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=5 | ||||||||||||
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: | -849.46 | Balance Drawdown Absolute: | 849.46 | Equity Drawdown Absolute: | 865.65 | |||||||
Gross Profit: | 486.03 | Balance Drawdown Maximal: | 849.46 (8.49%) | Equity Drawdown Maximal: | 890.84 (8.89%) | |||||||
Gross Loss: | -1 335.49 | Balance Drawdown Relative: | 8.49% (849.46) | Equity Drawdown Relative: | 8.89% (890.84) | |||||||
Profit Factor: | 0.36 | Expected Payoff: | -38.61 | Margin Level: | 9134.35% | |||||||
Recovery Factor: | -0.95 | Sharpe Ratio: | -0.36 | Z-Score: | -0.80 (57.63%) | |||||||
AHPR: | 0.9960 (-0.40%) | LR Correlation: | -0.79 | OnTester result: | 0 | |||||||
GHPR: | 0.9960 (-0.40%) | LR Standard Error: | 148.53 | |||||||||
Total Trades: | 22 | Short Trades (won %): | 13 (38.46%) | Long Trades (won %): | 9 (33.33%) | |||||||
Total Deals: | 44 | Profit Trades (% of total): | 8 (36.36%) | Loss Trades (% of total): | 14 (63.64%) | |||||||
Largest profit trade: | 134.67 | Largest loss trade: | -252.22 | |||||||||
Average profit trade: | 60.75 | Average loss trade: | -95.39 | |||||||||
Maximum consecutive wins ($): | 4 (186.05) | Maximum consecutive losses ($): | 4 (-417.92) | |||||||||
Maximal consecutive profit (count): | 195.39 (2) | Maximal consecutive loss (count): | -519.51 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.54 | Correlation (Profits,MAE): | 0.79 | Correlation (MFE,MAE): | 0.1635 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 141:49:05 | |||||||
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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 | |||||
2014.04.25 23:00:00 | 3 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.04.25 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 | |||||
2014.08.01 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.08.01 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 6 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 7 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.01.09 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 8 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.05.01 23:00:00 | 9 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.05.01 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 10 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.09 23:00:00 | 11 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.10.09 23:00:00 | filled | |||||
2016.03.04 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.03.04 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 14 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.03.11 23:00:00 | filled | |||||
2016.04.01 23:00:00 | 15 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.04.01 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 16 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.29 23:00:00 | 17 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.04.29 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 18 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 19 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.05.20 23:00:00 | filled | |||||
2016.09.16 23:00:00 | 20 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.16 23:00:00 | filled | |||||
2016.09.23 23:00:00 | 21 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.09.23 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 22 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 23 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 24 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 25 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 26 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 27 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2018.05.11 23:00:00 | 28 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.05.11 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 29 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.05.18 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 30 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 31 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 32 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.06 23:00:00 | 33 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.06 23:00:00 | filled | |||||
2018.07.20 23:00:00 | 34 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.07.20 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 35 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 36 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.08.03 23:00:00 | 37 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.08.03 23:00:00 | filled | |||||
2019.01.18 23:00:00 | 38 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2019.01.18 23:00:00 | filled | |||||
2019.01.25 23:00:00 | 39 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.01.25 23:00:00 | filled | |||||
2019.04.19 23:00:00 | 40 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2019.04.19 23:00:00 | filled | |||||
2019.04.26 23:00:00 | 41 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2019.04.26 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 42 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.19 23:00:00 | 43 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.06.19 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 44 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 45 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
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 | |
2014.04.25 23:00:00 | 3 | USDCHF | sell | out | 0.1 | 0.88130 | 3 | 0.00 | 1.26 | -28.37 | 9 972.89 | |
2014.07.25 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.90460 | 4 | 0.00 | 0.00 | 0.00 | 9 972.89 | |
2014.08.01 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.90640 | 5 | 0.00 | -7.79 | -19.86 | 9 945.24 | |
2015.01.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 1.00120 | 6 | 0.00 | 0.00 | 0.00 | 9 945.24 | |
2015.01.09 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 1.01440 | 7 | 0.00 | -8.00 | -130.13 | 9 807.11 | |
2015.04.24 23:00:00 | 8 | USDCHF | buy | in | 0.1 | 0.95380 | 8 | 0.00 | 0.00 | 0.00 | 9 807.11 | |
2015.05.01 23:00:00 | 9 | USDCHF | sell | out | 0.1 | 0.93270 | 9 | 0.00 | 1.19 | -226.22 | 9 582.08 | |
2015.10.02 23:00:00 | 10 | USDCHF | sell | in | 0.1 | 0.97190 | 10 | 0.00 | 0.00 | 0.00 | 9 582.08 | |
2015.10.09 23:00:00 | 11 | USDCHF | buy | out | 0.1 | 0.96190 | 11 | 0.00 | -7.28 | 103.96 | 9 678.76 | |
2016.03.04 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.99320 | 12 | 0.00 | 0.00 | 0.00 | 9 678.76 | |
2016.03.11 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 0.98280 | 13 | 0.00 | -7.11 | 105.82 | 9 777.47 | |
2016.03.11 23:00:00 | 14 | USDCHF | buy | in | 0.1 | 0.98280 | 14 | 0.00 | 0.00 | 0.00 | 9 777.47 | |
2016.04.01 23:00:00 | 15 | USDCHF | sell | out | 0.1 | 0.95830 | 15 | 0.00 | 3.44 | -255.66 | 9 525.25 | |
2016.04.15 23:00:00 | 16 | USDCHF | buy | in | 0.1 | 0.96820 | 16 | 0.00 | 0.00 | 0.00 | 9 525.25 | |
2016.04.29 23:00:00 | 17 | USDCHF | sell | out | 0.1 | 0.95900 | 17 | 0.00 | 2.30 | -95.93 | 9 431.62 | |
2016.05.13 23:00:00 | 18 | USDCHF | sell | in | 0.1 | 0.97460 | 18 | 0.00 | 0.00 | 0.00 | 9 431.62 | |
2016.05.20 23:00:00 | 19 | USDCHF | buy | out | 0.1 | 0.99110 | 19 | 0.00 | -7.18 | -166.48 | 9 257.96 | |
2016.09.16 23:00:00 | 20 | USDCHF | sell | in | 0.1 | 0.98070 | 20 | 0.00 | 0.00 | 0.00 | 9 257.96 | |
2016.09.23 23:00:00 | 21 | USDCHF | buy | out | 0.1 | 0.97000 | 21 | 0.00 | -7.24 | 110.31 | 9 361.03 | |
2016.09.30 23:00:00 | 22 | USDCHF | sell | in | 0.1 | 0.97130 | 22 | 0.00 | 0.00 | 0.00 | 9 361.03 | |
2016.10.07 23:00:00 | 23 | USDCHF | buy | out | 0.1 | 0.97757 | 23 | 0.00 | -7.25 | -64.14 | 9 289.64 | |
2016.12.16 23:00:00 | 24 | USDCHF | buy | in | 0.1 | 1.02716 | 24 | 0.00 | 0.00 | 0.00 | 9 289.64 | |
2016.12.23 23:00:00 | 25 | USDCHF | sell | out | 0.1 | 1.02770 | 25 | 0.00 | 1.11 | 5.25 | 9 296.00 | |
2017.01.06 23:00:00 | 26 | USDCHF | sell | in | 0.1 | 1.01727 | 26 | 0.00 | 0.00 | 0.00 | 9 296.00 | |
2017.01.20 23:00:00 | 27 | USDCHF | buy | out | 0.1 | 1.00237 | 27 | 0.00 | -13.98 | 148.65 | 9 430.67 | |
2018.05.11 23:00:00 | 28 | USDCHF | sell | in | 0.1 | 1.00077 | 28 | 0.00 | 0.00 | 0.00 | 9 430.67 | |
2018.05.18 23:00:00 | 29 | USDCHF | buy | out | 0.1 | 0.99786 | 29 | 0.00 | -7.07 | 29.16 | 9 452.76 | |
2018.06.22 23:00:00 | 30 | USDCHF | buy | in | 0.1 | 0.98812 | 30 | 0.00 | 0.00 | 0.00 | 9 452.76 | |
2018.06.29 23:00:00 | 31 | USDCHF | sell | out | 0.1 | 0.99028 | 31 | 0.00 | 1.12 | 21.81 | 9 475.69 | |
2018.06.29 23:00:00 | 32 | USDCHF | sell | in | 0.1 | 0.99028 | 32 | 0.00 | 0.00 | 0.00 | 9 475.69 | |
2018.07.06 23:00:00 | 33 | USDCHF | buy | out | 0.1 | 0.99046 | 33 | 0.00 | -7.13 | -1.82 | 9 466.74 | |
2018.07.20 23:00:00 | 34 | USDCHF | sell | in | 0.1 | 0.99213 | 34 | 0.00 | 0.00 | 0.00 | 9 466.74 | |
2018.07.27 23:00:00 | 35 | USDCHF | buy | out | 0.1 | 0.99422 | 35 | 0.00 | -7.14 | -21.02 | 9 438.58 | |
2018.07.27 23:00:00 | 36 | USDCHF | buy | in | 0.1 | 0.99422 | 36 | 0.00 | 0.00 | 0.00 | 9 438.58 | |
2018.08.03 23:00:00 | 37 | USDCHF | sell | out | 0.1 | 0.99426 | 37 | 0.00 | 1.12 | 0.40 | 9 440.10 | |
2019.01.18 23:00:00 | 38 | USDCHF | buy | in | 0.1 | 0.99575 | 38 | 0.00 | 0.00 | 0.00 | 9 440.10 | |
2019.01.25 23:00:00 | 39 | USDCHF | sell | out | 0.1 | 0.99242 | 39 | 0.00 | 1.12 | -33.55 | 9 407.67 | |
2019.04.19 23:00:00 | 40 | USDCHF | sell | in | 0.1 | 1.01437 | 40 | 0.00 | 0.00 | 0.00 | 9 407.67 | |
2019.04.26 23:00:00 | 41 | USDCHF | buy | out | 0.1 | 1.01922 | 41 | 0.00 | -6.94 | -47.59 | 9 353.14 | |
2020.06.12 23:00:00 | 42 | USDCHF | sell | in | 0.1 | 0.95225 | 42 | 0.00 | 0.00 | 0.00 | 9 353.14 | |
2020.06.19 23:00:00 | 43 | USDCHF | buy | out | 0.1 | 0.95203 | 43 | 0.00 | -7.43 | 2.31 | 9 348.02 | |
2021.04.02 23:00:00 | 44 | USDCHF | buy | in | 0.1 | 0.94295 | 44 | 0.00 | 0.00 | 0.00 | 9 348.02 | |
2021.04.09 23:00:00 | 45 | USDCHF | sell | out | 0.1 | 0.92458 | 45 | 0.00 | 1.20 | -198.68 | 9 150.54 | |
0.00 | -87.68 | -761.78 | 9 150.54 | |||||||||