Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=9 | ||||||||||||
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: | 96% | |||||||||||
Bars: | 94693 | Ticks: | 361462 | Symbols: | 1 | |||||||
Total Net Profit: | -3 734.76 | Balance Drawdown Absolute: | 3 734.76 | Equity Drawdown Absolute: | 4 404.18 | |||||||
Gross Profit: | 2 514.44 | Balance Drawdown Maximal: | 3 911.06 (38.43%) | Equity Drawdown Maximal: | 4 630.39 (45.28%) | |||||||
Gross Loss: | -6 249.20 | Balance Drawdown Relative: | 38.43% (3 911.06) | Equity Drawdown Relative: | 45.28% (4 630.39) | |||||||
Profit Factor: | 0.40 | Expected Payoff: | -287.29 | Margin Level: | 4862.32% | |||||||
Recovery Factor: | -0.81 | Sharpe Ratio: | -0.29 | Z-Score: | 0.83 (59.35%) | |||||||
AHPR: | 0.9703 (-2.97%) | LR Correlation: | -0.79 | OnTester result: | 0 | |||||||
GHPR: | 0.9647 (-3.53%) | LR Standard Error: | 697.57 | |||||||||
Total Trades: | 13 | Short Trades (won %): | 7 (42.86%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 5 (38.46%) | Loss Trades (% of total): | 8 (61.54%) | |||||||
Largest profit trade: | 1 083.44 | Largest loss trade: | -2 588.88 | |||||||||
Average profit trade: | 502.89 | Average loss trade: | -781.15 | |||||||||
Maximum consecutive wins ($): | 2 (1 110.63) | Maximum consecutive losses ($): | 3 (-1 157.98) | |||||||||
Maximal consecutive profit (count): | 1 110.63 (2) | Maximal consecutive loss (count): | -2 588.88 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.81 | Correlation (Profits,MAE): | 0.89 | Correlation (MFE,MAE): | 0.4817 | |||||||
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Minimal position holding time: | 840:00:00 | Maximal position holding time: | 8520:59:59 | Average position holding time: | 3590:50:46 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2015.05.15 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.15 23:00:00 | filled | |||||
2015.05.15 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.15 23:00:00 | filled | |||||
2015.11.06 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.06 23:00:00 | filled | |||||
2015.11.06 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.06 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 9 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 10 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 11 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 12 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 13 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 14 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 15 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.03.10 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 16 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.03.10 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 17 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 18 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 19 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 20 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 21 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 22 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 23 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 24 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 25 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 26 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.10 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 27 | EURUSD | 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 | ||||||
2014.03.07 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.38700 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.16 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.37000 | 3 | 0.00 | 6.30 | 170.00 | 10 176.30 | |
2014.05.16 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.37000 | 4 | 0.00 | 0.00 | 0.00 | 10 176.30 | |
2015.05.15 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.14460 | 5 | 0.00 | -334.88 | -2 254.00 | 7 587.42 | |
2015.05.15 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.14460 | 6 | 0.00 | 0.00 | 0.00 | 7 587.42 | |
2015.11.06 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.07430 | 7 | 0.00 | 15.75 | 703.00 | 8 306.17 | |
2015.11.06 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.07430 | 8 | 0.00 | 0.00 | 0.00 | 8 306.17 | |
2016.04.15 23:00:00 | 9 | EURUSD | sell | out | 0.1 | 1.12830 | 9 | 0.00 | -148.12 | 540.00 | 8 698.05 | |
2016.04.15 23:00:00 | 10 | EURUSD | sell | in | 0.1 | 1.12830 | 10 | 0.00 | 0.00 | 0.00 | 8 698.05 | |
2016.06.03 23:00:00 | 11 | EURUSD | buy | out | 0.1 | 1.13560 | 11 | 0.00 | 4.41 | -73.00 | 8 629.46 | |
2016.06.03 23:00:00 | 12 | EURUSD | buy | in | 0.1 | 1.13560 | 12 | 0.00 | 0.00 | 0.00 | 8 629.46 | |
2016.12.09 23:00:00 | 13 | EURUSD | sell | out | 0.1 | 1.05593 | 13 | 0.00 | -173.88 | -796.70 | 7 658.88 | |
2016.12.09 23:00:00 | 14 | EURUSD | sell | in | 0.1 | 1.05593 | 14 | 0.00 | 0.00 | 0.00 | 7 658.88 | |
2017.03.10 23:00:00 | 15 | EURUSD | buy | out | 0.1 | 1.06863 | 15 | 0.00 | 8.19 | -127.00 | 7 540.07 | |
2017.03.10 23:00:00 | 16 | EURUSD | buy | in | 0.1 | 1.06863 | 16 | 0.00 | 0.00 | 0.00 | 7 540.07 | |
2017.08.25 23:00:00 | 17 | EURUSD | sell | out | 0.1 | 1.19243 | 17 | 0.00 | -154.56 | 1 238.00 | 8 623.51 | |
2017.08.25 23:00:00 | 18 | EURUSD | sell | in | 0.1 | 1.19243 | 18 | 0.00 | 0.00 | 0.00 | 8 623.51 | |
2018.04.27 23:00:00 | 19 | EURUSD | buy | out | 0.1 | 1.21311 | 19 | 0.00 | 22.05 | -206.80 | 8 438.76 | |
2018.04.27 23:00:00 | 20 | EURUSD | buy | in | 0.1 | 1.21311 | 20 | 0.00 | 0.00 | 0.00 | 8 438.76 | |
2019.05.31 23:00:00 | 21 | EURUSD | sell | out | 0.1 | 1.11728 | 21 | 0.00 | -367.08 | -958.30 | 7 113.38 | |
2019.05.31 23:00:00 | 22 | EURUSD | sell | in | 0.1 | 1.11728 | 22 | 0.00 | 0.00 | 0.00 | 7 113.38 | |
2019.10.11 23:00:00 | 23 | EURUSD | buy | out | 0.1 | 1.10407 | 23 | 0.00 | 11.97 | 132.10 | 7 257.45 | |
2019.10.11 23:00:00 | 24 | EURUSD | buy | in | 0.1 | 1.10407 | 24 | 0.00 | 0.00 | 0.00 | 7 257.45 | |
2020.04.10 23:00:00 | 25 | EURUSD | sell | out | 0.1 | 1.09363 | 25 | 0.00 | -167.44 | -104.40 | 6 985.61 | |
2020.04.10 23:00:00 | 26 | EURUSD | sell | in | 0.1 | 1.09363 | 26 | 0.00 | 0.00 | 0.00 | 6 985.61 | |
2021.08.20 23:59:59 | 27 | EURUSD | buy | out | 0.1 | 1.17014 | 27 | 0.00 | 44.73 | -765.10 | 6 265.24 | end of test |
0.00 | -1 232.56 | -2 502.20 | 6 265.24 | |||||||||