Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
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 |
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History Quality: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -205.49 | Balance Drawdown Absolute: | 205.49 | Equity Drawdown Absolute: | 297.43 | |||||||
Gross Profit: | 484.21 | Balance Drawdown Maximal: | 249.25 (2.48%) | Equity Drawdown Maximal: | 457.70 (4.50%) | |||||||
Gross Loss: | -689.70 | Balance Drawdown Relative: | 2.48% (249.25) | Equity Drawdown Relative: | 4.50% (457.70) | |||||||
Profit Factor: | 0.70 | Expected Payoff: | -12.84 | Margin Level: | 9702.57% | |||||||
Recovery Factor: | -0.45 | Sharpe Ratio: | -0.14 | Z-Score: | 1.66 (90.31%) | |||||||
AHPR: | 0.9987 (-0.13%) | LR Correlation: | -0.08 | OnTester result: | 0 | |||||||
GHPR: | 0.9987 (-0.13%) | LR Standard Error: | 79.23 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 9 (33.33%) | Long Trades (won %): | 7 (42.86%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 6 (37.50%) | Loss Trades (% of total): | 10 (62.50%) | |||||||
Largest profit trade: | 133.70 | Largest loss trade: | -154.57 | |||||||||
Average profit trade: | 80.70 | Average loss trade: | -68.97 | |||||||||
Maximum consecutive wins ($): | 2 (237.59) | Maximum consecutive losses ($): | 3 (-193.83) | |||||||||
Maximal consecutive profit (count): | 237.59 (2) | Maximal consecutive loss (count): | -193.83 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.63 | Correlation (Profits,MAE): | 0.71 | Correlation (MFE,MAE): | 0.4436 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 480:00:00 | Average position holding time: | 142:30:00 | |||||||
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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 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.04.04 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.04 23:00:00 | filled | |||||
2015.07.31 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.31 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.21 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.21 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 14 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.31 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 15 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 16 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 17 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 18 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 19 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.01.12 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 20 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 21 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 22 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.11.09 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 23 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 24 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 25 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 26 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 27 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.02.21 23:00:00 | 28 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.02.21 23:00:00 | filled | |||||
2020.02.28 23:00:00 | 29 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.02.28 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 30 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 31 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.15 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 32 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 33 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
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 | USDCAD | buy | in | 0.1 | 1.10910 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.04 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.09800 | 3 | 0.00 | -10.08 | -101.09 | 9 888.83 | |
2015.07.31 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.30790 | 4 | 0.00 | 0.00 | 0.00 | 9 888.83 | |
2015.08.07 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.31330 | 5 | 0.00 | -2.24 | -41.12 | 9 845.47 | |
2015.08.21 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.31660 | 6 | 0.00 | 0.00 | 0.00 | 9 845.47 | |
2015.08.28 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.32150 | 7 | 0.00 | -2.22 | -37.08 | 9 806.17 | |
2016.10.07 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.32844 | 8 | 0.00 | 0.00 | 0.00 | 9 806.17 | |
2016.10.14 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.31449 | 9 | 0.00 | -2.23 | 106.12 | 9 910.06 | |
2016.10.14 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.31449 | 10 | 0.00 | 0.00 | 0.00 | 9 910.06 | |
2016.10.21 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.33259 | 11 | 0.00 | -2.13 | 135.83 | 10 043.76 | |
2016.11.18 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.35120 | 12 | 0.00 | 0.00 | 0.00 | 10 043.76 | |
2016.11.25 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.35228 | 13 | 0.00 | -2.17 | -7.99 | 10 033.60 | |
2017.03.31 23:00:00 | 14 | USDCAD | sell | in | 0.1 | 1.32985 | 14 | 0.00 | 0.00 | 0.00 | 10 033.60 | |
2017.04.07 23:00:00 | 15 | USDCAD | buy | out | 0.1 | 1.34093 | 15 | 0.00 | -2.19 | -82.63 | 9 948.78 | |
2017.05.19 23:00:00 | 16 | USDCAD | sell | in | 0.1 | 1.35166 | 16 | 0.00 | 0.00 | 0.00 | 9 948.78 | |
2017.05.26 23:00:00 | 17 | USDCAD | buy | out | 0.1 | 1.34597 | 17 | 0.00 | -2.18 | 42.27 | 9 988.87 | |
2018.01.05 23:00:00 | 18 | USDCAD | sell | in | 0.1 | 1.24120 | 18 | 0.00 | 0.00 | 0.00 | 9 988.87 | |
2018.01.12 23:00:00 | 19 | USDCAD | buy | out | 0.1 | 1.24720 | 19 | 0.00 | -2.36 | -48.11 | 9 938.40 | |
2018.07.20 23:00:00 | 20 | USDCAD | sell | in | 0.1 | 1.31243 | 20 | 0.00 | 0.00 | 0.00 | 9 938.40 | |
2018.07.27 23:00:00 | 21 | USDCAD | buy | out | 0.1 | 1.30611 | 21 | 0.00 | -2.25 | 48.39 | 9 984.54 | |
2018.11.09 23:00:00 | 22 | USDCAD | buy | in | 0.1 | 1.32062 | 22 | 0.00 | 0.00 | 0.00 | 9 984.54 | |
2018.11.16 23:00:00 | 23 | USDCAD | sell | out | 0.1 | 1.31571 | 23 | 0.00 | -2.11 | -37.32 | 9 945.11 | |
2019.04.12 23:00:00 | 24 | USDCAD | buy | in | 0.1 | 1.33306 | 24 | 0.00 | 0.00 | 0.00 | 9 945.11 | |
2019.04.19 23:00:00 | 25 | USDCAD | sell | out | 0.1 | 1.33871 | 25 | 0.00 | -2.10 | 42.20 | 9 985.21 | |
2019.11.08 23:00:00 | 26 | USDCAD | buy | in | 0.1 | 1.32275 | 26 | 0.00 | 0.00 | 0.00 | 9 985.21 | |
2019.11.15 23:00:00 | 27 | USDCAD | sell | out | 0.1 | 1.32268 | 27 | 0.00 | -2.11 | -0.53 | 9 982.57 | |
2020.02.21 23:00:00 | 28 | USDCAD | sell | in | 0.1 | 1.32178 | 28 | 0.00 | 0.00 | 0.00 | 9 982.57 | |
2020.02.28 23:00:00 | 29 | USDCAD | buy | out | 0.1 | 1.34223 | 29 | 0.00 | -2.21 | -152.36 | 9 828.00 | |
2020.05.08 23:00:00 | 30 | USDCAD | buy | in | 0.1 | 1.39261 | 30 | 0.00 | 0.00 | 0.00 | 9 828.00 | |
2020.05.15 23:00:00 | 31 | USDCAD | sell | out | 0.1 | 1.40985 | 31 | 0.00 | -1.99 | 122.28 | 9 948.29 | |
2021.03.05 23:00:00 | 32 | USDCAD | buy | in | 0.1 | 1.26598 | 32 | 0.00 | 0.00 | 0.00 | 9 948.29 | |
2021.03.12 23:00:00 | 33 | USDCAD | sell | out | 0.1 | 1.24708 | 33 | 0.00 | -2.23 | -151.55 | 9 794.51 | |
0.00 | -42.80 | -162.69 | 9 794.51 | |||||||||