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=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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -2 957.52 Balance Drawdown Absolute: 3 101.59 Equity Drawdown Absolute: 3 532.29
Gross Profit: 712.25 Balance Drawdown Maximal: 3 277.89 (32.21%) Equity Drawdown Maximal: 3 758.50 (36.75%)
Gross Loss: -3 669.77 Balance Drawdown Relative: 32.21% (3 277.89) Equity Drawdown Relative: 36.75% (3 758.50)
Profit Factor: 0.19 Expected Payoff: -492.92 Margin Level: 4941.18%
Recovery Factor: -0.79 Sharpe Ratio: -0.49 Z-Score: 1.37 (82.93%)
AHPR: 0.9493 (-5.07%) LR Correlation: -0.86 OnTester result: 0
GHPR: 0.9432 (-5.68%) LR Standard Error: 714.66
Total Trades: 6 Short Trades (won %): 3 (66.67%) Long Trades (won %): 3 (33.33%)
Total Deals: 12 Profit Trades (% of total): 3 (50.00%) Loss Trades (% of total): 3 (50.00%)
Largest profit trade: 391.88 Largest loss trade: -2 514.44
Average profit trade: 237.42 Average loss trade: -1 223.26
Maximum consecutive wins ($): 1 (391.88) Maximum consecutive losses ($): 2 (-1 155.33)
Maximal consecutive profit (count): 391.88 (1) Maximal consecutive loss (count): -2 514.44 (1)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.72 Correlation (Profits,MAE): 0.96 Correlation (MFE,MAE): 0.5369
Graph
Minimal position holding time: 1200:00:00 Maximal position holding time: 6120:00:00 Average position holding time: 3300:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.03.07 23:00:002EURUSDsell0.1 / 0.10.000002014.03.07 23:00:00filled
2014.05.16 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.23 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2015.05.15 23:00:005EURUSDsell0.1 / 0.10.000002015.05.15 23:00:00filled
2015.11.06 23:00:006EURUSDbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2016.04.15 23:00:007EURUSDsell0.1 / 0.10.000002016.04.15 23:00:00filled
2016.06.03 23:00:008EURUSDbuy0.1 / 0.10.000002016.06.03 23:00:00filled
2016.12.09 23:00:009EURUSDsell0.1 / 0.10.000002016.12.09 23:00:00filled
2017.08.25 23:00:0010EURUSDsell0.1 / 0.10.000002017.08.25 23:00:00filled
2018.04.27 23:00:0011EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2019.05.31 23:00:0012EURUSDsell0.1 / 0.10.000002019.05.31 23:00:00filled
2019.10.11 23:00:0013EURUSDbuy0.1 / 0.10.000002019.10.11 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
2014.03.07 23:00:002EURUSDsellin0.11.3870020.000.000.0010 000.00
2014.05.16 23:00:003EURUSDbuyout0.11.3700030.006.30170.0010 176.30
2014.05.23 23:00:004EURUSDbuyin0.11.3632040.000.000.0010 176.30
2015.05.15 23:00:005EURUSDsellout0.11.1446050.00-328.44-2 186.007 661.86
2015.11.06 23:00:006EURUSDbuyin0.11.0743060.000.000.007 661.86
2016.04.15 23:00:007EURUSDsellout0.11.1283070.00-148.12540.008 053.74
2016.06.03 23:00:008EURUSDbuyin0.11.1356080.000.000.008 053.74
2016.12.09 23:00:009EURUSDsellout0.11.0559390.00-173.88-796.707 083.16
2017.08.25 23:00:0010EURUSDsellin0.11.19243100.000.000.007 083.16
2018.04.27 23:00:0011EURUSDbuyout0.11.21311110.0022.05-206.806 898.41
2019.05.31 23:00:0012EURUSDsellin0.11.11728120.000.000.006 898.41
2019.10.11 23:00:0013EURUSDbuyout0.11.10407130.0011.97132.107 042.48
0.00 -610.12 -2 347.40 7 042.48