Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=5
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: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -284.76 Balance Drawdown Absolute: 326.66 Equity Drawdown Absolute: 430.26
Gross Profit: 584.26 Balance Drawdown Maximal: 373.15 (3.71%) Equity Drawdown Maximal: 637.02 (6.24%)
Gross Loss: -869.02 Balance Drawdown Relative: 3.71% (373.15) Equity Drawdown Relative: 6.24% (637.02)
Profit Factor: 0.67 Expected Payoff: -14.24 Margin Level: 9569.74%
Recovery Factor: -0.45 Sharpe Ratio: -0.17 Z-Score: 1.87 (93.85%)
AHPR: 0.9986 (-0.14%) LR Correlation: -0.32 OnTester result: 0
GHPR: 0.9986 (-0.14%) LR Standard Error: 90.12
Total Trades: 20 Short Trades (won %): 11 (36.36%) Long Trades (won %): 9 (44.44%)
Total Deals: 40 Profit Trades (% of total): 8 (40.00%) Loss Trades (% of total): 12 (60.00%)
Largest profit trade: 133.70 Largest loss trade: -154.57
Average profit trade: 73.03 Average loss trade: -72.42
Maximum consecutive wins ($): 2 (237.59) Maximum consecutive losses ($): 5 (-373.15)
Maximal consecutive profit (count): 237.59 (2) Maximal consecutive loss (count): -373.15 (5)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.60 Correlation (Profits,MAE): 0.75 Correlation (MFE,MAE): 0.3835
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 144:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDCADsell0.1 / 0.10.000002014.02.07 23:00:00filled
2014.02.14 23:00:003USDCADbuy0.1 / 0.10.000002014.02.14 23:00:00filled
2014.03.07 23:00:004USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2014.04.04 23:00:005USDCADsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.05.02 23:00:006USDCADbuy0.1 / 0.10.000002014.05.02 23:00:00filled
2014.05.09 23:00:007USDCADsell0.1 / 0.10.000002014.05.09 23:00:00filled
2014.10.24 23:00:008USDCADsell0.1 / 0.10.000002014.10.24 23:00:00filled
2014.11.07 23:00:009USDCADbuy0.1 / 0.10.000002014.11.07 23:00:00filled
2015.07.31 23:00:0010USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.08.07 23:00:0011USDCADbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2015.08.21 23:00:0012USDCADsell0.1 / 0.10.000002015.08.21 23:00:00filled
2015.08.28 23:00:0013USDCADbuy0.1 / 0.10.000002015.08.28 23:00:00filled
2016.10.07 23:00:0014USDCADsell0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.14 23:00:0015USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.14 23:00:0016USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.21 23:00:0017USDCADsell0.1 / 0.10.000002016.10.21 23:00:00filled
2016.11.18 23:00:0018USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0019USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2017.03.31 23:00:0020USDCADsell0.1 / 0.10.000002017.03.31 23:00:00filled
2017.04.07 23:00:0021USDCADbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.05.19 23:00:0022USDCADsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0023USDCADbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.05 23:00:0024USDCADsell0.1 / 0.10.000002018.01.05 23:00:00filled
2018.01.12 23:00:0025USDCADbuy0.1 / 0.10.000002018.01.12 23:00:00filled
2018.07.20 23:00:0026USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0027USDCADbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2018.11.09 23:00:0028USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2018.11.16 23:00:0029USDCADsell0.1 / 0.10.000002018.11.16 23:00:00filled
2019.04.12 23:00:0030USDCADbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.04.19 23:00:0031USDCADsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.11.08 23:00:0032USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0033USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.01.17 23:00:0034USDCADbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.24 23:00:0035USDCADsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.02.21 23:00:0036USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.02.28 23:00:0037USDCADbuy0.1 / 0.10.000002020.02.28 23:00:00filled
2020.05.08 23:00:0038USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.15 23:00:0039USDCADsell0.1 / 0.10.000002020.05.15 23:00:00filled
2021.03.05 23:00:0040USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0041USDCADsell0.1 / 0.10.000002021.03.12 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
2014.02.07 23:00:002USDCADsellin0.11.1038020.000.000.0010 000.00
2014.02.14 23:00:003USDCADbuyout0.11.0984030.00-2.6749.1610 046.49
2014.03.07 23:00:004USDCADbuyin0.11.1091040.000.000.0010 046.49
2014.04.04 23:00:005USDCADsellout0.11.0980050.00-10.08-101.099 935.32
2014.05.02 23:00:006USDCADbuyin0.11.0980060.000.000.009 935.32
2014.05.09 23:00:007USDCADsellout0.11.0895070.00-2.57-78.029 854.73
2014.10.24 23:00:008USDCADsellin0.11.1230080.000.000.009 854.73
2014.11.07 23:00:009USDCADbuyout0.11.1336090.00-5.22-93.519 756.00
2015.07.31 23:00:0010USDCADsellin0.11.30790100.000.000.009 756.00
2015.08.07 23:00:0011USDCADbuyout0.11.31330110.00-2.24-41.129 712.64
2015.08.21 23:00:0012USDCADsellin0.11.31660120.000.000.009 712.64
2015.08.28 23:00:0013USDCADbuyout0.11.32150130.00-2.22-37.089 673.34
2016.10.07 23:00:0014USDCADsellin0.11.32844140.000.000.009 673.34
2016.10.14 23:00:0015USDCADbuyout0.11.31449150.00-2.23106.129 777.23
2016.10.14 23:00:0016USDCADbuyin0.11.31449160.000.000.009 777.23
2016.10.21 23:00:0017USDCADsellout0.11.33259170.00-2.13135.839 910.93
2016.11.18 23:00:0018USDCADsellin0.11.35120180.000.000.009 910.93
2016.11.25 23:00:0019USDCADbuyout0.11.35228190.00-2.17-7.999 900.77
2017.03.31 23:00:0020USDCADsellin0.11.32985200.000.000.009 900.77
2017.04.07 23:00:0021USDCADbuyout0.11.34093210.00-2.19-82.639 815.95
2017.05.19 23:00:0022USDCADsellin0.11.35166220.000.000.009 815.95
2017.05.26 23:00:0023USDCADbuyout0.11.34597230.00-2.1842.279 856.04
2018.01.05 23:00:0024USDCADsellin0.11.24120240.000.000.009 856.04
2018.01.12 23:00:0025USDCADbuyout0.11.24720250.00-2.36-48.119 805.57
2018.07.20 23:00:0026USDCADsellin0.11.31243260.000.000.009 805.57
2018.07.27 23:00:0027USDCADbuyout0.11.30611270.00-2.2548.399 851.71
2018.11.09 23:00:0028USDCADbuyin0.11.32062280.000.000.009 851.71
2018.11.16 23:00:0029USDCADsellout0.11.31571290.00-2.11-37.329 812.28
2019.04.12 23:00:0030USDCADbuyin0.11.33306300.000.000.009 812.28
2019.04.19 23:00:0031USDCADsellout0.11.33871310.00-2.1042.209 852.38
2019.11.08 23:00:0032USDCADbuyin0.11.32275320.000.000.009 852.38
2019.11.15 23:00:0033USDCADsellout0.11.32268330.00-2.11-0.539 849.74
2020.01.17 23:00:0034USDCADbuyin0.11.30682340.000.000.009 849.74
2020.01.24 23:00:0035USDCADsellout0.11.31414350.00-2.1455.709 903.30
2020.02.21 23:00:0036USDCADsellin0.11.32178360.000.000.009 903.30
2020.02.28 23:00:0037USDCADbuyout0.11.34223370.00-2.21-152.369 748.73
2020.05.08 23:00:0038USDCADbuyin0.11.39261380.000.000.009 748.73
2020.05.15 23:00:0039USDCADsellout0.11.40985390.00-1.99122.289 869.02
2021.03.05 23:00:0040USDCADbuyin0.11.26598400.000.000.009 869.02
2021.03.12 23:00:0041USDCADsellout0.11.24708410.00-2.23-151.559 715.24
0.00 -55.40 -229.36 9 715.24