Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=28
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: -117.41 Balance Drawdown Absolute: 229.54 Equity Drawdown Absolute: 279.61
Gross Profit: 275.75 Balance Drawdown Maximal: 264.23 (2.63%) Equity Drawdown Maximal: 387.95 (3.84%)
Gross Loss: -393.16 Balance Drawdown Relative: 2.63% (264.23) Equity Drawdown Relative: 3.84% (387.95)
Profit Factor: 0.70 Expected Payoff: -10.67 Margin Level: 12625.06%
Recovery Factor: -0.30 Sharpe Ratio: -0.12 Z-Score: 0.03 (2.39%)
AHPR: 0.9990 (-0.10%) LR Correlation: 0.03 OnTester result: 0
GHPR: 0.9989 (-0.11%) LR Standard Error: 100.02
Total Trades: 11 Short Trades (won %): 5 (60.00%) Long Trades (won %): 6 (33.33%)
Total Deals: 22 Profit Trades (% of total): 5 (45.45%) Loss Trades (% of total): 6 (54.55%)
Largest profit trade: 130.29 Largest loss trade: -223.31
Average profit trade: 55.15 Average loss trade: -65.53
Maximum consecutive wins ($): 3 (240.47) Maximum consecutive losses ($): 3 (-264.23)
Maximal consecutive profit (count): 240.47 (3) Maximal consecutive loss (count): -264.23 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.70 Correlation (Profits,MAE): 0.91 Correlation (MFE,MAE): 0.5021
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
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.28 23:00:003NZDUSDbuy0.1 / 0.10.000002014.11.28 23:00:00filled
2014.12.12 23:00:004NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.19 23:00:005NZDUSDsell0.1 / 0.10.000002014.12.19 23:00:00filled
2015.05.22 23:00:006NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.29 23:00:007NZDUSDsell0.1 / 0.10.000002015.05.29 23:00:00filled
2016.10.21 23:00:008NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2016.10.28 23:00:009NZDUSDsell0.1 / 0.10.000002016.10.28 23:00:00filled
2017.04.07 23:00:0010NZDUSDbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.04.14 23:00:0011NZDUSDsell0.1 / 0.10.000002017.04.14 23:00:00filled
2017.05.19 23:00:0012NZDUSDbuy0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0013NZDUSDsell0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.26 23:00:0014NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.02.02 23:00:0015NZDUSDbuy0.1 / 0.10.000002018.02.02 23:00:00filled
2019.11.15 23:00:0016NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.22 23:00:0017NZDUSDbuy0.1 / 0.10.000002019.11.22 23:00:00filled
2020.07.24 23:00:0018NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0019NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0020NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.08.07 23:00:0021NZDUSDsell0.1 / 0.10.000002020.08.07 23:00:00filled
2020.10.16 23:00:0022NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.23 23:00:0023NZDUSDbuy0.1 / 0.10.000002020.10.23 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2014.11.28 23:00:003NZDUSDbuyout0.10.7841030.00-2.3137.0010 034.69
2014.12.12 23:00:004NZDUSDbuyin0.10.7779040.000.000.0010 034.69
2014.12.19 23:00:005NZDUSDsellout0.10.7746050.00-2.31-33.009 999.38
2015.05.22 23:00:006NZDUSDbuyin0.10.7312060.000.000.009 999.38
2015.05.29 23:00:007NZDUSDsellout0.10.7091070.00-2.31-221.009 776.07
2016.10.21 23:00:008NZDUSDbuyin0.10.7161680.000.000.009 776.07
2016.10.28 23:00:009NZDUSDsellout0.10.7158390.00-2.31-3.309 770.46
2017.04.07 23:00:0010NZDUSDbuyin0.10.69360100.000.000.009 770.46
2017.04.14 23:00:0011NZDUSDsellout0.10.69994110.00-2.3163.409 831.55
2017.05.19 23:00:0012NZDUSDbuyin0.10.69348120.000.000.009 831.55
2017.05.26 23:00:0013NZDUSDsellout0.10.70674130.00-2.31132.609 961.84
2018.01.26 23:00:0014NZDUSDsellin0.10.73548140.000.000.009 961.84
2018.02.02 23:00:0015NZDUSDbuyout0.10.73034150.00-2.3151.4010 010.93
2019.11.15 23:00:0016NZDUSDsellin0.10.64000160.000.000.0010 010.93
2019.11.22 23:00:0017NZDUSDbuyout0.10.64086170.00-2.31-8.6010 000.02
2020.07.24 23:00:0018NZDUSDsellin0.10.66370180.000.000.0010 000.02
2020.07.31 23:00:0019NZDUSDbuyout0.10.66341190.00-2.312.9010 000.61
2020.07.31 23:00:0020NZDUSDbuyin0.10.66341200.000.000.0010 000.61
2020.08.07 23:00:0021NZDUSDsellout0.10.66018210.00-2.31-32.309 966.00
2020.10.16 23:00:0022NZDUSDsellin0.10.66072220.000.000.009 966.00
2020.10.23 23:00:0023NZDUSDbuyout0.10.66883230.00-2.31-81.109 882.59
0.00 -25.41 -92.00 9 882.59