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=26 | ||||||||||||
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: | -8 727.05 | Balance Drawdown Absolute: | 8 727.05 | Equity Drawdown Absolute: | 8 760.38 | |||||||
Gross Profit: | 0.00 | Balance Drawdown Maximal: | 8 727.05 (87.27%) | Equity Drawdown Maximal: | 9 080.45 (87.99%) | |||||||
Gross Loss: | -8 727.05 | Balance Drawdown Relative: | 87.27% (8 727.05) | Equity Drawdown Relative: | 87.99% (9 080.45) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | -1 454.51 | Margin Level: | 875.75% | |||||||
Recovery Factor: | -0.96 | Sharpe Ratio: | -1.79 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 0.7250 (-27.50%) | LR Correlation: | -0.93 | OnTester result: | 0 | |||||||
GHPR: | 0.7093 (-29.07%) | LR Standard Error: | 1 261.76 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 3 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 0 (0.00%) | Loss Trades (% of total): | 6 (100.00%) | |||||||
Largest profit trade: | 0.00 | Largest loss trade: | -4 786.37 | |||||||||
Average profit trade: | 0.00 | Average loss trade: | -1 454.51 | |||||||||
Maximum consecutive wins ($): | 0 (0.00) | Maximum consecutive losses ($): | 6 (-8 727.05) | |||||||||
Maximal consecutive profit (count): | 0.00 (0) | Maximal consecutive loss (count): | -8 727.05 (6) | |||||||||
Average consecutive wins: | 0 | Average consecutive losses: | 6 | |||||||||
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Correlation (Profits,MFE): | -0.11 | Correlation (Profits,MAE): | 0.97 | Correlation (MFE,MAE): | 0.0024 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 15480:00:00 | Average position holding time: | 7260:09:59 | |||||||
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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 | |||||
2016.11.25 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 6 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 7 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 10 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 11 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | |
2016.11.25 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.24621 | 5 | 0.00 | -442.47 | -4 343.90 | 5 166.83 | |
2017.03.03 23:00:00 | 6 | GBPUSD | sell | in | 0.1 | 1.22985 | 6 | 0.00 | 0.00 | 0.00 | 5 166.83 | |
2018.05.04 23:00:00 | 7 | GBPUSD | buy | out | 0.1 | 1.35357 | 7 | 0.00 | -170.80 | -1 237.20 | 3 758.83 | |
2018.05.04 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.35357 | 8 | 0.00 | 0.00 | 0.00 | 3 758.83 | |
2019.12.06 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.31407 | 9 | 0.00 | -284.69 | -395.00 | 3 079.14 | |
2019.12.06 23:00:00 | 10 | GBPUSD | sell | in | 0.1 | 1.31407 | 10 | 0.00 | 0.00 | 0.00 | 3 079.14 | |
2021.05.21 23:00:00 | 11 | GBPUSD | buy | out | 0.1 | 1.41550 | 11 | 0.00 | -212.80 | -1 014.30 | 1 852.04 | |
2021.05.21 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.41550 | 12 | 0.00 | 0.00 | 0.00 | 1 852.04 | |
2021.08.20 23:59:59 | 13 | GBPUSD | sell | out | 0.1 | 1.36205 | 13 | 0.00 | -44.59 | -534.50 | 1 272.95 | end of test |
0.00 | -1 158.15 | -7 568.90 | 1 272.95 | |||||||||