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=5 | ||||||||||||
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: | 161.31 | Balance Drawdown Absolute: | 235.25 | Equity Drawdown Absolute: | 280.33 | |||||||
Gross Profit: | 644.74 | Balance Drawdown Maximal: | 235.25 (2.35%) | Equity Drawdown Maximal: | 289.42 (2.89%) | |||||||
Gross Loss: | -483.43 | Balance Drawdown Relative: | 2.35% (235.25) | Equity Drawdown Relative: | 2.89% (289.42) | |||||||
Profit Factor: | 1.33 | Expected Payoff: | 14.66 | Margin Level: | 7094.65% | |||||||
Recovery Factor: | 0.56 | Sharpe Ratio: | 0.13 | Z-Score: | 1.31 (80.98%) | |||||||
AHPR: | 1.0015 (0.15%) | LR Correlation: | 0.76 | OnTester result: | 0 | |||||||
GHPR: | 1.0015 (0.15%) | LR Standard Error: | 86.62 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 7 (57.14%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 6 (54.55%) | Loss Trades (% of total): | 5 (45.45%) | |||||||
Largest profit trade: | 190.63 | Largest loss trade: | -180.74 | |||||||||
Average profit trade: | 107.46 | Average loss trade: | -96.69 | |||||||||
Maximum consecutive wins ($): | 2 (177.86) | Maximum consecutive losses ($): | 2 (-235.25) | |||||||||
Maximal consecutive profit (count): | 190.63 (1) | Maximal consecutive loss (count): | -235.25 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.76 | Correlation (MFE,MAE): | 0.5950 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 130:54:32 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.31 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.01.31 23:00:00 | filled | |||||
2014.02.07 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.26 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.02.26 23:00:00 | filled | |||||
2016.04.01 23:00:00 | 8 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.01 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 9 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 10 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 11 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 12 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 13 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.01 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 14 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 15 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 16 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 17 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2020.01.24 23:00:00 | 18 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.01.24 23:00:00 | filled | |||||
2020.01.31 23:00:00 | 19 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.31 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 20 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.28 23:00:00 | 21 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.28 23:00:00 | filled | |||||
2021.08.06 23:00:00 | 22 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.06 23:00:00 | filled | |||||
2021.08.13 23:00:00 | 23 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.13 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 | ||||||
2014.01.31 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.34870 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.02.07 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.36410 | 3 | 0.00 | 0.63 | -154.00 | 9 846.63 | |
2014.05.16 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.37000 | 4 | 0.00 | 0.00 | 0.00 | 9 846.63 | |
2014.05.30 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.36310 | 5 | 0.00 | -12.88 | -69.00 | 9 764.75 | |
2016.02.19 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.11300 | 6 | 0.00 | 0.00 | 0.00 | 9 764.75 | |
2016.02.26 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.09400 | 7 | 0.00 | 0.63 | 190.00 | 9 955.38 | |
2016.04.01 23:00:00 | 8 | EURUSD | sell | in | 0.1 | 1.13950 | 8 | 0.00 | 0.00 | 0.00 | 9 955.38 | |
2016.04.08 23:00:00 | 9 | EURUSD | buy | out | 0.1 | 1.14010 | 9 | 0.00 | 0.63 | -6.00 | 9 950.01 | |
2016.12.09 23:00:00 | 10 | EURUSD | sell | in | 0.1 | 1.05593 | 10 | 0.00 | 0.00 | 0.00 | 9 950.01 | |
2016.12.16 23:00:00 | 11 | EURUSD | buy | out | 0.1 | 1.04421 | 11 | 0.00 | 0.63 | 117.20 | 10 067.84 | |
2017.08.25 23:00:00 | 12 | EURUSD | sell | in | 0.1 | 1.19243 | 12 | 0.00 | 0.00 | 0.00 | 10 067.84 | |
2017.09.01 23:00:00 | 13 | EURUSD | buy | out | 0.1 | 1.18649 | 13 | 0.00 | 0.63 | 59.40 | 10 127.87 | |
2018.04.27 23:00:00 | 14 | EURUSD | buy | in | 0.1 | 1.21311 | 14 | 0.00 | 0.00 | 0.00 | 10 127.87 | |
2018.05.04 23:00:00 | 15 | EURUSD | sell | out | 0.1 | 1.19568 | 15 | 0.00 | -6.44 | -174.30 | 9 947.13 | |
2019.08.23 23:00:00 | 16 | EURUSD | sell | in | 0.1 | 1.11415 | 16 | 0.00 | 0.00 | 0.00 | 9 947.13 | |
2019.08.30 23:00:00 | 17 | EURUSD | buy | out | 0.1 | 1.09921 | 17 | 0.00 | 0.63 | 149.40 | 10 097.16 | |
2020.01.24 23:00:00 | 18 | EURUSD | sell | in | 0.1 | 1.10275 | 18 | 0.00 | 0.00 | 0.00 | 10 097.16 | |
2020.01.31 23:00:00 | 19 | EURUSD | buy | out | 0.1 | 1.10902 | 19 | 0.00 | 0.63 | -62.70 | 10 035.09 | |
2020.08.21 23:00:00 | 20 | EURUSD | buy | in | 0.1 | 1.17949 | 20 | 0.00 | 0.00 | 0.00 | 10 035.09 | |
2020.08.28 23:00:00 | 21 | EURUSD | sell | out | 0.1 | 1.18973 | 21 | 0.00 | -6.44 | 102.40 | 10 131.05 | |
2021.08.06 23:00:00 | 22 | EURUSD | buy | in | 0.1 | 1.17604 | 22 | 0.00 | 0.00 | 0.00 | 10 131.05 | |
2021.08.13 23:00:00 | 23 | EURUSD | sell | out | 0.1 | 1.17971 | 23 | 0.00 | -6.44 | 36.70 | 10 161.31 | |
0.00 | -27.79 | 189.10 | 10 161.31 | |||||||||