Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=28
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: 98%
Bars: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: 35.47 Balance Drawdown Absolute: 16.35 Equity Drawdown Absolute: 144.86
Gross Profit: 524.82 Balance Drawdown Maximal: 283.26 (2.75%) Equity Drawdown Maximal: 467.70 (4.49%)
Gross Loss: -489.35 Balance Drawdown Relative: 2.75% (283.26) Equity Drawdown Relative: 4.49% (467.70)
Profit Factor: 1.07 Expected Payoff: 3.22 Margin Level: 5908.32%
Recovery Factor: 0.08 Sharpe Ratio: 0.03 Z-Score: 0.28 (22.05%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.14 OnTester result: 0
GHPR: 1.0003 (0.03%) LR Standard Error: 98.98
Total Trades: 11 Short Trades (won %): 3 (33.33%) Long Trades (won %): 8 (75.00%)
Total Deals: 22 Profit Trades (% of total): 7 (63.64%) Loss Trades (% of total): 4 (36.36%)
Largest profit trade: 159.57 Largest loss trade: -207.20
Average profit trade: 74.97 Average loss trade: -122.34
Maximum consecutive wins ($): 5 (335.08) Maximum consecutive losses ($): 2 (-257.90)
Maximal consecutive profit (count): 335.08 (5) Maximal consecutive loss (count): -257.90 (2)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.77 Correlation (MFE,MAE): 0.3264
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
2014.06.06 23:00:002GBPUSDbuy0.1 / 0.10.000002014.06.06 23:00:00filled
2014.06.13 23:00:003GBPUSDsell0.1 / 0.10.000002014.06.13 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:005GBPUSDsell0.1 / 0.10.000002015.01.09 23:00:00filled
2015.09.11 23:00:006GBPUSDbuy0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.18 23:00:007GBPUSDsell0.1 / 0.10.000002015.09.18 23:00:00filled
2016.02.05 23:00:008GBPUSDbuy0.1 / 0.10.000002016.02.05 23:00:00filled
2016.02.12 23:00:009GBPUSDsell0.1 / 0.10.000002016.02.12 23:00:00filled
2017.03.03 23:00:0010GBPUSDsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.10 23:00:0011GBPUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2018.05.04 23:00:0012GBPUSDbuy0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.11 23:00:0013GBPUSDsell0.1 / 0.10.000002018.05.11 23:00:00filled
2019.08.30 23:00:0014GBPUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.06 23:00:0015GBPUSDsell0.1 / 0.10.000002019.09.06 23:00:00filled
2019.12.06 23:00:0016GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.13 23:00:0017GBPUSDbuy0.1 / 0.10.000002019.12.13 23:00:00filled
2021.04.16 23:00:0018GBPUSDsell0.1 / 0.10.000002021.04.16 23:00:00filled
2021.04.23 23:00:0019GBPUSDbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.05.21 23:00:0020GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.28 23:00:0021GBPUSDsell0.1 / 0.10.000002021.05.28 23:00:00filled
2021.06.04 23:00:0022GBPUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.06.11 23:00:0023GBPUSDsell0.1 / 0.10.000002021.06.11 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
2014.06.06 23:00:002GBPUSDbuyin0.11.6806020.000.000.0010 000.00
2014.06.13 23:00:003GBPUSDsellout0.11.6969030.00-3.43163.0010 159.57
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.0010 159.57
2015.01.09 23:00:005GBPUSDsellout0.11.5163050.00-3.92-172.009 983.65
2015.09.11 23:00:006GBPUSDbuyin0.11.5429060.000.000.009 983.65
2015.09.18 23:00:007GBPUSDsellout0.11.5523070.00-3.4394.0010 074.22
2016.02.05 23:00:008GBPUSDbuyin0.11.4503080.000.000.0010 074.22
2016.02.12 23:00:009GBPUSDsellout0.11.4507090.00-3.434.0010 074.79
2017.03.03 23:00:0010GBPUSDsellin0.11.22985100.000.000.0010 074.79
2017.03.10 23:00:0011GBPUSDbuyout0.11.21733110.00-2.80125.2010 197.19
2018.05.04 23:00:0012GBPUSDbuyin0.11.35357120.000.000.0010 197.19
2018.05.11 23:00:0013GBPUSDsellout0.11.35419130.00-3.436.2010 199.96
2019.08.30 23:00:0014GBPUSDbuyin0.11.21693140.000.000.0010 199.96
2019.09.06 23:00:0015GBPUSDsellout0.11.22915150.00-3.43122.2010 318.73
2019.12.06 23:00:0016GBPUSDsellin0.11.31407160.000.000.0010 318.73
2019.12.13 23:00:0017GBPUSDbuyout0.11.33451170.00-2.80-204.4010 111.53
2021.04.16 23:00:0018GBPUSDsellin0.11.38381180.000.000.0010 111.53
2021.04.23 23:00:0019GBPUSDbuyout0.11.38860190.00-2.80-47.9010 060.83
2021.05.21 23:00:0020GBPUSDbuyin0.11.41550200.000.000.0010 060.83
2021.05.28 23:00:0021GBPUSDsellout0.11.41886210.00-3.4333.6010 091.00
2021.06.04 23:00:0022GBPUSDbuyin0.11.41674220.000.000.0010 091.00
2021.06.11 23:00:0023GBPUSDsellout0.11.41153230.00-3.43-52.1010 035.47
0.00 -36.33 71.80 10 035.47