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=4 | ||||||||||||
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: | -504.45 | Balance Drawdown Absolute: | 566.19 | Equity Drawdown Absolute: | 608.84 | |||||||
Gross Profit: | 598.61 | Balance Drawdown Maximal: | 566.19 (5.66%) | Equity Drawdown Maximal: | 637.32 (6.36%) | |||||||
Gross Loss: | -1 103.06 | Balance Drawdown Relative: | 5.66% (566.19) | Equity Drawdown Relative: | 6.36% (637.32) | |||||||
Profit Factor: | 0.54 | Expected Payoff: | -25.22 | Margin Level: | 9391.16% | |||||||
Recovery Factor: | -0.79 | Sharpe Ratio: | -0.23 | Z-Score: | 0.74 (54.07%) | |||||||
AHPR: | 0.9975 (-0.25%) | LR Correlation: | -0.56 | OnTester result: | 0 | |||||||
GHPR: | 0.9974 (-0.26%) | LR Standard Error: | 135.18 | |||||||||
Total Trades: | 20 | Short Trades (won %): | 11 (36.36%) | Long Trades (won %): | 9 (55.56%) | |||||||
Total Deals: | 40 | Profit Trades (% of total): | 9 (45.00%) | Loss Trades (% of total): | 11 (55.00%) | |||||||
Largest profit trade: | 185.06 | Largest loss trade: | -225.03 | |||||||||
Average profit trade: | 66.51 | Average loss trade: | -100.28 | |||||||||
Maximum consecutive wins ($): | 3 (233.60) | Maximum consecutive losses ($): | 4 (-512.07) | |||||||||
Maximal consecutive profit (count): | 233.60 (3) | Maximal consecutive loss (count): | -512.07 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.77 | Correlation (Profits,MAE): | 0.84 | Correlation (MFE,MAE): | 0.4568 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 126:00:00 | |||||||
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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 | |||||
2014.11.14 23:00:00 | 4 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2014.11.14 23:00:00 | filled | |||||
2014.11.21 23:00:00 | 5 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2014.11.21 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 | |||||
2015.10.16 23:00:00 | 11 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2015.10.16 23:00:00 | filled | |||||
2016.05.13 23:00:00 | 12 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.05.13 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 13 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.05.20 23:00:00 | filled | |||||
2016.07.01 23:00:00 | 14 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.07.01 23:00:00 | filled | |||||
2016.07.08 23:00:00 | 15 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.07.08 23:00:00 | filled | |||||
2016.08.26 23:00:00 | 16 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.08.26 23:00:00 | filled | |||||
2016.09.02 23:00:00 | 17 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.02 23:00:00 | filled | |||||
2016.09.30 23:00:00 | 18 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.09.30 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 19 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.10.07 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 20 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.23 23:00:00 | 21 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2016.12.23 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 22 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.06.30 23:00:00 | filled | |||||
2017.07.07 23:00:00 | 23 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2017.07.07 23:00:00 | filled | |||||
2017.07.14 23:00:00 | 24 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2017.07.14 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 25 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2017.07.21 23:00:00 | filled | |||||
2018.06.01 23:00:00 | 26 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.01 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 27 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 28 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 29 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 30 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2018.07.06 23:00:00 | 31 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.06 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 32 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.07.27 23:00:00 | filled | |||||
2018.08.03 23:00:00 | 33 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.08.03 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 34 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 35 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2020.04.24 23:00:00 | 36 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.04.24 23:00:00 | filled | |||||
2020.05.01 23:00:00 | 37 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.05.01 23:00:00 | filled | |||||
2020.06.12 23:00:00 | 38 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.06.12 23:00:00 | filled | |||||
2020.06.19 23:00:00 | 39 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.06.19 23:00:00 | filled | |||||
2020.11.20 23:00:00 | 40 | USDCHF | sell | 0.1 / 0.1 | 0.00000 | 2020.11.20 23:00:00 | filled | |||||
2020.11.27 23:00:00 | 41 | USDCHF | buy | 0.1 / 0.1 | 0.00000 | 2020.11.27 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 | |
2014.11.14 23:00:00 | 4 | USDCHF | sell | in | 0.1 | 0.95890 | 4 | 0.00 | 0.00 | 0.00 | 9 972.89 | |
2014.11.21 23:00:00 | 5 | USDCHF | buy | out | 0.1 | 0.97000 | 5 | 0.00 | -7.37 | -114.43 | 9 851.09 | |
2015.01.02 23:00:00 | 6 | USDCHF | sell | in | 0.1 | 1.00120 | 6 | 0.00 | 0.00 | 0.00 | 9 851.09 | |
2015.01.09 23:00:00 | 7 | USDCHF | buy | out | 0.1 | 1.01440 | 7 | 0.00 | -8.00 | -130.13 | 9 712.96 | |
2015.04.24 23:00:00 | 8 | USDCHF | buy | in | 0.1 | 0.95380 | 8 | 0.00 | 0.00 | 0.00 | 9 712.96 | |
2015.05.01 23:00:00 | 9 | USDCHF | sell | out | 0.1 | 0.93270 | 9 | 0.00 | 1.19 | -226.22 | 9 487.93 | |
2015.10.02 23:00:00 | 10 | USDCHF | sell | in | 0.1 | 0.97190 | 10 | 0.00 | 0.00 | 0.00 | 9 487.93 | |
2015.10.16 23:00:00 | 11 | USDCHF | buy | out | 0.1 | 0.95370 | 11 | 0.00 | -14.68 | 190.84 | 9 664.09 | |
2016.05.13 23:00:00 | 12 | USDCHF | sell | in | 0.1 | 0.97460 | 12 | 0.00 | 0.00 | 0.00 | 9 664.09 | |
2016.05.20 23:00:00 | 13 | USDCHF | buy | out | 0.1 | 0.99110 | 13 | 0.00 | -7.18 | -166.48 | 9 490.43 | |
2016.07.01 23:00:00 | 14 | USDCHF | buy | in | 0.1 | 0.97370 | 14 | 0.00 | 0.00 | 0.00 | 9 490.43 | |
2016.07.08 23:00:00 | 15 | USDCHF | sell | out | 0.1 | 0.98360 | 15 | 0.00 | 1.13 | 100.65 | 9 592.21 | |
2016.08.26 23:00:00 | 16 | USDCHF | buy | in | 0.1 | 0.97860 | 16 | 0.00 | 0.00 | 0.00 | 9 592.21 | |
2016.09.02 23:00:00 | 17 | USDCHF | sell | out | 0.1 | 0.98020 | 17 | 0.00 | 1.13 | 16.32 | 9 609.66 | |
2016.09.30 23:00:00 | 18 | USDCHF | sell | in | 0.1 | 0.97130 | 18 | 0.00 | 0.00 | 0.00 | 9 609.66 | |
2016.10.07 23:00:00 | 19 | USDCHF | buy | out | 0.1 | 0.97757 | 19 | 0.00 | -7.25 | -64.14 | 9 538.27 | |
2016.12.16 23:00:00 | 20 | USDCHF | buy | in | 0.1 | 1.02716 | 20 | 0.00 | 0.00 | 0.00 | 9 538.27 | |
2016.12.23 23:00:00 | 21 | USDCHF | sell | out | 0.1 | 1.02770 | 21 | 0.00 | 1.11 | 5.25 | 9 544.63 | |
2017.06.30 23:00:00 | 22 | USDCHF | sell | in | 0.1 | 0.95891 | 22 | 0.00 | 0.00 | 0.00 | 9 544.63 | |
2017.07.07 23:00:00 | 23 | USDCHF | buy | out | 0.1 | 0.96373 | 23 | 0.00 | -7.34 | -50.01 | 9 487.28 | |
2017.07.14 23:00:00 | 24 | USDCHF | sell | in | 0.1 | 0.96339 | 24 | 0.00 | 0.00 | 0.00 | 9 487.28 | |
2017.07.21 23:00:00 | 25 | USDCHF | buy | out | 0.1 | 0.94520 | 25 | 0.00 | -7.39 | 192.45 | 9 672.34 | |
2018.06.01 23:00:00 | 26 | USDCHF | sell | in | 0.1 | 0.98852 | 26 | 0.00 | 0.00 | 0.00 | 9 672.34 | |
2018.06.08 23:00:00 | 27 | USDCHF | buy | out | 0.1 | 0.98529 | 27 | 0.00 | -7.17 | 32.78 | 9 697.95 | |
2018.06.22 23:00:00 | 28 | USDCHF | buy | in | 0.1 | 0.98812 | 28 | 0.00 | 0.00 | 0.00 | 9 697.95 | |
2018.06.29 23:00:00 | 29 | USDCHF | sell | out | 0.1 | 0.99028 | 29 | 0.00 | 1.12 | 21.81 | 9 720.88 | |
2018.06.29 23:00:00 | 30 | USDCHF | sell | in | 0.1 | 0.99028 | 30 | 0.00 | 0.00 | 0.00 | 9 720.88 | |
2018.07.06 23:00:00 | 31 | USDCHF | buy | out | 0.1 | 0.99046 | 31 | 0.00 | -7.13 | -1.82 | 9 711.93 | |
2018.07.27 23:00:00 | 32 | USDCHF | buy | in | 0.1 | 0.99422 | 32 | 0.00 | 0.00 | 0.00 | 9 711.93 | |
2018.08.03 23:00:00 | 33 | USDCHF | sell | out | 0.1 | 0.99426 | 33 | 0.00 | 1.12 | 0.40 | 9 713.45 | |
2018.08.24 23:00:00 | 34 | USDCHF | buy | in | 0.1 | 0.98296 | 34 | 0.00 | 0.00 | 0.00 | 9 713.45 | |
2018.08.31 23:00:00 | 35 | USDCHF | sell | out | 0.1 | 0.96916 | 35 | 0.00 | 1.14 | -142.39 | 9 572.20 | |
2020.04.24 23:00:00 | 36 | USDCHF | buy | in | 0.1 | 0.97413 | 36 | 0.00 | 0.00 | 0.00 | 9 572.20 | |
2020.05.01 23:00:00 | 37 | USDCHF | sell | out | 0.1 | 0.96121 | 37 | 0.00 | 1.14 | -134.41 | 9 438.93 | |
2020.06.12 23:00:00 | 38 | USDCHF | sell | in | 0.1 | 0.95225 | 38 | 0.00 | 0.00 | 0.00 | 9 438.93 | |
2020.06.19 23:00:00 | 39 | USDCHF | buy | out | 0.1 | 0.95203 | 39 | 0.00 | -7.43 | 2.31 | 9 433.81 | |
2020.11.20 23:00:00 | 40 | USDCHF | sell | in | 0.1 | 0.91107 | 40 | 0.00 | 0.00 | 0.00 | 9 433.81 | |
2020.11.27 23:00:00 | 41 | USDCHF | buy | out | 0.1 | 0.90478 | 41 | 0.00 | -7.78 | 69.52 | 9 495.55 | |
0.00 | -78.38 | -426.07 | 9 495.55 | |||||||||