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=28 | ||||||||||||
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: | -412.10 | Balance Drawdown Absolute: | 482.91 | Equity Drawdown Absolute: | 533.82 | |||||||
Gross Profit: | 143.33 | Balance Drawdown Maximal: | 482.91 (4.83%) | Equity Drawdown Maximal: | 702.41 (6.91%) | |||||||
Gross Loss: | -555.43 | Balance Drawdown Relative: | 4.83% (482.91) | Equity Drawdown Relative: | 6.91% (702.41) | |||||||
Profit Factor: | 0.26 | Expected Payoff: | -41.21 | Margin Level: | 12271.43% | |||||||
Recovery Factor: | -0.59 | Sharpe Ratio: | -0.55 | Z-Score: | 1.06 (71.09%) | |||||||
AHPR: | 0.9958 (-0.42%) | LR Correlation: | -0.96 | OnTester result: | 0 | |||||||
GHPR: | 0.9958 (-0.42%) | LR Standard Error: | 48.51 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 7 (28.57%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 3 (30.00%) | Loss Trades (% of total): | 7 (70.00%) | |||||||
Largest profit trade: | 70.81 | Largest loss trade: | -167.19 | |||||||||
Average profit trade: | 47.78 | Average loss trade: | -79.35 | |||||||||
Maximum consecutive wins ($): | 1 (70.81) | Maximum consecutive losses ($): | 4 (-289.66) | |||||||||
Maximal consecutive profit (count): | 70.81 (1) | Maximal consecutive loss (count): | -289.66 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.70 | Correlation (Profits,MAE): | 0.73 | Correlation (MFE,MAE): | 0.4228 | |||||||
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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 | ||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.17 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.17 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 6 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.01.29 23:00:00 | 7 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 8 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 9 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 10 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 11 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.10 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 12 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 13 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.05.24 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.24 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 16 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 17 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 18 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 19 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2021.01.22 23:00:00 | 20 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.22 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 21 | 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 | ||||||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.76470 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.06.05 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.76210 | 3 | 0.00 | -3.29 | -26.00 | 9 970.71 | |
2015.07.10 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.74460 | 4 | 0.00 | 0.00 | 0.00 | 9 970.71 | |
2015.07.17 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.73800 | 5 | 0.00 | -3.29 | -66.00 | 9 901.42 | |
2016.01.22 23:00:00 | 6 | AUDUSD | buy | in | 0.1 | 0.70080 | 6 | 0.00 | 0.00 | 0.00 | 9 901.42 | |
2016.01.29 23:00:00 | 7 | AUDUSD | sell | out | 0.1 | 0.70780 | 7 | 0.00 | -3.29 | 70.00 | 9 968.13 | |
2016.04.08 23:00:00 | 8 | AUDUSD | sell | in | 0.1 | 0.75510 | 8 | 0.00 | 0.00 | 0.00 | 9 968.13 | |
2016.04.15 23:00:00 | 9 | AUDUSD | buy | out | 0.1 | 0.77170 | 9 | 0.00 | -1.19 | -166.00 | 9 800.94 | |
2017.02.03 23:00:00 | 10 | AUDUSD | sell | in | 0.1 | 0.76828 | 10 | 0.00 | 0.00 | 0.00 | 9 800.94 | |
2017.02.10 23:00:00 | 11 | AUDUSD | buy | out | 0.1 | 0.76758 | 11 | 0.00 | -1.19 | 7.00 | 9 806.75 | |
2019.04.05 23:00:00 | 12 | AUDUSD | sell | in | 0.1 | 0.71048 | 12 | 0.00 | 0.00 | 0.00 | 9 806.75 | |
2019.04.12 23:00:00 | 13 | AUDUSD | buy | out | 0.1 | 0.71740 | 13 | 0.00 | -1.19 | -69.20 | 9 736.36 | |
2019.05.24 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.69308 | 14 | 0.00 | 0.00 | 0.00 | 9 736.36 | |
2019.05.31 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.69375 | 15 | 0.00 | -1.19 | -6.70 | 9 728.47 | |
2020.05.22 23:00:00 | 16 | AUDUSD | sell | in | 0.1 | 0.65364 | 16 | 0.00 | 0.00 | 0.00 | 9 728.47 | |
2020.05.29 23:00:00 | 17 | AUDUSD | buy | out | 0.1 | 0.66619 | 17 | 0.00 | -1.19 | -125.50 | 9 601.78 | |
2020.11.20 23:00:00 | 18 | AUDUSD | sell | in | 0.1 | 0.73078 | 18 | 0.00 | 0.00 | 0.00 | 9 601.78 | |
2020.11.27 23:00:00 | 19 | AUDUSD | buy | out | 0.1 | 0.73913 | 19 | 0.00 | -1.19 | -83.50 | 9 517.09 | |
2021.01.22 23:00:00 | 20 | AUDUSD | sell | in | 0.1 | 0.77142 | 20 | 0.00 | 0.00 | 0.00 | 9 517.09 | |
2021.01.29 23:00:00 | 21 | AUDUSD | buy | out | 0.1 | 0.76422 | 21 | 0.00 | -1.19 | 72.00 | 9 587.90 | |
0.00 | -18.20 | -393.90 | 9 587.90 | |||||||||