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=9
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: 127.40 Balance Drawdown Absolute: 145.95 Equity Drawdown Absolute: 829.83
Gross Profit: 1 078.88 Balance Drawdown Maximal: 704.38 (6.60%) Equity Drawdown Maximal: 2 488.51 (21.12%)
Gross Loss: -951.48 Balance Drawdown Relative: 6.60% (704.38) Equity Drawdown Relative: 21.12% (2 488.51)
Profit Factor: 1.13 Expected Payoff: 14.16 Margin Level: 11991.85%
Recovery Factor: 0.05 Sharpe Ratio: 0.07 Z-Score: 0.04 (3.19%)
AHPR: 1.0018 (0.18%) LR Correlation: 0.20 OnTester result: 0
GHPR: 1.0014 (0.14%) LR Standard Error: 251.80
Total Trades: 9 Short Trades (won %): 5 (60.00%) Long Trades (won %): 4 (50.00%)
Total Deals: 18 Profit Trades (% of total): 5 (55.56%) Loss Trades (% of total): 4 (44.44%)
Largest profit trade: 437.31 Largest loss trade: -438.02
Average profit trade: 215.78 Average loss trade: -237.87
Maximum consecutive wins ($): 2 (825.03) Maximum consecutive losses ($): 2 (-704.38)
Maximal consecutive profit (count): 825.03 (2) Maximal consecutive loss (count): -704.38 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): -0.01 Correlation (Profits,MAE): 0.55 Correlation (MFE,MAE): 0.3076
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 10080:00:00 Average position holding time: 4533:26:39
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.02.13 23:00:002AUDUSDsell0.1 / 0.10.000002015.02.13 23:00:00filled
2015.05.29 23:00:003AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2015.05.29 23:00:004AUDUSDbuy0.1 / 0.10.000002015.05.29 23:00:00filled
2016.04.08 23:00:005AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2016.04.08 23:00:006AUDUSDsell0.1 / 0.10.000002016.04.08 23:00:00filled
2017.04.28 23:00:007AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.04.28 23:00:008AUDUSDbuy0.1 / 0.10.000002017.04.28 23:00:00filled
2017.07.21 23:00:009AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2017.07.21 23:00:0010AUDUSDsell0.1 / 0.10.000002017.07.21 23:00:00filled
2018.07.13 23:00:0011AUDUSDbuy0.1 / 0.10.000002018.07.13 23:00:00filled
2018.07.13 23:00:0012AUDUSDbuy0.1 / 0.10.000002018.07.13 23:00:00filled
2019.04.05 23:00:0013AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2019.04.05 23:00:0014AUDUSDsell0.1 / 0.10.000002019.04.05 23:00:00filled
2020.11.13 23:00:0015AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.13 23:00:0016AUDUSDbuy0.1 / 0.10.000002020.11.13 23:00:00filled
2020.11.20 23:00:0017AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2020.11.20 23:00:0018AUDUSDsell0.1 / 0.10.000002020.11.20 23:00:00filled
2021.08.20 23:59:5919AUDUSDbuy0.1 / 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
2015.02.13 23:00:002AUDUSDsellin0.10.7766020.000.000.0010 000.00
2015.05.29 23:00:003AUDUSDbuyout0.10.7647030.00-17.85119.0010 101.15
2015.05.29 23:00:004AUDUSDbuyin0.10.7647040.000.000.0010 101.15
2016.04.08 23:00:005AUDUSDsellout0.10.7551050.00-148.05-96.009 857.10
2016.04.08 23:00:006AUDUSDsellin0.10.7551060.000.000.009 857.10
2017.04.28 23:00:007AUDUSDbuyout0.10.7488670.00-65.4562.409 854.05
2017.04.28 23:00:008AUDUSDbuyin0.10.7488680.000.000.009 854.05
2017.07.21 23:00:009AUDUSDsellout0.10.7915890.00-39.48427.2010 241.77
2017.07.21 23:00:0010AUDUSDsellin0.10.79158100.000.000.0010 241.77
2018.07.13 23:00:0011AUDUSDbuyout0.10.74178110.00-60.69498.0010 679.08
2018.07.13 23:00:0012AUDUSDbuyin0.10.74178120.000.000.0010 679.08
2019.04.05 23:00:0013AUDUSDsellout0.10.71048130.00-125.02-313.0010 241.06
2019.04.05 23:00:0014AUDUSDsellin0.10.71048140.000.000.0010 241.06
2020.11.13 23:00:0015AUDUSDbuyout0.10.72712150.00-99.96-166.409 974.70
2020.11.13 23:00:0016AUDUSDbuyin0.10.72712160.000.000.009 974.70
2020.11.20 23:00:0017AUDUSDsellout0.10.73078170.00-3.2936.6010 008.01
2020.11.20 23:00:0018AUDUSDsellin0.10.73078180.000.000.0010 008.01
2021.08.20 23:59:5919AUDUSDbuyout0.10.71420190.00-46.41165.8010 127.40end of test
0.00 -606.20 733.60 10 127.40