Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | AUDUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=9 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | 127.40 | Balance Drawdown Absolute: | 145.95 | Equity Drawdown Absolute: | 829.83 | |||||||
Gross Profit: | 1 078.88 | Balance Drawdown Maximal: | 704.38 (6.60%) | Equity Drawdown Maximal: | 2 488.51 (21.12%) | |||||||
Gross Loss: | -951.48 | Balance Drawdown Relative: | 6.60% (704.38) | Equity Drawdown Relative: | 21.12% (2 488.51) | |||||||
Profit Factor: | 1.13 | Expected Payoff: | 14.16 | Margin Level: | 11991.85% | |||||||
Recovery Factor: | 0.05 | Sharpe Ratio: | 0.07 | Z-Score: | 0.04 (3.19%) | |||||||
AHPR: | 1.0018 (0.18%) | LR Correlation: | 0.20 | OnTester result: | 0 | |||||||
GHPR: | 1.0014 (0.14%) | LR Standard Error: | 251.80 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 5 (55.56%) | Loss Trades (% of total): | 4 (44.44%) | |||||||
Largest profit trade: | 437.31 | Largest loss trade: | -438.02 | |||||||||
Average profit trade: | 215.78 | Average loss trade: | -237.87 | |||||||||
Maximum consecutive wins ($): | 2 (825.03) | Maximum consecutive losses ($): | 2 (-704.38) | |||||||||
Maximal consecutive profit (count): | 825.03 (2) | Maximal consecutive loss (count): | -704.38 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | -0.01 | Correlation (Profits,MAE): | 0.55 | Correlation (MFE,MAE): | 0.3076 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 10080:00:00 | Average position holding time: | 4533:26:39 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.02.13 23:00:00 | 2 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.13 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 3 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 6 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 7 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.04.28 23:00:00 | 8 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.28 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 9 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 10 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2018.07.13 23:00:00 | 11 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.13 23:00:00 | filled | |||||
2018.07.13 23:00:00 | 12 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.13 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 13 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.13 23:00:00 | 16 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.13 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 17 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 18 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 19 | AUDUSD | buy | 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 | ||||||
2015.02.13 23:00:00 | 2 | AUDUSD | sell | in | 0.1 | 0.77660 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.05.29 23:00:00 | 3 | AUDUSD | buy | out | 0.1 | 0.76470 | 3 | 0.00 | -17.85 | 119.00 | 10 101.15 | |
2015.05.29 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.76470 | 4 | 0.00 | 0.00 | 0.00 | 10 101.15 | |
2016.04.08 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.75510 | 5 | 0.00 | -148.05 | -96.00 | 9 857.10 | |
2016.04.08 23:00:00 | 6 | AUDUSD | sell | in | 0.1 | 0.75510 | 6 | 0.00 | 0.00 | 0.00 | 9 857.10 | |
2017.04.28 23:00:00 | 7 | AUDUSD | buy | out | 0.1 | 0.74886 | 7 | 0.00 | -65.45 | 62.40 | 9 854.05 | |
2017.04.28 23:00:00 | 8 | AUDUSD | buy | in | 0.1 | 0.74886 | 8 | 0.00 | 0.00 | 0.00 | 9 854.05 | |
2017.07.21 23:00:00 | 9 | AUDUSD | sell | out | 0.1 | 0.79158 | 9 | 0.00 | -39.48 | 427.20 | 10 241.77 | |
2017.07.21 23:00:00 | 10 | AUDUSD | sell | in | 0.1 | 0.79158 | 10 | 0.00 | 0.00 | 0.00 | 10 241.77 | |
2018.07.13 23:00:00 | 11 | AUDUSD | buy | out | 0.1 | 0.74178 | 11 | 0.00 | -60.69 | 498.00 | 10 679.08 | |
2018.07.13 23:00:00 | 12 | AUDUSD | buy | in | 0.1 | 0.74178 | 12 | 0.00 | 0.00 | 0.00 | 10 679.08 | |
2019.04.05 23:00:00 | 13 | AUDUSD | sell | out | 0.1 | 0.71048 | 13 | 0.00 | -125.02 | -313.00 | 10 241.06 | |
2019.04.05 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.71048 | 14 | 0.00 | 0.00 | 0.00 | 10 241.06 | |
2020.11.13 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.72712 | 15 | 0.00 | -99.96 | -166.40 | 9 974.70 | |
2020.11.13 23:00:00 | 16 | AUDUSD | buy | in | 0.1 | 0.72712 | 16 | 0.00 | 0.00 | 0.00 | 9 974.70 | |
2020.11.20 23:00:00 | 17 | AUDUSD | sell | out | 0.1 | 0.73078 | 17 | 0.00 | -3.29 | 36.60 | 10 008.01 | |
2020.11.20 23:00:00 | 18 | AUDUSD | sell | in | 0.1 | 0.73078 | 18 | 0.00 | 0.00 | 0.00 | 10 008.01 | |
2021.08.20 23:59:59 | 19 | AUDUSD | buy | out | 0.1 | 0.71420 | 19 | 0.00 | -46.41 | 165.80 | 10 127.40 | end of test |
0.00 | -606.20 | 733.60 | 10 127.40 | |||||||||