Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=15
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: 98%
Bars: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -259.14 Balance Drawdown Absolute: 259.14 Equity Drawdown Absolute: 970.35
Gross Profit: 1 604.59 Balance Drawdown Maximal: 1 673.65 (14.66%) Equity Drawdown Maximal: 3 493.39 (27.90%)
Gross Loss: -1 863.73 Balance Drawdown Relative: 14.66% (1 673.65) Equity Drawdown Relative: 27.90% (3 493.39)
Profit Factor: 0.86 Expected Payoff: -37.02 Margin Level: 9029.65%
Recovery Factor: -0.07 Sharpe Ratio: -0.03 Z-Score: 0.68 (50.35%)
AHPR: 0.9983 (-0.17%) LR Correlation: -0.29 OnTester result: 0
GHPR: 0.9963 (-0.37%) LR Standard Error: 706.11
Total Trades: 7 Short Trades (won %): 3 (0.00%) Long Trades (won %): 4 (50.00%)
Total Deals: 14 Profit Trades (% of total): 2 (28.57%) Loss Trades (% of total): 5 (71.43%)
Largest profit trade: 1 343.41 Largest loss trade: -1 007.12
Average profit trade: 802.30 Average loss trade: -372.75
Maximum consecutive wins ($): 1 (1 343.41) Maximum consecutive losses ($): 4 (-1 673.65)
Maximal consecutive profit (count): 1 343.41 (1) Maximal consecutive loss (count): -1 673.65 (4)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.85 Correlation (Profits,MAE): 0.62 Correlation (MFE,MAE): 0.4435
Graph
Minimal position holding time: 600:00:00 Maximal position holding time: 12360:00:00 Average position holding time: 6668:42:51
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002USDCADbuy0.1 / 0.10.000002014.03.07 23:00:00filled
2015.07.31 23:00:003USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2015.07.31 23:00:004USDCADsell0.1 / 0.10.000002015.07.31 23:00:00filled
2016.10.14 23:00:005USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.10.14 23:00:006USDCADbuy0.1 / 0.10.000002016.10.14 23:00:00filled
2016.11.18 23:00:007USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.18 23:00:008USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2018.11.09 23:00:009USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2018.11.09 23:00:0010USDCADbuy0.1 / 0.10.000002018.11.09 23:00:00filled
2020.02.21 23:00:0011USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.02.21 23:00:0012USDCADsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.05.08 23:00:0013USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.08 23:00:0014USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2021.08.20 23:59:5915USDCADsell0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2014.03.07 23:00:002USDCADbuyin0.11.1091020.000.000.0010 000.00
2015.07.31 23:00:003USDCADsellout0.11.3079030.00-176.581 519.9911 343.41
2015.07.31 23:00:004USDCADsellin0.11.3079040.000.000.0011 343.41
2016.10.14 23:00:005USDCADbuyout0.11.3144950.00-139.95-50.1311 153.33
2016.10.14 23:00:006USDCADbuyin0.11.3144960.000.000.0011 153.33
2016.11.18 23:00:007USDCADsellout0.11.3512070.00-10.50271.6811 414.51
2016.11.18 23:00:008USDCADsellin0.11.3512080.000.000.0011 414.51
2018.11.09 23:00:009USDCADbuyout0.11.3206290.00-233.74231.5611 412.33
2018.11.09 23:00:0010USDCADbuyin0.11.32062100.000.000.0011 412.33
2020.02.21 23:00:0011USDCADsellout0.11.32178110.00-141.298.7811 279.82
2020.02.21 23:00:0012USDCADsellin0.11.32178120.000.000.0011 279.82
2020.05.08 23:00:0013USDCADbuyout0.11.39261130.00-23.23-508.6110 747.98
2020.05.08 23:00:0014USDCADbuyin0.11.39261140.000.000.0010 747.98
2021.08.20 23:59:5915USDCADsellout0.11.28216150.00-145.68-861.449 740.86end of test
0.00 -870.97 611.83 9 740.86