Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=26
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -5 139.43 Balance Drawdown Absolute: 5 139.43 Equity Drawdown Absolute: 5 174.63
Gross Profit: 0.00 Balance Drawdown Maximal: 5 139.43 (51.39%) Equity Drawdown Maximal: 5 183.72 (51.79%)
Gross Loss: -5 139.43 Balance Drawdown Relative: 51.39% (5 139.43) Equity Drawdown Relative: 51.79% (5 183.72)
Profit Factor: 0.00 Expected Payoff: -1 027.89 Margin Level: 4091.03%
Recovery Factor: -0.99 Sharpe Ratio: -1.29 Z-Score: 0.00 (0.00%)
AHPR: 0.8719 (-12.81%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.8656 (-13.44%) LR Standard Error: 793.86
Total Trades: 5 Short Trades (won %): 3 (0.00%) Long Trades (won %): 2 (0.00%)
Total Deals: 10 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 5 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -3 088.04
Average profit trade: 0.00 Average loss trade: -1 027.89
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 5 (-5 139.43)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -5 139.43 (5)
Average consecutive wins: 0 Average consecutive losses: 5
Graph
Graph
Correlation (Profits,MFE): 0.30 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): 0.2848
Graph
Minimal position holding time: 1800:00:00 Maximal position holding time: 12960:00:00 Average position holding time: 7104:11:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.31 23:00:002EURUSDsell0.1 / 0.10.000002014.01.31 23:00:00filled
2014.05.16 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.23 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2016.02.19 23:00:005EURUSDsell0.1 / 0.10.000002016.02.19 23:00:00filled
2016.04.01 23:00:006EURUSDsell0.1 / 0.10.000002016.04.01 23:00:00filled
2018.04.27 23:00:007EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2020.01.24 23:00:008EURUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.08.21 23:00:009EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.21 23:00:0010EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2021.08.20 23:59:5911EURUSDsell0.1 / 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.05.16 23:00:003EURUSDbuyout0.11.3700030.009.45-213.009 796.45
2014.05.23 23:00:004EURUSDbuyin0.11.3632040.000.000.009 796.45
2016.02.19 23:00:005EURUSDsellout0.11.1130050.00-586.04-2 502.006 708.41
2016.04.01 23:00:006EURUSDsellin0.11.1395060.000.000.006 708.41
2018.04.27 23:00:007EURUSDbuyout0.11.2131170.0068.04-736.106 040.35
2020.01.24 23:00:008EURUSDsellin0.11.1027580.000.000.006 040.35
2020.08.21 23:00:009EURUSDbuyout0.11.1794990.0018.90-767.405 291.85
2020.08.21 23:00:0010EURUSDbuyin0.11.17949100.000.000.005 291.85
2021.08.20 23:59:5911EURUSDsellout0.11.16985110.00-334.88-96.404 860.57end of test
0.00 -824.53 -4 314.90 4 860.57