Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
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 |
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History Quality: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | -1 415.12 | Balance Drawdown Absolute: | 1 650.60 | Equity Drawdown Absolute: | 2 161.16 | |||||||
Gross Profit: | 1 286.38 | Balance Drawdown Maximal: | 1 742.67 (17.27%) | Equity Drawdown Maximal: | 2 421.88 (23.60%) | |||||||
Gross Loss: | -2 701.50 | Balance Drawdown Relative: | 17.27% (1 742.67) | Equity Drawdown Relative: | 23.60% (2 421.88) | |||||||
Profit Factor: | 0.48 | Expected Payoff: | -101.08 | Margin Level: | 10945.04% | |||||||
Recovery Factor: | -0.58 | Sharpe Ratio: | -0.23 | Z-Score: | -0.77 (55.87%) | |||||||
AHPR: | 0.9901 (-0.99%) | LR Correlation: | -0.58 | OnTester result: | 0 | |||||||
GHPR: | 0.9892 (-1.08%) | LR Standard Error: | 481.76 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 7 (71.43%) | Long Trades (won %): | 7 (42.86%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 8 (57.14%) | Loss Trades (% of total): | 6 (42.86%) | |||||||
Largest profit trade: | 713.72 | Largest loss trade: | -883.34 | |||||||||
Average profit trade: | 160.80 | Average loss trade: | -450.25 | |||||||||
Maximum consecutive wins ($): | 6 (972.03) | Maximum consecutive losses ($): | 3 (-736.55) | |||||||||
Maximal consecutive profit (count): | 972.03 (6) | Maximal consecutive loss (count): | -1 722.54 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.78 | Correlation (Profits,MAE): | 0.68 | Correlation (MFE,MAE): | 0.2667 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 7920:00:00 | Average position holding time: | 3017:12:51 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 3 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 10 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 11 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 14 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 15 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.10 23:00:00 | 16 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.10 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 17 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 18 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2019.11.29 23:00:00 | 19 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.29 23:00:00 | filled | |||||
2019.11.29 23:00:00 | 20 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.29 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 21 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 22 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 23 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 24 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 25 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 26 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2021.08.06 23:00:00 | 27 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.06 23:00:00 | filled | |||||
2021.08.06 23:00:00 | 28 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.06 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 29 | NZDUSD | 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 | ||||||
2014.11.21 23:00:00 | 2 | NZDUSD | sell | in | 0.1 | 0.78780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.12.12 23:00:00 | 3 | NZDUSD | buy | out | 0.1 | 0.77790 | 3 | 0.00 | -6.93 | 99.00 | 10 092.07 | |
2014.12.12 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.77790 | 4 | 0.00 | 0.00 | 0.00 | 10 092.07 | |
2015.02.27 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.75620 | 5 | 0.00 | -25.41 | -217.00 | 9 849.66 | |
2015.02.27 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.75620 | 6 | 0.00 | 0.00 | 0.00 | 9 849.66 | |
2015.05.22 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.73120 | 7 | 0.00 | -27.72 | 250.00 | 10 071.94 | |
2015.05.22 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.73120 | 8 | 0.00 | 0.00 | 0.00 | 10 071.94 | |
2015.08.28 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.64610 | 9 | 0.00 | -32.34 | -851.00 | 9 188.60 | |
2015.08.28 23:00:00 | 10 | NZDUSD | sell | in | 0.1 | 0.64610 | 10 | 0.00 | 0.00 | 0.00 | 9 188.60 | |
2016.10.21 23:00:00 | 11 | NZDUSD | buy | out | 0.1 | 0.71616 | 11 | 0.00 | -138.60 | -700.60 | 8 349.40 | |
2016.10.21 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.71616 | 12 | 0.00 | 0.00 | 0.00 | 8 349.40 | |
2018.01.26 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.73548 | 13 | 0.00 | -152.46 | 193.20 | 8 390.14 | |
2018.01.26 23:00:00 | 14 | NZDUSD | sell | in | 0.1 | 0.73548 | 14 | 0.00 | 0.00 | 0.00 | 8 390.14 | |
2018.08.10 23:00:00 | 15 | NZDUSD | buy | out | 0.1 | 0.65764 | 15 | 0.00 | -64.68 | 778.40 | 9 103.86 | |
2018.08.10 23:00:00 | 16 | NZDUSD | buy | in | 0.1 | 0.65764 | 16 | 0.00 | 0.00 | 0.00 | 9 103.86 | |
2018.08.31 23:00:00 | 17 | NZDUSD | sell | out | 0.1 | 0.66162 | 17 | 0.00 | -6.93 | 39.80 | 9 136.73 | |
2018.08.31 23:00:00 | 18 | NZDUSD | sell | in | 0.1 | 0.66162 | 18 | 0.00 | 0.00 | 0.00 | 9 136.73 | |
2019.11.29 23:00:00 | 19 | NZDUSD | buy | out | 0.1 | 0.64202 | 19 | 0.00 | -150.15 | 196.00 | 9 182.58 | |
2019.11.29 23:00:00 | 20 | NZDUSD | buy | in | 0.1 | 0.64202 | 20 | 0.00 | 0.00 | 0.00 | 9 182.58 | |
2020.07.24 23:00:00 | 21 | NZDUSD | sell | out | 0.1 | 0.66370 | 21 | 0.00 | -78.54 | 216.80 | 9 320.84 | |
2020.07.24 23:00:00 | 22 | NZDUSD | sell | in | 0.1 | 0.66370 | 22 | 0.00 | 0.00 | 0.00 | 9 320.84 | |
2020.07.31 23:00:00 | 23 | NZDUSD | buy | out | 0.1 | 0.66341 | 23 | 0.00 | -2.31 | 2.90 | 9 321.43 | |
2020.07.31 23:00:00 | 24 | NZDUSD | buy | in | 0.1 | 0.66341 | 24 | 0.00 | 0.00 | 0.00 | 9 321.43 | |
2020.10.16 23:00:00 | 25 | NZDUSD | sell | out | 0.1 | 0.66072 | 25 | 0.00 | -25.41 | -26.90 | 9 269.12 | |
2020.10.16 23:00:00 | 26 | NZDUSD | sell | in | 0.1 | 0.66072 | 26 | 0.00 | 0.00 | 0.00 | 9 269.12 | |
2021.08.06 23:00:00 | 27 | NZDUSD | buy | out | 0.1 | 0.70124 | 27 | 0.00 | -97.02 | -405.20 | 8 766.90 | |
2021.08.06 23:00:00 | 28 | NZDUSD | buy | in | 0.1 | 0.70124 | 28 | 0.00 | 0.00 | 0.00 | 8 766.90 | |
2021.08.20 23:59:59 | 29 | NZDUSD | sell | out | 0.1 | 0.68350 | 29 | 0.00 | -4.62 | -177.40 | 8 584.88 | end of test |
0.00 | -813.12 | -602.00 | 8 584.88 | |||||||||