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=31 | ||||||||||||
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: | -168.25 | Balance Drawdown Absolute: | 244.05 | Equity Drawdown Absolute: | 1 004.23 | |||||||
Gross Profit: | 75.80 | Balance Drawdown Maximal: | 244.05 (2.44%) | Equity Drawdown Maximal: | 2 559.61 (22.15%) | |||||||
Gross Loss: | -244.05 | Balance Drawdown Relative: | 2.44% (244.05) | Equity Drawdown Relative: | 22.15% (2 559.61) | |||||||
Profit Factor: | 0.31 | Expected Payoff: | -84.13 | Margin Level: | 11859.58% | |||||||
Recovery Factor: | -0.07 | Sharpe Ratio: | -0.52 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 0.9917 (-0.83%) | LR Correlation: | -0.21 | OnTester result: | 0 | |||||||
GHPR: | 0.9916 (-0.84%) | LR Standard Error: | 130.58 | |||||||||
Total Trades: | 2 | Short Trades (won %): | 1 (100.00%) | Long Trades (won %): | 1 (0.00%) | |||||||
Total Deals: | 4 | Profit Trades (% of total): | 1 (50.00%) | Loss Trades (% of total): | 1 (50.00%) | |||||||
Largest profit trade: | 75.80 | Largest loss trade: | -244.05 | |||||||||
Average profit trade: | 75.80 | Average loss trade: | -244.05 | |||||||||
Maximum consecutive wins ($): | 1 (75.80) | Maximum consecutive losses ($): | 1 (-244.05) | |||||||||
Maximal consecutive profit (count): | 75.80 (1) | Maximal consecutive loss (count): | -244.05 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | 1.00 | Correlation (MFE,MAE): | 1.0000 | |||||||
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Minimal position holding time: | 5400:00:00 | Maximal position holding time: | 33600:59:59 | Average position holding time: | 19500:29:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 4 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 5 | 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 | ||||||
2015.05.29 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.76470 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.04.08 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.75510 | 3 | 0.00 | -148.05 | -96.00 | 9 755.95 | |
2016.04.08 23:00:00 | 4 | AUDUSD | sell | in | 0.1 | 0.75510 | 4 | 0.00 | 0.00 | 0.00 | 9 755.95 | |
2021.08.20 23:59:59 | 5 | AUDUSD | buy | out | 0.1 | 0.71420 | 5 | 0.00 | -333.20 | 409.00 | 9 831.75 | end of test |
0.00 | -481.25 | 313.00 | 9 831.75 | |||||||||