Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=5
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: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -1 010.52 Balance Drawdown Absolute: 1 052.47 Equity Drawdown Absolute: 1 747.17
Gross Profit: 693.19 Balance Drawdown Maximal: 1 165.24 (11.52%) Equity Drawdown Maximal: 1 909.59 (18.79%)
Gross Loss: -1 703.71 Balance Drawdown Relative: 11.52% (1 165.24) Equity Drawdown Relative: 18.79% (1 909.59)
Profit Factor: 0.41 Expected Payoff: -59.44 Margin Level: 5880.48%
Recovery Factor: -0.53 Sharpe Ratio: -0.32 Z-Score: 1.02 (69.23%)
AHPR: 0.9939 (-0.61%) LR Correlation: -0.88 OnTester result: 0
GHPR: 0.9938 (-0.62%) LR Standard Error: 209.62
Total Trades: 17 Short Trades (won %): 6 (16.67%) Long Trades (won %): 11 (63.64%)
Total Deals: 34 Profit Trades (% of total): 8 (47.06%) Loss Trades (% of total): 9 (52.94%)
Largest profit trade: 168.37 Largest loss trade: -529.93
Average profit trade: 86.65 Average loss trade: -189.30
Maximum consecutive wins ($): 4 (412.31) Maximum consecutive losses ($): 3 (-345.00)
Maximal consecutive profit (count): 412.31 (4) Maximal consecutive loss (count): -798.03 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): 0.77 Correlation (MFE,MAE): 0.3342
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
2014.05.30 23:00:002GBPUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2014.06.06 23:00:003GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.06 23:00:004GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.13 23:00:005GBPUSDsell0.1 / 0.10.000002014.06.13 23:00:00filled
2015.01.02 23:00:006GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.09.11 23:00:008GBPUSDbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:009GBPUSDsell0.1 / 0.10.000002015.09.18 23:00:00filled
2016.01.08 23:00:0010GBPUSDbuy0.1 / 0.10.000002016.01.08 23:00:00filled
2016.01.15 23:00:0011GBPUSDsell0.1 / 0.10.000002016.01.15 23:00:00filled
2016.02.05 23:00:0012GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:0013GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2016.09.30 23:00:0014GBPUSDbuy0.1 / 0.10.000002016.09.30 23:00:00filled
2016.10.07 23:00:0015GBPUSDsell0.1 / 0.10.000002016.10.07 23:00:00filled
2016.11.25 23:00:0016GBPUSDsell0.1 / 0.10.000002016.11.25 23:00:00filled
2016.12.02 23:00:0017GBPUSDbuy0.1 / 0.10.000002016.12.02 23:00:00filled
2017.01.13 23:00:0018GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.20 23:00:0019GBPUSDsell0.1 / 0.10.000002017.01.20 23:00:00filled
2017.03.03 23:00:0020GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.10 23:00:0021GBPUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2018.05.04 23:00:0022GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.11 23:00:0023GBPUSDsell0.1 / 0.10.000002018.05.11 23:00:00filled
2019.08.30 23:00:0024GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0025GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0026GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0027GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2021.03.05 23:00:0028GBPUSDsell0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0029GBPUSDbuy0.1 / 0.10.000002021.03.12 23:00:00filled
2021.04.16 23:00:0030GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0031GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0032GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0033GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0034GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0035GBPUSDsell0.1 / 0.10.000002021.06.11 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
2014.05.30 23:00:002GBPUSDsellin0.11.6762020.000.000.0010 000.00
2014.06.06 23:00:003GBPUSDbuyout0.11.6806030.00-2.80-44.009 953.20
2014.06.06 23:00:004GBPUSDbuyin0.11.6806040.000.000.009 953.20
2014.06.13 23:00:005GBPUSDsellout0.11.6969050.00-3.43163.0010 112.77
2015.01.02 23:00:006GBPUSDbuyin0.11.5335060.000.000.0010 112.77
2015.01.09 23:00:007GBPUSDsellout0.11.5163070.00-3.92-172.009 936.85
2015.09.11 23:00:008GBPUSDbuyin0.11.5429080.000.000.009 936.85
2015.09.18 23:00:009GBPUSDsellout0.11.5523090.00-3.4394.0010 027.42
2016.01.08 23:00:0010GBPUSDbuyin0.11.45300100.000.000.0010 027.42
2016.01.15 23:00:0011GBPUSDsellout0.11.42510110.00-3.43-279.009 744.99
2016.02.05 23:00:0012GBPUSDbuyin0.11.45030120.000.000.009 744.99
2016.02.12 23:00:0013GBPUSDsellout0.11.45070130.00-3.434.009 745.56
2016.09.30 23:00:0014GBPUSDbuyin0.11.29660140.000.000.009 745.56
2016.10.07 23:00:0015GBPUSDsellout0.11.24395150.00-3.43-526.509 215.63
2016.11.25 23:00:0016GBPUSDsellin0.11.24621160.000.000.009 215.63
2016.12.02 23:00:0017GBPUSDbuyout0.11.27274170.00-2.80-265.308 947.53
2017.01.13 23:00:0018GBPUSDbuyin0.11.21881180.000.000.008 947.53
2017.01.20 23:00:0019GBPUSDsellout0.11.23599190.00-3.43171.809 115.90
2017.03.03 23:00:0020GBPUSDsellin0.11.22985200.000.000.009 115.90
2017.03.10 23:00:0021GBPUSDbuyout0.11.21733210.00-2.80125.209 238.30
2018.05.04 23:00:0022GBPUSDbuyin0.11.35357220.000.000.009 238.30
2018.05.11 23:00:0023GBPUSDsellout0.11.35419230.00-3.436.209 241.07
2019.08.30 23:00:0024GBPUSDbuyin0.11.21693240.000.000.009 241.07
2019.09.06 23:00:0025GBPUSDsellout0.11.22915250.00-3.43122.209 359.84
2019.12.06 23:00:0026GBPUSDsellin0.11.31407260.000.000.009 359.84
2019.12.13 23:00:0027GBPUSDbuyout0.11.33451270.00-2.80-204.409 152.64
2021.03.05 23:00:0028GBPUSDsellin0.11.38457280.000.000.009 152.64
2021.03.12 23:00:0029GBPUSDbuyout0.11.39300290.00-2.80-84.309 065.54
2021.04.16 23:00:0030GBPUSDsellin0.11.38381300.000.000.009 065.54
2021.04.23 23:00:0031GBPUSDbuyout0.11.38860310.00-2.80-47.909 014.84
2021.05.21 23:00:0032GBPUSDbuyin0.11.41550320.000.000.009 014.84
2021.05.28 23:00:0033GBPUSDsellout0.11.41886330.00-3.4333.609 045.01
2021.06.04 23:00:0034GBPUSDbuyin0.11.41674340.000.000.009 045.01
2021.06.11 23:00:0035GBPUSDsellout0.11.41153350.00-3.43-52.108 989.48
0.00 -55.02 -955.50 8 989.48