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=21
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: -878.92 Balance Drawdown Absolute: 878.92 Equity Drawdown Absolute: 895.11
Gross Profit: 118.77 Balance Drawdown Maximal: 878.92 (8.79%) Equity Drawdown Maximal: 920.30 (9.18%)
Gross Loss: -997.69 Balance Drawdown Relative: 8.79% (878.92) Equity Drawdown Relative: 9.18% (920.30)
Profit Factor: 0.12 Expected Payoff: -73.24 Margin Level: 9104.89%
Recovery Factor: -0.96 Sharpe Ratio: -0.76 Z-Score: 1.39 (83.55%)
AHPR: 0.9924 (-0.76%) LR Correlation: -0.97 OnTester result: 0
GHPR: 0.9924 (-0.76%) LR Standard Error: 75.45
Total Trades: 12 Short Trades (won %): 8 (25.00%) Long Trades (won %): 4 (0.00%)
Total Deals: 24 Profit Trades (% of total): 2 (16.67%) Loss Trades (% of total): 10 (83.33%)
Largest profit trade: 96.68 Largest loss trade: -252.22
Average profit trade: 59.39 Average loss trade: -99.77
Maximum consecutive wins ($): 1 (96.68) Maximum consecutive losses ($): 4 (-285.29)
Maximal consecutive profit (count): 96.68 (1) Maximal consecutive loss (count): -519.51 (3)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.30 Correlation (Profits,MAE): 0.93 Correlation (MFE,MAE): 0.1390
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 150:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.25 23:00:003USDCHFsell0.1 / 0.10.000002014.04.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.08.01 23:00:005USDCHFbuy0.1 / 0.10.000002014.08.01 23:00:00filled
2015.01.02 23:00:006USDCHFsell0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.09 23:00:007USDCHFbuy0.1 / 0.10.000002015.01.09 23:00:00filled
2015.10.02 23:00:008USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2015.10.09 23:00:009USDCHFbuy0.1 / 0.10.000002015.10.09 23:00:00filled
2016.03.11 23:00:0010USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.04.01 23:00:0011USDCHFsell0.1 / 0.10.000002016.04.01 23:00:00filled
2016.04.15 23:00:0012USDCHFbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.04.29 23:00:0013USDCHFsell0.1 / 0.10.000002016.04.29 23:00:00filled
2016.05.13 23:00:0014USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.20 23:00:0015USDCHFbuy0.1 / 0.10.000002016.05.20 23:00:00filled
2018.05.11 23:00:0016USDCHFsell0.1 / 0.10.000002018.05.11 23:00:00filled
2018.05.18 23:00:0017USDCHFbuy0.1 / 0.10.000002018.05.18 23:00:00filled
2018.07.20 23:00:0018USDCHFsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0019USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.04.19 23:00:0020USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2019.04.26 23:00:0021USDCHFbuy0.1 / 0.10.000002019.04.26 23:00:00filled
2020.06.12 23:00:0022USDCHFsell0.1 / 0.10.000002020.06.12 23:00:00filled
2020.06.19 23:00:0023USDCHFbuy0.1 / 0.10.000002020.06.19 23:00:00filled
2021.04.02 23:00:0024USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.09 23:00:0025USDCHFsell0.1 / 0.10.000002021.04.09 23:00:00filled
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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.04.25 23:00:003USDCHFsellout0.10.8813030.001.26-28.379 972.89
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.009 972.89
2014.08.01 23:00:005USDCHFbuyout0.10.9064050.00-7.79-19.869 945.24
2015.01.02 23:00:006USDCHFsellin0.11.0012060.000.000.009 945.24
2015.01.09 23:00:007USDCHFbuyout0.11.0144070.00-8.00-130.139 807.11
2015.10.02 23:00:008USDCHFsellin0.10.9719080.000.000.009 807.11
2015.10.09 23:00:009USDCHFbuyout0.10.9619090.00-7.28103.969 903.79
2016.03.11 23:00:0010USDCHFbuyin0.10.98280100.000.000.009 903.79
2016.04.01 23:00:0011USDCHFsellout0.10.95830110.003.44-255.669 651.57
2016.04.15 23:00:0012USDCHFbuyin0.10.96820120.000.000.009 651.57
2016.04.29 23:00:0013USDCHFsellout0.10.95900130.002.30-95.939 557.94
2016.05.13 23:00:0014USDCHFsellin0.10.97460140.000.000.009 557.94
2016.05.20 23:00:0015USDCHFbuyout0.10.99110150.00-7.18-166.489 384.28
2018.05.11 23:00:0016USDCHFsellin0.11.00077160.000.000.009 384.28
2018.05.18 23:00:0017USDCHFbuyout0.10.99786170.00-7.0729.169 406.37
2018.07.20 23:00:0018USDCHFsellin0.10.99213180.000.000.009 406.37
2018.07.27 23:00:0019USDCHFbuyout0.10.99422190.00-7.14-21.029 378.21
2019.04.19 23:00:0020USDCHFsellin0.11.01437200.000.000.009 378.21
2019.04.26 23:00:0021USDCHFbuyout0.11.01922210.00-6.94-47.599 323.68
2020.06.12 23:00:0022USDCHFsellin0.10.95225220.000.000.009 323.68
2020.06.19 23:00:0023USDCHFbuyout0.10.95203230.00-7.432.319 318.56
2021.04.02 23:00:0024USDCHFbuyin0.10.94295240.000.000.009 318.56
2021.04.09 23:00:0025USDCHFsellout0.10.92458250.001.20-198.689 121.08
0.00 -50.63 -828.29 9 121.08