Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
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
History Quality: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: -486.56 Balance Drawdown Absolute: 486.56 Equity Drawdown Absolute: 499.26
Gross Profit: 275.75 Balance Drawdown Maximal: 488.63 (4.89%) Equity Drawdown Maximal: 574.98 (5.71%)
Gross Loss: -762.31 Balance Drawdown Relative: 4.89% (488.63) Equity Drawdown Relative: 5.71% (574.98)
Profit Factor: 0.36 Expected Payoff: -30.41 Margin Level: 11616.95%
Recovery Factor: -0.85 Sharpe Ratio: -0.37 Z-Score: 0.99 (67.78%)
AHPR: 0.9969 (-0.31%) LR Correlation: -0.89 OnTester result: 0
GHPR: 0.9969 (-0.31%) LR Standard Error: 70.73
Total Trades: 16 Short Trades (won %): 7 (42.86%) Long Trades (won %): 9 (22.22%)
Total Deals: 32 Profit Trades (% of total): 5 (31.25%) Loss Trades (% of total): 11 (68.75%)
Largest profit trade: 130.29 Largest loss trade: -223.31
Average profit trade: 55.15 Average loss trade: -69.30
Maximum consecutive wins ($): 2 (191.38) Maximum consecutive losses ($): 3 (-264.23)
Maximal consecutive profit (count): 191.38 (2) Maximal consecutive loss (count): -264.23 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.75 Correlation (Profits,MAE): 0.90 Correlation (MFE,MAE): 0.5813
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002NZDUSDbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003NZDUSDsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.09.12 23:00:004NZDUSDbuy0.1 / 0.10.000002014.09.12 23:00:00filled
2014.09.19 23:00:005NZDUSDsell0.1 / 0.10.000002014.09.19 23:00:00filled
2014.11.21 23:00:006NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.28 23:00:007NZDUSDbuy0.1 / 0.10.000002014.11.28 23:00:00filled
2014.12.12 23:00:008NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.19 23:00:009NZDUSDsell0.1 / 0.10.000002014.12.19 23:00:00filled
2015.05.22 23:00:0010NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.29 23:00:0011NZDUSDsell0.1 / 0.10.000002015.05.29 23:00:00filled
2016.10.21 23:00:0012NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2016.10.28 23:00:0013NZDUSDsell0.1 / 0.10.000002016.10.28 23:00:00filled
2017.04.07 23:00:0014NZDUSDbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.04.14 23:00:0015NZDUSDsell0.1 / 0.10.000002017.04.14 23:00:00filled
2017.05.19 23:00:0016NZDUSDbuy0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0017NZDUSDsell0.1 / 0.10.000002017.05.26 23:00:00filled
2017.12.08 23:00:0018NZDUSDsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.15 23:00:0019NZDUSDbuy0.1 / 0.10.000002017.12.15 23:00:00filled
2018.01.26 23:00:0020NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.02.02 23:00:0021NZDUSDbuy0.1 / 0.10.000002018.02.02 23:00:00filled
2019.01.11 23:00:0022NZDUSDbuy0.1 / 0.10.000002019.01.11 23:00:00filled
2019.01.18 23:00:0023NZDUSDsell0.1 / 0.10.000002019.01.18 23:00:00filled
2019.11.15 23:00:0024NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.22 23:00:0025NZDUSDbuy0.1 / 0.10.000002019.11.22 23:00:00filled
2020.07.24 23:00:0026NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0027NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0028NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.08.07 23:00:0029NZDUSDsell0.1 / 0.10.000002020.08.07 23:00:00filled
2020.10.16 23:00:0030NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.23 23:00:0031NZDUSDbuy0.1 / 0.10.000002020.10.23 23:00:00filled
2020.11.20 23:00:0032NZDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0033NZDUSDbuy0.1 / 0.10.000002020.11.27 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 23:00:002NZDUSDbuyin0.10.8578020.000.000.0010 000.00
2014.04.25 23:00:003NZDUSDsellout0.10.8575030.00-2.31-3.009 994.69
2014.09.12 23:00:004NZDUSDbuyin0.10.8151040.000.000.009 994.69
2014.09.19 23:00:005NZDUSDsellout0.10.8126050.00-2.31-25.009 967.38
2014.11.21 23:00:006NZDUSDsellin0.10.7878060.000.000.009 967.38
2014.11.28 23:00:007NZDUSDbuyout0.10.7841070.00-2.3137.0010 002.07
2014.12.12 23:00:008NZDUSDbuyin0.10.7779080.000.000.0010 002.07
2014.12.19 23:00:009NZDUSDsellout0.10.7746090.00-2.31-33.009 966.76
2015.05.22 23:00:0010NZDUSDbuyin0.10.73120100.000.000.009 966.76
2015.05.29 23:00:0011NZDUSDsellout0.10.70910110.00-2.31-221.009 743.45
2016.10.21 23:00:0012NZDUSDbuyin0.10.71616120.000.000.009 743.45
2016.10.28 23:00:0013NZDUSDsellout0.10.71583130.00-2.31-3.309 737.84
2017.04.07 23:00:0014NZDUSDbuyin0.10.69360140.000.000.009 737.84
2017.04.14 23:00:0015NZDUSDsellout0.10.69994150.00-2.3163.409 798.93
2017.05.19 23:00:0016NZDUSDbuyin0.10.69348160.000.000.009 798.93
2017.05.26 23:00:0017NZDUSDsellout0.10.70674170.00-2.31132.609 929.22
2017.12.08 23:00:0018NZDUSDsellin0.10.68401180.000.000.009 929.22
2017.12.15 23:00:0019NZDUSDbuyout0.10.69910190.00-2.31-150.909 776.01
2018.01.26 23:00:0020NZDUSDsellin0.10.73548200.000.000.009 776.01
2018.02.02 23:00:0021NZDUSDbuyout0.10.73034210.00-2.3151.409 825.10
2019.01.11 23:00:0022NZDUSDbuyin0.10.68303220.000.000.009 825.10
2019.01.18 23:00:0023NZDUSDsellout0.10.67411230.00-2.31-89.209 733.59
2019.11.15 23:00:0024NZDUSDsellin0.10.64000240.000.000.009 733.59
2019.11.22 23:00:0025NZDUSDbuyout0.10.64086250.00-2.31-8.609 722.68
2020.07.24 23:00:0026NZDUSDsellin0.10.66370260.000.000.009 722.68
2020.07.31 23:00:0027NZDUSDbuyout0.10.66341270.00-2.312.909 723.27
2020.07.31 23:00:0028NZDUSDbuyin0.10.66341280.000.000.009 723.27
2020.08.07 23:00:0029NZDUSDsellout0.10.66018290.00-2.31-32.309 688.66
2020.10.16 23:00:0030NZDUSDsellin0.10.66072300.000.000.009 688.66
2020.10.23 23:00:0031NZDUSDbuyout0.10.66883310.00-2.31-81.109 605.25
2020.11.20 23:00:0032NZDUSDsellin0.10.69384320.000.000.009 605.25
2020.11.27 23:00:0033NZDUSDbuyout0.10.70279330.00-2.31-89.509 513.44
0.00 -36.96 -449.60 9 513.44