Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: EURUSD
Period: H4 (2018.01.01 - 2018.04.08)
Inputs: wpr=20
ma=10
lt=0.01
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 412 Ticks: 8188116 Symbols: 1
Total Net Profit: 75.41 Balance Drawdown Absolute: 0.61 Equity Drawdown Absolute: 0.84
Gross Profit: 147.49 Balance Drawdown Maximal: 20.07 (0.20%) Equity Drawdown Maximal: 28.71 (0.29%)
Gross Loss: -72.08 Balance Drawdown Relative: 0.20% (20.07) Equity Drawdown Relative: 0.29% (28.71)
Profit Factor: 2.05 Expected Payoff: 1.54 Margin Level: 80032.72%
Recovery Factor: 2.63 Sharpe Ratio: 0.23 Z-Score: 0.55 (41.77%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.89 OnTester result: 0
GHPR: 1.0002 (0.02%) LR Standard Error: 9.28
Total Trades: 49 Short Trades (won %): 26 (42.31%) Long Trades (won %): 23 (39.13%)
Total Deals: 98 Profit Trades (% of total): 20 (40.82%) Loss Trades (% of total): 29 (59.18%)
Largest profit trade: 32.02 Largest loss trade: -6.53
Average profit trade: 7.37 Average loss trade: -2.49
Maximum consecutive wins ($): 3 (19.69) Maximum consecutive losses ($): 7 (-19.91)
Maximal consecutive profit (count): 32.02 (1) Maximal consecutive loss (count): -19.91 (7)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.57 Correlation (MFE,MAE): 0.3122
Graph
Minimal position holding time: 3:58:00 Maximal position holding time: 84:00:00 Average position holding time: 23:05:53
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.03 12:00:002EURUSDsell0.01 / 0.011.203802018.01.03 12:00:00filled
2018.01.04 12:00:003EURUSDbuy0.01 / 0.011.204332018.01.04 12:00:00filled
2018.01.04 12:00:004EURUSDbuy0.01 / 0.011.204332018.01.04 12:00:00filled
2018.01.05 00:00:005EURUSDsell0.01 / 0.011.206762018.01.05 00:00:00filled
2018.01.05 00:00:006EURUSDsell0.01 / 0.011.206762018.01.05 00:00:00filled
2018.01.10 00:00:007EURUSDbuy0.01 / 0.011.193732018.01.10 00:00:00filled
2018.01.10 00:00:008EURUSDbuy0.01 / 0.011.193732018.01.10 00:00:00filled
2018.01.10 08:00:009EURUSDsell0.01 / 0.011.192762018.01.10 08:00:00filled
2018.01.10 12:00:0010EURUSDbuy0.01 / 0.011.193882018.01.10 12:00:00filled
2018.01.16 00:00:0011EURUSDsell0.01 / 0.011.226282018.01.16 00:00:00filled
2018.01.16 00:00:0012EURUSDsell0.01 / 0.011.226282018.01.16 00:00:00filled
2018.01.17 04:00:0013EURUSDbuy0.01 / 0.011.229062018.01.17 04:00:00filled
2018.01.18 16:00:0014EURUSDbuy0.01 / 0.011.224922018.01.18 16:00:00filled
2018.01.18 20:00:0015EURUSDsell0.01 / 0.011.222822018.01.18 20:00:00filled
2018.01.18 20:00:0016EURUSDsell0.01 / 0.011.222822018.01.18 20:00:00filled
2018.01.19 00:00:0017EURUSDbuy0.01 / 0.011.223902018.01.19 00:00:00filled
2018.01.19 20:00:0018EURUSDsell0.01 / 0.011.223222018.01.19 20:00:00filled
2018.01.22 00:00:0019EURUSDbuy0.01 / 0.011.227082018.01.22 00:00:00filled
2018.01.22 12:00:0020EURUSDbuy0.01 / 0.011.224992018.01.22 12:00:00filled
2018.01.23 12:00:0021EURUSDsell0.01 / 0.011.223752018.01.23 12:00:00filled
2018.01.23 12:00:0022EURUSDsell0.01 / 0.011.223752018.01.23 12:00:00filled
2018.01.23 16:00:0023EURUSDbuy0.01 / 0.011.225862018.01.23 16:00:00filled
2018.01.25 12:00:0024EURUSDsell0.01 / 0.011.243162018.01.25 12:00:00filled
2018.01.25 16:00:0025EURUSDbuy0.01 / 0.011.249662018.01.25 16:00:00filled
2018.01.25 20:00:0026EURUSDsell0.01 / 0.011.249222018.01.25 20:00:00filled
2018.01.30 16:00:0027EURUSDbuy0.01 / 0.011.244502018.01.30 16:00:00filled
2018.01.30 20:00:0028EURUSDsell0.01 / 0.011.240512018.01.30 20:00:00filled
2018.01.31 04:00:0029EURUSDbuy0.01 / 0.011.241442018.01.31 04:00:00filled
2018.02.01 00:00:0030EURUSDsell0.01 / 0.011.241292018.02.01 00:00:00filled
2018.02.01 12:00:0031EURUSDbuy0.01 / 0.011.244632018.02.01 12:00:00filled
2018.02.01 12:00:0032EURUSDbuy0.01 / 0.011.244632018.02.01 12:00:00filled
2018.02.02 12:00:0033EURUSDsell0.01 / 0.011.248642018.02.02 12:00:00filled
2018.02.02 12:00:0034EURUSDsell0.01 / 0.011.248642018.02.02 12:00:00filled
2018.02.06 12:00:0035EURUSDbuy0.01 / 0.011.240302018.02.06 12:00:00filled
2018.02.07 12:00:0036EURUSDsell0.01 / 0.011.235062018.02.07 12:00:00filled
2018.02.08 16:00:0037EURUSDbuy0.01 / 0.011.227562018.02.08 16:00:00filled
2018.02.08 16:00:0038EURUSDbuy0.01 / 0.011.227562018.02.08 16:00:00filled
2018.02.09 20:00:0039EURUSDsell0.01 / 0.011.221392018.02.09 20:00:00filled
2018.02.09 20:00:0040EURUSDsell0.01 / 0.011.221392018.02.09 20:00:00filled
2018.02.12 00:00:0041EURUSDbuy0.01 / 0.011.225012018.02.12 00:00:00filled
2018.02.12 00:00:0042EURUSDbuy0.01 / 0.011.225012018.02.12 00:00:00filled
2018.02.12 16:00:0043EURUSDsell0.01 / 0.011.224292018.02.12 16:00:00filled
2018.02.14 12:00:0044EURUSDsell0.01 / 0.011.235272018.02.14 12:00:00filled
2018.02.14 20:00:0045EURUSDbuy0.01 / 0.011.241772018.02.14 20:00:00filled
2018.02.16 12:00:0046EURUSDsell0.01 / 0.011.252732018.02.16 12:00:00filled
2018.02.21 04:00:0047EURUSDbuy0.01 / 0.011.233752018.02.21 04:00:00filled
2018.02.21 04:00:0048EURUSDbuy0.01 / 0.011.233752018.02.21 04:00:00filled
2018.02.22 04:00:0049EURUSDsell0.01 / 0.011.227872018.02.22 04:00:00filled
2018.02.22 04:00:0050EURUSDsell0.01 / 0.011.227872018.02.22 04:00:00filled
2018.02.22 12:00:0051EURUSDbuy0.01 / 0.011.229402018.02.22 12:00:00filled
2018.02.22 12:00:0052EURUSDbuy0.01 / 0.011.229402018.02.22 12:00:00filled
2018.02.23 16:00:0053EURUSDsell0.01 / 0.011.229772018.02.23 16:00:00filled
2018.02.26 00:00:0054EURUSDsell0.01 / 0.011.229312018.02.26 00:00:00filled
2018.02.26 08:00:0055EURUSDbuy0.01 / 0.011.232822018.02.26 08:00:00filled
2018.02.26 08:00:0056EURUSDbuy0.01 / 0.011.232822018.02.26 08:00:00filled
2018.02.26 16:00:0057EURUSDsell0.01 / 0.011.230412018.02.26 16:00:00filled
2018.02.27 16:11:0058EURUSDsell0.01 / 0.011.228582018.02.27 16:11:00filled
2018.02.28 20:00:0059EURUSDbuy0.01 / 0.011.220872018.02.28 20:00:00filled
2018.02.28 20:00:0060EURUSDbuy0.01 / 0.011.220872018.02.28 20:00:00filled
2018.03.01 00:00:0061EURUSDsell0.01 / 0.011.219332018.03.01 00:00:00filled
2018.03.05 20:00:0062EURUSDbuy0.01 / 0.011.233432018.03.05 20:00:00filled
2018.03.07 16:00:0063EURUSDsell0.01 / 0.011.241462018.03.07 16:00:00filled
2018.03.09 20:00:0064EURUSDbuy0.01 / 0.011.231772018.03.09 20:00:00filled
2018.03.14 12:00:0065EURUSDsell0.01 / 0.011.236662018.03.14 12:00:00filled
2018.03.14 20:00:0066EURUSDbuy0.01 / 0.011.237562018.03.14 20:00:00filled
2018.03.15 00:00:0067EURUSDsell0.01 / 0.011.236742018.03.15 00:00:00filled
2018.03.15 00:00:0068EURUSDsell0.01 / 0.011.236742018.03.15 00:00:00filled
2018.03.16 12:00:0069EURUSDbuy0.01 / 0.011.232262018.03.16 12:00:00filled
2018.03.16 20:00:0070EURUSDbuy0.01 / 0.011.228912018.03.16 20:00:00filled
2018.03.19 00:00:0071EURUSDsell0.01 / 0.011.228792018.03.19 00:00:00filled
2018.03.19 00:00:0072EURUSDsell0.01 / 0.011.228792018.03.19 00:00:00filled
2018.03.19 12:00:0073EURUSDbuy0.01 / 0.011.228222018.03.19 12:00:00filled
2018.03.19 12:00:0074EURUSDbuy0.01 / 0.011.228222018.03.19 12:00:00filled
2018.03.20 12:00:0075EURUSDsell0.01 / 0.011.231662018.03.20 12:00:00filled
2018.03.20 12:00:0076EURUSDsell0.01 / 0.011.231662018.03.20 12:00:00filled
2018.03.21 12:00:0077EURUSDbuy0.01 / 0.011.227872018.03.21 12:00:00filled
2018.03.22 20:00:0078EURUSDsell0.01 / 0.011.230242018.03.22 20:00:00filled
2018.03.23 08:00:0079EURUSDbuy0.01 / 0.011.233192018.03.23 08:00:00filled
2018.03.23 16:00:0080EURUSDbuy0.01 / 0.011.233662018.03.23 16:00:00filled
2018.03.27 12:00:0081EURUSDsell0.01 / 0.011.242982018.03.27 12:00:00filled
2018.03.27 12:00:0082EURUSDsell0.01 / 0.011.242982018.03.27 12:00:00filled
2018.03.30 12:00:0083EURUSDbuy0.01 / 0.011.232812018.03.30 12:00:00filled
2018.03.30 12:00:0084EURUSDbuy0.01 / 0.011.232812018.03.30 12:00:00filled
2018.04.02 20:00:0085EURUSDsell0.01 / 0.011.229402018.04.02 20:00:00filled
2018.04.02 20:00:0086EURUSDsell0.01 / 0.011.229402018.04.02 20:00:00filled
2018.04.03 04:00:0087EURUSDbuy0.01 / 0.011.230352018.04.03 04:00:00filled
2018.04.03 04:00:0088EURUSDbuy0.01 / 0.011.230352018.04.03 04:00:00filled
2018.04.03 16:00:0089EURUSDsell0.01 / 0.011.229562018.04.03 16:00:00filled
2018.04.03 16:00:0090EURUSDsell0.01 / 0.011.229562018.04.03 16:00:00filled
2018.04.04 04:00:0091EURUSDbuy0.01 / 0.011.227882018.04.04 04:00:00filled
2018.04.04 04:00:0092EURUSDbuy0.01 / 0.011.227882018.04.04 04:00:00filled
2018.04.05 00:02:0093EURUSDsell0.01 / 0.011.227772018.04.05 00:02:00filled
2018.04.05 00:02:0094EURUSDsell0.01 / 0.011.227772018.04.05 00:02:00filled
2018.04.05 04:00:0095EURUSDbuy0.01 / 0.011.228622018.04.05 04:00:00filled
2018.04.05 04:00:0096EURUSDbuy0.01 / 0.011.228622018.04.05 04:00:00filled
2018.04.05 12:00:0097EURUSDsell0.01 / 0.011.226492018.04.05 12:00:00filled
2018.04.06 16:00:0098EURUSDbuy0.01 / 0.011.224812018.04.06 16:00:00filled
2018.04.06 23:59:5999EURUSDsell0.01 / 0.011.228072018.04.06 23:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2018.01.01 00:00:001balance0.000.0010 000.0010 000.00
2018.01.03 12:00:002EURUSDsellin0.011.203802-0.020.000.009 999.98
2018.01.04 12:00:003EURUSDbuyout0.011.204333-0.02-0.02-0.539 999.41
2018.01.04 12:00:004EURUSDbuyin0.011.204334-0.020.000.009 999.39
2018.01.05 00:00:005EURUSDsellout0.011.206765-0.02-0.062.4310 001.74
2018.01.05 00:00:006EURUSDsellin0.011.206766-0.020.000.0010 001.72
2018.01.10 00:00:007EURUSDbuyout0.011.193737-0.02-0.0313.0310 014.70
2018.01.10 00:00:008EURUSDbuyin0.011.193738-0.020.000.0010 014.68
2018.01.10 08:00:009EURUSDsellout0.011.192769-0.020.00-0.9710 013.69
2018.01.10 12:00:0010EURUSDbuyin0.011.1938810-0.020.000.0010 013.67
2018.01.16 00:00:0011EURUSDsellout0.011.2262811-0.02-0.3632.4010 045.69
2018.01.16 00:00:0012EURUSDsellin0.011.2262812-0.020.000.0010 045.67
2018.01.17 04:00:0013EURUSDbuyout0.011.2290613-0.02-0.01-2.7810 042.86
2018.01.18 16:00:0014EURUSDbuyin0.011.2249214-0.020.000.0010 042.84
2018.01.18 20:00:0015EURUSDsellout0.011.2228215-0.020.00-2.1010 040.72
2018.01.18 20:00:0016EURUSDsellin0.011.2228216-0.020.000.0010 040.70
2018.01.19 00:00:0017EURUSDbuyout0.011.2239017-0.02-0.01-1.0810 039.59
2018.01.19 20:00:0018EURUSDsellin0.011.2232218-0.020.000.0010 039.57
2018.01.22 00:00:0019EURUSDbuyout0.011.2270819-0.02-0.01-3.8610 035.68
2018.01.22 12:00:0020EURUSDbuyin0.011.2249920-0.020.000.0010 035.66
2018.01.23 12:00:0021EURUSDsellout0.011.2237521-0.02-0.06-1.2410 034.34
2018.01.23 12:00:0022EURUSDsellin0.011.2237522-0.020.000.0010 034.32
2018.01.23 16:00:0023EURUSDbuyout0.011.2258623-0.020.00-2.1110 032.19
2018.01.25 12:00:0024EURUSDsellin0.011.2431624-0.020.000.0010 032.17
2018.01.25 16:00:0025EURUSDbuyout0.011.2496625-0.030.00-6.5010 025.64
2018.01.25 20:00:0026EURUSDsellin0.011.2492226-0.020.000.0010 025.62
2018.01.30 16:00:0027EURUSDbuyout0.011.2445027-0.02-0.034.7210 030.29
2018.01.30 20:00:0028EURUSDsellin0.011.2405128-0.020.000.0010 030.27
2018.01.31 04:00:0029EURUSDbuyout0.011.2414429-0.02-0.01-0.9310 029.31
2018.02.01 00:00:0030EURUSDsellin0.011.2412930-0.020.000.0010 029.29
2018.02.01 12:00:0031EURUSDbuyout0.011.2446331-0.020.00-3.3410 025.93
2018.02.01 12:00:0032EURUSDbuyin0.011.2446332-0.020.000.0010 025.91
2018.02.02 12:00:0033EURUSDsellout0.011.2486433-0.02-0.064.0110 029.84
2018.02.02 12:00:0034EURUSDsellin0.011.2486434-0.020.000.0010 029.82
2018.02.06 12:00:0035EURUSDbuyout0.011.2403035-0.02-0.028.3410 038.12
2018.02.07 12:00:0036EURUSDsellin0.011.2350636-0.020.000.0010 038.10
2018.02.08 16:00:0037EURUSDbuyout0.011.2275637-0.02-0.027.5010 045.56
2018.02.08 16:00:0038EURUSDbuyin0.011.2275638-0.020.000.0010 045.54
2018.02.09 20:00:0039EURUSDsellout0.011.2213939-0.02-0.06-6.1710 039.29
2018.02.09 20:00:0040EURUSDsellin0.011.2213940-0.020.000.0010 039.27
2018.02.12 00:00:0041EURUSDbuyout0.011.2250141-0.02-0.01-3.6210 035.62
2018.02.12 00:00:0042EURUSDbuyin0.011.2250142-0.020.000.0010 035.60
2018.02.12 16:00:0043EURUSDsellout0.011.2242943-0.020.00-0.7210 034.86
2018.02.14 12:00:0044EURUSDsellin0.011.2352744-0.020.000.0010 034.84
2018.02.14 20:00:0045EURUSDbuyout0.011.2417745-0.020.00-6.5010 028.32
2018.02.16 12:00:0046EURUSDsellin0.011.2527346-0.030.000.0010 028.29
2018.02.21 04:00:0047EURUSDbuyout0.011.2337547-0.02-0.0318.9810 047.22
2018.02.21 04:00:0048EURUSDbuyin0.011.2337548-0.020.000.0010 047.20
2018.02.22 04:00:0049EURUSDsellout0.011.2278749-0.02-0.18-5.8810 041.12
2018.02.22 04:00:0050EURUSDsellin0.011.2278750-0.020.000.0010 041.10
2018.02.22 12:00:0051EURUSDbuyout0.011.2294051-0.020.00-1.5310 039.55
2018.02.22 12:00:0052EURUSDbuyin0.011.2294052-0.020.000.0010 039.53
2018.02.23 16:00:0053EURUSDsellout0.011.2297753-0.02-0.060.3710 039.82
2018.02.26 00:00:0054EURUSDsellin0.011.2293154-0.020.000.0010 039.80
2018.02.26 08:00:0055EURUSDbuyout0.011.2328255-0.020.00-3.5110 036.27
2018.02.26 08:00:0056EURUSDbuyin0.011.2328256-0.020.000.0010 036.25
2018.02.26 16:00:0057EURUSDsellout0.011.2304157-0.020.00-2.4110 033.82
2018.02.27 16:11:0058EURUSDsellin0.011.2285858-0.020.000.0010 033.80
2018.02.28 20:00:0059EURUSDbuyout0.011.2208759-0.02-0.017.7110 041.48
2018.02.28 20:00:0060EURUSDbuyin0.011.2208760-0.020.000.0010 041.46
2018.03.01 00:00:0061EURUSDsellout0.011.2193361-0.02-0.18-1.5410 039.72
2018.03.05 20:00:0062EURUSDbuyin0.011.2334362-0.020.000.0010 039.70
2018.03.07 16:00:0063EURUSDsellout0.011.2414663-0.02-0.128.0310 047.59
2018.03.09 20:00:0064EURUSDbuyin0.011.2317764-0.020.000.0010 047.57
2018.03.14 12:00:0065EURUSDsellout0.011.2366665-0.02-0.184.8910 052.26
2018.03.14 20:00:0066EURUSDbuyin0.011.2375666-0.020.000.0010 052.24
2018.03.15 00:00:0067EURUSDsellout0.011.2367467-0.02-0.18-0.8210 051.22
2018.03.15 00:00:0068EURUSDsellin0.011.2367468-0.020.000.0010 051.20
2018.03.16 12:00:0069EURUSDbuyout0.011.2322669-0.02-0.014.4810 055.65
2018.03.16 20:00:0070EURUSDbuyin0.011.2289170-0.020.000.0010 055.63
2018.03.19 00:00:0071EURUSDsellout0.011.2287971-0.02-0.06-0.1210 055.43
2018.03.19 00:00:0072EURUSDsellin0.011.2287972-0.020.000.0010 055.41
2018.03.19 12:00:0073EURUSDbuyout0.011.2282273-0.020.000.5710 055.96
2018.03.19 12:00:0074EURUSDbuyin0.011.2282274-0.020.000.0010 055.94
2018.03.20 12:00:0075EURUSDsellout0.011.2316675-0.02-0.063.4410 059.30
2018.03.20 12:00:0076EURUSDsellin0.011.2316676-0.020.000.0010 059.28
2018.03.21 12:00:0077EURUSDbuyout0.011.2278777-0.02-0.013.7910 063.04
2018.03.22 20:00:0078EURUSDsellin0.011.2302478-0.020.000.0010 063.02
2018.03.23 08:00:0079EURUSDbuyout0.011.2331979-0.02-0.01-2.9510 060.04
2018.03.23 16:00:0080EURUSDbuyin0.011.2336680-0.020.000.0010 060.02
2018.03.27 12:00:0081EURUSDsellout0.011.2429881-0.02-0.129.3210 069.20
2018.03.27 12:00:0082EURUSDsellin0.011.2429882-0.020.000.0010 069.18
2018.03.30 12:00:0083EURUSDbuyout0.011.2328183-0.02-0.0410.1710 079.29
2018.03.30 12:00:0084EURUSDbuyin0.011.2328184-0.020.000.0010 079.27
2018.04.02 20:00:0085EURUSDsellout0.011.2294085-0.02-0.06-3.4110 075.78
2018.04.02 20:00:0086EURUSDsellin0.011.2294086-0.020.000.0010 075.76
2018.04.03 04:00:0087EURUSDbuyout0.011.2303587-0.02-0.01-0.9510 074.78
2018.04.03 04:00:0088EURUSDbuyin0.011.2303588-0.020.000.0010 074.76
2018.04.03 16:00:0089EURUSDsellout0.011.2295689-0.020.00-0.7910 073.95
2018.04.03 16:00:0090EURUSDsellin0.011.2295690-0.020.000.0010 073.93
2018.04.04 04:00:0091EURUSDbuyout0.011.2278891-0.02-0.011.6810 075.58
2018.04.04 04:00:0092EURUSDbuyin0.011.2278892-0.020.000.0010 075.56
2018.04.05 00:02:0093EURUSDsellout0.011.2277793-0.02-0.18-0.1110 075.25
2018.04.05 00:02:0094EURUSDsellin0.011.2277794-0.020.000.0010 075.23
2018.04.05 04:00:0095EURUSDbuyout0.011.2286295-0.020.00-0.8510 074.36
2018.04.05 04:00:0096EURUSDbuyin0.011.2286296-0.020.000.0010 074.34
2018.04.05 12:00:0097EURUSDsellout0.011.2264997-0.020.00-2.1310 072.19
2018.04.06 16:00:0098EURUSDbuyin0.011.2248198-0.020.000.0010 072.17
2018.04.06 23:59:5999EURUSDsellout0.011.2280799-0.020.003.2610 075.41end of test
-1.98 -2.28 79.67 10 075.41