Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
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: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -878.92 | Balance Drawdown Absolute: | 878.92 | Equity Drawdown Absolute: | 895.11 | |||||||
Gross Profit: | 118.77 | Balance Drawdown Maximal: | 878.92 (8.79%) | Equity Drawdown Maximal: | 920.30 (9.18%) | |||||||
Gross Loss: | -997.69 | Balance Drawdown Relative: | 8.79% (878.92) | Equity Drawdown Relative: | 9.18% (920.30) | |||||||
Profit Factor: | 0.12 | Expected Payoff: | -73.24 | Margin Level: | 9104.89% | |||||||
Recovery Factor: | -0.96 | Sharpe Ratio: | -0.76 | Z-Score: | 1.39 (83.55%) | |||||||
AHPR: | 0.9924 (-0.76%) | LR Correlation: | -0.97 | OnTester result: | 0 | |||||||
GHPR: | 0.9924 (-0.76%) | LR Standard Error: | 75.45 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 8 (25.00%) | Long Trades (won %): | 4 (0.00%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 2 (16.67%) | Loss Trades (% of total): | 10 (83.33%) | |||||||
Largest profit trade: | 96.68 | Largest loss trade: | -252.22 | |||||||||
Average profit trade: | 59.39 | Average loss trade: | -99.77 | |||||||||
Maximum consecutive wins ($): | 1 (96.68) | Maximum consecutive losses ($): | 4 (-285.29) | |||||||||
Maximal consecutive profit (count): | 96.68 (1) | Maximal consecutive loss (count): | -519.51 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.30 | Correlation (Profits,MAE): | 0.93 | Correlation (MFE,MAE): | 0.1390 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 150:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2014.08.01 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.08.01 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 6 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 7 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 8 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.09 23:00:00 | 9 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.10.09 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 10 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.04.01 23:00:00 | 11 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.04.01 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 12 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.29 23:00:00 | 13 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.04.29 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 14 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 15 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.05.20 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 16 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 17 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 18 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 19 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 20 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.04.26 23:00:00 | 21 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2019.04.26 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 22 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.19 23:00:00 | 23 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.06.19 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 24 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 25 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2021.04.09 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 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.88130 | 3 | 0.00 | 1.26 | -28.37 | 9 972.89 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 9 972.89 | |
2014.08.01 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.90640 | 5 | 0.00 | -7.79 | -19.86 | 9 945.24 | |
2015.01.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 1.00120 | 6 | 0.00 | 0.00 | 0.00 | 9 945.24 | |
2015.01.09 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 1.01440 | 7 | 0.00 | -8.00 | -130.13 | 9 807.11 | |
2015.10.02 23:00:00 | 8 | USDCHF | sell | in | 0.1 | 0.97190 | 8 | 0.00 | 0.00 | 0.00 | 9 807.11 | |
2015.10.09 23:00:00 | 9 | USDCHF | buy | out | 0.1 | 0.96190 | 9 | 0.00 | -7.28 | 103.96 | 9 903.79 | |
2016.03.11 23:00:00 | 10 | USDCHF | buy | in | 0.1 | 0.98280 | 10 | 0.00 | 0.00 | 0.00 | 9 903.79 | |
2016.04.01 23:00:00 | 11 | USDCHF | sell | out | 0.1 | 0.95830 | 11 | 0.00 | 3.44 | -255.66 | 9 651.57 | |
2016.04.15 23:00:00 | 12 | USDCHF | buy | in | 0.1 | 0.96820 | 12 | 0.00 | 0.00 | 0.00 | 9 651.57 | |
2016.04.29 23:00:00 | 13 | USDCHF | sell | out | 0.1 | 0.95900 | 13 | 0.00 | 2.30 | -95.93 | 9 557.94 | |
2016.05.13 23:00:00 | 14 | USDCHF | sell | in | 0.1 | 0.97460 | 14 | 0.00 | 0.00 | 0.00 | 9 557.94 | |
2016.05.20 23:00:00 | 15 | USDCHF | buy | out | 0.1 | 0.99110 | 15 | 0.00 | -7.18 | -166.48 | 9 384.28 | |
2018.05.11 23:00:00 | 16 | USDCHF | sell | in | 0.1 | 1.00077 | 16 | 0.00 | 0.00 | 0.00 | 9 384.28 | |
2018.05.18 23:00:00 | 17 | USDCHF | buy | out | 0.1 | 0.99786 | 17 | 0.00 | -7.07 | 29.16 | 9 406.37 | |
2018.07.20 23:00:00 | 18 | USDCHF | sell | in | 0.1 | 0.99213 | 18 | 0.00 | 0.00 | 0.00 | 9 406.37 | |
2018.07.27 23:00:00 | 19 | USDCHF | buy | out | 0.1 | 0.99422 | 19 | 0.00 | -7.14 | -21.02 | 9 378.21 | |
2019.04.19 23:00:00 | 20 | USDCHF | sell | in | 0.1 | 1.01437 | 20 | 0.00 | 0.00 | 0.00 | 9 378.21 | |
2019.04.26 23:00:00 | 21 | USDCHF | buy | out | 0.1 | 1.01922 | 21 | 0.00 | -6.94 | -47.59 | 9 323.68 | |
2020.06.12 23:00:00 | 22 | USDCHF | sell | in | 0.1 | 0.95225 | 22 | 0.00 | 0.00 | 0.00 | 9 323.68 | |
2020.06.19 23:00:00 | 23 | USDCHF | buy | out | 0.1 | 0.95203 | 23 | 0.00 | -7.43 | 2.31 | 9 318.56 | |
2021.04.02 23:00:00 | 24 | USDCHF | buy | in | 0.1 | 0.94295 | 24 | 0.00 | 0.00 | 0.00 | 9 318.56 | |
2021.04.09 23:00:00 | 25 | USDCHF | sell | out | 0.1 | 0.92458 | 25 | 0.00 | 1.20 | -198.68 | 9 121.08 | |
0.00 | -50.63 | -828.29 | 9 121.08 | |||||||||