Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | AUDUSD | |||||||||||
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 |
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History Quality: | 90% | |||||||||||
Bars: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | -853.29 | Balance Drawdown Absolute: | 924.10 | Equity Drawdown Absolute: | 975.01 | |||||||
Gross Profit: | 485.04 | Balance Drawdown Maximal: | 1 094.76 (10.76%) | Equity Drawdown Maximal: | 1 314.26 (12.71%) | |||||||
Gross Loss: | -1 338.33 | Balance Drawdown Relative: | 10.76% (1 094.76) | Equity Drawdown Relative: | 12.71% (1 314.26) | |||||||
Profit Factor: | 0.36 | Expected Payoff: | -30.47 | Margin Level: | 11463.38% | |||||||
Recovery Factor: | -0.65 | Sharpe Ratio: | -0.42 | Z-Score: | 0.46 (35.45%) | |||||||
AHPR: | 0.9968 (-0.32%) | LR Correlation: | -0.96 | OnTester result: | 0 | |||||||
GHPR: | 0.9968 (-0.32%) | LR Standard Error: | 102.70 | |||||||||
Total Trades: | 28 | Short Trades (won %): | 14 (21.43%) | Long Trades (won %): | 14 (57.14%) | |||||||
Total Deals: | 56 | Profit Trades (% of total): | 11 (39.29%) | Loss Trades (% of total): | 17 (60.71%) | |||||||
Largest profit trade: | 75.24 | Largest loss trade: | -169.29 | |||||||||
Average profit trade: | 44.09 | Average loss trade: | -78.73 | |||||||||
Maximum consecutive wins ($): | 3 (170.66) | Maximum consecutive losses ($): | 6 (-224.64) | |||||||||
Maximal consecutive profit (count): | 170.66 (3) | Maximal consecutive loss (count): | -516.35 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.66 | Correlation (Profits,MAE): | 0.58 | Correlation (MFE,MAE): | 0.2244 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 132:51:25 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.10.10 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.10.10 23:00:00 | filled | |||||
2014.10.17 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.17 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.01.16 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 6 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.03.06 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 7 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.03 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.06.26 23:00:00 | 10 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.06.26 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 11 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 12 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.17 23:00:00 | 13 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.17 23:00:00 | filled | |||||
2015.08.21 23:00:00 | 14 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.21 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 15 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 16 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 17 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 18 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.01.29 23:00:00 | 19 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 20 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 21 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 22 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.10 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 23 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 24 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2016.07.08 23:00:00 | 25 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.07.08 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 26 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 27 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.10 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 28 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.05.05 23:00:00 | 29 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.05 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 30 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2017.07.28 23:00:00 | 31 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.28 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 32 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 33 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 34 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.17 23:00:00 | 35 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.17 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 36 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.02.01 23:00:00 | 37 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.02.01 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 38 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 39 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.05.24 23:00:00 | 40 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.24 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 41 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.07.12 23:00:00 | 42 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.07.12 23:00:00 | filled | |||||
2019.07.19 23:00:00 | 43 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.07.19 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 44 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 45 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.12.13 23:00:00 | 46 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.13 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 47 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 48 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2019.12.27 23:00:00 | 49 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.27 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 50 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 51 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 52 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 53 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 54 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 55 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2021.01.22 23:00:00 | 56 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.22 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 57 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.29 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 | ||||||
2014.10.10 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.86890 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.10.17 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.87630 | 3 | 0.00 | -3.29 | 74.00 | 10 070.71 | |
2015.01.09 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.82060 | 4 | 0.00 | 0.00 | 0.00 | 10 070.71 | |
2015.01.16 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.82340 | 5 | 0.00 | -3.29 | 28.00 | 10 095.42 | |
2015.03.06 23:00:00 | 6 | AUDUSD | sell | in | 0.1 | 0.77160 | 6 | 0.00 | 0.00 | 0.00 | 10 095.42 | |
2015.04.03 23:00:00 | 7 | AUDUSD | buy | out | 0.1 | 0.76360 | 7 | 0.00 | -4.76 | 80.00 | 10 170.66 | |
2015.05.29 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.76470 | 8 | 0.00 | 0.00 | 0.00 | 10 170.66 | |
2015.06.05 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.76210 | 9 | 0.00 | -3.29 | -26.00 | 10 141.37 | |
2015.06.26 23:00:00 | 10 | AUDUSD | buy | in | 0.1 | 0.76590 | 10 | 0.00 | 0.00 | 0.00 | 10 141.37 | |
2015.07.03 23:00:00 | 11 | AUDUSD | sell | out | 0.1 | 0.75270 | 11 | 0.00 | -3.29 | -132.00 | 10 006.08 | |
2015.07.10 23:00:00 | 12 | AUDUSD | buy | in | 0.1 | 0.74460 | 12 | 0.00 | 0.00 | 0.00 | 10 006.08 | |
2015.07.17 23:00:00 | 13 | AUDUSD | sell | out | 0.1 | 0.73800 | 13 | 0.00 | -3.29 | -66.00 | 9 936.79 | |
2015.08.21 23:00:00 | 14 | AUDUSD | buy | in | 0.1 | 0.73340 | 14 | 0.00 | 0.00 | 0.00 | 9 936.79 | |
2015.08.28 23:00:00 | 15 | AUDUSD | sell | out | 0.1 | 0.71680 | 15 | 0.00 | -3.29 | -166.00 | 9 767.50 | |
2015.09.11 23:00:00 | 16 | AUDUSD | sell | in | 0.1 | 0.70830 | 16 | 0.00 | 0.00 | 0.00 | 9 767.50 | |
2015.09.18 23:00:00 | 17 | AUDUSD | buy | out | 0.1 | 0.71950 | 17 | 0.00 | -1.19 | -112.00 | 9 654.31 | |
2016.01.22 23:00:00 | 18 | AUDUSD | buy | in | 0.1 | 0.70080 | 18 | 0.00 | 0.00 | 0.00 | 9 654.31 | |
2016.01.29 23:00:00 | 19 | AUDUSD | sell | out | 0.1 | 0.70780 | 19 | 0.00 | -3.29 | 70.00 | 9 721.02 | |
2016.04.08 23:00:00 | 20 | AUDUSD | sell | in | 0.1 | 0.75510 | 20 | 0.00 | 0.00 | 0.00 | 9 721.02 | |
2016.04.15 23:00:00 | 21 | AUDUSD | buy | out | 0.1 | 0.77170 | 21 | 0.00 | -1.19 | -166.00 | 9 553.83 | |
2016.06.10 23:00:00 | 22 | AUDUSD | buy | in | 0.1 | 0.73780 | 22 | 0.00 | 0.00 | 0.00 | 9 553.83 | |
2016.06.17 23:00:00 | 23 | AUDUSD | sell | out | 0.1 | 0.73940 | 23 | 0.00 | -3.29 | 16.00 | 9 566.54 | |
2016.07.01 23:00:00 | 24 | AUDUSD | sell | in | 0.1 | 0.74920 | 24 | 0.00 | 0.00 | 0.00 | 9 566.54 | |
2016.07.08 23:00:00 | 25 | AUDUSD | buy | out | 0.1 | 0.75670 | 25 | 0.00 | -1.19 | -75.00 | 9 490.35 | |
2017.02.03 23:00:00 | 26 | AUDUSD | sell | in | 0.1 | 0.76828 | 26 | 0.00 | 0.00 | 0.00 | 9 490.35 | |
2017.02.10 23:00:00 | 27 | AUDUSD | buy | out | 0.1 | 0.76758 | 27 | 0.00 | -1.19 | 7.00 | 9 496.16 | |
2017.04.28 23:00:00 | 28 | AUDUSD | buy | in | 0.1 | 0.74886 | 28 | 0.00 | 0.00 | 0.00 | 9 496.16 | |
2017.05.05 23:00:00 | 29 | AUDUSD | sell | out | 0.1 | 0.74219 | 29 | 0.00 | -3.29 | -66.70 | 9 426.17 | |
2017.07.21 23:00:00 | 30 | AUDUSD | sell | in | 0.1 | 0.79158 | 30 | 0.00 | 0.00 | 0.00 | 9 426.17 | |
2017.07.28 23:00:00 | 31 | AUDUSD | buy | out | 0.1 | 0.79872 | 31 | 0.00 | -1.19 | -71.40 | 9 353.58 | |
2018.05.18 23:00:00 | 32 | AUDUSD | buy | in | 0.1 | 0.75091 | 32 | 0.00 | 0.00 | 0.00 | 9 353.58 | |
2018.05.25 23:00:00 | 33 | AUDUSD | sell | out | 0.1 | 0.75460 | 33 | 0.00 | -3.29 | 36.90 | 9 387.19 | |
2018.08.10 23:00:00 | 34 | AUDUSD | buy | in | 0.1 | 0.72952 | 34 | 0.00 | 0.00 | 0.00 | 9 387.19 | |
2018.08.17 23:00:00 | 35 | AUDUSD | sell | out | 0.1 | 0.73166 | 35 | 0.00 | -3.29 | 21.40 | 9 405.30 | |
2019.01.25 23:00:00 | 36 | AUDUSD | sell | in | 0.1 | 0.71843 | 36 | 0.00 | 0.00 | 0.00 | 9 405.30 | |
2019.02.01 23:00:00 | 37 | AUDUSD | buy | out | 0.1 | 0.72505 | 37 | 0.00 | -1.19 | -66.20 | 9 337.91 | |
2019.04.05 23:00:00 | 38 | AUDUSD | sell | in | 0.1 | 0.71048 | 38 | 0.00 | 0.00 | 0.00 | 9 337.91 | |
2019.04.12 23:00:00 | 39 | AUDUSD | buy | out | 0.1 | 0.71740 | 39 | 0.00 | -1.19 | -69.20 | 9 267.52 | |
2019.05.24 23:00:00 | 40 | AUDUSD | sell | in | 0.1 | 0.69308 | 40 | 0.00 | 0.00 | 0.00 | 9 267.52 | |
2019.05.31 23:00:00 | 41 | AUDUSD | buy | out | 0.1 | 0.69375 | 41 | 0.00 | -1.19 | -6.70 | 9 259.63 | |
2019.07.12 23:00:00 | 42 | AUDUSD | sell | in | 0.1 | 0.70202 | 42 | 0.00 | 0.00 | 0.00 | 9 259.63 | |
2019.07.19 23:00:00 | 43 | AUDUSD | buy | out | 0.1 | 0.70436 | 43 | 0.00 | -1.19 | -23.40 | 9 235.04 | |
2019.08.23 23:00:00 | 44 | AUDUSD | buy | in | 0.1 | 0.67516 | 44 | 0.00 | 0.00 | 0.00 | 9 235.04 | |
2019.08.30 23:00:00 | 45 | AUDUSD | sell | out | 0.1 | 0.67340 | 45 | 0.00 | -3.29 | -17.60 | 9 214.15 | |
2019.12.13 23:00:00 | 46 | AUDUSD | sell | in | 0.1 | 0.68679 | 46 | 0.00 | 0.00 | 0.00 | 9 214.15 | |
2019.12.20 23:00:00 | 47 | AUDUSD | buy | out | 0.1 | 0.69002 | 47 | 0.00 | -1.19 | -32.30 | 9 180.66 | |
2019.12.20 23:00:00 | 48 | AUDUSD | buy | in | 0.1 | 0.69002 | 48 | 0.00 | 0.00 | 0.00 | 9 180.66 | |
2019.12.27 23:00:00 | 49 | AUDUSD | sell | out | 0.1 | 0.69768 | 49 | 0.00 | -3.29 | 76.60 | 9 253.97 | |
2020.05.22 23:00:00 | 50 | AUDUSD | sell | in | 0.1 | 0.65364 | 50 | 0.00 | 0.00 | 0.00 | 9 253.97 | |
2020.05.29 23:00:00 | 51 | AUDUSD | buy | out | 0.1 | 0.66619 | 51 | 0.00 | -1.19 | -125.50 | 9 127.28 | |
2020.11.13 23:00:00 | 52 | AUDUSD | buy | in | 0.1 | 0.72712 | 52 | 0.00 | 0.00 | 0.00 | 9 127.28 | |
2020.11.20 23:00:00 | 53 | AUDUSD | sell | out | 0.1 | 0.73078 | 53 | 0.00 | -3.29 | 36.60 | 9 160.59 | |
2020.11.20 23:00:00 | 54 | AUDUSD | sell | in | 0.1 | 0.73078 | 54 | 0.00 | 0.00 | 0.00 | 9 160.59 | |
2020.11.27 23:00:00 | 55 | AUDUSD | buy | out | 0.1 | 0.73913 | 55 | 0.00 | -1.19 | -83.50 | 9 075.90 | |
2021.01.22 23:00:00 | 56 | AUDUSD | sell | in | 0.1 | 0.77142 | 56 | 0.00 | 0.00 | 0.00 | 9 075.90 | |
2021.01.29 23:00:00 | 57 | AUDUSD | buy | out | 0.1 | 0.76422 | 57 | 0.00 | -1.19 | 72.00 | 9 146.71 | |
0.00 | -66.29 | -787.00 | 9 146.71 | |||||||||