Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | EURUSD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=31 | ||||||||||||
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: | 96% | |||||||||||
Bars: | 94693 | Ticks: | 361462 | Symbols: | 1 | |||||||
Total Net Profit: | -3 141.02 | Balance Drawdown Absolute: | 3 141.02 | Equity Drawdown Absolute: | 4 304.30 | |||||||
Gross Profit: | 227.68 | Balance Drawdown Maximal: | 3 141.02 (31.41%) | Equity Drawdown Maximal: | 4 313.39 (43.09%) | |||||||
Gross Loss: | -3 368.70 | Balance Drawdown Relative: | 31.41% (3 141.02) | Equity Drawdown Relative: | 43.09% (4 313.39) | |||||||
Profit Factor: | 0.07 | Expected Payoff: | -785.26 | Margin Level: | 4178.18% | |||||||
Recovery Factor: | -0.73 | Sharpe Ratio: | -0.67 | Z-Score: | 2.00 (95.45%) | |||||||
AHPR: | 0.9189 (-8.11%) | LR Correlation: | -0.86 | OnTester result: | 0 | |||||||
GHPR: | 0.9100 (-9.00%) | LR Standard Error: | 833.99 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 2 (50.00%) | Long Trades (won %): | 2 (0.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 1 (25.00%) | Loss Trades (% of total): | 3 (75.00%) | |||||||
Largest profit trade: | 227.68 | Largest loss trade: | -2 802.50 | |||||||||
Average profit trade: | 227.68 | Average loss trade: | -1 122.90 | |||||||||
Maximum consecutive wins ($): | 1 (227.68) | Maximum consecutive losses ($): | 2 (-2 937.42) | |||||||||
Maximal consecutive profit (count): | 227.68 (1) | Maximal consecutive loss (count): | -2 937.42 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.58 | Correlation (Profits,MAE): | 0.97 | Correlation (MFE,MAE): | 0.4200 | |||||||
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Minimal position holding time: | 1920:00:00 | Maximal position holding time: | 20400:00:00 | Average position holding time: | 11820:14:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.31 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.01.31 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2017.08.25 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 9 | EURUSD | 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 | ||||||
2014.01.31 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.34870 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.23 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.36320 | 3 | 0.00 | 10.08 | -145.00 | 9 865.08 | |
2014.05.23 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.36320 | 4 | 0.00 | 0.00 | 0.00 | 9 865.08 | |
2017.08.25 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.19243 | 5 | 0.00 | -1094.80 | -1 707.70 | 7 062.58 | |
2017.08.25 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.19243 | 6 | 0.00 | 0.00 | 0.00 | 7 062.58 | |
2020.08.21 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.17949 | 7 | 0.00 | 98.28 | 129.40 | 7 290.26 | |
2020.08.21 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.17949 | 8 | 0.00 | 0.00 | 0.00 | 7 290.26 | |
2021.08.20 23:59:59 | 9 | EURUSD | sell | out | 0.1 | 1.16985 | 9 | 0.00 | -334.88 | -96.40 | 6 858.98 | end of test |
0.00 | -1 321.32 | -1 819.70 | 6 858.98 | |||||||||