Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
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 |
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History Quality: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -384.45 | Balance Drawdown Absolute: | 384.45 | Equity Drawdown Absolute: | 392.27 | |||||||
Gross Profit: | 218.01 | Balance Drawdown Maximal: | 493.25 (4.88%) | Equity Drawdown Maximal: | 587.37 (5.76%) | |||||||
Gross Loss: | -602.46 | Balance Drawdown Relative: | 4.88% (493.25) | Equity Drawdown Relative: | 5.76% (587.37) | |||||||
Profit Factor: | 0.36 | Expected Payoff: | -38.44 | Margin Level: | 9607.73% | |||||||
Recovery Factor: | -0.65 | Sharpe Ratio: | -0.42 | Z-Score: | 1.06 (71.09%) | |||||||
AHPR: | 0.9961 (-0.39%) | LR Correlation: | -0.80 | OnTester result: | 0 | |||||||
GHPR: | 0.9961 (-0.39%) | LR Standard Error: | 96.13 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 4 (25.00%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 20 | Profit Trades (% of total): | 3 (30.00%) | Loss Trades (% of total): | 7 (70.00%) | |||||||
Largest profit trade: | 87.08 | Largest loss trade: | -157.13 | |||||||||
Average profit trade: | 72.67 | Average loss trade: | -86.07 | |||||||||
Maximum consecutive wins ($): | 1 (87.08) | Maximum consecutive losses ($): | 5 (-425.61) | |||||||||
Maximal consecutive profit (count): | 87.08 (1) | Maximal consecutive loss (count): | -425.61 (5) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.69 | Correlation (Profits,MAE): | 0.57 | Correlation (MFE,MAE): | 0.2902 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 156:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.08.22 23:00:00 | 2 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.08.29 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.08.29 23:00:00 | filled | |||||
2014.10.10 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.10.10 23:00:00 | filled | |||||
2014.10.24 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.10.24 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.09.25 23:00:00 | filled | |||||
2015.12.18 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.12.18 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.08 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.24 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.24 23:00:00 | filled | |||||
2016.11.18 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.11.18 23:00:00 | filled | |||||
2016.11.25 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.11.25 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.29 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.29 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.11.15 23:00:00 | filled | |||||
2020.05.22 23:00:00 | 18 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.22 23:00:00 | filled | |||||
2020.05.29 23:00:00 | 19 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.29 23:00:00 | filled | |||||
2021.03.05 23:00:00 | 20 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.03.05 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 21 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
Deals |
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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 | ||||||
2014.08.22 23:00:00 | 2 | USDCAD | sell | in | 0.1 | 1.09440 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.08.29 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.08740 | 3 | 0.00 | -2.69 | 64.37 | 10 061.68 | |
2014.10.10 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.12150 | 4 | 0.00 | 0.00 | 0.00 | 10 061.68 | |
2014.10.24 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.12340 | 5 | 0.00 | -5.22 | -16.91 | 10 039.55 | |
2015.09.18 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.32190 | 6 | 0.00 | 0.00 | 0.00 | 10 039.55 | |
2015.09.25 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.33140 | 7 | 0.00 | -2.10 | 71.35 | 10 108.80 | |
2015.12.18 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.39410 | 8 | 0.00 | 0.00 | 0.00 | 10 108.80 | |
2016.01.08 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.41510 | 9 | 0.00 | -6.32 | -148.40 | 9 954.08 | |
2016.06.17 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.28810 | 10 | 0.00 | 0.00 | 0.00 | 9 954.08 | |
2016.06.24 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.29970 | 11 | 0.00 | -2.17 | 89.25 | 10 041.16 | |
2016.11.18 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.35120 | 12 | 0.00 | 0.00 | 0.00 | 10 041.16 | |
2016.11.25 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.35228 | 13 | 0.00 | -2.17 | -7.99 | 10 031.00 | |
2018.06.22 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.32773 | 14 | 0.00 | 0.00 | 0.00 | 10 031.00 | |
2018.06.29 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.31461 | 15 | 0.00 | -2.10 | -99.80 | 9 929.10 | |
2019.11.08 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.32275 | 16 | 0.00 | 0.00 | 0.00 | 9 929.10 | |
2019.11.15 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.32268 | 17 | 0.00 | -2.11 | -0.53 | 9 926.46 | |
2020.05.22 23:00:00 | 18 | USDCAD | buy | in | 0.1 | 1.39856 | 18 | 0.00 | 0.00 | 0.00 | 9 926.46 | |
2020.05.29 23:00:00 | 19 | USDCAD | sell | out | 0.1 | 1.37720 | 19 | 0.00 | -2.03 | -155.10 | 9 769.33 | |
2021.03.05 23:00:00 | 20 | USDCAD | buy | in | 0.1 | 1.26598 | 20 | 0.00 | 0.00 | 0.00 | 9 769.33 | |
2021.03.12 23:00:00 | 21 | USDCAD | sell | out | 0.1 | 1.24708 | 21 | 0.00 | -2.23 | -151.55 | 9 615.55 | |
0.00 | -29.14 | -355.31 | 9 615.55 | |||||||||