Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=12
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: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -491.96 Balance Drawdown Absolute: 562.77 Equity Drawdown Absolute: 613.68
Gross Profit: 356.01 Balance Drawdown Maximal: 638.01 (6.33%) Equity Drawdown Maximal: 857.51 (8.37%)
Gross Loss: -847.97 Balance Drawdown Relative: 6.33% (638.01) Equity Drawdown Relative: 8.37% (857.51)
Profit Factor: 0.42 Expected Payoff: -23.43 Margin Level: 12167.90%
Recovery Factor: -0.57 Sharpe Ratio: -0.36 Z-Score: 2.19 (97.15%)
AHPR: 0.9976 (-0.24%) LR Correlation: -0.97 OnTester result: 0
GHPR: 0.9976 (-0.24%) LR Standard Error: 49.06
Total Trades: 21 Short Trades (won %): 12 (25.00%) Long Trades (won %): 9 (55.56%)
Total Deals: 42 Profit Trades (% of total): 8 (38.10%) Loss Trades (% of total): 13 (61.90%)
Largest profit trade: 75.24 Largest loss trade: -167.19
Average profit trade: 44.50 Average loss trade: -65.23
Maximum consecutive wins ($): 1 (75.24) Maximum consecutive losses ($): 6 (-224.64)
Maximal consecutive profit (count): 75.24 (1) Maximal consecutive loss (count): -224.64 (6)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.60 Correlation (Profits,MAE): 0.35 Correlation (MFE,MAE): -0.0917
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 480:00:00 Average position holding time: 137:08:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.03.06 23:00:002AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.04.03 23:00:003AUDUSDbuy0.1 / 0.10.000002015.04.03 23:00:00filled
2015.05.29 23:00:004AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:005AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.07.10 23:00:006AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:007AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2016.01.22 23:00:008AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.29 23:00:009AUDUSDsell0.1 / 0.10.000002016.01.29 23:00:00filled
2016.04.08 23:00:0010AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:0011AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.06.10 23:00:0012AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2016.06.17 23:00:0013AUDUSDsell0.1 / 0.10.000002016.06.17 23:00:00filled
2016.07.01 23:00:0014AUDUSDsell0.1 / 0.10.000002016.07.01 23:00:00filled
2016.07.08 23:00:0015AUDUSDbuy0.1 / 0.10.000002016.07.08 23:00:00filled
2017.02.03 23:00:0016AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0017AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2017.04.28 23:00:0018AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.05.05 23:00:0019AUDUSDsell0.1 / 0.10.000002017.05.05 23:00:00filled
2018.08.10 23:00:0020AUDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.17 23:00:0021AUDUSDsell0.1 / 0.10.000002018.08.17 23:00:00filled
2019.01.25 23:00:0022AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.02.01 23:00:0023AUDUSDbuy0.1 / 0.10.000002019.02.01 23:00:00filled
2019.04.05 23:00:0024AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0025AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2019.05.24 23:00:0026AUDUSDsell0.1 / 0.10.000002019.05.24 23:00:00filled
2019.05.31 23:00:0027AUDUSDbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2019.07.12 23:00:0028AUDUSDsell0.1 / 0.10.000002019.07.12 23:00:00filled
2019.07.19 23:00:0029AUDUSDbuy0.1 / 0.10.000002019.07.19 23:00:00filled
2019.08.23 23:00:0030AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0031AUDUSDsell0.1 / 0.10.000002019.08.30 23:00:00filled
2019.12.13 23:00:0032AUDUSDsell0.1 / 0.10.000002019.12.13 23:00:00filled
2019.12.20 23:00:0033AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.20 23:00:0034AUDUSDbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.27 23:00:0035AUDUSDsell0.1 / 0.10.000002019.12.27 23:00:00filled
2020.05.22 23:00:0036AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0037AUDUSDbuy0.1 / 0.10.000002020.05.29 23:00:00filled
2020.11.13 23:00:0038AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0039AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0040AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0041AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0042AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0043AUDUSDbuy0.1 / 0.10.000002021.01.29 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
2015.03.06 23:00:002AUDUSDsellin0.10.7716020.000.000.0010 000.00
2015.04.03 23:00:003AUDUSDbuyout0.10.7636030.00-4.7680.0010 075.24
2015.05.29 23:00:004AUDUSDbuyin0.10.7647040.000.000.0010 075.24
2015.06.05 23:00:005AUDUSDsellout0.10.7621050.00-3.29-26.0010 045.95
2015.07.10 23:00:006AUDUSDbuyin0.10.7446060.000.000.0010 045.95
2015.07.17 23:00:007AUDUSDsellout0.10.7380070.00-3.29-66.009 976.66
2016.01.22 23:00:008AUDUSDbuyin0.10.7008080.000.000.009 976.66
2016.01.29 23:00:009AUDUSDsellout0.10.7078090.00-3.2970.0010 043.37
2016.04.08 23:00:0010AUDUSDsellin0.10.75510100.000.000.0010 043.37
2016.04.15 23:00:0011AUDUSDbuyout0.10.77170110.00-1.19-166.009 876.18
2016.06.10 23:00:0012AUDUSDbuyin0.10.73780120.000.000.009 876.18
2016.06.17 23:00:0013AUDUSDsellout0.10.73940130.00-3.2916.009 888.89
2016.07.01 23:00:0014AUDUSDsellin0.10.74920140.000.000.009 888.89
2016.07.08 23:00:0015AUDUSDbuyout0.10.75670150.00-1.19-75.009 812.70
2017.02.03 23:00:0016AUDUSDsellin0.10.76828160.000.000.009 812.70
2017.02.10 23:00:0017AUDUSDbuyout0.10.76758170.00-1.197.009 818.51
2017.04.28 23:00:0018AUDUSDbuyin0.10.74886180.000.000.009 818.51
2017.05.05 23:00:0019AUDUSDsellout0.10.74219190.00-3.29-66.709 748.52
2018.08.10 23:00:0020AUDUSDbuyin0.10.72952200.000.000.009 748.52
2018.08.17 23:00:0021AUDUSDsellout0.10.73166210.00-3.2921.409 766.63
2019.01.25 23:00:0022AUDUSDsellin0.10.71843220.000.000.009 766.63
2019.02.01 23:00:0023AUDUSDbuyout0.10.72505230.00-1.19-66.209 699.24
2019.04.05 23:00:0024AUDUSDsellin0.10.71048240.000.000.009 699.24
2019.04.12 23:00:0025AUDUSDbuyout0.10.71740250.00-1.19-69.209 628.85
2019.05.24 23:00:0026AUDUSDsellin0.10.69308260.000.000.009 628.85
2019.05.31 23:00:0027AUDUSDbuyout0.10.69375270.00-1.19-6.709 620.96
2019.07.12 23:00:0028AUDUSDsellin0.10.70202280.000.000.009 620.96
2019.07.19 23:00:0029AUDUSDbuyout0.10.70436290.00-1.19-23.409 596.37
2019.08.23 23:00:0030AUDUSDbuyin0.10.67516300.000.000.009 596.37
2019.08.30 23:00:0031AUDUSDsellout0.10.67340310.00-3.29-17.609 575.48
2019.12.13 23:00:0032AUDUSDsellin0.10.68679320.000.000.009 575.48
2019.12.20 23:00:0033AUDUSDbuyout0.10.69002330.00-1.19-32.309 541.99
2019.12.20 23:00:0034AUDUSDbuyin0.10.69002340.000.000.009 541.99
2019.12.27 23:00:0035AUDUSDsellout0.10.69768350.00-3.2976.609 615.30
2020.05.22 23:00:0036AUDUSDsellin0.10.65364360.000.000.009 615.30
2020.05.29 23:00:0037AUDUSDbuyout0.10.66619370.00-1.19-125.509 488.61
2020.11.13 23:00:0038AUDUSDbuyin0.10.72712380.000.000.009 488.61
2020.11.20 23:00:0039AUDUSDsellout0.10.73078390.00-3.2936.609 521.92
2020.11.20 23:00:0040AUDUSDsellin0.10.73078400.000.000.009 521.92
2020.11.27 23:00:0041AUDUSDbuyout0.10.73913410.00-1.19-83.509 437.23
2021.01.22 23:00:0042AUDUSDsellin0.10.77142420.000.000.009 437.23
2021.01.29 23:00:0043AUDUSDbuyout0.10.76422430.00-1.1972.009 508.04
0.00 -47.46 -444.50 9 508.04