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=15 | ||||||||||||
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: | -5 752.50 | Balance Drawdown Absolute: | 5 752.50 | Equity Drawdown Absolute: | 6 164.35 | |||||||
Gross Profit: | 0.00 | Balance Drawdown Maximal: | 5 752.50 (57.52%) | Equity Drawdown Maximal: | 6 173.44 (61.68%) | |||||||
Gross Loss: | -5 752.50 | Balance Drawdown Relative: | 57.52% (5 752.50) | Equity Drawdown Relative: | 61.68% (6 173.44) | |||||||
Profit Factor: | 0.00 | Expected Payoff: | -1 438.13 | Margin Level: | 3571.26% | |||||||
Recovery Factor: | -0.93 | Sharpe Ratio: | -1.22 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 0.8216 (-17.84%) | LR Correlation: | -0.93 | OnTester result: | 0 | |||||||
GHPR: | 0.8073 (-19.27%) | LR Standard Error: | 1 089.88 | |||||||||
Total Trades: | 4 | Short Trades (won %): | 2 (0.00%) | Long Trades (won %): | 2 (0.00%) | |||||||
Total Deals: | 8 | Profit Trades (% of total): | 0 (0.00%) | Loss Trades (% of total): | 4 (100.00%) | |||||||
Largest profit trade: | 0.00 | Largest loss trade: | -4 003.66 | |||||||||
Average profit trade: | 0.00 | Average loss trade: | -1 438.13 | |||||||||
Maximum consecutive wins ($): | 0 (0.00) | Maximum consecutive losses ($): | 4 (-5 752.50) | |||||||||
Maximal consecutive profit (count): | 0.00 (0) | Maximal consecutive loss (count): | -5 752.50 (4) | |||||||||
Average consecutive wins: | 0 | Average consecutive losses: | 4 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.49 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | 0.5206 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 1800:00:00 | Maximal position holding time: | 23160:00:00 | Average position holding time: | 11820:14:59 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.31 23:00:00 | 2 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2014.01.31 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 3 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 4 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.16 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 5 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2016.12.09 23:00:00 | 6 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.09 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 7 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 8 | EURUSD | buy | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 9 | EURUSD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
||||||||||||
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 | ||||||
2014.01.31 23:00:00 | 2 | EURUSD | sell | in | 0.1 | 1.34870 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.16 23:00:00 | 3 | EURUSD | buy | out | 0.1 | 1.37000 | 3 | 0.00 | 9.45 | -213.00 | 9 796.45 | |
2014.05.16 23:00:00 | 4 | EURUSD | buy | in | 0.1 | 1.37000 | 4 | 0.00 | 0.00 | 0.00 | 9 796.45 | |
2016.12.09 23:00:00 | 5 | EURUSD | sell | out | 0.1 | 1.05593 | 5 | 0.00 | -862.96 | -3 140.70 | 5 792.79 | |
2016.12.09 23:00:00 | 6 | EURUSD | sell | in | 0.1 | 1.05593 | 6 | 0.00 | 0.00 | 0.00 | 5 792.79 | |
2020.08.21 23:00:00 | 7 | EURUSD | buy | out | 0.1 | 1.17949 | 7 | 0.00 | 121.59 | -1 235.60 | 4 678.78 | |
2020.08.21 23:00:00 | 8 | EURUSD | buy | in | 0.1 | 1.17949 | 8 | 0.00 | 0.00 | 0.00 | 4 678.78 | |
2021.08.20 23:59:59 | 9 | EURUSD | sell | out | 0.1 | 1.16985 | 9 | 0.00 | -334.88 | -96.40 | 4 247.50 | end of test |
0.00 | -1 066.80 | -4 685.70 | 4 247.50 | |||||||||