Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=22
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: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: -3 204.02 Balance Drawdown Absolute: 3 204.02 Equity Drawdown Absolute: 3 296.35
Gross Profit: 3 370.26 Balance Drawdown Maximal: 4 019.70 (37.17%) Equity Drawdown Maximal: 4 359.86 (39.41%)
Gross Loss: -6 574.28 Balance Drawdown Relative: 37.17% (4 019.70) Equity Drawdown Relative: 39.41% (4 359.86)
Profit Factor: 0.51 Expected Payoff: -60.45 Margin Level: 6703.65%
Recovery Factor: -0.73 Sharpe Ratio: -0.22 Z-Score: -0.81 (58.21%)
AHPR: 0.9932 (-0.68%) LR Correlation: -0.87 OnTester result: 0
GHPR: 0.9927 (-0.73%) LR Standard Error: 524.64
Total Trades: 53 Short Trades (won %): 27 (44.44%) Long Trades (won %): 26 (50.00%)
Total Deals: 106 Profit Trades (% of total): 25 (47.17%) Loss Trades (% of total): 28 (52.83%)
Largest profit trade: 712.92 Largest loss trade: -976.92
Average profit trade: 134.81 Average loss trade: -234.80
Maximum consecutive wins ($): 4 (740.93) Maximum consecutive losses ($): 5 (-760.92)
Maximal consecutive profit (count): 1 175.63 (3) Maximal consecutive loss (count): -1 588.99 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.62 Correlation (Profits,MAE): 0.77 Correlation (MFE,MAE): 0.1942
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 2400:00:00 Average position holding time: 889:49:48
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDCADsell0.1 / 0.10.000002014.02.07 23:00:00filled
2014.05.23 23:00:003USDCADbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.23 23:00:004USDCADbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.08.22 23:00:005USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.08.22 23:00:006USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.09.05 23:00:007USDCADbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.09.05 23:00:008USDCADbuy0.1 / 0.10.000002014.09.05 23:00:00filled
2014.09.19 23:00:009USDCADsell0.1 / 0.10.000002014.09.19 23:00:00filled
2014.09.19 23:00:0010USDCADsell0.1 / 0.10.000002014.09.19 23:00:00filled
2014.12.19 23:00:0011USDCADbuy0.1 / 0.10.000002014.12.19 23:00:00filled
2014.12.19 23:00:0012USDCADbuy0.1 / 0.10.000002014.12.19 23:00:00filled
2015.02.06 23:00:0013USDCADsell0.1 / 0.10.000002015.02.06 23:00:00filled
2015.02.06 23:00:0014USDCADsell0.1 / 0.10.000002015.02.06 23:00:00filled
2015.04.24 23:00:0015USDCADbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.04.24 23:00:0016USDCADbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.06.05 23:00:0017USDCADsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.06.05 23:00:0018USDCADsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.08.28 23:00:0019USDCADbuy0.1 / 0.10.000002015.08.28 23:00:00filled
2015.08.28 23:00:0020USDCADbuy0.1 / 0.10.000002015.08.28 23:00:00filled
2015.11.13 23:00:0021USDCADsell0.1 / 0.10.000002015.11.13 23:00:00filled
2015.11.13 23:00:0022USDCADsell0.1 / 0.10.000002015.11.13 23:00:00filled
2016.01.22 23:00:0023USDCADbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.22 23:00:0024USDCADbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.06.03 23:00:0025USDCADsell0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.03 23:00:0026USDCADsell0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.17 23:00:0027USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.17 23:00:0028USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.07.29 23:00:0029USDCADsell0.1 / 0.10.000002016.07.29 23:00:00filled
2016.07.29 23:00:0030USDCADsell0.1 / 0.10.000002016.07.29 23:00:00filled
2016.12.16 23:00:0031USDCADbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2016.12.16 23:00:0032USDCADbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.01.06 23:00:0033USDCADsell0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.06 23:00:0034USDCADsell0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.20 23:00:0035USDCADbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2017.01.20 23:00:0036USDCADbuy0.1 / 0.10.000002017.01.20 23:00:00filled
2017.03.03 23:00:0037USDCADsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.03.03 23:00:0038USDCADsell0.1 / 0.10.000002017.03.03 23:00:00filled
2017.06.09 23:00:0039USDCADbuy0.1 / 0.10.000002017.06.09 23:00:00filled
2017.06.09 23:00:0040USDCADbuy0.1 / 0.10.000002017.06.09 23:00:00filled
2017.10.27 23:00:0041USDCADsell0.1 / 0.10.000002017.10.27 23:00:00filled
2017.10.27 23:00:0042USDCADsell0.1 / 0.10.000002017.10.27 23:00:00filled
2017.11.24 23:00:0043USDCADbuy0.1 / 0.10.000002017.11.24 23:00:00filled
2017.11.24 23:00:0044USDCADbuy0.1 / 0.10.000002017.11.24 23:00:00filled
2017.12.08 23:00:0045USDCADsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.08 23:00:0046USDCADsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.22 23:00:0047USDCADbuy0.1 / 0.10.000002017.12.22 23:00:00filled
2017.12.22 23:00:0048USDCADbuy0.1 / 0.10.000002017.12.22 23:00:00filled
2018.05.04 23:00:0049USDCADsell0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.04 23:00:0050USDCADsell0.1 / 0.10.000002018.05.04 23:00:00filled
2018.05.25 23:00:0051USDCADbuy0.1 / 0.10.000002018.05.25 23:00:00filled
2018.05.25 23:00:0052USDCADbuy0.1 / 0.10.000002018.05.25 23:00:00filled
2018.06.08 23:00:0053USDCADsell0.1 / 0.10.000002018.06.08 23:00:00filled
2018.06.08 23:00:0054USDCADsell0.1 / 0.10.000002018.06.08 23:00:00filled
2018.06.22 23:00:0055USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.22 23:00:0056USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.09.07 23:00:0057USDCADsell0.1 / 0.10.000002018.09.07 23:00:00filled
2018.09.07 23:00:0058USDCADsell0.1 / 0.10.000002018.09.07 23:00:00filled
2018.10.05 23:00:0059USDCADbuy0.1 / 0.10.000002018.10.05 23:00:00filled
2018.10.05 23:00:0060USDCADbuy0.1 / 0.10.000002018.10.05 23:00:00filled
2018.11.16 23:00:0061USDCADsell0.1 / 0.10.000002018.11.16 23:00:00filled
2018.11.16 23:00:0062USDCADsell0.1 / 0.10.000002018.11.16 23:00:00filled
2019.02.22 23:00:0063USDCADbuy0.1 / 0.10.000002019.02.22 23:00:00filled
2019.02.22 23:00:0064USDCADbuy0.1 / 0.10.000002019.02.22 23:00:00filled
2019.04.05 23:00:0065USDCADsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.05 23:00:0066USDCADsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.05.31 23:00:0067USDCADbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2019.05.31 23:00:0068USDCADbuy0.1 / 0.10.000002019.05.31 23:00:00filled
2019.08.30 23:00:0069USDCADsell0.1 / 0.10.000002019.08.30 23:00:00filled
2019.08.30 23:00:0070USDCADsell0.1 / 0.10.000002019.08.30 23:00:00filled
2019.09.13 23:00:0071USDCADbuy0.1 / 0.10.000002019.09.13 23:00:00filled
2019.09.13 23:00:0072USDCADbuy0.1 / 0.10.000002019.09.13 23:00:00filled
2019.10.11 23:00:0073USDCADsell0.1 / 0.10.000002019.10.11 23:00:00filled
2019.10.11 23:00:0074USDCADsell0.1 / 0.10.000002019.10.11 23:00:00filled
2019.11.08 23:00:0075USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.08 23:00:0076USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.12.06 23:00:0077USDCADsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.06 23:00:0078USDCADsell0.1 / 0.10.000002019.12.06 23:00:00filled
2019.12.20 23:00:0079USDCADbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2019.12.20 23:00:0080USDCADbuy0.1 / 0.10.000002019.12.20 23:00:00filled
2020.04.17 23:00:0081USDCADsell0.1 / 0.10.000002020.04.17 23:00:00filled
2020.04.17 23:00:0082USDCADsell0.1 / 0.10.000002020.04.17 23:00:00filled
2020.05.08 23:00:0083USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.08 23:00:0084USDCADbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.08.21 23:00:0085USDCADsell0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.21 23:00:0086USDCADsell0.1 / 0.10.000002020.08.21 23:00:00filled
2020.09.18 23:00:0087USDCADbuy0.1 / 0.10.000002020.09.18 23:00:00filled
2020.09.18 23:00:0088USDCADbuy0.1 / 0.10.000002020.09.18 23:00:00filled
2020.10.23 23:00:0089USDCADsell0.1 / 0.10.000002020.10.23 23:00:00filled
2020.10.23 23:00:0090USDCADsell0.1 / 0.10.000002020.10.23 23:00:00filled
2020.11.06 23:00:0091USDCADbuy0.1 / 0.10.000002020.11.06 23:00:00filled
2020.11.06 23:00:0092USDCADbuy0.1 / 0.10.000002020.11.06 23:00:00filled
2021.01.08 23:00:0093USDCADsell0.1 / 0.10.000002021.01.08 23:00:00filled
2021.01.08 23:00:0094USDCADsell0.1 / 0.10.000002021.01.08 23:00:00filled
2021.01.29 23:00:0095USDCADbuy0.1 / 0.10.000002021.01.29 23:00:00filled
2021.01.29 23:00:0096USDCADbuy0.1 / 0.10.000002021.01.29 23:00:00filled
2021.03.12 23:00:0097USDCADsell0.1 / 0.10.000002021.03.12 23:00:00filled
2021.03.12 23:00:0098USDCADsell0.1 / 0.10.000002021.03.12 23:00:00filled
2021.04.02 23:00:0099USDCADbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.02 23:00:00100USDCADbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.09 23:00:00101USDCADsell0.1 / 0.10.000002021.04.09 23:00:00filled
2021.04.09 23:00:00102USDCADsell0.1 / 0.10.000002021.04.09 23:00:00filled
2021.04.23 23:00:00103USDCADbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.04.23 23:00:00104USDCADbuy0.1 / 0.10.000002021.04.23 23:00:00filled
2021.07.09 23:00:00105USDCADsell0.1 / 0.10.000002021.07.09 23:00:00filled
2021.07.09 23:00:00106USDCADsell0.1 / 0.10.000002021.07.09 23:00:00filled
2021.08.20 23:59:59107USDCADbuy0.1 / 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
2014.02.07 23:00:002USDCADsellin0.11.1038020.000.000.0010 000.00
2014.05.23 23:00:003USDCADbuyout0.11.0873030.00-40.02151.7510 111.73
2014.05.23 23:00:004USDCADbuyin0.11.0873040.000.000.0010 111.73
2014.08.22 23:00:005USDCADsellout0.11.0944050.00-33.6964.8810 142.92
2014.08.22 23:00:006USDCADsellin0.11.0944060.000.000.0010 142.92
2014.09.05 23:00:007USDCADbuyout0.11.0884070.00-5.4055.1310 192.65
2014.09.05 23:00:008USDCADbuyin0.11.0884080.000.000.0010 192.65
2014.09.19 23:00:009USDCADsellout0.11.0946090.00-5.0956.6410 244.20
2014.09.19 23:00:0010USDCADsellin0.11.09460100.000.000.0010 244.20
2014.12.19 23:00:0011USDCADbuyout0.11.16080110.00-33.85-570.309 640.05
2014.12.19 23:00:0012USDCADbuyin0.11.16080120.000.000.009 640.05
2015.02.06 23:00:0013USDCADsellout0.11.25210130.00-16.25729.1710 352.97
2015.02.06 23:00:0014USDCADsellin0.11.25210140.000.000.0010 352.97
2015.04.24 23:00:0015USDCADbuyout0.11.21700150.00-25.85288.4110 615.53
2015.04.24 23:00:0016USDCADbuyin0.11.21700160.000.000.0010 615.53
2015.06.05 23:00:0017USDCADsellout0.11.24360170.00-13.75213.9010 815.68
2015.06.05 23:00:0018USDCADsellin0.11.24360180.000.000.0010 815.68
2015.08.28 23:00:0019USDCADbuyout0.11.32150190.00-27.56-589.4810 198.64
2015.08.28 23:00:0020USDCADbuyin0.11.32150200.000.000.0010 198.64
2015.11.13 23:00:0021USDCADsellout0.11.33160210.00-23.3475.8510 251.15
2015.11.13 23:00:0022USDCADsellin0.11.33160220.000.000.0010 251.15
2016.01.22 23:00:0023USDCADbuyout0.11.41520230.00-21.34-590.739 639.08
2016.01.22 23:00:0024USDCADbuyin0.11.41520240.000.000.009 639.08
2016.06.03 23:00:0025USDCADsellout0.11.29400250.00-40.29-936.638 662.16
2016.06.03 23:00:0026USDCADsellin0.11.29400260.000.000.008 662.16
2016.06.17 23:00:0027USDCADbuyout0.11.28810270.00-4.5945.808 703.37
2016.06.17 23:00:0028USDCADbuyin0.11.28810280.000.000.008 703.37
2016.07.29 23:00:0029USDCADsellout0.11.30560290.00-12.93134.048 824.48
2016.07.29 23:00:0030USDCADsellin0.11.30560300.000.000.008 824.48
2016.12.16 23:00:0031USDCADbuyout0.11.33438310.00-44.52-215.688 564.28
2016.12.16 23:00:0032USDCADbuyin0.11.33438320.000.000.008 564.28
2017.01.06 23:00:0033USDCADsellout0.11.32320330.00-6.27-84.498 473.52
2017.01.06 23:00:0034USDCADsellin0.11.32320340.000.000.008 473.52
2017.01.20 23:00:0035USDCADbuyout0.11.33271350.00-4.47-71.368 397.69
2017.01.20 23:00:0036USDCADbuyin0.11.33271360.000.000.008 397.69
2017.03.03 23:00:0037USDCADsellout0.11.33770370.00-12.8137.308 422.18
2017.03.03 23:00:0038USDCADsellin0.11.33770380.000.000.008 422.18
2017.06.09 23:00:0039USDCADbuyout0.11.34627390.00-30.52-63.668 328.00
2017.06.09 23:00:0040USDCADbuyin0.11.34627400.000.000.008 328.00
2017.10.27 23:00:0041USDCADsellout0.11.28283410.00-44.32-494.537 789.15
2017.10.27 23:00:0042USDCADsellin0.11.28283420.000.000.007 789.15
2017.11.24 23:00:0043USDCADbuyout0.11.27127430.00-9.2390.937 870.85
2017.11.24 23:00:0044USDCADbuyin0.11.27127440.000.000.007 870.85
2017.12.08 23:00:0045USDCADsellout0.11.28667450.00-4.38119.697 986.16
2017.12.08 23:00:0046USDCADsellin0.11.28667460.000.000.007 986.16
2017.12.22 23:00:0047USDCADbuyout0.11.27243470.00-4.60111.918 093.47
2017.12.22 23:00:0048USDCADbuyin0.11.27243480.000.000.008 093.47
2018.05.04 23:00:0049USDCADsellout0.11.28613490.00-41.98106.528 158.01
2018.05.04 23:00:0050USDCADsellin0.11.28613500.000.000.008 158.01
2018.05.25 23:00:0051USDCADbuyout0.11.29765510.00-6.89-88.788 062.34
2018.05.25 23:00:0052USDCADbuyin0.11.29765520.000.000.008 062.34
2018.06.08 23:00:0053USDCADsellout0.11.29345530.00-4.34-32.478 025.53
2018.06.08 23:00:0054USDCADsellin0.11.29345540.000.000.008 025.53
2018.06.22 23:00:0055USDCADbuyout0.11.32773550.00-4.48-258.197 762.86
2018.06.22 23:00:0056USDCADbuyin0.11.32773560.000.000.007 762.86
2018.09.07 23:00:0057USDCADsellout0.11.31790570.00-23.49-74.597 664.78
2018.09.07 23:00:0058USDCADsellin0.11.31790580.000.000.007 664.78
2018.10.05 23:00:0059USDCADbuyout0.11.29463590.00-9.07179.747 835.45
2018.10.05 23:00:0060USDCADbuyin0.11.29463600.000.000.007 835.45
2018.11.16 23:00:0061USDCADsellout0.11.31571610.00-12.87160.227 982.80
2018.11.16 23:00:0062USDCADsellin0.11.31571620.000.000.007 982.80
2019.02.22 23:00:0063USDCADbuyout0.11.31464630.00-30.968.147 959.98
2019.02.22 23:00:0064USDCADbuyin0.11.31464640.000.000.007 959.98
2019.04.05 23:00:0065USDCADsellout0.11.33841650.00-12.60177.608 124.98
2019.04.05 23:00:0066USDCADsellin0.11.33841660.000.000.008 124.98
2019.05.31 23:00:0067USDCADbuyout0.11.35182670.00-17.45-99.208 008.33
2019.05.31 23:00:0068USDCADbuyin0.11.35182680.000.000.008 008.33
2019.08.30 23:00:0069USDCADsellout0.11.33125690.00-27.50-154.527 826.31
2019.08.30 23:00:0070USDCADsellin0.11.33125700.000.000.007 826.31
2019.09.13 23:00:0071USDCADbuyout0.11.32829710.00-4.4622.287 844.13
2019.09.13 23:00:0072USDCADbuyin0.11.32829720.000.000.007 844.13
2019.10.11 23:00:0073USDCADsellout0.11.32026730.00-8.40-60.827 774.91
2019.10.11 23:00:0074USDCADsellin0.11.32026740.000.000.007 774.91
2019.11.08 23:00:0075USDCADbuyout0.11.32275750.00-8.95-18.827 747.14
2019.11.08 23:00:0076USDCADbuyin0.11.32275760.000.000.007 747.14
2019.12.06 23:00:0077USDCADsellout0.11.32589770.00-8.4223.687 762.40
2019.12.06 23:00:0078USDCADsellin0.11.32589780.000.000.007 762.40
2019.12.20 23:00:0079USDCADbuyout0.11.31573790.00-4.4877.227 835.14
2019.12.20 23:00:0080USDCADbuyin0.11.31573800.000.000.007 835.14
2020.04.17 23:00:0081USDCADsellout0.11.40285810.00-35.33621.028 420.83
2020.04.17 23:00:0082USDCADsellin0.11.40285820.000.000.008 420.83
2020.05.08 23:00:0083USDCADbuyout0.11.39261830.00-6.2973.538 488.07
2020.05.08 23:00:0084USDCADbuyin0.11.39261840.000.000.008 488.07
2020.08.21 23:00:0085USDCADsellout0.11.31843850.00-30.95-562.647 894.48
2020.08.21 23:00:0086USDCADsellin0.11.31843860.000.000.007 894.48
2020.09.18 23:00:0087USDCADbuyout0.11.31990870.00-8.97-11.147 874.37
2020.09.18 23:00:0088USDCADbuyin0.11.31990880.000.000.007 874.37
2020.10.23 23:00:0089USDCADsellout0.11.31355890.00-10.54-48.347 815.49
2020.10.23 23:00:0090USDCADsellin0.11.31355900.000.000.007 815.49
2020.11.06 23:00:0091USDCADbuyout0.11.30440910.00-4.4770.157 881.17
2020.11.06 23:00:0092USDCADbuyin0.11.30440920.000.000.007 881.17
2021.01.08 23:00:0093USDCADsellout0.11.26981930.00-19.57-272.407 589.20
2021.01.08 23:00:0094USDCADsellin0.11.26981940.000.000.007 589.20
2021.01.29 23:00:0095USDCADbuyout0.11.27890950.00-6.93-71.087 511.19
2021.01.29 23:00:0096USDCADbuyin0.11.27890960.000.000.007 511.19
2021.03.12 23:00:0097USDCADsellout0.11.24708970.00-13.28-255.167 242.75
2021.03.12 23:00:0098USDCADsellin0.11.24708980.000.000.007 242.75
2021.04.02 23:00:0099USDCADbuyout0.11.25708990.00-7.04-79.557 156.16
2021.04.02 23:00:00100USDCADbuyin0.11.257081000.000.000.007 156.16
2021.04.09 23:00:00101USDCADsellout0.11.252861010.00-2.23-33.687 120.25
2021.04.09 23:00:00102USDCADsellin0.11.252861020.000.000.007 120.25
2021.04.23 23:00:00103USDCADbuyout0.11.247931030.00-4.7139.517 155.05
2021.04.23 23:00:00104USDCADbuyin0.11.247931040.000.000.007 155.05
2021.07.09 23:00:00105USDCADsellout0.11.244831050.00-25.18-24.907 104.97
2021.07.09 23:00:00106USDCADsellin0.11.244831060.000.000.007 104.97
2021.08.20 23:59:59107USDCADbuyout0.11.282661070.00-14.06-294.936 795.98end of test
0.00 -880.96 -2 323.06 6 795.98