Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: EURUSD
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=10
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: 96%
Bars: 94693 Ticks: 361462 Symbols: 1
Total Net Profit: -6 781.19 Balance Drawdown Absolute: 6 781.19 Equity Drawdown Absolute: 6 816.39
Gross Profit: 0.00 Balance Drawdown Maximal: 6 781.19 (67.81%) Equity Drawdown Maximal: 6 825.48 (68.19%)
Gross Loss: -6 781.19 Balance Drawdown Relative: 67.81% (6 781.19) Equity Drawdown Relative: 68.19% (6 825.48)
Profit Factor: 0.00 Expected Payoff: -1 130.20 Margin Level: 2699.12%
Recovery Factor: -0.99 Sharpe Ratio: -1.71 Z-Score: 0.00 (0.00%)
AHPR: 0.8337 (-16.63%) LR Correlation: -0.95 OnTester result: 0
GHPR: 0.8278 (-17.22%) LR Standard Error: 796.07
Total Trades: 6 Short Trades (won %): 3 (0.00%) Long Trades (won %): 3 (0.00%)
Total Deals: 12 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 6 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -3 162.48
Average profit trade: 0.00 Average loss trade: -1 130.20
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 6 (-6 781.19)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -6 781.19 (6)
Average consecutive wins: 0 Average consecutive losses: 6
Graph
Graph
Correlation (Profits,MFE): 0.31 Correlation (Profits,MAE): 0.99 Correlation (MFE,MAE): 0.2910
Graph
Minimal position holding time: 1800:00:00 Maximal position holding time: 13680:00:00 Average position holding time: 7880:09:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.31 23:00:002EURUSDsell0.1 / 0.10.000002014.01.31 23:00:00filled
2014.05.16 23:00:003EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2014.05.16 23:00:004EURUSDbuy0.1 / 0.10.000002014.05.16 23:00:00filled
2016.02.19 23:00:005EURUSDsell0.1 / 0.10.000002016.02.19 23:00:00filled
2016.02.19 23:00:006EURUSDsell0.1 / 0.10.000002016.02.19 23:00:00filled
2018.04.27 23:00:007EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2018.04.27 23:00:008EURUSDbuy0.1 / 0.10.000002018.04.27 23:00:00filled
2019.08.23 23:00:009EURUSDsell0.1 / 0.10.000002019.08.23 23:00:00filled
2019.08.23 23:00:0010EURUSDsell0.1 / 0.10.000002019.08.23 23:00:00filled
2020.08.21 23:00:0011EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2020.08.21 23:00:0012EURUSDbuy0.1 / 0.10.000002020.08.21 23:00:00filled
2021.08.20 23:59:5913EURUSDsell0.1 / 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
2014.01.31 23:00:002EURUSDsellin0.11.3487020.000.000.0010 000.00
2014.05.16 23:00:003EURUSDbuyout0.11.3700030.009.45-213.009 796.45
2014.05.16 23:00:004EURUSDbuyin0.11.3700040.000.000.009 796.45
2016.02.19 23:00:005EURUSDsellout0.11.1130050.00-592.48-2 570.006 633.97
2016.02.19 23:00:006EURUSDsellin0.11.1130060.000.000.006 633.97
2018.04.27 23:00:007EURUSDbuyout0.11.2131170.0071.82-1 001.105 704.69
2018.04.27 23:00:008EURUSDbuyin0.11.2131180.000.000.005 704.69
2019.08.23 23:00:009EURUSDsellout0.11.1141590.00-444.36-989.604 270.73
2019.08.23 23:00:0010EURUSDsellin0.11.11415100.000.000.004 270.73
2020.08.21 23:00:0011EURUSDbuyout0.11.17949110.0032.76-653.403 650.09
2020.08.21 23:00:0012EURUSDbuyin0.11.17949120.000.000.003 650.09
2021.08.20 23:59:5913EURUSDsellout0.11.16985130.00-334.88-96.403 218.81end of test
0.00 -1 257.69 -5 523.50 3 218.81