Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=31
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: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -168.25 Balance Drawdown Absolute: 244.05 Equity Drawdown Absolute: 1 004.23
Gross Profit: 75.80 Balance Drawdown Maximal: 244.05 (2.44%) Equity Drawdown Maximal: 2 559.61 (22.15%)
Gross Loss: -244.05 Balance Drawdown Relative: 2.44% (244.05) Equity Drawdown Relative: 22.15% (2 559.61)
Profit Factor: 0.31 Expected Payoff: -84.13 Margin Level: 11859.58%
Recovery Factor: -0.07 Sharpe Ratio: -0.52 Z-Score: 0.00 (0.00%)
AHPR: 0.9917 (-0.83%) LR Correlation: -0.21 OnTester result: 0
GHPR: 0.9916 (-0.84%) LR Standard Error: 130.58
Total Trades: 2 Short Trades (won %): 1 (100.00%) Long Trades (won %): 1 (0.00%)
Total Deals: 4 Profit Trades (% of total): 1 (50.00%) Loss Trades (% of total): 1 (50.00%)
Largest profit trade: 75.80 Largest loss trade: -244.05
Average profit trade: 75.80 Average loss trade: -244.05
Maximum consecutive wins ($): 1 (75.80) Maximum consecutive losses ($): 1 (-244.05)
Maximal consecutive profit (count): 75.80 (1) Maximal consecutive loss (count): -244.05 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 1.00 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): 1.0000
Graph
Minimal position holding time: 5400:00:00 Maximal position holding time: 33600:59:59 Average position holding time: 19500:29:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.05.29 23:00:002AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2016.04.08 23:00:003AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:004AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2021.08.20 23:59:595AUDUSDbuy0.1 / 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
2015.05.29 23:00:002AUDUSDbuyin0.10.7647020.000.000.0010 000.00
2016.04.08 23:00:003AUDUSDsellout0.10.7551030.00-148.05-96.009 755.95
2016.04.08 23:00:004AUDUSDsellin0.10.7551040.000.000.009 755.95
2021.08.20 23:59:595AUDUSDbuyout0.10.7142050.00-333.20409.009 831.75end of test
0.00 -481.25 313.00 9 831.75