Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | EURUSD | |||||||||||
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 |
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History Quality: | 96% | |||||||||||
Bars: | 94693 | Ticks: | 361462 | Symbols: | 1 | |||||||
Total Net Profit: | -2 957.52 | Balance Drawdown Absolute: | 3 101.59 | Equity Drawdown Absolute: | 3 532.29 | |||||||
Gross Profit: | 712.25 | Balance Drawdown Maximal: | 3 277.89 (32.21%) | Equity Drawdown Maximal: | 3 758.50 (36.75%) | |||||||
Gross Loss: | -3 669.77 | Balance Drawdown Relative: | 32.21% (3 277.89) | Equity Drawdown Relative: | 36.75% (3 758.50) | |||||||
Profit Factor: | 0.19 | Expected Payoff: | -492.92 | Margin Level: | 4941.18% | |||||||
Recovery Factor: | -0.79 | Sharpe Ratio: | -0.49 | Z-Score: | 1.37 (82.93%) | |||||||
AHPR: | 0.9493 (-5.07%) | LR Correlation: | -0.86 | OnTester result: | 0 | |||||||
GHPR: | 0.9432 (-5.68%) | LR Standard Error: | 714.66 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 3 (50.00%) | Loss Trades (% of total): | 3 (50.00%) | |||||||
Largest profit trade: | 391.88 | Largest loss trade: | -2 514.44 | |||||||||
Average profit trade: | 237.42 | Average loss trade: | -1 223.26 | |||||||||
Maximum consecutive wins ($): | 1 (391.88) | Maximum consecutive losses ($): | 2 (-1 155.33) | |||||||||
Maximal consecutive profit (count): | 391.88 (1) | Maximal consecutive loss (count): | -2 514.44 (1) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.72 | Correlation (Profits,MAE): | 0.96 | Correlation (MFE,MAE): | 0.5369 | |||||||
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Minimal position holding time: | 1200:00:00 | Maximal position holding time: | 6120:00:00 | Average position holding time: | 3300:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.03.07 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2015.05.15 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.15 23:00:00 | filled | |||||
2015.11.06 23:00:00 | 6 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.06 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 7 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 9 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 10 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 11 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 12 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 13 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2014.03.07 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.38700 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.16 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.37000 | 3 | 0.00 | 6.30 | 170.00 | 10 176.30 | |
2014.05.23 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.36320 | 4 | 0.00 | 0.00 | 0.00 | 10 176.30 | |
2015.05.15 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.14460 | 5 | 0.00 | -328.44 | -2 186.00 | 7 661.86 | |
2015.11.06 23:00:00 | 6 | EURUSD | buy | in | 0.1 | 1.07430 | 6 | 0.00 | 0.00 | 0.00 | 7 661.86 | |
2016.04.15 23:00:00 | 7 | EURUSD | sell | out | 0.1 | 1.12830 | 7 | 0.00 | -148.12 | 540.00 | 8 053.74 | |
2016.06.03 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.13560 | 8 | 0.00 | 0.00 | 0.00 | 8 053.74 | |
2016.12.09 23:00:00 | 9 | EURUSD | sell | out | 0.1 | 1.05593 | 9 | 0.00 | -173.88 | -796.70 | 7 083.16 | |
2017.08.25 23:00:00 | 10 | EURUSD | sell | in | 0.1 | 1.19243 | 10 | 0.00 | 0.00 | 0.00 | 7 083.16 | |
2018.04.27 23:00:00 | 11 | EURUSD | buy | out | 0.1 | 1.21311 | 11 | 0.00 | 22.05 | -206.80 | 6 898.41 | |
2019.05.31 23:00:00 | 12 | EURUSD | sell | in | 0.1 | 1.11728 | 12 | 0.00 | 0.00 | 0.00 | 6 898.41 | |
2019.10.11 23:00:00 | 13 | EURUSD | buy | out | 0.1 | 1.10407 | 13 | 0.00 | 11.97 | 132.10 | 7 042.48 | |
0.00 | -610.12 | -2 347.40 | 7 042.48 | |||||||||