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=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: | 90657 | Ticks: | 347390 | Symbols: | 1 | |||||||
Total Net Profit: | -539.56 | Balance Drawdown Absolute: | 610.37 | Equity Drawdown Absolute: | 661.28 | |||||||
Gross Profit: | 201.65 | Balance Drawdown Maximal: | 635.08 (6.34%) | Equity Drawdown Maximal: | 854.58 (8.38%) | |||||||
Gross Loss: | -741.21 | Balance Drawdown Relative: | 6.34% (635.08) | Equity Drawdown Relative: | 8.38% (854.58) | |||||||
Profit Factor: | 0.27 | Expected Payoff: | -38.54 | Margin Level: | 12013.88% | |||||||
Recovery Factor: | -0.63 | Sharpe Ratio: | -0.54 | Z-Score: | 1.26 (79.23%) | |||||||
AHPR: | 0.9961 (-0.39%) | LR Correlation: | -0.98 | OnTester result: | 0 | |||||||
GHPR: | 0.9960 (-0.40%) | LR Standard Error: | 46.95 | |||||||||
Total Trades: | 14 | Short Trades (won %): | 9 (22.22%) | Long Trades (won %): | 5 (60.00%) | |||||||
Total Deals: | 28 | Profit Trades (% of total): | 5 (35.71%) | Loss Trades (% of total): | 9 (64.29%) | |||||||
Largest profit trade: | 70.81 | Largest loss trade: | -167.19 | |||||||||
Average profit trade: | 40.33 | Average loss trade: | -82.36 | |||||||||
Maximum consecutive wins ($): | 1 (70.81) | Maximum consecutive losses ($): | 4 (-289.66) | |||||||||
Maximal consecutive profit (count): | 70.81 (1) | Maximal consecutive loss (count): | -289.66 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.74 | Correlation (Profits,MAE): | 0.68 | Correlation (MFE,MAE): | 0.4878 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.01.09 23:00:00 | 2 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 3 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.01.16 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 4 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 5 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 6 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.17 23:00:00 | 7 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.17 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 8 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 9 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 10 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.01.29 23:00:00 | 11 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.01.29 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 12 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 13 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 14 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 15 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.10 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 16 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2017.07.28 23:00:00 | 17 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.07.28 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 18 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 19 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 20 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.12 23:00:00 | 21 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.04.12 23:00:00 | filled | |||||
2019.05.24 23:00:00 | 22 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.05.24 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 23 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 24 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 25 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 26 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 27 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 23:00:00 | filled | |||||
2021.01.22 23:00:00 | 28 | AUDUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.22 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 29 | AUDUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.29 23:00:00 | filled | |||||
Deals |
||||||||||||
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 | ||||||
2015.01.09 23:00:00 | 2 | AUDUSD | buy | in | 0.1 | 0.82060 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.16 23:00:00 | 3 | AUDUSD | sell | out | 0.1 | 0.82340 | 3 | 0.00 | -3.29 | 28.00 | 10 024.71 | |
2015.05.29 23:00:00 | 4 | AUDUSD | buy | in | 0.1 | 0.76470 | 4 | 0.00 | 0.00 | 0.00 | 10 024.71 | |
2015.06.05 23:00:00 | 5 | AUDUSD | sell | out | 0.1 | 0.76210 | 5 | 0.00 | -3.29 | -26.00 | 9 995.42 | |
2015.07.10 23:00:00 | 6 | AUDUSD | buy | in | 0.1 | 0.74460 | 6 | 0.00 | 0.00 | 0.00 | 9 995.42 | |
2015.07.17 23:00:00 | 7 | AUDUSD | sell | out | 0.1 | 0.73800 | 7 | 0.00 | -3.29 | -66.00 | 9 926.13 | |
2015.09.11 23:00:00 | 8 | AUDUSD | sell | in | 0.1 | 0.70830 | 8 | 0.00 | 0.00 | 0.00 | 9 926.13 | |
2015.09.18 23:00:00 | 9 | AUDUSD | buy | out | 0.1 | 0.71950 | 9 | 0.00 | -1.19 | -112.00 | 9 812.94 | |
2016.01.22 23:00:00 | 10 | AUDUSD | buy | in | 0.1 | 0.70080 | 10 | 0.00 | 0.00 | 0.00 | 9 812.94 | |
2016.01.29 23:00:00 | 11 | AUDUSD | sell | out | 0.1 | 0.70780 | 11 | 0.00 | -3.29 | 70.00 | 9 879.65 | |
2016.04.08 23:00:00 | 12 | AUDUSD | sell | in | 0.1 | 0.75510 | 12 | 0.00 | 0.00 | 0.00 | 9 879.65 | |
2016.04.15 23:00:00 | 13 | AUDUSD | buy | out | 0.1 | 0.77170 | 13 | 0.00 | -1.19 | -166.00 | 9 712.46 | |
2017.02.03 23:00:00 | 14 | AUDUSD | sell | in | 0.1 | 0.76828 | 14 | 0.00 | 0.00 | 0.00 | 9 712.46 | |
2017.02.10 23:00:00 | 15 | AUDUSD | buy | out | 0.1 | 0.76758 | 15 | 0.00 | -1.19 | 7.00 | 9 718.27 | |
2017.07.21 23:00:00 | 16 | AUDUSD | sell | in | 0.1 | 0.79158 | 16 | 0.00 | 0.00 | 0.00 | 9 718.27 | |
2017.07.28 23:00:00 | 17 | AUDUSD | buy | out | 0.1 | 0.79872 | 17 | 0.00 | -1.19 | -71.40 | 9 645.68 | |
2018.05.18 23:00:00 | 18 | AUDUSD | buy | in | 0.1 | 0.75091 | 18 | 0.00 | 0.00 | 0.00 | 9 645.68 | |
2018.05.25 23:00:00 | 19 | AUDUSD | sell | out | 0.1 | 0.75460 | 19 | 0.00 | -3.29 | 36.90 | 9 679.29 | |
2019.04.05 23:00:00 | 20 | AUDUSD | sell | in | 0.1 | 0.71048 | 20 | 0.00 | 0.00 | 0.00 | 9 679.29 | |
2019.04.12 23:00:00 | 21 | AUDUSD | buy | out | 0.1 | 0.71740 | 21 | 0.00 | -1.19 | -69.20 | 9 608.90 | |
2019.05.24 23:00:00 | 22 | AUDUSD | sell | in | 0.1 | 0.69308 | 22 | 0.00 | 0.00 | 0.00 | 9 608.90 | |
2019.05.31 23:00:00 | 23 | AUDUSD | buy | out | 0.1 | 0.69375 | 23 | 0.00 | -1.19 | -6.70 | 9 601.01 | |
2020.05.22 23:00:00 | 24 | AUDUSD | sell | in | 0.1 | 0.65364 | 24 | 0.00 | 0.00 | 0.00 | 9 601.01 | |
2020.05.29 23:00:00 | 25 | AUDUSD | buy | out | 0.1 | 0.66619 | 25 | 0.00 | -1.19 | -125.50 | 9 474.32 | |
2020.11.20 23:00:00 | 26 | AUDUSD | sell | in | 0.1 | 0.73078 | 26 | 0.00 | 0.00 | 0.00 | 9 474.32 | |
2020.11.27 23:00:00 | 27 | AUDUSD | buy | out | 0.1 | 0.73913 | 27 | 0.00 | -1.19 | -83.50 | 9 389.63 | |
2021.01.22 23:00:00 | 28 | AUDUSD | sell | in | 0.1 | 0.77142 | 28 | 0.00 | 0.00 | 0.00 | 9 389.63 | |
2021.01.29 23:00:00 | 29 | AUDUSD | buy | out | 0.1 | 0.76422 | 29 | 0.00 | -1.19 | 72.00 | 9 460.44 | |
0.00 | -27.16 | -512.40 | 9 460.44 | |||||||||