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=23
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: 1 314.28 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 56.81
Gross Profit: 3 986.36 Balance Drawdown Maximal: 666.24 (6.04%) Equity Drawdown Maximal: 2 126.09 (17.51%)
Gross Loss: -2 672.08 Balance Drawdown Relative: 6.04% (666.24) Equity Drawdown Relative: 17.51% (2 126.09)
Profit Factor: 1.49 Expected Payoff: 36.51 Margin Level: 9943.19%
Recovery Factor: 0.62 Sharpe Ratio: 0.16 Z-Score: -0.35 (27.37%)
AHPR: 1.0037 (0.37%) LR Correlation: 0.72 OnTester result: 0
GHPR: 1.0034 (0.34%) LR Standard Error: 245.74
Total Trades: 36 Short Trades (won %): 18 (50.00%) Long Trades (won %): 18 (66.67%)
Total Deals: 72 Profit Trades (% of total): 21 (58.33%) Loss Trades (% of total): 15 (41.67%)
Largest profit trade: 575.35 Largest loss trade: -513.07
Average profit trade: 189.83 Average loss trade: -178.14
Maximum consecutive wins ($): 5 (759.12) Maximum consecutive losses ($): 4 (-419.01)
Maximal consecutive profit (count): 862.51 (3) Maximal consecutive loss (count): -527.29 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.42 Correlation (MFE,MAE): 0.0320
Graph
Minimal position holding time: 240:00:00 Maximal position holding time: 4560:00:00 Average position holding time: 1320:01:39
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.17 23:00:002USDCHFsell0.1 / 0.10.000002014.01.17 23:00:00filled
2014.02.21 23:00:003USDCHFbuy0.1 / 0.10.000002014.02.21 23:00:00filled
2014.02.21 23:00:004USDCHFbuy0.1 / 0.10.000002014.02.21 23:00:00filled
2014.04.04 23:00:005USDCHFsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.04 23:00:006USDCHFsell0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.18 23:00:007USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.18 23:00:008USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.05.23 23:00:009USDCHFsell0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.23 23:00:0010USDCHFsell0.1 / 0.10.000002014.05.23 23:00:00filled
2014.08.29 23:00:0011USDCHFbuy0.1 / 0.10.000002014.08.29 23:00:00filled
2014.08.29 23:00:0012USDCHFbuy0.1 / 0.10.000002014.08.29 23:00:00filled
2014.10.10 23:00:0013USDCHFsell0.1 / 0.10.000002014.10.10 23:00:00filled
2014.10.10 23:00:0014USDCHFsell0.1 / 0.10.000002014.10.10 23:00:00filled
2014.12.05 23:00:0015USDCHFbuy0.1 / 0.10.000002014.12.05 23:00:00filled
2014.12.05 23:00:0016USDCHFbuy0.1 / 0.10.000002014.12.05 23:00:00filled
2014.12.26 23:00:0017USDCHFsell0.1 / 0.10.000002014.12.26 23:00:00filled
2014.12.26 23:00:0018USDCHFsell0.1 / 0.10.000002014.12.26 23:00:00filled
2015.05.08 23:00:0019USDCHFbuy0.1 / 0.10.000002015.05.08 23:00:00filled
2015.05.08 23:00:0020USDCHFbuy0.1 / 0.10.000002015.05.08 23:00:00filled
2015.06.05 23:00:0021USDCHFsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.06.05 23:00:0022USDCHFsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.06.26 23:00:0023USDCHFbuy0.1 / 0.10.000002015.06.26 23:00:00filled
2015.06.26 23:00:0024USDCHFbuy0.1 / 0.10.000002015.06.26 23:00:00filled
2015.07.10 23:00:0025USDCHFsell0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.10 23:00:0026USDCHFsell0.1 / 0.10.000002015.07.10 23:00:00filled
2015.10.23 23:00:0027USDCHFbuy0.1 / 0.10.000002015.10.23 23:00:00filled
2015.10.23 23:00:0028USDCHFbuy0.1 / 0.10.000002015.10.23 23:00:00filled
2015.11.13 23:00:0029USDCHFsell0.1 / 0.10.000002015.11.13 23:00:00filled
2015.11.13 23:00:0030USDCHFsell0.1 / 0.10.000002015.11.13 23:00:00filled
2016.03.11 23:00:0031USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.03.11 23:00:0032USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.05.13 23:00:0033USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0034USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2017.02.03 23:00:0035USDCHFbuy0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.03 23:00:0036USDCHFbuy0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.24 23:00:0037USDCHFsell0.1 / 0.10.000002017.02.24 23:00:00filled
2017.02.24 23:00:0038USDCHFsell0.1 / 0.10.000002017.02.24 23:00:00filled
2017.05.26 23:00:0039USDCHFbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2017.05.26 23:00:0040USDCHFbuy0.1 / 0.10.000002017.05.26 23:00:00filled
2017.06.30 23:00:0041USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.06.30 23:00:0042USDCHFsell0.1 / 0.10.000002017.06.30 23:00:00filled
2017.07.28 23:00:0043USDCHFbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2017.07.28 23:00:0044USDCHFbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2017.08.11 23:00:0045USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.08.11 23:00:0046USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.09.01 23:00:0047USDCHFbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.09.01 23:00:0048USDCHFbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.09.29 23:00:0049USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2017.09.29 23:00:0050USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2018.01.26 23:00:0051USDCHFbuy0.1 / 0.10.000002018.01.26 23:00:00filled
2018.01.26 23:00:0052USDCHFbuy0.1 / 0.10.000002018.01.26 23:00:00filled
2018.06.01 23:00:0053USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.06.01 23:00:0054USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.12.14 23:00:0055USDCHFbuy0.1 / 0.10.000002018.12.14 23:00:00filled
2018.12.14 23:00:0056USDCHFbuy0.1 / 0.10.000002018.12.14 23:00:00filled
2019.02.15 23:00:0057USDCHFsell0.1 / 0.10.000002019.02.15 23:00:00filled
2019.02.15 23:00:0058USDCHFsell0.1 / 0.10.000002019.02.15 23:00:00filled
2019.07.12 23:00:0059USDCHFbuy0.1 / 0.10.000002019.07.12 23:00:00filled
2019.07.12 23:00:0060USDCHFbuy0.1 / 0.10.000002019.07.12 23:00:00filled
2020.02.21 23:00:0061USDCHFsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.02.21 23:00:0062USDCHFsell0.1 / 0.10.000002020.02.21 23:00:00filled
2020.04.24 23:00:0063USDCHFbuy0.1 / 0.10.000002020.04.24 23:00:00filled
2020.04.24 23:00:0064USDCHFbuy0.1 / 0.10.000002020.04.24 23:00:00filled
2020.06.12 23:00:0065USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.12 23:00:0066USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.07.31 23:00:0067USDCHFbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2020.07.31 23:00:0068USDCHFbuy0.1 / 0.10.000002020.07.31 23:00:00filled
2021.02.26 23:00:0069USDCHFsell0.1 / 0.10.000002021.02.26 23:00:00filled
2021.02.26 23:00:0070USDCHFsell0.1 / 0.10.000002021.02.26 23:00:00filled
2021.05.14 23:00:0071USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.05.14 23:00:0072USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.08.20 23:59:5973USDCHFsell0.1 / 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
2014.01.17 23:00:002USDCHFsellin0.10.9110020.000.000.0010 000.00
2014.02.21 23:00:003USDCHFbuyout0.10.8880030.00-39.31259.0110 219.70
2014.02.21 23:00:004USDCHFbuyin0.10.8880040.000.000.0010 219.70
2014.04.04 23:00:005USDCHFsellout0.10.8916050.007.5740.3810 267.65
2014.04.04 23:00:006USDCHFsellin0.10.8916060.000.000.0010 267.65
2014.04.18 23:00:007USDCHFbuyout0.10.8838070.00-16.0288.2610 339.89
2014.04.18 23:00:008USDCHFbuyin0.10.8838080.000.000.0010 339.89
2014.05.23 23:00:009USDCHFsellout0.10.8954090.006.32129.5510 475.76
2014.05.23 23:00:0010USDCHFsellin0.10.89540100.000.000.0010 475.76
2014.08.29 23:00:0011USDCHFbuyout0.10.91850110.00-109.87-251.5010 114.39
2014.08.29 23:00:0012USDCHFbuyin0.10.91850120.000.000.0010 114.39
2014.10.10 23:00:0013USDCHFsellout0.10.95830130.007.13415.3210 536.84
2014.10.10 23:00:0014USDCHFsellin0.10.95830140.000.000.0010 536.84
2014.12.05 23:00:0015USDCHFbuyout0.10.97850150.00-58.96-206.4410 271.44
2014.12.05 23:00:0016USDCHFbuyin0.10.97850160.000.000.0010 271.44
2014.12.26 23:00:0017USDCHFsellout0.10.98750170.003.2891.1410 365.86
2014.12.26 23:00:0018USDCHFsellin0.10.98750180.000.000.0010 365.86
2015.05.08 23:00:0019USDCHFbuyout0.10.93110190.00-141.75605.7410 829.85
2015.05.08 23:00:0020USDCHFbuyin0.10.93110200.000.000.0010 829.85
2015.06.05 23:00:0021USDCHFsellout0.10.93990210.004.7893.6310 928.26
2015.06.05 23:00:0022USDCHFsellin0.10.93990220.000.000.0010 928.26
2015.06.26 23:00:0023USDCHFbuyout0.10.93410230.00-22.8262.0910 967.53
2015.06.26 23:00:0024USDCHFbuyin0.10.93410240.000.000.0010 967.53
2015.07.10 23:00:0025USDCHFsellout0.10.93980250.002.3860.6511 030.56
2015.07.10 23:00:0026USDCHFsellin0.10.93980260.000.000.0011 030.56
2015.10.23 23:00:0027USDCHFbuyout0.10.97930270.00-109.72-403.3510 517.49
2015.10.23 23:00:0028USDCHFbuyin0.10.97930280.000.000.0010 517.49
2015.11.13 23:00:0029USDCHFsellout0.11.00680290.003.36273.1410 793.99
2015.11.13 23:00:0030USDCHFsellin0.11.00680300.000.000.0010 793.99
2016.03.11 23:00:0031USDCHFbuyout0.10.98280310.00-120.18244.2010 918.01
2016.03.11 23:00:0032USDCHFbuyin0.10.98280320.000.000.0010 918.01
2016.05.13 23:00:0033USDCHFsellout0.10.97460330.0010.41-84.1410 844.28
2016.05.13 23:00:0034USDCHFsellin0.10.97460340.000.000.0010 844.28
2017.02.03 23:00:0035USDCHFbuyout0.10.99264350.00-271.82-181.7410 390.72
2017.02.03 23:00:0036USDCHFbuyin0.10.99264360.000.000.0010 390.72
2017.02.24 23:00:0037USDCHFsellout0.11.00744370.003.36146.9110 540.99
2017.02.24 23:00:0038USDCHFsellin0.11.00744380.000.000.0010 540.99
2017.05.26 23:00:0039USDCHFbuyout0.10.97484390.00-92.07334.4110 783.33
2017.05.26 23:00:0040USDCHFbuyin0.10.97484400.000.000.0010 783.33
2017.06.30 23:00:0041USDCHFsellout0.10.95891410.005.78-166.1310 622.98
2017.06.30 23:00:0042USDCHFsellin0.10.95891420.000.000.0010 622.98
2017.07.28 23:00:0043USDCHFbuyout0.10.96857430.00-29.50-99.7310 493.75
2017.07.28 23:00:0044USDCHFbuyin0.10.96857440.000.000.0010 493.75
2017.08.11 23:00:0045USDCHFsellout0.10.96132450.002.32-75.4210 420.65
2017.08.11 23:00:0046USDCHFsellin0.10.96132460.000.000.0010 420.65
2017.09.01 23:00:0047USDCHFbuyout0.10.96463470.00-22.02-34.3110 364.32
2017.09.01 23:00:0048USDCHFbuyin0.10.96463480.000.000.0010 364.32
2017.09.29 23:00:0049USDCHFsellout0.10.96814490.004.6936.2610 405.27
2017.09.29 23:00:0050USDCHFsellin0.10.96814500.000.000.0010 405.27
2018.01.26 23:00:0051USDCHFbuyout0.10.93372510.00-122.42368.6310 651.48
2018.01.26 23:00:0052USDCHFbuyin0.10.93372520.000.000.0010 651.48
2018.06.01 23:00:0053USDCHFsellout0.10.98852530.0020.99554.3611 226.83
2018.06.01 23:00:0054USDCHFsellin0.10.98852540.000.000.0011 226.83
2018.12.14 23:00:0055USDCHFbuyout0.10.99788550.00-199.96-93.8010 933.07
2018.12.14 23:00:0056USDCHFbuyin0.10.99788560.000.000.0010 933.07
2019.02.15 23:00:0057USDCHFsellout0.11.00485570.0010.1069.3611 012.53
2019.02.15 23:00:0058USDCHFsellin0.11.00485580.000.000.0011 012.53
2019.07.12 23:00:0059USDCHFbuyout0.10.98426590.00-148.34209.1911 073.38
2019.07.12 23:00:0060USDCHFbuyin0.10.98426600.000.000.0011 073.38
2020.02.21 23:00:0061USDCHFsellout0.10.97832610.0036.22-60.7211 048.88
2020.02.21 23:00:0062USDCHFsellin0.10.97832620.000.000.0011 048.88
2020.04.24 23:00:0063USDCHFbuyout0.10.97413630.00-65.9043.0111 025.99
2020.04.24 23:00:0064USDCHFbuyin0.10.97413640.000.000.0011 025.99
2020.06.12 23:00:0065USDCHFsellout0.10.95225650.008.10-229.7710 804.32
2020.06.12 23:00:0066USDCHFsellin0.10.95225660.000.000.0010 804.32
2020.07.31 23:00:0067USDCHFbuyout0.10.91463670.00-52.67411.3111 162.96
2020.07.31 23:00:0068USDCHFbuyin0.10.91463680.000.000.0011 162.96
2021.02.26 23:00:0069USDCHFsellout0.10.90955690.0037.33-55.8511 144.44
2021.02.26 23:00:0070USDCHFsellin0.10.90955700.000.000.0011 144.44
2021.05.14 23:00:0071USDCHFbuyout0.10.90236710.00-84.2879.6811 139.84
2021.05.14 23:00:0072USDCHFbuyin0.10.90236720.000.000.0011 139.84
2021.08.20 23:59:5973USDCHFsellout0.10.91678730.0017.15157.2911 314.28end of test
0.00 -1 516.34 2 830.62 11 314.28