Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=12
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: 503.32 Balance Drawdown Absolute: 30.24 Equity Drawdown Absolute: 67.29
Gross Profit: 947.69 Balance Drawdown Maximal: 223.31 (2.19%) Equity Drawdown Maximal: 267.88 (2.50%)
Gross Loss: -444.37 Balance Drawdown Relative: 2.19% (223.31) Equity Drawdown Relative: 2.50% (267.88)
Profit Factor: 2.13 Expected Payoff: 27.96 Margin Level: 12625.06%
Recovery Factor: 1.88 Sharpe Ratio: 0.29 Z-Score: 1.00 (68.27%)
AHPR: 1.0028 (0.28%) LR Correlation: 0.91 OnTester result: 0
GHPR: 1.0027 (0.27%) LR Standard Error: 101.80
Total Trades: 18 Short Trades (won %): 9 (66.67%) Long Trades (won %): 9 (55.56%)
Total Deals: 36 Profit Trades (% of total): 11 (61.11%) Loss Trades (% of total): 7 (38.89%)
Largest profit trade: 193.69 Largest loss trade: -223.31
Average profit trade: 86.15 Average loss trade: -63.48
Maximum consecutive wins ($): 5 (374.25) Maximum consecutive losses ($): 3 (-169.23)
Maximal consecutive profit (count): 374.25 (5) Maximal consecutive loss (count): -223.31 (1)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.84 Correlation (Profits,MAE): 0.84 Correlation (MFE,MAE): 0.5186
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
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2014.11.28 23:00:003NZDUSDbuy0.1 / 0.10.000002014.11.28 23:00:00filled
2014.12.12 23:00:004NZDUSDbuy0.1 / 0.10.000002014.12.12 23:00:00filled
2014.12.19 23:00:005NZDUSDsell0.1 / 0.10.000002014.12.19 23:00:00filled
2015.02.27 23:00:006NZDUSDsell0.1 / 0.10.000002015.02.27 23:00:00filled
2015.03.06 23:00:007NZDUSDbuy0.1 / 0.10.000002015.03.06 23:00:00filled
2015.05.22 23:00:008NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.29 23:00:009NZDUSDsell0.1 / 0.10.000002015.05.29 23:00:00filled
2015.08.28 23:00:0010NZDUSDsell0.1 / 0.10.000002015.08.28 23:00:00filled
2015.09.04 23:00:0011NZDUSDbuy0.1 / 0.10.000002015.09.04 23:00:00filled
2016.10.21 23:00:0012NZDUSDbuy0.1 / 0.10.000002016.10.21 23:00:00filled
2016.10.28 23:00:0013NZDUSDsell0.1 / 0.10.000002016.10.28 23:00:00filled
2017.04.07 23:00:0014NZDUSDbuy0.1 / 0.10.000002017.04.07 23:00:00filled
2017.04.14 23:00:0015NZDUSDsell0.1 / 0.10.000002017.04.14 23:00:00filled
2017.05.19 23:00:0016NZDUSDbuy0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.26 23:00:0017NZDUSDsell0.1 / 0.10.000002017.05.26 23:00:00filled
2018.01.26 23:00:0018NZDUSDsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.02.02 23:00:0019NZDUSDbuy0.1 / 0.10.000002018.02.02 23:00:00filled
2018.08.10 23:00:0020NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.17 23:00:0021NZDUSDsell0.1 / 0.10.000002018.08.17 23:00:00filled
2018.08.31 23:00:0022NZDUSDsell0.1 / 0.10.000002018.08.31 23:00:00filled
2018.09.07 23:00:0023NZDUSDbuy0.1 / 0.10.000002018.09.07 23:00:00filled
2019.11.15 23:00:0024NZDUSDsell0.1 / 0.10.000002019.11.15 23:00:00filled
2019.11.22 23:00:0025NZDUSDbuy0.1 / 0.10.000002019.11.22 23:00:00filled
2019.11.29 23:00:0026NZDUSDbuy0.1 / 0.10.000002019.11.29 23:00:00filled
2019.12.06 23:00:0027NZDUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2020.07.24 23:00:0028NZDUSDsell0.1 / 0.10.000002020.07.24 23:00:00filled
2020.07.31 23:00:0029NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0030NZDUSDbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.08.07 23:00:0031NZDUSDsell0.1 / 0.10.000002020.08.07 23:00:00filled
2020.10.16 23:00:0032NZDUSDsell0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.23 23:00:0033NZDUSDbuy0.1 / 0.10.000002020.10.23 23:00:00filled
2021.01.15 23:00:0034NZDUSDsell0.1 / 0.10.000002021.01.15 23:00:00filled
2021.01.22 23:00:0035NZDUSDbuy0.1 / 0.10.000002021.01.22 23:00:00filled
2021.08.06 23:00:0036NZDUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.13 23:00:0037NZDUSDsell0.1 / 0.10.000002021.08.13 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2014.11.28 23:00:003NZDUSDbuyout0.10.7841030.00-2.3137.0010 034.69
2014.12.12 23:00:004NZDUSDbuyin0.10.7779040.000.000.0010 034.69
2014.12.19 23:00:005NZDUSDsellout0.10.7746050.00-2.31-33.009 999.38
2015.02.27 23:00:006NZDUSDsellin0.10.7562060.000.000.009 999.38
2015.03.06 23:00:007NZDUSDbuyout0.10.7366070.00-2.31196.0010 193.07
2015.05.22 23:00:008NZDUSDbuyin0.10.7312080.000.000.0010 193.07
2015.05.29 23:00:009NZDUSDsellout0.10.7091090.00-2.31-221.009 969.76
2015.08.28 23:00:0010NZDUSDsellin0.10.64610100.000.000.009 969.76
2015.09.04 23:00:0011NZDUSDbuyout0.10.62880110.00-2.31173.0010 140.45
2016.10.21 23:00:0012NZDUSDbuyin0.10.71616120.000.000.0010 140.45
2016.10.28 23:00:0013NZDUSDsellout0.10.71583130.00-2.31-3.3010 134.84
2017.04.07 23:00:0014NZDUSDbuyin0.10.69360140.000.000.0010 134.84
2017.04.14 23:00:0015NZDUSDsellout0.10.69994150.00-2.3163.4010 195.93
2017.05.19 23:00:0016NZDUSDbuyin0.10.69348160.000.000.0010 195.93
2017.05.26 23:00:0017NZDUSDsellout0.10.70674170.00-2.31132.6010 326.22
2018.01.26 23:00:0018NZDUSDsellin0.10.73548180.000.000.0010 326.22
2018.02.02 23:00:0019NZDUSDbuyout0.10.73034190.00-2.3151.4010 375.31
2018.08.10 23:00:0020NZDUSDbuyin0.10.65764200.000.000.0010 375.31
2018.08.17 23:00:0021NZDUSDsellout0.10.66305210.00-2.3154.1010 427.10
2018.08.31 23:00:0022NZDUSDsellin0.10.66162220.000.000.0010 427.10
2018.09.07 23:00:0023NZDUSDbuyout0.10.65319230.00-2.3184.3010 509.09
2019.11.15 23:00:0024NZDUSDsellin0.10.64000240.000.000.0010 509.09
2019.11.22 23:00:0025NZDUSDbuyout0.10.64086250.00-2.31-8.6010 498.18
2019.11.29 23:00:0026NZDUSDbuyin0.10.64202260.000.000.0010 498.18
2019.12.06 23:00:0027NZDUSDsellout0.10.65692270.00-2.31149.0010 644.87
2020.07.24 23:00:0028NZDUSDsellin0.10.66370280.000.000.0010 644.87
2020.07.31 23:00:0029NZDUSDbuyout0.10.66341290.00-2.312.9010 645.46
2020.07.31 23:00:0030NZDUSDbuyin0.10.66341300.000.000.0010 645.46
2020.08.07 23:00:0031NZDUSDsellout0.10.66018310.00-2.31-32.3010 610.85
2020.10.16 23:00:0032NZDUSDsellin0.10.66072320.000.000.0010 610.85
2020.10.23 23:00:0033NZDUSDbuyout0.10.66883330.00-2.31-81.1010 527.44
2021.01.15 23:00:0034NZDUSDsellin0.10.71326340.000.000.0010 527.44
2021.01.22 23:00:0035NZDUSDbuyout0.10.71815350.00-2.31-48.9010 476.23
2021.08.06 23:00:0036NZDUSDbuyin0.10.70124360.000.000.0010 476.23
2021.08.13 23:00:0037NZDUSDsellout0.10.70418370.00-2.3129.4010 503.32
0.00 -41.58 544.90 10 503.32