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=32
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: -2 446.83 Balance Drawdown Absolute: 3 335.85 Equity Drawdown Absolute: 3 491.16
Gross Profit: 2 982.71 Balance Drawdown Maximal: 3 335.85 (33.36%) Equity Drawdown Maximal: 3 535.21 (35.20%)
Gross Loss: -5 429.54 Balance Drawdown Relative: 33.36% (3 335.85) Equity Drawdown Relative: 35.20% (3 535.21)
Profit Factor: 0.55 Expected Payoff: -54.37 Margin Level: 6508.84%
Recovery Factor: -0.69 Sharpe Ratio: -0.17 Z-Score: -1.29 (80.29%)
AHPR: 0.9943 (-0.57%) LR Correlation: -0.77 OnTester result: 0
GHPR: 0.9938 (-0.62%) LR Standard Error: 622.76
Total Trades: 45 Short Trades (won %): 22 (31.82%) Long Trades (won %): 23 (47.83%)
Total Deals: 90 Profit Trades (% of total): 18 (40.00%) Loss Trades (% of total): 27 (60.00%)
Largest profit trade: 637.66 Largest loss trade: -602.00
Average profit trade: 165.71 Average loss trade: -201.09
Maximum consecutive wins ($): 6 (964.30) Maximum consecutive losses ($): 6 (-793.47)
Maximal consecutive profit (count): 964.30 (6) Maximal consecutive loss (count): -1 724.97 (5)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.79 Correlation (Profits,MAE): 0.41 Correlation (MFE,MAE): 0.1213
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 5040:00:00 Average position holding time: 1056:01:19
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.17 23:00:002USDCHFbuy0.1 / 0.10.000002014.01.17 23:00:00filled
2014.02.14 23:00:003USDCHFsell0.1 / 0.10.000002014.02.14 23:00:00filled
2014.02.14 23:00:004USDCHFsell0.1 / 0.10.000002014.02.14 23:00:00filled
2014.04.04 23:00:005USDCHFbuy0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.04 23:00:006USDCHFbuy0.1 / 0.10.000002014.04.04 23:00:00filled
2014.04.18 23:00:007USDCHFsell0.1 / 0.10.000002014.04.18 23:00:00filled
2014.04.18 23:00:008USDCHFsell0.1 / 0.10.000002014.04.18 23:00:00filled
2014.05.23 23:00:009USDCHFbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.05.23 23:00:0010USDCHFbuy0.1 / 0.10.000002014.05.23 23:00:00filled
2014.06.27 23:00:0011USDCHFsell0.1 / 0.10.000002014.06.27 23:00:00filled
2014.06.27 23:00:0012USDCHFsell0.1 / 0.10.000002014.06.27 23:00:00filled
2014.07.25 23:00:0013USDCHFbuy0.1 / 0.10.000002014.07.25 23:00:00filled
2014.07.25 23:00:0014USDCHFbuy0.1 / 0.10.000002014.07.25 23:00:00filled
2014.11.14 23:00:0015USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2014.11.14 23:00:0016USDCHFsell0.1 / 0.10.000002014.11.14 23:00:00filled
2015.01.02 23:00:0017USDCHFbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.01.02 23:00:0018USDCHFbuy0.1 / 0.10.000002015.01.02 23:00:00filled
2015.10.23 23:00:0019USDCHFsell0.1 / 0.10.000002015.10.23 23:00:00filled
2015.10.23 23:00:0020USDCHFsell0.1 / 0.10.000002015.10.23 23:00:00filled
2015.11.06 23:00:0021USDCHFbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2015.11.06 23:00:0022USDCHFbuy0.1 / 0.10.000002015.11.06 23:00:00filled
2016.04.08 23:00:0023USDCHFsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:0024USDCHFsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.05.13 23:00:0025USDCHFbuy0.1 / 0.10.000002016.05.13 23:00:00filled
2016.05.13 23:00:0026USDCHFbuy0.1 / 0.10.000002016.05.13 23:00:00filled
2016.06.03 23:00:0027USDCHFsell0.1 / 0.10.000002016.06.03 23:00:00filled
2016.06.03 23:00:0028USDCHFsell0.1 / 0.10.000002016.06.03 23:00:00filled
2016.09.02 23:00:0029USDCHFbuy0.1 / 0.10.000002016.09.02 23:00:00filled
2016.09.02 23:00:0030USDCHFbuy0.1 / 0.10.000002016.09.02 23:00:00filled
2016.09.09 23:00:0031USDCHFsell0.1 / 0.10.000002016.09.09 23:00:00filled
2016.09.09 23:00:0032USDCHFsell0.1 / 0.10.000002016.09.09 23:00:00filled
2016.10.07 23:00:0033USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2016.10.07 23:00:0034USDCHFbuy0.1 / 0.10.000002016.10.07 23:00:00filled
2017.02.03 23:00:0035USDCHFsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.02.03 23:00:0036USDCHFsell0.1 / 0.10.000002017.02.03 23:00:00filled
2017.03.10 23:00:0037USDCHFbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2017.03.10 23:00:0038USDCHFbuy0.1 / 0.10.000002017.03.10 23:00:00filled
2017.05.19 23:00:0039USDCHFsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.05.19 23:00:0040USDCHFsell0.1 / 0.10.000002017.05.19 23:00:00filled
2017.06.16 23:00:0041USDCHFbuy0.1 / 0.10.000002017.06.16 23:00:00filled
2017.06.16 23:00:0042USDCHFbuy0.1 / 0.10.000002017.06.16 23:00:00filled
2017.07.21 23:00:0043USDCHFsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.21 23:00:0044USDCHFsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.08.11 23:00:0045USDCHFbuy0.1 / 0.10.000002017.08.11 23:00:00filled
2017.08.11 23:00:0046USDCHFbuy0.1 / 0.10.000002017.08.11 23:00:00filled
2017.12.08 23:00:0047USDCHFsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.08 23:00:0048USDCHFsell0.1 / 0.10.000002017.12.08 23:00:00filled
2017.12.15 23:00:0049USDCHFbuy0.1 / 0.10.000002017.12.15 23:00:00filled
2017.12.15 23:00:0050USDCHFbuy0.1 / 0.10.000002017.12.15 23:00:00filled
2018.01.26 23:00:0051USDCHFsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.01.26 23:00:0052USDCHFsell0.1 / 0.10.000002018.01.26 23:00:00filled
2018.02.16 23:00:0053USDCHFbuy0.1 / 0.10.000002018.02.16 23:00:00filled
2018.02.16 23:00:0054USDCHFbuy0.1 / 0.10.000002018.02.16 23:00:00filled
2018.06.01 23:00:0055USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.06.01 23:00:0056USDCHFsell0.1 / 0.10.000002018.06.01 23:00:00filled
2018.07.20 23:00:0057USDCHFbuy0.1 / 0.10.000002018.07.20 23:00:00filled
2018.07.20 23:00:0058USDCHFbuy0.1 / 0.10.000002018.07.20 23:00:00filled
2018.11.23 23:00:0059USDCHFsell0.1 / 0.10.000002018.11.23 23:00:00filled
2018.11.23 23:00:0060USDCHFsell0.1 / 0.10.000002018.11.23 23:00:00filled
2019.02.08 23:00:0061USDCHFbuy0.1 / 0.10.000002019.02.08 23:00:00filled
2019.02.08 23:00:0062USDCHFbuy0.1 / 0.10.000002019.02.08 23:00:00filled
2019.07.12 23:00:0063USDCHFsell0.1 / 0.10.000002019.07.12 23:00:00filled
2019.07.12 23:00:0064USDCHFsell0.1 / 0.10.000002019.07.12 23:00:00filled
2019.07.19 23:00:0065USDCHFbuy0.1 / 0.10.000002019.07.19 23:00:00filled
2019.07.19 23:00:0066USDCHFbuy0.1 / 0.10.000002019.07.19 23:00:00filled
2019.07.26 23:00:0067USDCHFsell0.1 / 0.10.000002019.07.26 23:00:00filled
2019.07.26 23:00:0068USDCHFsell0.1 / 0.10.000002019.07.26 23:00:00filled
2019.08.30 23:00:0069USDCHFbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2019.08.30 23:00:0070USDCHFbuy0.1 / 0.10.000002019.08.30 23:00:00filled
2020.01.17 23:00:0071USDCHFsell0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.17 23:00:0072USDCHFsell0.1 / 0.10.000002020.01.17 23:00:00filled
2020.01.31 23:00:0073USDCHFbuy0.1 / 0.10.000002020.01.31 23:00:00filled
2020.01.31 23:00:0074USDCHFbuy0.1 / 0.10.000002020.01.31 23:00:00filled
2020.04.24 23:00:0075USDCHFsell0.1 / 0.10.000002020.04.24 23:00:00filled
2020.04.24 23:00:0076USDCHFsell0.1 / 0.10.000002020.04.24 23:00:00filled
2020.05.08 23:00:0077USDCHFbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.08 23:00:0078USDCHFbuy0.1 / 0.10.000002020.05.08 23:00:00filled
2020.05.15 23:00:0079USDCHFsell0.1 / 0.10.000002020.05.15 23:00:00filled
2020.05.15 23:00:0080USDCHFsell0.1 / 0.10.000002020.05.15 23:00:00filled
2021.01.15 23:00:0081USDCHFbuy0.1 / 0.10.000002021.01.15 23:00:00filled
2021.01.15 23:00:0082USDCHFbuy0.1 / 0.10.000002021.01.15 23:00:00filled
2021.05.14 23:00:0083USDCHFsell0.1 / 0.10.000002021.05.14 23:00:00filled
2021.05.14 23:00:0084USDCHFsell0.1 / 0.10.000002021.05.14 23:00:00filled
2021.06.25 23:00:0085USDCHFbuy0.1 / 0.10.000002021.06.25 23:00:00filled
2021.06.25 23:00:0086USDCHFbuy0.1 / 0.10.000002021.06.25 23:00:00filled
2021.07.30 23:00:0087USDCHFsell0.1 / 0.10.000002021.07.30 23:00:00filled
2021.07.30 23:00:0088USDCHFsell0.1 / 0.10.000002021.07.30 23:00:00filled
2021.08.13 23:00:0089USDCHFbuy0.1 / 0.10.000002021.08.13 23:00:00filled
2021.08.13 23:00:0090USDCHFbuy0.1 / 0.10.000002021.08.13 23:00:00filled
2021.08.20 23:59:5991USDCHFsell0.1 / 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
2014.01.17 23:00:002USDCHFbuyin0.10.9115020.000.000.0010 000.00
2014.02.14 23:00:003USDCHFsellout0.10.8918030.005.01-220.909 784.11
2014.02.14 23:00:004USDCHFsellin0.10.8918040.000.000.009 784.11
2014.04.04 23:00:005USDCHFbuyout0.10.8921050.00-55.98-3.369 724.77
2014.04.04 23:00:006USDCHFbuyin0.10.8921060.000.000.009 724.77
2014.04.18 23:00:007USDCHFsellout0.10.8833070.002.53-99.639 627.67
2014.04.18 23:00:008USDCHFsellin0.10.8833080.000.000.009 627.67
2014.05.23 23:00:009USDCHFbuyout0.10.8959090.00-39.94-140.649 447.09
2014.05.23 23:00:0010USDCHFbuyin0.10.89590100.000.000.009 447.09
2014.06.27 23:00:0011USDCHFsellout0.10.89080110.006.28-57.259 396.12
2014.06.27 23:00:0012USDCHFsellin0.10.89080120.000.000.009 396.12
2014.07.25 23:00:0013USDCHFbuyout0.10.90510130.00-31.60-157.999 206.53
2014.07.25 23:00:0014USDCHFbuyin0.10.90510140.000.000.009 206.53
2014.11.14 23:00:0015USDCHFsellout0.10.95890150.0019.24561.069 786.83
2014.11.14 23:00:0016USDCHFsellin0.10.95890160.000.000.009 786.83
2015.01.02 23:00:0017USDCHFbuyout0.11.00160170.00-49.82-426.329 310.69
2015.01.02 23:00:0018USDCHFbuyin0.11.00160180.000.000.009 310.69
2015.10.23 23:00:0019USDCHFsellout0.10.97890190.0049.50-231.899 128.30
2015.10.23 23:00:0020USDCHFsellin0.10.97890200.000.000.009 128.30
2015.11.06 23:00:0021USDCHFbuyout0.11.00610210.00-14.27-270.358 843.68
2015.11.06 23:00:0022USDCHFbuyin0.11.00610220.000.000.008 843.68
2016.04.08 23:00:0023USDCHFsellout0.10.95360230.0024.78-550.558 317.91
2016.04.08 23:00:0024USDCHFsellin0.10.95360240.000.000.008 317.91
2016.05.13 23:00:0025USDCHFbuyout0.10.97500250.00-36.56-219.498 061.86
2016.05.13 23:00:0026USDCHFbuyin0.10.97500260.000.000.008 061.86
2016.06.03 23:00:0027USDCHFsellout0.10.97600270.003.3810.258 075.49
2016.06.03 23:00:0028USDCHFsellin0.10.97600280.000.000.008 075.49
2016.09.02 23:00:0029USDCHFbuyout0.10.98060290.00-94.40-46.917 934.18
2016.09.02 23:00:0030USDCHFbuyin0.10.98060300.000.000.007 934.18
2016.09.09 23:00:0031USDCHFsellout0.10.97540310.001.14-53.317 882.01
2016.09.09 23:00:0032USDCHFsellin0.10.97540320.000.000.007 882.01
2016.10.07 23:00:0033USDCHFbuyout0.10.97757330.00-29.04-22.207 830.77
2016.10.07 23:00:0034USDCHFbuyin0.10.97757340.000.000.007 830.77
2017.02.03 23:00:0035USDCHFsellout0.10.99258350.0019.01151.228 001.00
2017.02.03 23:00:0036USDCHFsellin0.10.99258360.000.000.008 001.00
2017.03.10 23:00:0037USDCHFbuyout0.11.01027370.00-35.15-175.107 790.75
2017.03.10 23:00:0038USDCHFbuyin0.11.01027380.000.000.007 790.75
2017.05.19 23:00:0039USDCHFsellout0.10.97312390.0011.21-381.767 420.20
2017.05.19 23:00:0040USDCHFsellin0.10.97312400.000.000.007 420.20
2017.06.16 23:00:0041USDCHFbuyout0.10.97301410.00-29.151.137 392.18
2017.06.16 23:00:0042USDCHFbuyin0.10.97301420.000.000.007 392.18
2017.07.21 23:00:0043USDCHFsellout0.10.94511430.005.84-295.207 102.82
2017.07.21 23:00:0044USDCHFsellin0.10.94511440.000.000.007 102.82
2017.08.11 23:00:0045USDCHFbuyout0.10.96139450.00-22.04-169.346 911.44
2017.08.11 23:00:0046USDCHFbuyin0.10.96139460.000.000.006 911.44
2017.12.08 23:00:0047USDCHFsellout0.10.99294470.0019.49317.747 248.67
2017.12.08 23:00:0048USDCHFsellin0.10.99294480.000.000.007 248.67
2017.12.15 23:00:0049USDCHFbuyout0.10.99050490.00-7.1524.637 266.15
2017.12.15 23:00:0050USDCHFbuyin0.10.99050500.000.000.007 266.15
2018.01.26 23:00:0051USDCHFsellout0.10.93365510.006.90-608.906 664.15
2018.01.26 23:00:0052USDCHFsellin0.10.93365520.000.000.006 664.15
2018.02.16 23:00:0053USDCHFbuyout0.10.92780530.00-22.7063.056 704.50
2018.02.16 23:00:0054USDCHFbuyin0.10.92780540.000.000.006 704.50
2018.06.01 23:00:0055USDCHFsellout0.10.98852550.0017.40614.257 336.15
2018.06.01 23:00:0056USDCHFsellin0.10.98852560.000.000.007 336.15
2018.07.20 23:00:0057USDCHFbuyout0.10.99219570.00-49.84-36.997 249.32
2018.07.20 23:00:0058USDCHFbuyin0.10.99219580.000.000.007 249.32
2018.11.23 23:00:0059USDCHFsellout0.10.99748590.0020.3753.037 322.72
2018.11.23 23:00:0060USDCHFsellin0.10.99748600.000.000.007 322.72
2019.02.08 23:00:0061USDCHFbuyout0.11.00007610.00-78.36-25.907 218.46
2019.02.08 23:00:0062USDCHFbuyin0.11.00007620.000.000.007 218.46
2019.07.12 23:00:0063USDCHFsellout0.10.98420630.0024.63-161.257 081.84
2019.07.12 23:00:0064USDCHFsellin0.10.98420640.000.000.007 081.84
2019.07.19 23:00:0065USDCHFbuyout0.10.98235650.00-7.1818.837 093.49
2019.07.19 23:00:0066USDCHFbuyin0.10.98235660.000.000.007 093.49
2019.07.26 23:00:0067USDCHFsellout0.10.99394670.001.13116.617 211.23
2019.07.26 23:00:0068USDCHFsellin0.10.99394680.000.000.007 211.23
2019.08.30 23:00:0069USDCHFbuyout0.10.98962690.00-36.0443.657 218.84
2019.08.30 23:00:0070USDCHFbuyin0.10.98962700.000.000.007 218.84
2020.01.17 23:00:0071USDCHFsellout0.10.96765710.0022.56-227.047 014.36
2020.01.17 23:00:0072USDCHFsellin0.10.96765720.000.000.007 014.36
2020.01.31 23:00:0073USDCHFbuyout0.10.96321730.00-14.5646.107 045.90
2020.01.31 23:00:0074USDCHFbuyin0.10.96321740.000.000.007 045.90
2020.04.24 23:00:0075USDCHFsellout0.10.97412750.0013.89112.007 171.79
2020.04.24 23:00:0076USDCHFsellin0.10.97412760.000.000.007 171.79
2020.05.08 23:00:0077USDCHFbuyout0.10.97114770.00-14.5730.697 187.91
2020.05.08 23:00:0078USDCHFbuyin0.10.97114780.000.000.007 187.91
2020.05.15 23:00:0079USDCHFsellout0.10.97218790.001.1410.707 199.75
2020.05.15 23:00:0080USDCHFsellin0.10.97218800.000.000.007 199.75
2021.01.15 23:00:0081USDCHFbuyout0.10.89132810.00-269.53907.197 837.41
2021.01.15 23:00:0082USDCHFbuyin0.10.89132820.000.000.007 837.41
2021.05.14 23:00:0083USDCHFsellout0.10.90218830.0020.87120.387 978.66
2021.05.14 23:00:0084USDCHFsellin0.10.90218840.000.000.007 978.66
2021.06.25 23:00:0085USDCHFbuyout0.10.91679850.00-46.95-159.367 772.35
2021.06.25 23:00:0086USDCHFbuyin0.10.91679860.000.000.007 772.35
2021.07.30 23:00:0087USDCHFsellout0.10.90573870.006.04-122.117 656.28
2021.07.30 23:00:0088USDCHFsellin0.10.90573880.000.000.007 656.28
2021.08.13 23:00:0089USDCHFbuyout0.10.91532890.00-15.48-104.777 536.03
2021.08.13 23:00:0090USDCHFbuyin0.10.91532900.000.000.007 536.03
2021.08.20 23:59:5991USDCHFsellout0.10.91678910.001.2115.937 553.17end of test
0.00 -696.76 -1 750.07 7 553.17