Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: AUDUSD
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: 90%
Bars: 90657 Ticks: 347390 Symbols: 1
Total Net Profit: -280.09 Balance Drawdown Absolute: 350.90 Equity Drawdown Absolute: 446.90
Gross Profit: 213.35 Balance Drawdown Maximal: 350.90 (3.51%) Equity Drawdown Maximal: 615.49 (6.05%)
Gross Loss: -493.44 Balance Drawdown Relative: 3.51% (350.90) Equity Drawdown Relative: 6.05% (615.49)
Profit Factor: 0.43 Expected Payoff: -28.01 Margin Level: 12179.18%
Recovery Factor: -0.46 Sharpe Ratio: -0.36 Z-Score: 0.49 (37.59%)
AHPR: 0.9972 (-0.28%) LR Correlation: -0.82 OnTester result: 0
GHPR: 0.9972 (-0.28%) LR Standard Error: 63.00
Total Trades: 10 Short Trades (won %): 7 (42.86%) Long Trades (won %): 3 (33.33%)
Total Deals: 20 Profit Trades (% of total): 4 (40.00%) Loss Trades (% of total): 6 (60.00%)
Largest profit trade: 84.51 Largest loss trade: -167.19
Average profit trade: 53.34 Average loss trade: -82.24
Maximum consecutive wins ($): 2 (58.03) Maximum consecutive losses ($): 3 (-265.77)
Maximal consecutive profit (count): 84.51 (1) Maximal consecutive loss (count): -265.77 (3)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.67 Correlation (Profits,MAE): 0.54 Correlation (MFE,MAE): 0.5806
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 132:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.05.29 23:00:002AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.06.05 23:00:003AUDUSDsell0.1 / 0.10.000002015.06.05 23:00:00filled
2015.07.10 23:00:004AUDUSDbuy0.1 / 0.10.000002015.07.10 23:00:00filled
2015.07.17 23:00:005AUDUSDsell0.1 / 0.10.000002015.07.17 23:00:00filled
2016.04.08 23:00:006AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.15 23:00:007AUDUSDbuy0.1 / 0.10.000002016.04.15 23:00:00filled
2016.10.28 23:00:008AUDUSDsell0.1 / 0.10.000002016.10.28 23:00:00filled
2016.11.11 23:00:009AUDUSDbuy0.1 / 0.10.000002016.11.11 23:00:00filled
2017.02.03 23:00:0010AUDUSDsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.10 23:00:0011AUDUSDbuy0.1 / 0.10.000002017.02.10 23:00:00filled
2017.07.21 23:00:0012AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.28 23:00:0013AUDUSDbuy0.1 / 0.10.000002017.07.28 23:00:00filled
2019.01.04 23:00:0014AUDUSDbuy0.1 / 0.10.000002019.01.04 23:00:00filled
2019.01.11 23:00:0015AUDUSDsell0.1 / 0.10.000002019.01.11 23:00:00filled
2019.04.05 23:00:0016AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.12 23:00:0017AUDUSDbuy0.1 / 0.10.000002019.04.12 23:00:00filled
2020.11.20 23:00:0018AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.27 23:00:0019AUDUSDbuy0.1 / 0.10.000002020.11.27 23:00:00filled
2021.01.22 23:00:0020AUDUSDsell0.1 / 0.10.000002021.01.22 23:00:00filled
2021.01.29 23:00:0021AUDUSDbuy0.1 / 0.10.000002021.01.29 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
2015.05.29 23:00:002AUDUSDbuyin0.10.7647020.000.000.0010 000.00
2015.06.05 23:00:003AUDUSDsellout0.10.7621030.00-3.29-26.009 970.71
2015.07.10 23:00:004AUDUSDbuyin0.10.7446040.000.000.009 970.71
2015.07.17 23:00:005AUDUSDsellout0.10.7380050.00-3.29-66.009 901.42
2016.04.08 23:00:006AUDUSDsellin0.10.7551060.000.000.009 901.42
2016.04.15 23:00:007AUDUSDbuyout0.10.7717070.00-1.19-166.009 734.23
2016.10.28 23:00:008AUDUSDsellin0.10.7598980.000.000.009 734.23
2016.11.11 23:00:009AUDUSDbuyout0.10.7544390.00-2.3854.609 786.45
2017.02.03 23:00:0010AUDUSDsellin0.10.76828100.000.000.009 786.45
2017.02.10 23:00:0011AUDUSDbuyout0.10.76758110.00-1.197.009 792.26
2017.07.21 23:00:0012AUDUSDsellin0.10.79158120.000.000.009 792.26
2017.07.28 23:00:0013AUDUSDbuyout0.10.79872130.00-1.19-71.409 719.67
2019.01.04 23:00:0014AUDUSDbuyin0.10.71154140.000.000.009 719.67
2019.01.11 23:00:0015AUDUSDsellout0.10.72032150.00-3.2987.809 804.18
2019.04.05 23:00:0016AUDUSDsellin0.10.71048160.000.000.009 804.18
2019.04.12 23:00:0017AUDUSDbuyout0.10.71740170.00-1.19-69.209 733.79
2020.11.20 23:00:0018AUDUSDsellin0.10.73078180.000.000.009 733.79
2020.11.27 23:00:0019AUDUSDbuyout0.10.73913190.00-1.19-83.509 649.10
2021.01.22 23:00:0020AUDUSDsellin0.10.77142200.000.000.009 649.10
2021.01.29 23:00:0021AUDUSDbuyout0.10.76422210.00-1.1972.009 719.91
0.00 -19.39 -260.70 9 719.91