Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.00 | Correlation (Profits,MAE): | 0.96 | Correlation (MFE,MAE): | 0.1447 | |||||||
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Minimal position holding time: | 1560:59:59 | Maximal position holding time: | 17160:00:00 | Average position holding time: | 9024:11:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.06.06 23:00:00 | 2 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 3 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 4 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 5 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 6 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 7 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 8 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 9 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 10 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 11 | GBPUSD | sell | 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 | ||||||
2014.06.06 23:00:00 | 2 | GBPUSD | buy | in | 0.1 | 1.68060 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2017.03.03 23:00:00 | 3 | GBPUSD | sell | out | 0.1 | 1.22985 | 3 | 0.00 | -490.49 | -4 507.50 | 5 002.01 | |
2017.03.03 23:00:00 | 4 | GBPUSD | sell | in | 0.1 | 1.22985 | 4 | 0.00 | 0.00 | 0.00 | 5 002.01 | |
2018.05.04 23:00:00 | 5 | GBPUSD | buy | out | 0.1 | 1.35357 | 5 | 0.00 | -170.80 | -1 237.20 | 3 594.01 | |
2018.05.04 23:00:00 | 6 | GBPUSD | buy | in | 0.1 | 1.35357 | 6 | 0.00 | 0.00 | 0.00 | 3 594.01 | |
2019.12.06 23:00:00 | 7 | GBPUSD | sell | out | 0.1 | 1.31407 | 7 | 0.00 | -284.69 | -395.00 | 2 914.32 | |
2019.12.06 23:00:00 | 8 | GBPUSD | sell | in | 0.1 | 1.31407 | 8 | 0.00 | 0.00 | 0.00 | 2 914.32 | |
2021.05.21 23:00:00 | 9 | GBPUSD | buy | out | 0.1 | 1.41550 | 9 | 0.00 | -212.80 | -1 014.30 | 1 687.22 | |
2021.05.21 23:00:00 | 10 | GBPUSD | buy | in | 0.1 | 1.41550 | 10 | 0.00 | 0.00 | 0.00 | 1 687.22 | |
2021.08.20 23:59:59 | 11 | GBPUSD | sell | out | 0.1 | 1.36205 | 11 | 0.00 | -44.59 | -534.50 | 1 108.13 | end of test |
0.00 | -1 203.37 | -7 688.50 | 1 108.13 | |||||||||