Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.89 Correlation (MFE,MAE): 0.4817
Graph
Minimal position holding time: 840:00:00 Maximal position holding time: 8520:59:59 Average position holding time: 3590:50:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002EURUSDsell0.1 / 0.10.000002014.03.07 23:00:00filled
2014.05.16 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.16 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2015.05.15 23:00:005EURUSDsell0.1 / 0.10.000002015.05.15 23:00:00filled
2015.05.15 23:00:006EURUSDsell0.1 / 0.10.000002015.05.15 23:00:00filled
2015.11.06 23:00:007EURUSDbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2015.11.06 23:00:008EURUSDbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2016.04.15 23:00:009EURUSDsell0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.15 23:00:0010EURUSDsell0.1 / 0.10.000002016.04.15 23:00:00filled
2016.06.03 23:00:0011EURUSDbuy0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.03 23:00:0012EURUSDbuy0.1 / 0.10.000002016.06.03 23:00:00filled
2016.12.09 23:00:0013EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2016.12.09 23:00:0014EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2017.03.10 23:00:0015EURUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2017.03.10 23:00:0016EURUSDbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2017.08.25 23:00:0017EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.08.25 23:00:0018EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2018.04.27 23:00:0019EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.04.27 23:00:0020EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2019.05.31 23:00:0021EURUSDsell0.1 / 0.10.000002019.05.31 23:00:00filled
2019.05.31 23:00:0022EURUSDsell0.1 / 0.10.000002019.05.31 23:00:00filled
2019.10.11 23:00:0023EURUSDbuy0.1 / 0.10.000002019.10.11 23:00:00filled
2019.10.11 23:00:0024EURUSDbuy0.1 / 0.10.000002019.10.11 23:00:00filled
2020.04.10 23:00:0025EURUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2020.04.10 23:00:0026EURUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2021.08.20 23:59:5927EURUSDbuy0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2014.03.07 23:00:002EURUSDsellin0.11.3870020.000.000.0010 000.00
2014.05.16 23:00:003EURUSDbuyout0.11.3700030.006.30170.0010 176.30
2014.05.16 23:00:004EURUSDbuyin0.11.3700040.000.000.0010 176.30
2015.05.15 23:00:005EURUSDsellout0.11.1446050.00-334.88-2 254.007 587.42
2015.05.15 23:00:006EURUSDsellin0.11.1446060.000.000.007 587.42
2015.11.06 23:00:007EURUSDbuyout0.11.0743070.0015.75703.008 306.17
2015.11.06 23:00:008EURUSDbuyin0.11.0743080.000.000.008 306.17
2016.04.15 23:00:009EURUSDsellout0.11.1283090.00-148.12540.008 698.05
2016.04.15 23:00:0010EURUSDsellin0.11.12830100.000.000.008 698.05
2016.06.03 23:00:0011EURUSDbuyout0.11.13560110.004.41-73.008 629.46
2016.06.03 23:00:0012EURUSDbuyin0.11.13560120.000.000.008 629.46
2016.12.09 23:00:0013EURUSDsellout0.11.05593130.00-173.88-796.707 658.88
2016.12.09 23:00:0014EURUSDsellin0.11.05593140.000.000.007 658.88
2017.03.10 23:00:0015EURUSDbuyout0.11.06863150.008.19-127.007 540.07
2017.03.10 23:00:0016EURUSDbuyin0.11.06863160.000.000.007 540.07
2017.08.25 23:00:0017EURUSDsellout0.11.19243170.00-154.561 238.008 623.51
2017.08.25 23:00:0018EURUSDsellin0.11.19243180.000.000.008 623.51
2018.04.27 23:00:0019EURUSDbuyout0.11.21311190.0022.05-206.808 438.76
2018.04.27 23:00:0020EURUSDbuyin0.11.21311200.000.000.008 438.76
2019.05.31 23:00:0021EURUSDsellout0.11.11728210.00-367.08-958.307 113.38
2019.05.31 23:00:0022EURUSDsellin0.11.11728220.000.000.007 113.38
2019.10.11 23:00:0023EURUSDbuyout0.11.10407230.0011.97132.107 257.45
2019.10.11 23:00:0024EURUSDbuyin0.11.10407240.000.000.007 257.45
2020.04.10 23:00:0025EURUSDsellout0.11.09363250.00-167.44-104.406 985.61
2020.04.10 23:00:0026EURUSDsellin0.11.09363260.000.000.006 985.61
2021.08.20 23:59:5927EURUSDbuyout0.11.17014270.0044.73-765.106 265.24end of test
0.00 -1 232.56 -2 502.20 6 265.24