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=20
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: -384.45 Balance Drawdown Absolute: 384.45 Equity Drawdown Absolute: 392.27
Gross Profit: 218.01 Balance Drawdown Maximal: 493.25 (4.88%) Equity Drawdown Maximal: 587.37 (5.76%)
Gross Loss: -602.46 Balance Drawdown Relative: 4.88% (493.25) Equity Drawdown Relative: 5.76% (587.37)
Profit Factor: 0.36 Expected Payoff: -38.44 Margin Level: 9607.73%
Recovery Factor: -0.65 Sharpe Ratio: -0.42 Z-Score: 1.06 (71.09%)
AHPR: 0.9961 (-0.39%) LR Correlation: -0.80 OnTester result: 0
GHPR: 0.9961 (-0.39%) LR Standard Error: 96.13
Total Trades: 10 Short Trades (won %): 4 (25.00%) Long Trades (won %): 6 (33.33%)
Total Deals: 20 Profit Trades (% of total): 3 (30.00%) Loss Trades (% of total): 7 (70.00%)
Largest profit trade: 87.08 Largest loss trade: -157.13
Average profit trade: 72.67 Average loss trade: -86.07
Maximum consecutive wins ($): 1 (87.08) Maximum consecutive losses ($): 5 (-425.61)
Maximal consecutive profit (count): 87.08 (1) Maximal consecutive loss (count): -425.61 (5)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.69 Correlation (Profits,MAE): 0.57 Correlation (MFE,MAE): 0.2902
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 156:00:00
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
2014.08.29 23:00:003USDCADbuy0.1 / 0.10.000002014.08.29 23:00:00filled
2014.10.10 23:00:004USDCADsell0.1 / 0.10.000002014.10.10 23:00:00filled
2014.10.24 23:00:005USDCADbuy0.1 / 0.10.000002014.10.24 23:00:00filled
2015.09.18 23:00:006USDCADbuy0.1 / 0.10.000002015.09.18 23:00:00filled
2015.09.25 23:00:007USDCADsell0.1 / 0.10.000002015.09.25 23:00:00filled
2015.12.18 23:00:008USDCADsell0.1 / 0.10.000002015.12.18 23:00:00filled
2016.01.08 23:00:009USDCADbuy0.1 / 0.10.000002016.01.08 23:00:00filled
2016.06.17 23:00:0010USDCADbuy0.1 / 0.10.000002016.06.17 23:00:00filled
2016.06.24 23:00:0011USDCADsell0.1 / 0.10.000002016.06.24 23:00:00filled
2016.11.18 23:00:0012USDCADsell0.1 / 0.10.000002016.11.18 23:00:00filled
2016.11.25 23:00:0013USDCADbuy0.1 / 0.10.000002016.11.25 23:00:00filled
2018.06.22 23:00:0014USDCADbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.06.29 23:00:0015USDCADsell0.1 / 0.10.000002018.06.29 23:00:00filled
2019.11.08 23:00:0016USDCADbuy0.1 / 0.10.000002019.11.08 23:00:00filled
2019.11.15 23:00:0017USDCADsell0.1 / 0.10.000002019.11.15 23:00:00filled
2020.05.22 23:00:0018USDCADbuy0.1 / 0.10.000002020.05.22 23:00:00filled
2020.05.29 23:00:0019USDCADsell0.1 / 0.10.000002020.05.29 23:00:00filled
2021.03.05 23:00:0020USDCADbuy0.1 / 0.10.000002021.03.05 23:00:00filled
2021.03.12 23:00:0021USDCADsell0.1 / 0.10.000002021.03.12 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
2014.08.29 23:00:003USDCADbuyout0.11.0874030.00-2.6964.3710 061.68
2014.10.10 23:00:004USDCADsellin0.11.1215040.000.000.0010 061.68
2014.10.24 23:00:005USDCADbuyout0.11.1234050.00-5.22-16.9110 039.55
2015.09.18 23:00:006USDCADbuyin0.11.3219060.000.000.0010 039.55
2015.09.25 23:00:007USDCADsellout0.11.3314070.00-2.1071.3510 108.80
2015.12.18 23:00:008USDCADsellin0.11.3941080.000.000.0010 108.80
2016.01.08 23:00:009USDCADbuyout0.11.4151090.00-6.32-148.409 954.08
2016.06.17 23:00:0010USDCADbuyin0.11.28810100.000.000.009 954.08
2016.06.24 23:00:0011USDCADsellout0.11.29970110.00-2.1789.2510 041.16
2016.11.18 23:00:0012USDCADsellin0.11.35120120.000.000.0010 041.16
2016.11.25 23:00:0013USDCADbuyout0.11.35228130.00-2.17-7.9910 031.00
2018.06.22 23:00:0014USDCADbuyin0.11.32773140.000.000.0010 031.00
2018.06.29 23:00:0015USDCADsellout0.11.31461150.00-2.10-99.809 929.10
2019.11.08 23:00:0016USDCADbuyin0.11.32275160.000.000.009 929.10
2019.11.15 23:00:0017USDCADsellout0.11.32268170.00-2.11-0.539 926.46
2020.05.22 23:00:0018USDCADbuyin0.11.39856180.000.000.009 926.46
2020.05.29 23:00:0019USDCADsellout0.11.37720190.00-2.03-155.109 769.33
2021.03.05 23:00:0020USDCADbuyin0.11.26598200.000.000.009 769.33
2021.03.12 23:00:0021USDCADsellout0.11.24708210.00-2.23-151.559 615.55
0.00 -29.14 -355.31 9 615.55