Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | GBPUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=25 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94692 | Ticks: | 363719 | Symbols: | 1 | |||||||
Total Net Profit: | -1 805.82 | Balance Drawdown Absolute: | 1 805.82 | Equity Drawdown Absolute: | 1 839.15 | |||||||
Gross Profit: | 2 043.17 | Balance Drawdown Maximal: | 3 343.15 (28.98%) | Equity Drawdown Maximal: | 3 822.88 (31.90%) | |||||||
Gross Loss: | -3 848.99 | Balance Drawdown Relative: | 28.98% (3 343.15) | Equity Drawdown Relative: | 31.90% (3 822.88) | |||||||
Profit Factor: | 0.53 | Expected Payoff: | -225.73 | Margin Level: | 5679.25% | |||||||
Recovery Factor: | -0.47 | Sharpe Ratio: | -0.22 | Z-Score: | -0.21 (16.63%) | |||||||
AHPR: | 0.9797 (-2.03%) | LR Correlation: | -0.80 | OnTester result: | 0 | |||||||
GHPR: | 0.9754 (-2.46%) | LR Standard Error: | 835.65 | |||||||||
Total Trades: | 8 | Short Trades (won %): | 4 (75.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 16 | Profit Trades (% of total): | 5 (62.50%) | Loss Trades (% of total): | 3 (37.50%) | |||||||
Largest profit trade: | 1 295.00 | Largest loss trade: | -2 042.80 | |||||||||
Average profit trade: | 408.63 | Average loss trade: | -1 283.00 | |||||||||
Maximum consecutive wins ($): | 3 (1 537.33) | Maximum consecutive losses ($): | 2 (-1 806.19) | |||||||||
Maximal consecutive profit (count): | 1 537.33 (3) | Maximal consecutive loss (count): | -2 042.80 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.11 | Correlation (Profits,MAE): | 0.78 | Correlation (MFE,MAE): | -0.0726 | |||||||
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Minimal position holding time: | 600:00:00 | Maximal position holding time: | 9120:00:00 | Average position holding time: | 3930:07:29 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.11 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 6 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 7 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2016.02.05 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.05 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 10 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.14 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 11 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 14 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 15 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 16 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 17 | GBPUSD | 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 | ||||||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67360 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.02 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.53350 | 3 | 0.00 | -106.00 | 1 401.00 | 11 295.00 | |
2015.01.02 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.53350 | 4 | 0.00 | 0.00 | 0.00 | 11 295.00 | |
2015.07.03 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.55850 | 5 | 0.00 | -89.67 | 250.00 | 11 455.33 | |
2015.07.03 23:00:00 | 6 | GBPUSD | sell | in | 0.1 | 1.55850 | 6 | 0.00 | 0.00 | 0.00 | 11 455.33 | |
2015.08.07 23:00:00 | 7 | GBPUSD | buy | out | 0.1 | 1.54890 | 7 | 0.00 | -14.00 | 96.00 | 11 537.33 | |
2016.02.05 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.45030 | 8 | 0.00 | 0.00 | 0.00 | 11 537.33 | |
2016.11.11 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.25974 | 9 | 0.00 | -137.20 | -1 905.60 | 9 494.53 | |
2018.09.14 23:00:00 | 10 | GBPUSD | sell | in | 0.1 | 1.30607 | 10 | 0.00 | 0.00 | 0.00 | 9 494.53 | |
2018.12.07 23:00:00 | 11 | GBPUSD | buy | out | 0.1 | 1.27418 | 11 | 0.00 | -33.60 | 318.90 | 9 779.83 | |
2018.12.07 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.27418 | 12 | 0.00 | 0.00 | 0.00 | 9 779.83 | |
2019.12.06 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.31407 | 13 | 0.00 | -178.36 | 398.90 | 10 000.37 | |
2019.12.06 23:00:00 | 14 | GBPUSD | sell | in | 0.1 | 1.31407 | 14 | 0.00 | 0.00 | 0.00 | 10 000.37 | |
2021.05.21 23:00:00 | 15 | GBPUSD | buy | out | 0.1 | 1.41550 | 15 | 0.00 | -212.80 | -1 014.30 | 8 773.27 | |
2021.05.21 23:00:00 | 16 | GBPUSD | buy | in | 0.1 | 1.41550 | 16 | 0.00 | 0.00 | 0.00 | 8 773.27 | |
2021.08.20 23:59:59 | 17 | GBPUSD | sell | out | 0.1 | 1.36205 | 17 | 0.00 | -44.59 | -534.50 | 8 194.18 | end of test |
0.00 | -816.22 | -989.60 | 8 194.18 | |||||||||