Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.54 Correlation (Profits,MAE): 0.76 Correlation (MFE,MAE): -0.0410
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 12240:00:00 Average position holding time: 3266:46:39
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.18 23:00:002USDCHFbuy0.1 / 0.10.000002014.04.18 23:00:00filled
2014.07.25 23:00:003USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2014.07.25 23:00:004USDCHFsell0.1 / 0.10.000002014.07.25 23:00:00filled
2015.04.24 23:00:005USDCHFbuy0.1 / 0.10.000002015.04.24 23:00:00filled
2015.10.02 23:00:006USDCHFsell0.1 / 0.10.000002015.10.02 23:00:00filled
2016.03.11 23:00:007USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.03.11 23:00:008USDCHFbuy0.1 / 0.10.000002016.03.11 23:00:00filled
2016.05.13 23:00:009USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0010USDCHFsell0.1 / 0.10.000002016.05.13 23:00:00filled
2016.12.16 23:00:0011USDCHFbuy0.1 / 0.10.000002016.12.16 23:00:00filled
2018.05.11 23:00:0012USDCHFsell0.1 / 0.10.000002018.05.11 23:00:00filled
2018.06.22 23:00:0013USDCHFbuy0.1 / 0.10.000002018.06.22 23:00:00filled
2018.07.20 23:00:0014USDCHFsell0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.27 23:00:0015USDCHFbuy0.1 / 0.10.000002018.07.27 23:00:00filled
2019.04.19 23:00:0016USDCHFsell0.1 / 0.10.000002019.04.19 23:00:00filled
2021.04.02 23:00:0017USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.04.02 23:00:0018USDCHFbuy0.1 / 0.10.000002021.04.02 23:00:00filled
2021.08.20 23:59:5919USDCHFsell0.1 / 0.10.000002021.08.20 23:59:59filledend of test
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
2014.04.18 23:00:002USDCHFbuyin0.10.8838020.000.000.0010 000.00
2014.07.25 23:00:003USDCHFsellout0.10.9046030.0017.62229.9410 247.56
2014.07.25 23:00:004USDCHFsellin0.10.9046040.000.000.0010 247.56
2015.04.24 23:00:005USDCHFbuyout0.10.9538050.00-290.17-515.839 441.56
2015.10.02 23:00:006USDCHFsellin0.10.9719060.000.000.009 441.56
2016.03.11 23:00:007USDCHFbuyout0.10.9828070.00-163.55-110.919 167.10
2016.03.11 23:00:008USDCHFbuyin0.10.9828080.000.000.009 167.10
2016.05.13 23:00:009USDCHFsellout0.10.9746090.0010.41-84.149 093.37
2016.05.13 23:00:0010USDCHFsellin0.10.97460100.000.000.009 093.37
2016.12.16 23:00:0011USDCHFbuyout0.11.02716110.00-222.98-511.708 358.69
2018.05.11 23:00:0012USDCHFsellin0.11.00077120.000.000.008 358.69
2018.06.22 23:00:0013USDCHFbuyout0.10.98812130.00-42.73128.028 443.98
2018.07.20 23:00:0014USDCHFsellin0.10.99213140.000.000.008 443.98
2018.07.27 23:00:0015USDCHFbuyout0.10.99422150.00-7.14-21.028 415.82
2019.04.19 23:00:0016USDCHFsellin0.11.01437160.000.000.008 415.82
2021.04.02 23:00:0017USDCHFbuyout0.10.94295170.00-757.35757.418 415.88
2021.04.02 23:00:0018USDCHFbuyin0.10.94295180.000.000.008 415.88
2021.08.20 23:59:5919USDCHFsellout0.10.91678190.0024.50-285.468 154.92end of test
0.00 -1 431.39 -413.69 8 154.92