Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=31 | ||||||||||||
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: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | 215.15 | Balance Drawdown Absolute: | 0.00 | Equity Drawdown Absolute: | 487.66 | |||||||
Gross Profit: | 1 343.41 | Balance Drawdown Maximal: | 1 128.26 (9.95%) | Equity Drawdown Maximal: | 2 401.07 (20.11%) | |||||||
Gross Loss: | -1 128.26 | Balance Drawdown Relative: | 9.95% (1 128.26) | Equity Drawdown Relative: | 20.11% (2 401.07) | |||||||
Profit Factor: | 1.19 | Expected Payoff: | 71.72 | Margin Level: | 9512.34% | |||||||
Recovery Factor: | 0.09 | Sharpe Ratio: | 0.12 | Z-Score: | 0.35 (27.37%) | |||||||
AHPR: | 1.0108 (1.08%) | LR Correlation: | -0.32 | OnTester result: | 0 | |||||||
GHPR: | 1.0071 (0.71%) | LR Standard Error: | 733.12 | |||||||||
Total Trades: | 3 | Short Trades (won %): | 1 (0.00%) | Long Trades (won %): | 2 (50.00%) | |||||||
Total Deals: | 6 | Profit Trades (% of total): | 1 (33.33%) | Loss Trades (% of total): | 2 (66.67%) | |||||||
Largest profit trade: | 1 343.41 | Largest loss trade: | -612.06 | |||||||||
Average profit trade: | 1 343.41 | Average loss trade: | -564.13 | |||||||||
Maximum consecutive wins ($): | 1 (1 343.41) | Maximum consecutive losses ($): | 2 (-1 128.26) | |||||||||
Maximal consecutive profit (count): | 1 343.41 (1) | Maximal consecutive loss (count): | -1 128.26 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | 0.9970 | |||||||
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Minimal position holding time: | 8760:00:00 | Maximal position holding time: | 26760:00:00 | Average position holding time: | 15560:19:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 7 | USDCAD | 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 | ||||||
2014.03.07 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10910 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.07.31 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.30790 | 3 | 0.00 | -176.58 | 1 519.99 | 11 343.41 | |
2015.07.31 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.30790 | 4 | 0.00 | 0.00 | 0.00 | 11 343.41 | |
2019.11.08 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.32275 | 5 | 0.00 | -499.79 | -112.27 | 10 731.35 | |
2019.11.08 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.32275 | 6 | 0.00 | 0.00 | 0.00 | 10 731.35 | |
2021.08.20 23:59:59 | 7 | USDCAD | sell | out | 0.1 | 1.28216 | 7 | 0.00 | -199.62 | -316.58 | 10 215.15 | end of test |
0.00 | -875.99 | 1 091.14 | 10 215.15 | |||||||||