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=5
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: 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
Graph
Graph
Correlation (Profits,MFE): 0.93 Correlation (Profits,MAE): 0.76 Correlation (MFE,MAE): 0.5950
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 130:54:32
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
2016.02.19 23:00:006EURUSDsell0.1 / 0.10.000002016.02.19 23:00:00filled
2016.02.26 23:00:007EURUSDbuy0.1 / 0.10.000002016.02.26 23:00:00filled
2016.04.01 23:00:008EURUSDsell0.1 / 0.10.000002016.04.01 23:00:00filled
2016.04.08 23:00:009EURUSDbuy0.1 / 0.10.000002016.04.08 23:00:00filled
2016.12.09 23:00:0010EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2016.12.16 23:00:0011EURUSDbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2017.08.25 23:00:0012EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2017.09.01 23:00:0013EURUSDbuy0.1 / 0.10.000002017.09.01 23:00:00filled
2018.04.27 23:00:0014EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.05.04 23:00:0015EURUSDsell0.1 / 0.10.000002018.05.04 23:00:00filled
2019.08.23 23:00:0016EURUSDsell0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.30 23:00:0017EURUSDbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2020.01.24 23:00:0018EURUSDsell0.1 / 0.10.000002020.01.24 23:00:00filled
2020.01.31 23:00:0019EURUSDbuy0.1 / 0.10.000002020.01.31 23:00:00filled
2020.08.21 23:00:0020EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.28 23:00:0021EURUSDsell0.1 / 0.10.000002020.08.28 23:00:00filled
2021.08.06 23:00:0022EURUSDbuy0.1 / 0.10.000002021.08.06 23:00:00filled
2021.08.13 23:00:0023EURUSDsell0.1 / 0.10.000002021.08.13 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
2016.02.19 23:00:006EURUSDsellin0.11.1130060.000.000.009 764.75
2016.02.26 23:00:007EURUSDbuyout0.11.0940070.000.63190.009 955.38
2016.04.01 23:00:008EURUSDsellin0.11.1395080.000.000.009 955.38
2016.04.08 23:00:009EURUSDbuyout0.11.1401090.000.63-6.009 950.01
2016.12.09 23:00:0010EURUSDsellin0.11.05593100.000.000.009 950.01
2016.12.16 23:00:0011EURUSDbuyout0.11.04421110.000.63117.2010 067.84
2017.08.25 23:00:0012EURUSDsellin0.11.19243120.000.000.0010 067.84
2017.09.01 23:00:0013EURUSDbuyout0.11.18649130.000.6359.4010 127.87
2018.04.27 23:00:0014EURUSDbuyin0.11.21311140.000.000.0010 127.87
2018.05.04 23:00:0015EURUSDsellout0.11.19568150.00-6.44-174.309 947.13
2019.08.23 23:00:0016EURUSDsellin0.11.11415160.000.000.009 947.13
2019.08.30 23:00:0017EURUSDbuyout0.11.09921170.000.63149.4010 097.16
2020.01.24 23:00:0018EURUSDsellin0.11.10275180.000.000.0010 097.16
2020.01.31 23:00:0019EURUSDbuyout0.11.10902190.000.63-62.7010 035.09
2020.08.21 23:00:0020EURUSDbuyin0.11.17949200.000.000.0010 035.09
2020.08.28 23:00:0021EURUSDsellout0.11.18973210.00-6.44102.4010 131.05
2021.08.06 23:00:0022EURUSDbuyin0.11.17604220.000.000.0010 131.05
2021.08.13 23:00:0023EURUSDsellout0.11.17971230.00-6.4436.7010 161.31
0.00 -27.79 189.10 10 161.31