Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=26 | ||||||||||||
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: | 90% | |||||||||||
Bars: | 90836 | Ticks: | 345141 | Symbols: | 1 | |||||||
Total Net Profit: | -1 845.08 | Balance Drawdown Absolute: | 1 845.08 | Equity Drawdown Absolute: | 2 137.27 | |||||||
Gross Profit: | 332.91 | Balance Drawdown Maximal: | 2 092.64 (20.42%) | Equity Drawdown Maximal: | 3 009.13 (27.68%) | |||||||
Gross Loss: | -2 177.99 | Balance Drawdown Relative: | 20.42% (2 092.64) | Equity Drawdown Relative: | 27.68% (3 009.13) | |||||||
Profit Factor: | 0.15 | Expected Payoff: | -205.01 | Margin Level: | 7862.73% | |||||||
Recovery Factor: | -0.61 | Sharpe Ratio: | -0.62 | Z-Score: | 1.22 (77.75%) | |||||||
AHPR: | 0.9782 (-2.18%) | LR Correlation: | -0.93 | OnTester result: | 0 | |||||||
GHPR: | 0.9776 (-2.24%) | LR Standard Error: | 284.15 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 6 (33.33%) | Long Trades (won %): | 3 (33.33%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 3 (33.33%) | Loss Trades (% of total): | 6 (66.67%) | |||||||
Largest profit trade: | 247.56 | Largest loss trade: | -806.00 | |||||||||
Average profit trade: | 110.97 | Average loss trade: | -363.00 | |||||||||
Maximum consecutive wins ($): | 1 (247.56) | Maximum consecutive losses ($): | 4 (-1 888.87) | |||||||||
Maximal consecutive profit (count): | 247.56 (1) | Maximal consecutive loss (count): | -1 888.87 (4) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.54 | Correlation (Profits,MAE): | 0.76 | Correlation (MFE,MAE): | -0.0410 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 12240:00:00 | Average position holding time: | 3266:46:39 | |||||||
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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 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.04.18 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2014.07.25 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.07.25 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 6 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 7 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 8 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 9 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 10 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 11 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 14 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 15 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 16 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 17 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 18 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 19 | USDCHF | 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 | ||||||
2014.04.18 23:00:00 | 2 | USDCHF | buy | in | 0.1 | 0.88380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.07.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.90460 | 3 | 0.00 | 17.62 | 229.94 | 10 247.56 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 10 247.56 | |
2015.04.24 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.95380 | 5 | 0.00 | -290.17 | -515.83 | 9 441.56 | |
2015.10.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 0.97190 | 6 | 0.00 | 0.00 | 0.00 | 9 441.56 | |
2016.03.11 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 0.98280 | 7 | 0.00 | -163.55 | -110.91 | 9 167.10 | |
2016.03.11 23:00:00 | 8 | USDCHF | buy | in | 0.1 | 0.98280 | 8 | 0.00 | 0.00 | 0.00 | 9 167.10 | |
2016.05.13 23:00:00 | 9 | USDCHF | sell | out | 0.1 | 0.97460 | 9 | 0.00 | 10.41 | -84.14 | 9 093.37 | |
2016.05.13 23:00:00 | 10 | USDCHF | sell | in | 0.1 | 0.97460 | 10 | 0.00 | 0.00 | 0.00 | 9 093.37 | |
2016.12.16 23:00:00 | 11 | USDCHF | buy | out | 0.1 | 1.02716 | 11 | 0.00 | -222.98 | -511.70 | 8 358.69 | |
2018.05.11 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 1.00077 | 12 | 0.00 | 0.00 | 0.00 | 8 358.69 | |
2018.06.22 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 0.98812 | 13 | 0.00 | -42.73 | 128.02 | 8 443.98 | |
2018.07.20 23:00:00 | 14 | USDCHF | sell | in | 0.1 | 0.99213 | 14 | 0.00 | 0.00 | 0.00 | 8 443.98 | |
2018.07.27 23:00:00 | 15 | USDCHF | buy | out | 0.1 | 0.99422 | 15 | 0.00 | -7.14 | -21.02 | 8 415.82 | |
2019.04.19 23:00:00 | 16 | USDCHF | sell | in | 0.1 | 1.01437 | 16 | 0.00 | 0.00 | 0.00 | 8 415.82 | |
2021.04.02 23:00:00 | 17 | USDCHF | buy | out | 0.1 | 0.94295 | 17 | 0.00 | -757.35 | 757.41 | 8 415.88 | |
2021.04.02 23:00:00 | 18 | USDCHF | buy | in | 0.1 | 0.94295 | 18 | 0.00 | 0.00 | 0.00 | 8 415.88 | |
2021.08.20 23:59:59 | 19 | USDCHF | sell | out | 0.1 | 0.91678 | 19 | 0.00 | 24.50 | -285.46 | 8 154.92 | end of test |
0.00 | -1 431.39 | -413.69 | 8 154.92 | |||||||||