Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: GBPUSD
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: 98%
Bars: 94692 Ticks: 363719 Symbols: 1
Total Net Profit: -1 305.82 Balance Drawdown Absolute: 1 580.65 Equity Drawdown Absolute: 2 684.20
Gross Profit: 4 408.25 Balance Drawdown Maximal: 3 117.98 (27.03%) Equity Drawdown Maximal: 4 542.69 (38.31%)
Gross Loss: -5 714.07 Balance Drawdown Relative: 27.03% (3 117.98) Equity Drawdown Relative: 38.31% (4 542.69)
Profit Factor: 0.77 Expected Payoff: -108.82 Margin Level: 4723.22%
Recovery Factor: -0.29 Sharpe Ratio: -0.04 Z-Score: 0.11 (8.76%)
AHPR: 0.9953 (-0.47%) LR Correlation: -0.43 OnTester result: 0
GHPR: 0.9884 (-1.16%) LR Standard Error: 1 001.62
Total Trades: 12 Short Trades (won %): 6 (83.33%) Long Trades (won %): 6 (50.00%)
Total Deals: 24 Profit Trades (% of total): 8 (66.67%) Loss Trades (% of total): 4 (33.33%)
Largest profit trade: 1 681.88 Largest loss trade: -3 117.98
Average profit trade: 551.03 Average loss trade: -1 428.52
Maximum consecutive wins ($): 3 (2 365.08) Maximum consecutive losses ($): 2 (-1 806.19)
Maximal consecutive profit (count): 2 365.08 (3) Maximal consecutive loss (count): -3 117.98 (1)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.47 Correlation (Profits,MAE): 0.84 Correlation (MFE,MAE): 0.1671
Graph
Minimal position holding time: 360:00:00 Maximal position holding time: 9120:00:00 Average position holding time: 3840:04:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.11 23:00:002GBPUSDsell0.1 / 0.10.000002014.04.11 23:00:00filled
2015.01.02 23:00:003GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.02 23:00:004GBPUSDbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.07.03 23:00:005GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.07.03 23:00:006GBPUSDsell0.1 / 0.10.000002015.07.03 23:00:00filled
2015.08.07 23:00:007GBPUSDbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2015.08.07 23:00:008GBPUSDbuy0.1 / 0.10.000002015.08.07 23:00:00filled
2016.11.11 23:00:009GBPUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2016.11.11 23:00:0010GBPUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2017.01.13 23:00:0011GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.13 23:00:0012GBPUSDbuy0.1 / 0.10.000002017.01.13 23:00:00filled
2018.04.06 23:00:0013GBPUSDsell0.1 / 0.10.000002018.04.06 23:00:00filled
2018.04.06 23:00:0014GBPUSDsell0.1 / 0.10.000002018.04.06 23:00:00filled
2018.04.27 23:00:0015GBPUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.04.27 23:00:0016GBPUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.09.14 23:00:0017GBPUSDsell0.1 / 0.10.000002018.09.14 23:00:00filled
2018.09.14 23:00:0018GBPUSDsell0.1 / 0.10.000002018.09.14 23:00:00filled
2018.12.07 23:00:0019GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2018.12.07 23:00:0020GBPUSDbuy0.1 / 0.10.000002018.12.07 23:00:00filled
2019.12.06 23:00:0021GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0022GBPUSDsell0.1 / 0.10.000002019.12.06 23:00:00filled
2021.05.21 23:00:0023GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.05.21 23:00:0024GBPUSDbuy0.1 / 0.10.000002021.05.21 23:00:00filled
2021.08.20 23:59:5925GBPUSDsell0.1 / 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
2014.04.11 23:00:002GBPUSDsellin0.11.6736020.000.000.0010 000.00
2015.01.02 23:00:003GBPUSDbuyout0.11.5335030.00-106.001 401.0011 295.00
2015.01.02 23:00:004GBPUSDbuyin0.11.5335040.000.000.0011 295.00
2015.07.03 23:00:005GBPUSDsellout0.11.5585050.00-89.67250.0011 455.33
2015.07.03 23:00:006GBPUSDsellin0.11.5585060.000.000.0011 455.33
2015.08.07 23:00:007GBPUSDbuyout0.11.5489070.00-14.0096.0011 537.33
2015.08.07 23:00:008GBPUSDbuyin0.11.5489080.000.000.0011 537.33
2016.11.11 23:00:009GBPUSDsellout0.11.2597490.00-226.38-2 891.608 419.35
2016.11.11 23:00:0010GBPUSDsellin0.11.25974100.000.000.008 419.35
2017.01.13 23:00:0011GBPUSDbuyout0.11.21881110.00-25.20409.308 803.45
2017.01.13 23:00:0012GBPUSDbuyin0.11.21881120.000.000.008 803.45
2018.04.06 23:00:0013GBPUSDsellout0.11.40895130.00-219.521 901.4010 485.33
2018.04.06 23:00:0014GBPUSDsellin0.11.40895140.000.000.0010 485.33
2018.04.27 23:00:0015GBPUSDbuyout0.11.37820150.00-8.40307.5010 784.43
2018.04.27 23:00:0016GBPUSDbuyin0.11.37820160.000.000.0010 784.43
2018.09.14 23:00:0017GBPUSDsellout0.11.30607170.00-68.60-721.309 994.53
2018.09.14 23:00:0018GBPUSDsellin0.11.30607180.000.000.009 994.53
2018.12.07 23:00:0019GBPUSDbuyout0.11.27418190.00-33.60318.9010 279.83
2018.12.07 23:00:0020GBPUSDbuyin0.11.27418200.000.000.0010 279.83
2019.12.06 23:00:0021GBPUSDsellout0.11.31407210.00-178.36398.9010 500.37
2019.12.06 23:00:0022GBPUSDsellin0.11.31407220.000.000.0010 500.37
2021.05.21 23:00:0023GBPUSDbuyout0.11.41550230.00-212.80-1 014.309 273.27
2021.05.21 23:00:0024GBPUSDbuyin0.11.41550240.000.000.009 273.27
2021.08.20 23:59:5925GBPUSDsellout0.11.36205250.00-44.59-534.508 694.18end of test
0.00 -1 227.12 -78.70 8 694.18