): | 4 (25.00%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 7 (63.64%) | Loss Trades (% of total): | 4 (36.36%) | |||||||
Largest profit trade: | 506.81 | Largest loss trade: | -764.55 | |||||||||
Average profit trade: | 243.68 | Average loss trade: | -584.37 | |||||||||
Maximum consecutive wins ($): | 5 (1 256.94) | Maximum consecutive losses ($): | 2 (-1 129.67) | |||||||||
Maximal consecutive profit (count): | 1 256.94 (5) | Maximal consecutive loss (count): | -1 129.67 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.86 | Correlation (Profits,MAE): | 0.83 | Correlation (MFE,MAE): | 0.7434 | |||||||
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Minimal position holding time: | 960:00:00 | Maximal position holding time: | 5160:00:00 | Average position holding time: | 2585:32:43 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.01.09 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.03.06 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 6 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 7 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 10 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 11 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 12 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 13 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 16 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 17 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 18 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 19 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 20 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 21 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 22 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 23 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2015.01.09 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.82060 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.03.06 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.77160 | 3 | 0.00 | -26.32 | -490.00 | 9 483.68 | |
2015.05.29 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.76470 | 4 | 0.00 | 0.00 | 0.00 | 9 483.68 | |
2015.09.11 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.70830 | 5 | 0.00 | -49.35 | -564.00 | 8 870.33 | |
2015.09.11 23:00:00 | 6 | AUDUSD | sell | in | 0.1 | 0.70830 | 6 | 0.00 | 0.00 | 0.00 | 8 870.33 | |
2016.01.22 23:00:00 | 7 | AUDUSD | buy | out | 0.1 | 0.70080 | 7 | 0.00 | -22.61 | 75.00 | 8 922.72 | |
2016.01.22 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.70080 | 8 | 0.00 | 0.00 | 0.00 | 8 922.72 | |
2016.04.08 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.75510 | 9 | 0.00 | -36.19 | 543.00 | 9 429.53 | |
2016.04.08 23:00:00 | 10 | AUDUSD | sell | in | 0.1 | 0.75510 | 10 | 0.00 | 0.00 | 0.00 | 9 429.53 | |
2016.06.10 23:00:00 | 11 | AUDUSD | buy | out | 0.1 | 0.73780 | 11 | 0.00 | -10.71 | 173.00 | 9 591.82 | |
2017.02.03 23:00:00 | 12 | AUDUSD | sell | in | 0.1 | 0.76828 | 12 | 0.00 | 0.00 | 0.00 | 9 591.82 | |
2017.04.28 23:00:00 | 13 | AUDUSD | buy | out | 0.1 | 0.74886 | 13 | 0.00 | -14.28 | 194.20 | 9 771.74 | |
2017.07.21 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.79158 | 14 | 0.00 | 0.00 | 0.00 | 9 771.74 | |
2018.05.18 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.75091 | 15 | 0.00 | -51.17 | 406.70 | 10 127.27 | |
2018.05.18 23:00:00 | 16 | AUDUSD | buy | in | 0.1 | 0.75091 | 16 | 0.00 | 0.00 | 0.00 | 10 127.27 | |
2019.01.25 23:00:00 | 17 | AUDUSD | sell | out | 0.1 | 0.71843 | 17 | 0.00 | -118.44 | -324.80 | 9 684.03 | |
2019.04.05 23:00:00 | 18 | AUDUSD | sell | in | 0.1 | 0.71048 | 18 | 0.00 | 0.00 | 0.00 | 9 684.03 | |
2019.08.23 23:00:00 | 19 | AUDUSD | buy | out | 0.1 | 0.67516 | 19 | 0.00 | -23.80 | 353.20 | 10 013.43 | |
2020.05.22 23:00:00 | 20 | AUDUSD | sell | in | 0.1 | 0.65364 | 20 | 0.00 | 0.00 | 0.00 | 10 013.43 | |
2020.11.13 23:00:00 | 21 | AUDUSD | buy | out | 0.1 | 0.72712 | 21 | 0.00 | -29.75 | -734.80 | 9 248.88 | |
2020.11.20 23:00:00 | 22 | AUDUSD | sell | in | 0.1 | 0.73078 | 22 | 0.00 | 0.00 | 0.00 | 9 248.88 | |
2021.08.20 23:59:59 | 23 | AUDUSD | buy | out | 0.1 | 0.71420 | 23 | 0.00 | -46.41 | 165.80 | 9 368.27 | end of test |
0.00 | -429.03 | -202.70 | 9 368.27 | |||||||||