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=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: 90%
Bars: 90836 Ticks: 345141 Symbols: 1
Total Net Profit: -184.93 Balance Drawdown Absolute: 573.30 Equity Drawdown Absolute: 977.84
Gross Profit: 3 679.12 Balance Drawdown Maximal: 1 894.83 (16.74%) Equity Drawdown Maximal: 3 429.66 (27.54%)
Gross Loss: -3 864.05 Balance Drawdown Relative: 16.74% (1 894.83) Equity Drawdown Relative: 27.54% (3 429.66)
Profit Factor: 0.95 Expected Payoff: -4.51 Margin Level: 9022.16%
Recovery Factor: -0.05 Sharpe Ratio: -0.01 Z-Score: -0.87 (61.57%)
AHPR: 0.9998 (-0.02%) LR Correlation: -0.63 OnTester result: 0
GHPR: 0.9995 (-0.05%) LR Standard Error: 416.14
Total Trades: 41 Short Trades (won %): 21 (47.62%) Long Trades (won %): 20 (65.00%)
Total Deals: 82 Profit Trades (% of total): 23 (56.10%) Loss Trades (% of total): 18 (43.90%)
Largest profit trade: 618.25 Largest loss trade: -513.07
Average profit trade: 159.96 Average loss trade: -214.67
Maximum consecutive wins ($): 5 (1 050.09) Maximum consecutive losses ($): 6 (-791.43)
Maximal consecutive profit (count): 1 050.09 (5) Maximal consecutive loss (count): -791.43 (6)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.73 Correlation (Profits,MAE): 0.51 Correlation (MFE,MAE): 0.1937
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 8280:00:00 Average position holding time: 1159:02:55
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
2015.01.02 23:00:0017USDCHFsell0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.02 23:00:0018USDCHFsell0.1 / 0.10.000002015.01.02 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
2016.01.08 23:00:0029USDCHFsell0.1 / 0.10.000002016.01.08 23:00:00filled
2016.01.08 23:00:0030USDCHFsell0.1 / 0.10.000002016.01.08 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
2017.07.07 23:00:0043USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2017.07.07 23:00:0044USDCHFbuy0.1 / 0.10.000002017.07.07 23:00:00filled
2017.07.21 23:00:0045USDCHFsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.21 23:00:0046USDCHFsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.28 23:00:0047USDCHFbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2017.07.28 23:00:0048USDCHFbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2017.08.11 23:00:0049USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.08.11 23:00:0050USDCHFsell0.1 / 0.10.000002017.08.11 23:00:00filled
2017.09.01 23:00:0051USDCHFbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.09.01 23:00:0052USDCHFbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2017.09.29 23:00:0053USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2017.09.29 23:00:0054USDCHFsell0.1 / 0.10.000002017.09.29 23:00:00filled
2017.12.08 23:00:0055USDCHFbuy0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.08 23:00:0056USDCHFbuy0.1 / 0.10.000002017.12.08 23:00:00filled
2018.04.27 23:00:0057USDCHFsell0.1 / 0.10.000002018.04.27 23:00:00filled
2018.04.27 23:00:0058USDCHFsell0.1 / 0.10.000002018.04.27 23:00:00filled
2019.08.23 23:00:0059USDCHFbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.23 23:00:0060USDCHFbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0061USDCHFsell0.1 / 0.10.000002019.08.30 23:00:00filled
2019.08.30 23:00:0062USDCHFsell0.1 / 0.10.000002019.08.30 23:00:00filled
2020.01.17 23:00:0063USDCHFbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.17 23:00:0064USDCHFbuy0.1 / 0.10.000002020.01.17 23:00:00filled
2020.02.14 23:00:0065USDCHFsell0.1 / 0.10.000002020.02.14 23:00:00filled
2020.02.14 23:00:0066USDCHFsell0.1 / 0.10.000002020.02.14 23:00:00filled
2020.04.17 23:00:0067USDCHFbuy0.1 / 0.10.000002020.04.17 23:00:00filled
2020.04.17 23:00:0068USDCHFbuy0.1 / 0.10.000002020.04.17 23:00:00filled
2020.06.12 23:00:0069USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.12 23:00:0070USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.10.16 23:00:0071USDCHFbuy0.1 / 0.10.000002020.10.16 23:00:00filled
2020.10.16 23:00:0072USDCHFbuy0.1 / 0.10.000002020.10.16 23:00:00filled
2021.01.15 23:00:0073USDCHFsell0.1 / 0.10.000002021.01.15 23:00:00filled
2021.01.15 23:00:0074USDCHFsell0.1 / 0.10.000002021.01.15 23:00:00filled
2021.05.14 23:00:0075USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.05.14 23:00:0076USDCHFbuy0.1 / 0.10.000002021.05.14 23:00:00filled
2021.06.25 23:00:0077USDCHFsell0.1 / 0.10.000002021.06.25 23:00:00filled
2021.06.25 23:00:0078USDCHFsell0.1 / 0.10.000002021.06.25 23:00:00filled
2021.07.30 23:00:0079USDCHFbuy0.1 / 0.10.000002021.07.30 23:00:00filled
2021.07.30 23:00:0080USDCHFbuy0.1 / 0.10.000002021.07.30 23:00:00filled
2021.08.13 23:00:0081USDCHFsell0.1 / 0.10.000002021.08.13 23:00:00filled
2021.08.13 23:00:0082USDCHFsell0.1 / 0.10.000002021.08.13 23:00:00filled
2021.08.20 23:59:5983USDCHFbuy0.1 / 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
2015.01.02 23:00:0017USDCHFsellout0.11.00120170.004.40226.7310 502.57
2015.01.02 23:00:0018USDCHFsellin0.11.00120180.000.000.0010 502.57
2015.05.08 23:00:0019USDCHFbuyout0.10.93110190.00-134.62752.8711 120.82
2015.05.08 23:00:0020USDCHFbuyin0.10.93110200.000.000.0011 120.82
2015.06.05 23:00:0021USDCHFsellout0.10.93990210.004.7893.6311 219.23
2015.06.05 23:00:0022USDCHFsellin0.10.93990220.000.000.0011 219.23
2015.06.26 23:00:0023USDCHFbuyout0.10.93410230.00-22.8262.0911 258.50
2015.06.26 23:00:0024USDCHFbuyin0.10.93410240.000.000.0011 258.50
2015.07.10 23:00:0025USDCHFsellout0.10.93980250.002.3860.6511 321.53
2015.07.10 23:00:0026USDCHFsellin0.10.93980260.000.000.0011 321.53
2015.10.23 23:00:0027USDCHFbuyout0.10.97930270.00-109.72-403.3510 808.46
2015.10.23 23:00:0028USDCHFbuyin0.10.97930280.000.000.0010 808.46
2016.01.08 23:00:0029USDCHFsellout0.10.99440290.0012.31151.8510 972.62
2016.01.08 23:00:0030USDCHFsellin0.10.99440300.000.000.0010 972.62
2016.03.11 23:00:0031USDCHFbuyout0.10.98280310.00-63.75118.0311 026.90
2016.03.11 23:00:0032USDCHFbuyin0.10.98280320.000.000.0011 026.90
2016.05.13 23:00:0033USDCHFsellout0.10.97460330.0010.41-84.1410 953.17
2016.05.13 23:00:0034USDCHFsellin0.10.97460340.000.000.0010 953.17
2017.02.03 23:00:0035USDCHFbuyout0.10.99264350.00-271.82-181.7410 499.61
2017.02.03 23:00:0036USDCHFbuyin0.10.99264360.000.000.0010 499.61
2017.02.24 23:00:0037USDCHFsellout0.11.00744370.003.36146.9110 649.88
2017.02.24 23:00:0038USDCHFsellin0.11.00744380.000.000.0010 649.88
2017.05.26 23:00:0039USDCHFbuyout0.10.97484390.00-92.07334.4110 892.22
2017.05.26 23:00:0040USDCHFbuyin0.10.97484400.000.000.0010 892.22
2017.06.30 23:00:0041USDCHFsellout0.10.95891410.005.78-166.1310 731.87
2017.06.30 23:00:0042USDCHFsellin0.10.95891420.000.000.0010 731.87
2017.07.07 23:00:0043USDCHFbuyout0.10.96373430.00-7.34-50.0110 674.52
2017.07.07 23:00:0044USDCHFbuyin0.10.96373440.000.000.0010 674.52
2017.07.21 23:00:0045USDCHFsellout0.10.94511450.002.36-197.0110 479.87
2017.07.21 23:00:0046USDCHFsellin0.10.94511460.000.000.0010 479.87
2017.07.28 23:00:0047USDCHFbuyout0.10.96857470.00-7.44-242.2110 230.22
2017.07.28 23:00:0048USDCHFbuyin0.10.96857480.000.000.0010 230.22
2017.08.11 23:00:0049USDCHFsellout0.10.96132490.002.32-75.4210 157.12
2017.08.11 23:00:0050USDCHFsellin0.10.96132500.000.000.0010 157.12
2017.09.01 23:00:0051USDCHFbuyout0.10.96463510.00-22.02-34.3110 100.79
2017.09.01 23:00:0052USDCHFbuyin0.10.96463520.000.000.0010 100.79
2017.09.29 23:00:0053USDCHFsellout0.10.96814530.004.6936.2610 141.74
2017.09.29 23:00:0054USDCHFsellin0.10.96814540.000.000.0010 141.74
2017.12.08 23:00:0055USDCHFbuyout0.10.99303550.00-71.71-250.659 819.38
2017.12.08 23:00:0056USDCHFbuyin0.10.99303560.000.000.009 819.38
2018.04.27 23:00:0057USDCHFsellout0.10.98746570.0023.41-56.419 786.38
2018.04.27 23:00:0058USDCHFsellin0.10.98746580.000.000.009 786.38
2019.08.23 23:00:0059USDCHFbuyout0.10.97466590.00-491.01131.339 426.70
2019.08.23 23:00:0060USDCHFbuyin0.10.97466600.000.000.009 426.70
2019.08.30 23:00:0061USDCHFsellout0.10.98956610.001.13150.579 578.40
2019.08.30 23:00:0062USDCHFsellin0.10.98956620.000.000.009 578.40
2020.01.17 23:00:0063USDCHFbuyout0.10.96777630.00-143.21225.169 660.35
2020.01.17 23:00:0064USDCHFbuyin0.10.96777640.000.000.009 660.35
2020.02.14 23:00:0065USDCHFsellout0.10.98196650.004.62144.519 809.48
2020.02.14 23:00:0066USDCHFsellin0.10.98196660.000.000.009 809.48
2020.04.17 23:00:0067USDCHFbuyout0.10.96756670.00-65.83148.839 892.48
2020.04.17 23:00:0068USDCHFbuyin0.10.96756680.000.000.009 892.48
2020.06.12 23:00:0069USDCHFsellout0.10.95225690.009.26-160.789 740.96
2020.06.12 23:00:0070USDCHFsellin0.10.95225700.000.000.009 740.96
2020.10.16 23:00:0071USDCHFbuyout0.10.91511710.00-137.81405.8510 009.00
2020.10.16 23:00:0072USDCHFbuyin0.10.91511720.000.000.0010 009.00
2021.01.15 23:00:0073USDCHFsellout0.10.89116730.0016.26-268.759 756.51
2021.01.15 23:00:0074USDCHFsellin0.10.89116740.000.000.009 756.51
2021.05.14 23:00:0075USDCHFbuyout0.10.90236750.00-131.71-124.129 500.68
2021.05.14 23:00:0076USDCHFbuyin0.10.90236760.000.000.009 500.68
2021.06.25 23:00:0077USDCHFsellout0.10.91660770.007.45155.369 663.49
2021.06.25 23:00:0078USDCHFsellin0.10.91660780.000.000.009 663.49
2021.07.30 23:00:0079USDCHFbuyout0.10.90593790.00-38.46117.789 742.81
2021.07.30 23:00:0080USDCHFbuyin0.10.90593800.000.000.009 742.81
2021.08.13 23:00:0081USDCHFsellout0.10.91512810.002.45100.429 845.68
2021.08.13 23:00:0082USDCHFsellin0.10.91512820.000.000.009 845.68
2021.08.20 23:59:5983USDCHFbuyout0.10.91722830.00-7.71-22.909 815.07end of test
0.00 -1 904.82 1 719.89 9 815.07