Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=20
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: 90%
Bars: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -454.67 Balance Drawdown Absolute: 454.67 Equity Drawdown Absolute: 477.00
Gross Profit: 201.77 Balance Drawdown Maximal: 454.67 (4.55%) Equity Drawdown Maximal: 505.48 (5.04%)
Gross Loss: -656.44 Balance Drawdown Relative: 4.55% (454.67) Equity Drawdown Relative: 5.04% (505.48)
Profit Factor: 0.31 Expected Payoff: -50.52 Margin Level: 9523.00%
Recovery Factor: -0.90 Sharpe Ratio: -0.49 Z-Score: 1.53 (87.40%)
AHPR: 0.9949 (-0.51%) LR Correlation: -0.92 OnTester result: 0
GHPR: 0.9948 (-0.52%) LR Standard Error: 64.50
Total Trades: 9 Short Trades (won %): 7 (28.57%) Long Trades (won %): 2 (0.00%)
Total Deals: 18 Profit Trades (% of total): 2 (22.22%) Loss Trades (% of total): 7 (77.78%)
Largest profit trade: 176.16 Largest loss trade: -173.66
Average profit trade: 100.89 Average loss trade: -93.78
Maximum consecutive wins ($): 1 (176.16) Maximum consecutive losses ($): 3 (-287.04)
Maximal consecutive profit (count): 176.16 (1) Maximal consecutive loss (count): -287.04 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.77 Correlation (MFE,MAE): 0.4912
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 133:20:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.11.14 23:00:004USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2014.11.21 23:00:005USDCHFbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2015.01.02 23:00:006USDCHFsell0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007USDCHFbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.10.02 23:00:008USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.16 23:00:009USDCHFbuy0.1 / 0.10.000002015.10.16 23:00:00filled
2016.05.13 23:00:0010USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0011USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2017.06.30 23:00:0012USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.07.07 23:00:0013USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2018.06.01 23:00:0014USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.06.08 23:00:0015USDCHFbuy0.1 / 0.10.000002018.06.08 23:00:00filled
2020.04.24 23:00:0016USDCHFbuy0.1 / 0.10.000002020.04.24 23:00:00filled
2020.05.01 23:00:0017USDCHFsell0.1 / 0.10.000002020.05.01 23:00:00filled
2020.06.12 23:00:0018USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0019USDCHFbuy0.1 / 0.10.000002020.06.19 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.11.14 23:00:004USDCHFsellin0.10.9589040.000.000.009 972.89
2014.11.21 23:00:005USDCHFbuyout0.10.9700050.00-7.37-114.439 851.09
2015.01.02 23:00:006USDCHFsellin0.11.0012060.000.000.009 851.09
2015.01.09 23:00:007USDCHFbuyout0.11.0144070.00-8.00-130.139 712.96
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.009 712.96
2015.10.16 23:00:009USDCHFbuyout0.10.9537090.00-14.68190.849 889.12
2016.05.13 23:00:0010USDCHFsellin0.10.97460100.000.000.009 889.12
2016.05.20 23:00:0011USDCHFbuyout0.10.99110110.00-7.18-166.489 715.46
2017.06.30 23:00:0012USDCHFsellin0.10.95891120.000.000.009 715.46
2017.07.07 23:00:0013USDCHFbuyout0.10.96373130.00-7.34-50.019 658.11
2018.06.01 23:00:0014USDCHFsellin0.10.98852140.000.000.009 658.11
2018.06.08 23:00:0015USDCHFbuyout0.10.98529150.00-7.1732.789 683.72
2020.04.24 23:00:0016USDCHFbuyin0.10.97413160.000.000.009 683.72
2020.05.01 23:00:0017USDCHFsellout0.10.96121170.001.14-134.419 550.45
2020.06.12 23:00:0018USDCHFsellin0.10.95225180.000.000.009 550.45
2020.06.19 23:00:0019USDCHFbuyout0.10.95203190.00-7.432.319 545.33
0.00 -56.77 -397.90 9 545.33