Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
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: 90%
Bars: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -631.73 Balance Drawdown Absolute: 1 129.67 Equity Drawdown Absolute: 1 467.71
Gross Profit: 1 705.73 Balance Drawdown Maximal: 1 129.67 (11.30%) Equity Drawdown Maximal: 1 754.29 (17.05%)
Gross Loss: -2 337.46 Balance Drawdown Relative: 11.30% (1 129.67) Equity Drawdown Relative: 17.05% (1 754.29)
Profit Factor: 0.73 Expected Payoff: -57.43 Margin Level: 11373.90%
Recovery Factor: -0.36 Sharpe Ratio: -0.11 Z-Score: 0.28 (22.05%)
AHPR: 0.9951 (-0.49%) LR Correlation: 0.19 OnTester result: 0
GHPR: 0.9941 (-0.59%) LR Standard Error: 421.04
Total Trades: 11 Short Trades (won %): 7 (85.71%) Long Trades (won %): 4 (25.00%)
Total Deals: 22 Profit Trades (% of total): 7 (63.64%) Loss Trades (% of total): 4 (36.36%)
Largest profit trade: 506.81 Largest loss trade: -764.55
Average profit trade: 243.68 Average loss trade: -584.37
Maximum consecutive wins ($): 5 (1 256.94) Maximum consecutive losses ($): 2 (-1 129.67)
Maximal consecutive profit (count): 1 256.94 (5) Maximal consecutive loss (count): -1 129.67 (2)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.86 Correlation (Profits,MAE): 0.83 Correlation (MFE,MAE): 0.7434
Graph
Minimal position holding time: 960:00:00 Maximal position holding time: 5160:00:00 Average position holding time: 2585:32:43
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.09 23:00:002AUDUSDbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.03.06 23:00:003AUDUSDsell0.1 / 0.10.000002015.03.06 23:00:00filled
2015.05.29 23:00:004AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.09.11 23:00:005AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2015.09.11 23:00:006AUDUSDsell0.1 / 0.10.000002015.09.11 23:00:00filled
2016.01.22 23:00:007AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.01.22 23:00:008AUDUSDbuy0.1 / 0.10.000002016.01.22 23:00:00filled
2016.04.08 23:00:009AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:0010AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.06.10 23:00:0011AUDUSDbuy0.1 / 0.10.000002016.06.10 23:00:00filled
2017.02.03 23:00:0012AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.04.28 23:00:0013AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.07.21 23:00:0014AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2018.05.18 23:00:0015AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.05.18 23:00:0016AUDUSDbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2019.01.25 23:00:0017AUDUSDsell0.1 / 0.10.000002019.01.25 23:00:00filled
2019.04.05 23:00:0018AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.08.23 23:00:0019AUDUSDbuy0.1 / 0.10.000002019.08.23 23:00:00filled
2020.05.22 23:00:0020AUDUSDsell0.1 / 0.10.000002020.05.22 23:00:00filled
2020.11.13 23:00:0021AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0022AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2021.08.20 23:59:5923AUDUSDbuy0.1 / 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
2015.01.09 23:00:002AUDUSDbuyin0.10.8206020.000.000.0010 000.00
2015.03.06 23:00:003AUDUSDsellout0.10.7716030.00-26.32-490.009 483.68
2015.05.29 23:00:004AUDUSDbuyin0.10.7647040.000.000.009 483.68
2015.09.11 23:00:005AUDUSDsellout0.10.7083050.00-49.35-564.008 870.33
2015.09.11 23:00:006AUDUSDsellin0.10.7083060.000.000.008 870.33
2016.01.22 23:00:007AUDUSDbuyout0.10.7008070.00-22.6175.008 922.72
2016.01.22 23:00:008AUDUSDbuyin0.10.7008080.000.000.008 922.72
2016.04.08 23:00:009AUDUSDsellout0.10.7551090.00-36.19543.009 429.53
2016.04.08 23:00:0010AUDUSDsellin0.10.75510100.000.000.009 429.53
2016.06.10 23:00:0011AUDUSDbuyout0.10.73780110.00-10.71173.009 591.82
2017.02.03 23:00:0012AUDUSDsellin0.10.76828120.000.000.009 591.82
2017.04.28 23:00:0013AUDUSDbuyout0.10.74886130.00-14.28194.209 771.74
2017.07.21 23:00:0014AUDUSDsellin0.10.79158140.000.000.009 771.74
2018.05.18 23:00:0015AUDUSDbuyout0.10.75091150.00-51.17406.7010 127.27
2018.05.18 23:00:0016AUDUSDbuyin0.10.75091160.000.000.0010 127.27
2019.01.25 23:00:0017AUDUSDsellout0.10.71843170.00-118.44-324.809 684.03
2019.04.05 23:00:0018AUDUSDsellin0.10.71048180.000.000.009 684.03
2019.08.23 23:00:0019AUDUSDbuyout0.10.67516190.00-23.80353.2010 013.43
2020.05.22 23:00:0020AUDUSDsellin0.10.65364200.000.000.0010 013.43
2020.11.13 23:00:0021AUDUSDbuyout0.10.72712210.00-29.75-734.809 248.88
2020.11.20 23:00:0022AUDUSDsellin0.10.73078220.000.000.009 248.88
2021.08.20 23:59:5923AUDUSDbuyout0.10.71420230.00-46.41165.809 368.27end of test
0.00 -429.03 -202.70 9 368.27