Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCHF
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: 90%
Bars: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -233.70 Balance Drawdown Absolute: 233.70 Equity Drawdown Absolute: 273.58
Gross Profit: 176.16 Balance Drawdown Maximal: 355.10 (3.51%) Equity Drawdown Maximal: 511.50 (5.00%)
Gross Loss: -409.86 Balance Drawdown Relative: 3.51% (355.10) Equity Drawdown Relative: 5.00% (511.50)
Profit Factor: 0.43 Expected Payoff: -29.21 Margin Level: 9726.42%
Recovery Factor: -0.46 Sharpe Ratio: -0.31 Z-Score: 1.73 (91.64%)
AHPR: 0.9971 (-0.29%) LR Correlation: -0.78 OnTester result: 0
GHPR: 0.9970 (-0.30%) LR Standard Error: 85.51
Total Trades: 8 Short Trades (won %): 6 (16.67%) Long Trades (won %): 2 (0.00%)
Total Deals: 16 Profit Trades (% of total): 1 (12.50%) Loss Trades (% of total): 7 (87.50%)
Largest profit trade: 176.16 Largest loss trade: -173.66
Average profit trade: 176.16 Average loss trade: -58.55
Maximum consecutive wins ($): 1 (176.16) Maximum consecutive losses ($): 5 (-355.10)
Maximal consecutive profit (count): 176.16 (1) Maximal consecutive loss (count): -355.10 (5)
Average consecutive wins: 1 Average consecutive losses: 4
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.70 Correlation (MFE,MAE): 0.2415
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 150:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.08.01 23:00:005USDCHFbuy0.1 / 0.10.000002014.08.01 23:00:00filled
2015.10.02 23:00:006USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.16 23:00:007USDCHFbuy0.1 / 0.10.000002015.10.16 23:00:00filled
2016.04.15 23:00:008USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.29 23:00:009USDCHFsell0.1 / 0.10.000002016.04.29 23:00:00filled
2016.05.13 23:00:0010USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0011USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2018.07.20 23:00:0012USDCHFsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0013USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.04.19 23:00:0014USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.26 23:00:0015USDCHFbuy0.1 / 0.10.000002019.04.26 23:00:00filled
2020.06.12 23:00:0016USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0017USDCHFbuy0.1 / 0.10.000002020.06.19 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.009 972.89
2014.08.01 23:00:005USDCHFbuyout0.10.9064050.00-7.79-19.869 945.24
2015.10.02 23:00:006USDCHFsellin0.10.9719060.000.000.009 945.24
2015.10.16 23:00:007USDCHFbuyout0.10.9537070.00-14.68190.8410 121.40
2016.04.15 23:00:008USDCHFbuyin0.10.9682080.000.000.0010 121.40
2016.04.29 23:00:009USDCHFsellout0.10.9590090.002.30-95.9310 027.77
2016.05.13 23:00:0010USDCHFsellin0.10.97460100.000.000.0010 027.77
2016.05.20 23:00:0011USDCHFbuyout0.10.99110110.00-7.18-166.489 854.11
2018.07.20 23:00:0012USDCHFsellin0.10.99213120.000.000.009 854.11
2018.07.27 23:00:0013USDCHFbuyout0.10.99422130.00-7.14-21.029 825.95
2019.04.19 23:00:0014USDCHFsellin0.11.01437140.000.000.009 825.95
2019.04.26 23:00:0015USDCHFbuyout0.11.01922150.00-6.94-47.599 771.42
2020.06.12 23:00:0016USDCHFsellin0.10.95225160.000.000.009 771.42
2020.06.19 23:00:0017USDCHFbuyout0.10.95203170.00-7.432.319 766.30
0.00 -47.60 -186.10 9 766.30