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=21 | ||||||||||||
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: | -823.69 | Balance Drawdown Absolute: | 823.69 | Equity Drawdown Absolute: | 1 747.17 | |||||||
Gross Profit: | 524.82 | Balance Drawdown Maximal: | 936.46 (9.26%) | Equity Drawdown Maximal: | 1 909.59 (18.79%) | |||||||
Gross Loss: | -1 348.51 | Balance Drawdown Relative: | 9.26% (936.46) | Equity Drawdown Relative: | 18.79% (1 909.59) | |||||||
Profit Factor: | 0.39 | Expected Payoff: | -58.84 | Margin Level: | 5880.48% | |||||||
Recovery Factor: | -0.43 | Sharpe Ratio: | -0.32 | Z-Score: | 1.95 (94.88%) | |||||||
AHPR: | 0.9941 (-0.59%) | LR Correlation: | -0.91 | OnTester result: | 0 | |||||||
GHPR: | 0.9939 (-0.61%) | LR Standard Error: | 153.56 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 4 (25.00%) | Long Trades (won %): | 10 (60.00%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 7 (50.00%) | Loss Trades (% of total): | 7 (50.00%) | |||||||
Largest profit trade: | 159.57 | Largest loss trade: | -529.93 | |||||||||
Average profit trade: | 74.97 | Average loss trade: | -192.64 | |||||||||
Maximum consecutive wins ($): | 3 (243.94) | Maximum consecutive losses ($): | 2 (-257.90) | |||||||||
Maximal consecutive profit (count): | 243.94 (3) | Maximal consecutive loss (count): | -529.93 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.67 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.3775 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.13 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.06.13 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 6 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 7 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 10 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.08 23:00:00 | filled | |||||
2016.01.15 23:00:00 | 11 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.15 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.02.12 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.12 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 14 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 15 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 16 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 17 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.03.10 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 18 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 19 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 20 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.09.06 23:00:00 | 21 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 22 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 23 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2021.04.16 23:00:00 | 24 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.16 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 25 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 26 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 27 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.28 23:00:00 | filled | |||||
2021.06.04 23:00:00 | 28 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.04 23:00:00 | filled | |||||
2021.06.11 23:00:00 | 29 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.06.11 23:00:00 | filled | |||||
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 | ||||||
2014.05.30 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67620 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.06.06 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.68060 | 3 | 0.00 | -2.80 | -44.00 | 9 953.20 | |
2014.06.06 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.68060 | 4 | 0.00 | 0.00 | 0.00 | 9 953.20 | |
2014.06.13 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.69690 | 5 | 0.00 | -3.43 | 163.00 | 10 112.77 | |
2015.01.02 23:00:00 | 6 | GBPUSD | buy | in | 0.1 | 1.53350 | 6 | 0.00 | 0.00 | 0.00 | 10 112.77 | |
2015.01.09 23:00:00 | 7 | GBPUSD | sell | out | 0.1 | 1.51630 | 7 | 0.00 | -3.92 | -172.00 | 9 936.85 | |
2015.09.11 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.54290 | 8 | 0.00 | 0.00 | 0.00 | 9 936.85 | |
2015.09.18 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.55230 | 9 | 0.00 | -3.43 | 94.00 | 10 027.42 | |
2016.01.08 23:00:00 | 10 | GBPUSD | buy | in | 0.1 | 1.45300 | 10 | 0.00 | 0.00 | 0.00 | 10 027.42 | |
2016.01.15 23:00:00 | 11 | GBPUSD | sell | out | 0.1 | 1.42510 | 11 | 0.00 | -3.43 | -279.00 | 9 744.99 | |
2016.02.05 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.45030 | 12 | 0.00 | 0.00 | 0.00 | 9 744.99 | |
2016.02.12 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.45070 | 13 | 0.00 | -3.43 | 4.00 | 9 745.56 | |
2016.09.30 23:00:00 | 14 | GBPUSD | buy | in | 0.1 | 1.29660 | 14 | 0.00 | 0.00 | 0.00 | 9 745.56 | |
2016.10.07 23:00:00 | 15 | GBPUSD | sell | out | 0.1 | 1.24395 | 15 | 0.00 | -3.43 | -526.50 | 9 215.63 | |
2017.03.03 23:00:00 | 16 | GBPUSD | sell | in | 0.1 | 1.22985 | 16 | 0.00 | 0.00 | 0.00 | 9 215.63 | |
2017.03.10 23:00:00 | 17 | GBPUSD | buy | out | 0.1 | 1.21733 | 17 | 0.00 | -2.80 | 125.20 | 9 338.03 | |
2018.05.04 23:00:00 | 18 | GBPUSD | buy | in | 0.1 | 1.35357 | 18 | 0.00 | 0.00 | 0.00 | 9 338.03 | |
2018.05.11 23:00:00 | 19 | GBPUSD | sell | out | 0.1 | 1.35419 | 19 | 0.00 | -3.43 | 6.20 | 9 340.80 | |
2019.08.30 23:00:00 | 20 | GBPUSD | buy | in | 0.1 | 1.21693 | 20 | 0.00 | 0.00 | 0.00 | 9 340.80 | |
2019.09.06 23:00:00 | 21 | GBPUSD | sell | out | 0.1 | 1.22915 | 21 | 0.00 | -3.43 | 122.20 | 9 459.57 | |
2019.12.06 23:00:00 | 22 | GBPUSD | sell | in | 0.1 | 1.31407 | 22 | 0.00 | 0.00 | 0.00 | 9 459.57 | |
2019.12.13 23:00:00 | 23 | GBPUSD | buy | out | 0.1 | 1.33451 | 23 | 0.00 | -2.80 | -204.40 | 9 252.37 | |
2021.04.16 23:00:00 | 24 | GBPUSD | sell | in | 0.1 | 1.38381 | 24 | 0.00 | 0.00 | 0.00 | 9 252.37 | |
2021.04.23 23:00:00 | 25 | GBPUSD | buy | out | 0.1 | 1.38860 | 25 | 0.00 | -2.80 | -47.90 | 9 201.67 | |
2021.05.21 23:00:00 | 26 | GBPUSD | buy | in | 0.1 | 1.41550 | 26 | 0.00 | 0.00 | 0.00 | 9 201.67 | |
2021.05.28 23:00:00 | 27 | GBPUSD | sell | out | 0.1 | 1.41886 | 27 | 0.00 | -3.43 | 33.60 | 9 231.84 | |
2021.06.04 23:00:00 | 28 | GBPUSD | buy | in | 0.1 | 1.41674 | 28 | 0.00 | 0.00 | 0.00 | 9 231.84 | |
2021.06.11 23:00:00 | 29 | GBPUSD | sell | out | 0.1 | 1.41153 | 29 | 0.00 | -3.43 | -52.10 | 9 176.31 | |
0.00 | -45.99 | -777.70 | 9 176.31 | |||||||||