Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | GBPUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=9 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94692 | Ticks: | 363719 | Symbols: | 1 | |||||||
Total Net Profit: | -1 305.82 | Balance Drawdown Absolute: | 1 580.65 | Equity Drawdown Absolute: | 2 684.20 | |||||||
Gross Profit: | 4 408.25 | Balance Drawdown Maximal: | 3 117.98 (27.03%) | Equity Drawdown Maximal: | 4 542.69 (38.31%) | |||||||
Gross Loss: | -5 714.07 | Balance Drawdown Relative: | 27.03% (3 117.98) | Equity Drawdown Relative: | 38.31% (4 542.69) | |||||||
Profit Factor: | 0.77 | Expected Payoff: | -108.82 | Margin Level: | 4723.22% | |||||||
Recovery Factor: | -0.29 | Sharpe Ratio: | -0.04 | Z-Score: | 0.11 (8.76%) | |||||||
AHPR: | 0.9953 (-0.47%) | LR Correlation: | -0.43 | OnTester result: | 0 | |||||||
GHPR: | 0.9884 (-1.16%) | LR Standard Error: | 1 001.62 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 6 (83.33%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 8 (66.67%) | Loss Trades (% of total): | 4 (33.33%) | |||||||
Largest profit trade: | 1 681.88 | Largest loss trade: | -3 117.98 | |||||||||
Average profit trade: | 551.03 | Average loss trade: | -1 428.52 | |||||||||
Maximum consecutive wins ($): | 3 (2 365.08) | Maximum consecutive losses ($): | 2 (-1 806.19) | |||||||||
Maximal consecutive profit (count): | 2 365.08 (3) | Maximal consecutive loss (count): | -3 117.98 (1) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.47 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.1671 | |||||||
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Minimal position holding time: | 360:00:00 | Maximal position holding time: | 9120:00:00 | Average position holding time: | 3840:04:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.04.11 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 3 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 4 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 5 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 6 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2015.07.03 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 7 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 8 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 9 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2016.11.11 23:00:00 | 10 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.11 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 11 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 12 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.13 23:00:00 | filled | |||||
2018.04.06 23:00:00 | 13 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.04.06 23:00:00 | filled | |||||
2018.04.06 23:00:00 | 14 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.04.06 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 15 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 16 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.04.27 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 17 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.14 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 18 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.14 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 19 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 20 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2018.12.07 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 21 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 22 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 23 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 24 | GBPUSD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 25 | GBPUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.04.11 23:00:00 | 2 | GBPUSD | sell | in | 0.1 | 1.67360 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.02 23:00:00 | 3 | GBPUSD | buy | out | 0.1 | 1.53350 | 3 | 0.00 | -106.00 | 1 401.00 | 11 295.00 | |
2015.01.02 23:00:00 | 4 | GBPUSD | buy | in | 0.1 | 1.53350 | 4 | 0.00 | 0.00 | 0.00 | 11 295.00 | |
2015.07.03 23:00:00 | 5 | GBPUSD | sell | out | 0.1 | 1.55850 | 5 | 0.00 | -89.67 | 250.00 | 11 455.33 | |
2015.07.03 23:00:00 | 6 | GBPUSD | sell | in | 0.1 | 1.55850 | 6 | 0.00 | 0.00 | 0.00 | 11 455.33 | |
2015.08.07 23:00:00 | 7 | GBPUSD | buy | out | 0.1 | 1.54890 | 7 | 0.00 | -14.00 | 96.00 | 11 537.33 | |
2015.08.07 23:00:00 | 8 | GBPUSD | buy | in | 0.1 | 1.54890 | 8 | 0.00 | 0.00 | 0.00 | 11 537.33 | |
2016.11.11 23:00:00 | 9 | GBPUSD | sell | out | 0.1 | 1.25974 | 9 | 0.00 | -226.38 | -2 891.60 | 8 419.35 | |
2016.11.11 23:00:00 | 10 | GBPUSD | sell | in | 0.1 | 1.25974 | 10 | 0.00 | 0.00 | 0.00 | 8 419.35 | |
2017.01.13 23:00:00 | 11 | GBPUSD | buy | out | 0.1 | 1.21881 | 11 | 0.00 | -25.20 | 409.30 | 8 803.45 | |
2017.01.13 23:00:00 | 12 | GBPUSD | buy | in | 0.1 | 1.21881 | 12 | 0.00 | 0.00 | 0.00 | 8 803.45 | |
2018.04.06 23:00:00 | 13 | GBPUSD | sell | out | 0.1 | 1.40895 | 13 | 0.00 | -219.52 | 1 901.40 | 10 485.33 | |
2018.04.06 23:00:00 | 14 | GBPUSD | sell | in | 0.1 | 1.40895 | 14 | 0.00 | 0.00 | 0.00 | 10 485.33 | |
2018.04.27 23:00:00 | 15 | GBPUSD | buy | out | 0.1 | 1.37820 | 15 | 0.00 | -8.40 | 307.50 | 10 784.43 | |
2018.04.27 23:00:00 | 16 | GBPUSD | buy | in | 0.1 | 1.37820 | 16 | 0.00 | 0.00 | 0.00 | 10 784.43 | |
2018.09.14 23:00:00 | 17 | GBPUSD | sell | out | 0.1 | 1.30607 | 17 | 0.00 | -68.60 | -721.30 | 9 994.53 | |
2018.09.14 23:00:00 | 18 | GBPUSD | sell | in | 0.1 | 1.30607 | 18 | 0.00 | 0.00 | 0.00 | 9 994.53 | |
2018.12.07 23:00:00 | 19 | GBPUSD | buy | out | 0.1 | 1.27418 | 19 | 0.00 | -33.60 | 318.90 | 10 279.83 | |
2018.12.07 23:00:00 | 20 | GBPUSD | buy | in | 0.1 | 1.27418 | 20 | 0.00 | 0.00 | 0.00 | 10 279.83 | |
2019.12.06 23:00:00 | 21 | GBPUSD | sell | out | 0.1 | 1.31407 | 21 | 0.00 | -178.36 | 398.90 | 10 500.37 | |
2019.12.06 23:00:00 | 22 | GBPUSD | sell | in | 0.1 | 1.31407 | 22 | 0.00 | 0.00 | 0.00 | 10 500.37 | |
2021.05.21 23:00:00 | 23 | GBPUSD | buy | out | 0.1 | 1.41550 | 23 | 0.00 | -212.80 | -1 014.30 | 9 273.27 | |
2021.05.21 23:00:00 | 24 | GBPUSD | buy | in | 0.1 | 1.41550 | 24 | 0.00 | 0.00 | 0.00 | 9 273.27 | |
2021.08.20 23:59:59 | 25 | GBPUSD | sell | out | 0.1 | 1.36205 | 25 | 0.00 | -44.59 | -534.50 | 8 694.18 | end of test |
0.00 | -1 227.12 | -78.70 | 8 694.18 | |||||||||