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=12
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: 126.53 Balance Drawdown Absolute: 235.25 Equity Drawdown Absolute: 345.68
Gross Profit: 423.85 Balance Drawdown Maximal: 235.25 (2.35%) Equity Drawdown Maximal: 354.77 (3.54%)
Gross Loss: -297.32 Balance Drawdown Relative: 2.35% (235.25) Equity Drawdown Relative: 3.54% (354.77)
Profit Factor: 1.43 Expected Payoff: 18.08 Margin Level: 7094.65%
Recovery Factor: 0.36 Sharpe Ratio: 0.17 Z-Score: 0.06 (4.78%)
AHPR: 1.0019 (0.19%) LR Correlation: 0.74 OnTester result: 0
GHPR: 1.0018 (0.18%) LR Standard Error: 100.71
Total Trades: 7 Short Trades (won %): 5 (60.00%) Long Trades (won %): 2 (50.00%)
Total Deals: 14 Profit Trades (% of total): 4 (57.14%) Loss Trades (% of total): 3 (42.86%)
Largest profit trade: 150.03 Largest loss trade: -153.37
Average profit trade: 105.96 Average loss trade: -99.11
Maximum consecutive wins ($): 3 (327.89) Maximum consecutive losses ($): 2 (-235.25)
Maximal consecutive profit (count): 327.89 (3) Maximal consecutive loss (count): -235.25 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.57 Correlation (MFE,MAE): 0.4555
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 137:08:34
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
2014.02.07 23:00:003EURUSDbuy0.1 / 0.10.000002014.02.07 23:00:00filled
2014.05.16 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.30 23:00:005EURUSDsell0.1 / 0.10.000002014.05.30 23:00:00filled
2016.12.09 23:00:006EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2016.12.16 23:00:007EURUSDbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.08.25 23:00:008EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.09.01 23:00:009EURUSDbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2019.08.23 23:00:0010EURUSDsell0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0011EURUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2020.01.24 23:00:0012EURUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.01.31 23:00:0013EURUSDbuy0.1 / 0.10.000002020.01.31 23:00:00filled
2020.08.21 23:00:0014EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.28 23:00:0015EURUSDsell0.1 / 0.10.000002020.08.28 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.02.07 23:00:003EURUSDbuyout0.11.3641030.000.63-154.009 846.63
2014.05.16 23:00:004EURUSDbuyin0.11.3700040.000.000.009 846.63
2014.05.30 23:00:005EURUSDsellout0.11.3631050.00-12.88-69.009 764.75
2016.12.09 23:00:006EURUSDsellin0.11.0559360.000.000.009 764.75
2016.12.16 23:00:007EURUSDbuyout0.11.0442170.000.63117.209 882.58
2017.08.25 23:00:008EURUSDsellin0.11.1924380.000.000.009 882.58
2017.09.01 23:00:009EURUSDbuyout0.11.1864990.000.6359.409 942.61
2019.08.23 23:00:0010EURUSDsellin0.11.11415100.000.000.009 942.61
2019.08.30 23:00:0011EURUSDbuyout0.11.09921110.000.63149.4010 092.64
2020.01.24 23:00:0012EURUSDsellin0.11.10275120.000.000.0010 092.64
2020.01.31 23:00:0013EURUSDbuyout0.11.10902130.000.63-62.7010 030.57
2020.08.21 23:00:0014EURUSDbuyin0.11.17949140.000.000.0010 030.57
2020.08.28 23:00:0015EURUSDsellout0.11.18973150.00-6.44102.4010 126.53
0.00 -16.17 142.70 10 126.53