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=15
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: -1 569.98 Balance Drawdown Absolute: 1 915.05 Equity Drawdown Absolute: 2 014.14
Gross Profit: 899.09 Balance Drawdown Maximal: 2 162.61 (21.10%) Equity Drawdown Maximal: 2 886.00 (26.55%)
Gross Loss: -2 469.07 Balance Drawdown Relative: 21.10% (2 162.61) Equity Drawdown Relative: 26.55% (2 886.00)
Profit Factor: 0.36 Expected Payoff: -130.83 Margin Level: 7985.86%
Recovery Factor: -0.54 Sharpe Ratio: -0.38 Z-Score: 1.51 (86.90%)
AHPR: 0.9865 (-1.35%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.9859 (-1.41%) LR Standard Error: 281.12
Total Trades: 12 Short Trades (won %): 6 (16.67%) Long Trades (won %): 6 (83.33%)
Total Deals: 24 Profit Trades (% of total): 6 (50.00%) Loss Trades (% of total): 6 (50.00%)
Largest profit trade: 247.56 Largest loss trade: -806.00
Average profit trade: 149.85 Average loss trade: -411.51
Maximum consecutive wins ($): 2 (345.07) Maximum consecutive losses ($): 3 (-1 239.10)
Maximal consecutive profit (count): 345.07 (2) Maximal consecutive loss (count): -1 239.10 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.57 Correlation (Profits,MAE): 0.61 Correlation (MFE,MAE): -0.0340
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 14640:59:59 Average position holding time: 3830:04:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.07.25 23:00:003USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2015.04.24 23:00:005USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.04.24 23:00:006USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.10.02 23:00:007USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.02 23:00:008USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2016.04.15 23:00:009USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.15 23:00:0010USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.05.13 23:00:0011USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0012USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.12.16 23:00:0013USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.16 23:00:0014USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.01.13 23:00:0015USDCHFsell0.1 / 0.10.000002017.01.13 23:00:00filled
2017.01.13 23:00:0016USDCHFsell0.1 / 0.10.000002017.01.13 23:00:00filled
2018.06.22 23:00:0017USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.22 23:00:0018USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0019USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2018.06.29 23:00:0020USDCHFsell0.1 / 0.10.000002018.06.29 23:00:00filled
2019.01.18 23:00:0021USDCHFbuy0.1 / 0.10.000002019.01.18 23:00:00filled
2019.01.18 23:00:0022USDCHFbuy0.1 / 0.10.000002019.01.18 23:00:00filled
2019.04.19 23:00:0023USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.19 23:00:0024USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2021.08.20 23:59:5925USDCHFbuy0.1 / 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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.07.25 23:00:003USDCHFsellout0.10.9046030.0017.62229.9410 247.56
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.0010 247.56
2015.04.24 23:00:005USDCHFbuyout0.10.9538050.00-290.17-515.839 441.56
2015.04.24 23:00:006USDCHFbuyin0.10.9538060.000.000.009 441.56
2015.10.02 23:00:007USDCHFsellout0.10.9719070.0027.02186.239 654.81
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.009 654.81
2016.04.15 23:00:009USDCHFbuyout0.10.9682090.00-200.0638.229 492.97
2016.04.15 23:00:0010USDCHFbuyin0.10.96820100.000.000.009 492.97
2016.05.13 23:00:0011USDCHFsellout0.10.97460110.004.6165.679 563.25
2016.05.13 23:00:0012USDCHFsellin0.10.97460120.000.000.009 563.25
2016.12.16 23:00:0013USDCHFbuyout0.11.02716130.00-222.98-511.708 828.57
2016.12.16 23:00:0014USDCHFbuyin0.11.02716140.000.000.008 828.57
2017.01.13 23:00:0015USDCHFsellout0.11.00912150.004.44-178.778 654.24
2017.01.13 23:00:0016USDCHFsellin0.11.00912160.000.000.008 654.24
2018.06.22 23:00:0017USDCHFbuyout0.10.98812170.00-542.61212.528 324.15
2018.06.22 23:00:0018USDCHFbuyin0.10.98812180.000.000.008 324.15
2018.06.29 23:00:0019USDCHFsellout0.10.99028190.001.1221.818 347.08
2018.06.29 23:00:0020USDCHFsellin0.10.99028200.000.000.008 347.08
2019.01.18 23:00:0021USDCHFbuyout0.10.99575210.00-207.20-54.938 084.95
2019.01.18 23:00:0022USDCHFbuyin0.10.99575220.000.000.008 084.95
2019.04.19 23:00:0023USDCHFsellout0.11.01437230.0014.55183.568 283.06
2019.04.19 23:00:0024USDCHFsellin0.11.01437240.000.000.008 283.06
2021.08.20 23:59:5925USDCHFbuyout0.10.91722250.00-912.221 059.188 430.02end of test
0.00 -2 305.88 735.90 8 430.02