Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: NZDUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=25
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: 99%
Bars: 94688 Ticks: 360649 Symbols: 1
Total Net Profit: 1 786.26 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 616.42
Gross Profit: 2 751.89 Balance Drawdown Maximal: 401.01 (3.29%) Equity Drawdown Maximal: 1 290.66 (12.09%)
Gross Loss: -965.63 Balance Drawdown Relative: 3.49% (367.07) Equity Drawdown Relative: 12.09% (1 290.66)
Profit Factor: 2.85 Expected Payoff: 198.47 Margin Level: 12625.06%
Recovery Factor: 1.38 Sharpe Ratio: 0.45 Z-Score: 1.22 (77.75%)
AHPR: 1.0193 (1.93%) LR Correlation: 0.90 OnTester result: 0
GHPR: 1.0184 (1.84%) LR Standard Error: 326.83
Total Trades: 9 Short Trades (won %): 4 (100.00%) Long Trades (won %): 5 (40.00%)
Total Deals: 18 Profit Trades (% of total): 6 (66.67%) Loss Trades (% of total): 3 (33.33%)
Largest profit trade: 1 130.49 Largest loss trade: -401.01
Average profit trade: 458.65 Average loss trade: -321.88
Maximum consecutive wins ($): 3 (973.61) Maximum consecutive losses ($): 1 (-401.01)
Maximal consecutive profit (count): 1 272.34 (2) Maximal consecutive loss (count): -401.01 (1)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.96 Correlation (Profits,MAE): 0.60 Correlation (MFE,MAE): 0.4744
Graph
Minimal position holding time: 600:00:00 Maximal position holding time: 9240:00:00 Average position holding time: 4186:46:39
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.11.21 23:00:002NZDUSDsell0.1 / 0.10.000002014.11.21 23:00:00filled
2015.05.22 23:00:003NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2015.05.22 23:00:004NZDUSDbuy0.1 / 0.10.000002015.05.22 23:00:00filled
2016.11.11 23:00:005NZDUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2016.11.11 23:00:006NZDUSDsell0.1 / 0.10.000002016.11.11 23:00:00filled
2017.01.06 23:00:007NZDUSDbuy0.1 / 0.10.000002017.01.06 23:00:00filled
2017.01.06 23:00:008NZDUSDbuy0.1 / 0.10.000002017.01.06 23:00:00filled
2017.06.23 23:00:009NZDUSDsell0.1 / 0.10.000002017.06.23 23:00:00filled
2017.07.07 23:00:0010NZDUSDsell0.1 / 0.10.000002017.07.07 23:00:00filled
2018.08.10 23:00:0011NZDUSDbuy0.1 / 0.10.000002018.08.10 23:00:00filled
2018.08.17 23:00:0012NZDUSDbuy0.1 / 0.10.000002018.08.17 23:00:00filled
2020.01.24 23:00:0013NZDUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.04.10 23:00:0014NZDUSDsell0.1 / 0.10.000002020.04.10 23:00:00filled
2020.05.15 23:00:0015NZDUSDbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.05.15 23:00:0016NZDUSDbuy0.1 / 0.10.000002020.05.15 23:00:00filled
2020.12.18 23:00:0017NZDUSDsell0.1 / 0.10.000002020.12.18 23:00:00filled
2021.06.04 23:00:0018NZDUSDbuy0.1 / 0.10.000002021.06.04 23:00:00filled
2021.08.20 23:59:5919NZDUSDsell0.1 / 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
2014.11.21 23:00:002NZDUSDsellin0.10.7878020.000.000.0010 000.00
2015.05.22 23:00:003NZDUSDbuyout0.10.7312030.00-60.06566.0010 505.94
2015.05.22 23:00:004NZDUSDbuyin0.10.7312040.000.000.0010 505.94
2016.11.11 23:00:005NZDUSDsellout0.10.7122850.00-177.87-189.2010 138.87
2016.11.11 23:00:006NZDUSDsellin0.10.7122860.000.000.0010 138.87
2017.01.06 23:00:007NZDUSDbuyout0.10.6964470.00-18.48158.4010 278.79
2017.01.06 23:00:008NZDUSDbuyin0.10.6964480.000.000.0010 278.79
2017.06.23 23:00:009NZDUSDsellout0.10.7282990.00-55.44318.5010 541.85
2017.07.07 23:00:0010NZDUSDsellin0.10.72787100.000.000.0010 541.85
2018.08.10 23:00:0011NZDUSDbuyout0.10.65764110.00-131.67702.3011 112.48
2018.08.17 23:00:0012NZDUSDbuyin0.10.66316120.000.000.0011 112.48
2020.01.24 23:00:0013NZDUSDsellout0.10.66073130.00-173.25-24.3010 914.93
2020.04.10 23:00:0014NZDUSDsellin0.10.60849140.000.000.0010 914.93
2020.05.15 23:00:0015NZDUSDbuyout0.10.59315150.00-11.55153.4011 056.78
2020.05.15 23:00:0016NZDUSDbuyin0.10.59315160.000.000.0011 056.78
2020.12.18 23:00:0017NZDUSDsellout0.10.71336170.00-71.611 202.1012 187.27
2021.06.04 23:00:0018NZDUSDbuyin0.10.72106180.000.000.0012 187.27
2021.08.20 23:59:5919NZDUSDsellout0.10.68350190.00-25.41-375.6011 786.26end of test
0.00 -725.34 2 511.60 11 786.26