Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | NZDUSD | |||||||||||
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 |
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History Quality: | 99% | |||||||||||
Bars: | 94688 | Ticks: | 360649 | Symbols: | 1 | |||||||
Total Net Profit: | -486.56 | Balance Drawdown Absolute: | 486.56 | Equity Drawdown Absolute: | 499.26 | |||||||
Gross Profit: | 275.75 | Balance Drawdown Maximal: | 488.63 (4.89%) | Equity Drawdown Maximal: | 574.98 (5.71%) | |||||||
Gross Loss: | -762.31 | Balance Drawdown Relative: | 4.89% (488.63) | Equity Drawdown Relative: | 5.71% (574.98) | |||||||
Profit Factor: | 0.36 | Expected Payoff: | -30.41 | Margin Level: | 11616.95% | |||||||
Recovery Factor: | -0.85 | Sharpe Ratio: | -0.37 | Z-Score: | 0.99 (67.78%) | |||||||
AHPR: | 0.9969 (-0.31%) | LR Correlation: | -0.89 | OnTester result: | 0 | |||||||
GHPR: | 0.9969 (-0.31%) | LR Standard Error: | 70.73 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 7 (42.86%) | Long Trades (won %): | 9 (22.22%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 5 (31.25%) | Loss Trades (% of total): | 11 (68.75%) | |||||||
Largest profit trade: | 130.29 | Largest loss trade: | -223.31 | |||||||||
Average profit trade: | 55.15 | Average loss trade: | -69.30 | |||||||||
Maximum consecutive wins ($): | 2 (191.38) | Maximum consecutive losses ($): | 3 (-264.23) | |||||||||
Maximal consecutive profit (count): | 191.38 (2) | Maximal consecutive loss (count): | -264.23 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.75 | Correlation (Profits,MAE): | 0.90 | Correlation (MFE,MAE): | 0.5813 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.18 23:00:00 | 2 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 3 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.25 23:00:00 | filled | |||||
2014.09.12 23:00:00 | 4 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.12 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 5 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 6 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.11.21 23:00:00 | filled | |||||
2014.11.28 23:00:00 | 7 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.11.28 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 8 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.19 23:00:00 | 9 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.12.19 23:00:00 | filled | |||||
2015.05.22 23:00:00 | 10 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.22 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 11 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 12 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2016.10.21 23:00:00 | filled | |||||
2016.10.28 23:00:00 | 13 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.10.28 23:00:00 | filled | |||||
2017.04.07 23:00:00 | 14 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.04.07 23:00:00 | filled | |||||
2017.04.14 23:00:00 | 15 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.04.14 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 16 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.26 23:00:00 | 17 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.26 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 18 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.15 23:00:00 | 19 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.15 23:00:00 | filled | |||||
2018.01.26 23:00:00 | 20 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.26 23:00:00 | filled | |||||
2018.02.02 23:00:00 | 21 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.02.02 23:00:00 | filled | |||||
2019.01.11 23:00:00 | 22 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.01.11 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 23 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 24 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2019.11.22 23:00:00 | 25 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.22 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 26 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.24 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 27 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.07.31 23:00:00 | 28 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.31 23:00:00 | filled | |||||
2020.08.07 23:00:00 | 29 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.07 23:00:00 | filled | |||||
2020.10.16 23:00:00 | 30 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.16 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 31 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 32 | NZDUSD | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 33 | NZDUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 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 | ||||||
2014.04.18 23:00:00 | 2 | NZDUSD | buy | in | 0.1 | 0.85780 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.25 23:00:00 | 3 | NZDUSD | sell | out | 0.1 | 0.85750 | 3 | 0.00 | -2.31 | -3.00 | 9 994.69 | |
2014.09.12 23:00:00 | 4 | NZDUSD | buy | in | 0.1 | 0.81510 | 4 | 0.00 | 0.00 | 0.00 | 9 994.69 | |
2014.09.19 23:00:00 | 5 | NZDUSD | sell | out | 0.1 | 0.81260 | 5 | 0.00 | -2.31 | -25.00 | 9 967.38 | |
2014.11.21 23:00:00 | 6 | NZDUSD | sell | in | 0.1 | 0.78780 | 6 | 0.00 | 0.00 | 0.00 | 9 967.38 | |
2014.11.28 23:00:00 | 7 | NZDUSD | buy | out | 0.1 | 0.78410 | 7 | 0.00 | -2.31 | 37.00 | 10 002.07 | |
2014.12.12 23:00:00 | 8 | NZDUSD | buy | in | 0.1 | 0.77790 | 8 | 0.00 | 0.00 | 0.00 | 10 002.07 | |
2014.12.19 23:00:00 | 9 | NZDUSD | sell | out | 0.1 | 0.77460 | 9 | 0.00 | -2.31 | -33.00 | 9 966.76 | |
2015.05.22 23:00:00 | 10 | NZDUSD | buy | in | 0.1 | 0.73120 | 10 | 0.00 | 0.00 | 0.00 | 9 966.76 | |
2015.05.29 23:00:00 | 11 | NZDUSD | sell | out | 0.1 | 0.70910 | 11 | 0.00 | -2.31 | -221.00 | 9 743.45 | |
2016.10.21 23:00:00 | 12 | NZDUSD | buy | in | 0.1 | 0.71616 | 12 | 0.00 | 0.00 | 0.00 | 9 743.45 | |
2016.10.28 23:00:00 | 13 | NZDUSD | sell | out | 0.1 | 0.71583 | 13 | 0.00 | -2.31 | -3.30 | 9 737.84 | |
2017.04.07 23:00:00 | 14 | NZDUSD | buy | in | 0.1 | 0.69360 | 14 | 0.00 | 0.00 | 0.00 | 9 737.84 | |
2017.04.14 23:00:00 | 15 | NZDUSD | sell | out | 0.1 | 0.69994 | 15 | 0.00 | -2.31 | 63.40 | 9 798.93 | |
2017.05.19 23:00:00 | 16 | NZDUSD | buy | in | 0.1 | 0.69348 | 16 | 0.00 | 0.00 | 0.00 | 9 798.93 | |
2017.05.26 23:00:00 | 17 | NZDUSD | sell | out | 0.1 | 0.70674 | 17 | 0.00 | -2.31 | 132.60 | 9 929.22 | |
2017.12.08 23:00:00 | 18 | NZDUSD | sell | in | 0.1 | 0.68401 | 18 | 0.00 | 0.00 | 0.00 | 9 929.22 | |
2017.12.15 23:00:00 | 19 | NZDUSD | buy | out | 0.1 | 0.69910 | 19 | 0.00 | -2.31 | -150.90 | 9 776.01 | |
2018.01.26 23:00:00 | 20 | NZDUSD | sell | in | 0.1 | 0.73548 | 20 | 0.00 | 0.00 | 0.00 | 9 776.01 | |
2018.02.02 23:00:00 | 21 | NZDUSD | buy | out | 0.1 | 0.73034 | 21 | 0.00 | -2.31 | 51.40 | 9 825.10 | |
2019.01.11 23:00:00 | 22 | NZDUSD | buy | in | 0.1 | 0.68303 | 22 | 0.00 | 0.00 | 0.00 | 9 825.10 | |
2019.01.18 23:00:00 | 23 | NZDUSD | sell | out | 0.1 | 0.67411 | 23 | 0.00 | -2.31 | -89.20 | 9 733.59 | |
2019.11.15 23:00:00 | 24 | NZDUSD | sell | in | 0.1 | 0.64000 | 24 | 0.00 | 0.00 | 0.00 | 9 733.59 | |
2019.11.22 23:00:00 | 25 | NZDUSD | buy | out | 0.1 | 0.64086 | 25 | 0.00 | -2.31 | -8.60 | 9 722.68 | |
2020.07.24 23:00:00 | 26 | NZDUSD | sell | in | 0.1 | 0.66370 | 26 | 0.00 | 0.00 | 0.00 | 9 722.68 | |
2020.07.31 23:00:00 | 27 | NZDUSD | buy | out | 0.1 | 0.66341 | 27 | 0.00 | -2.31 | 2.90 | 9 723.27 | |
2020.07.31 23:00:00 | 28 | NZDUSD | buy | in | 0.1 | 0.66341 | 28 | 0.00 | 0.00 | 0.00 | 9 723.27 | |
2020.08.07 23:00:00 | 29 | NZDUSD | sell | out | 0.1 | 0.66018 | 29 | 0.00 | -2.31 | -32.30 | 9 688.66 | |
2020.10.16 23:00:00 | 30 | NZDUSD | sell | in | 0.1 | 0.66072 | 30 | 0.00 | 0.00 | 0.00 | 9 688.66 | |
2020.10.23 23:00:00 | 31 | NZDUSD | buy | out | 0.1 | 0.66883 | 31 | 0.00 | -2.31 | -81.10 | 9 605.25 | |
2020.11.20 23:00:00 | 32 | NZDUSD | sell | in | 0.1 | 0.69384 | 32 | 0.00 | 0.00 | 0.00 | 9 605.25 | |
2020.11.27 23:00:00 | 33 | NZDUSD | buy | out | 0.1 | 0.70279 | 33 | 0.00 | -2.31 | -89.50 | 9 513.44 | |
0.00 | -36.96 | -449.60 | 9 513.44 | |||||||||