Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDCAD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=25
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: 98%
Bars: 94687 Ticks: 361043 Symbols: 1
Total Net Profit: 732.35 Balance Drawdown Absolute: 299.40 Equity Drawdown Absolute: 610.81
Gross Profit: 1 320.92 Balance Drawdown Maximal: 299.40 (2.99%) Equity Drawdown Maximal: 1 210.21 (10.27%)
Gross Loss: -588.57 Balance Drawdown Relative: 2.99% (299.40) Equity Drawdown Relative: 10.27% (1 210.21)
Profit Factor: 2.24 Expected Payoff: 91.54 Margin Level: 9389.19%
Recovery Factor: 0.61 Sharpe Ratio: 0.29 Z-Score: 0.38 (29.61%)
AHPR: 1.0094 (0.94%) LR Correlation: 0.71 OnTester result: 0
GHPR: 1.0089 (0.89%) LR Standard Error: 359.86
Total Trades: 8 Short Trades (won %): 3 (33.33%) Long Trades (won %): 5 (60.00%)
Total Deals: 16 Profit Trades (% of total): 4 (50.00%) Loss Trades (% of total): 4 (50.00%)
Largest profit trade: 765.71 Largest loss trade: -299.40
Average profit trade: 330.23 Average loss trade: -147.14
Maximum consecutive wins ($): 3 (1 299.18) Maximum consecutive losses ($): 2 (-153.25)
Maximal consecutive profit (count): 1 299.18 (3) Maximal consecutive loss (count): -299.40 (1)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.82 Correlation (Profits,MAE): -0.45 Correlation (MFE,MAE): -0.3917
Graph
Minimal position holding time: 480:00:00 Maximal position holding time: 5520:00:00 Average position holding time: 1815:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.08.22 23:00:002USDCADsell0.1 / 0.10.000002014.08.22 23:00:00filled
2014.11.21 23:00:003USDCADbuy0.1 / 0.10.000002014.11.21 23:00:00filled
2015.09.18 23:00:004USDCADbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2015.12.18 23:00:005USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2015.12.18 23:00:006USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2016.06.17 23:00:007USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.17 23:00:008USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.08.12 23:00:009USDCADsell0.1 / 0.10.000002016.08.12 23:00:00filled
2016.11.18 23:00:0010USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.12.23 23:00:0011USDCADbuy0.1 / 0.10.000002016.12.23 23:00:00filled
2018.06.22 23:00:0012USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.07.20 23:00:0013USDCADsell0.1 / 0.10.000002018.07.20 23:00:00filled
2019.11.08 23:00:0014USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2020.09.25 23:00:0015USDCADsell0.1 / 0.10.000002020.09.25 23:00:00filled
2021.03.05 23:00:0016USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.04.16 23:00:0017USDCADsell0.1 / 0.10.000002021.04.16 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
2014.08.22 23:00:002USDCADsellin0.11.0944020.000.000.0010 000.00
2014.11.21 23:00:003USDCADbuyout0.11.1242030.00-34.32-265.089 700.60
2015.09.18 23:00:004USDCADbuyin0.11.3219040.000.000.009 700.60
2015.12.18 23:00:005USDCADsellout0.11.3941050.00-27.41517.9010 191.09
2015.12.18 23:00:006USDCADsellin0.11.3941060.000.000.0010 191.09
2016.06.17 23:00:007USDCADbuyout0.11.2881070.00-57.21822.9210 956.80
2016.06.17 23:00:008USDCADbuyin0.11.2881080.000.000.0010 956.80
2016.08.12 23:00:009USDCADsellout0.11.2959090.00-17.2160.1910 999.78
2016.11.18 23:00:0010USDCADsellin0.11.35120100.000.000.0010 999.78
2016.12.23 23:00:0011USDCADbuyout0.11.35353110.00-11.00-17.2110 971.57
2018.06.22 23:00:0012USDCADbuyin0.11.32773120.000.000.0010 971.57
2018.07.20 23:00:0013USDCADsellout0.11.31243130.00-8.46-116.5810 846.53
2019.11.08 23:00:0014USDCADbuyin0.11.32275140.000.000.0010 846.53
2020.09.25 23:00:0015USDCADsellout0.11.33844150.00-95.49117.2310 868.27
2021.03.05 23:00:0016USDCADbuyin0.11.26598160.000.000.0010 868.27
2021.04.16 23:00:0017USDCADsellout0.11.25066170.00-13.42-122.5010 732.35
0.00 -264.52 996.87 10 732.35