Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: GBPUSD
Period: H4 (2017.01.01 - 2017.12.14)
Inputs: SELLPROFIT=0
SELL1LIMIT=50
SELL2FROM=40
SELL2TO=20
BUYPROFIT=0
BUY1LIMIT=-50
BUY2FROM=-40
BUY2TO=-20
WPR=20
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 1486 Ticks: 27015236 Symbols: 1
Total Net Profit: -0.12 Balance Drawdown Absolute: 21.26 Equity Drawdown Absolute: 27.24
Gross Profit: 21.77 Balance Drawdown Maximal: 21.26 (0.21%) Equity Drawdown Maximal: 41.94 (0.42%)
Gross Loss: -21.89 Balance Drawdown Relative: 0.21% (21.26) Equity Drawdown Relative: 0.42% (41.94)
Profit Factor: 0.99 Expected Payoff: -0.02 Margin Level: 37832.93%
Recovery Factor: -0.00 Sharpe Ratio: 0.00 Z-Score: 0.88 (62.11%)
AHPR: 1.0000 (-0.00%) LR Correlation: 0.57 OnTester result: 0
GHPR: 1.0000 (-0.00%) LR Standard Error: 7.55
Total Trades: 6 Short Trades (won %): 0 (0.00%) Long Trades (won %): 6 (66.67%)
Total Deals: 12 Profit Trades (% of total): 4 (66.67%) Loss Trades (% of total): 2 (33.33%)
Largest profit trade: 9.43 Largest loss trade: -21.22
Average profit trade: 5.44 Average loss trade: -10.95
Maximum consecutive wins ($): 2 (17.34) Maximum consecutive losses ($): 1 (-21.22)
Maximal consecutive profit (count): 17.34 (2) Maximal consecutive loss (count): -21.22 (1)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.92 Correlation (MFE,MAE): 0.4706
Graph
Minimal position holding time: 12:00:00 Maximal position holding time: 220:00:00 Average position holding time: 104:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.03.01 04:00:002GBPUSDbuy0.01 / 0.011.238852017.03.01 04:00:00filled
2017.03.10 16:00:003GBPUSDsell0.01 / 0.011.218092017.03.10 16:00:00filled
2017.04.10 08:00:004GBPUSDbuy0.01 / 0.011.238742017.04.10 08:00:00filled
2017.04.11 20:00:005GBPUSDsell0.01 / 0.011.248232017.04.11 20:00:00filled
2017.05.04 08:00:006GBPUSDbuy0.01 / 0.011.287752017.05.04 08:00:00filled
2017.05.05 20:00:007GBPUSDsell0.01 / 0.011.295732017.05.05 20:00:00filled
2017.06.02 04:00:008GBPUSDbuy0.01 / 0.011.288942017.06.02 04:00:00filled
2017.06.02 16:00:009GBPUSDsell0.01 / 0.011.288462017.06.02 16:00:00filled
2017.10.17 20:00:0010GBPUSDbuy0.01 / 0.011.317962017.10.17 20:00:00filled
2017.10.23 04:00:0011GBPUSDbuy0.01 / 0.011.317912017.10.23 04:00:00filled
2017.10.31 00:00:0012GBPUSDsell0.01 / 0.011.320622017.10.31 00:00:00filled
2017.10.31 00:00:0013GBPUSDsell0.01 / 0.011.320622017.10.31 00:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.03.01 04:00:002GBPUSDbuyin0.011.238852-0.020.000.009 999.98
2017.03.10 16:00:003GBPUSDsellout0.011.218093-0.02-0.44-20.769 978.76
2017.04.10 08:00:004GBPUSDbuyin0.011.238744-0.020.000.009 978.74
2017.04.11 20:00:005GBPUSDsellout0.011.248235-0.02-0.049.499 988.17
2017.05.04 08:00:006GBPUSDbuyin0.011.287756-0.030.000.009 988.14
2017.05.05 20:00:007GBPUSDsellout0.011.295737-0.03-0.047.989 996.05
2017.06.02 04:00:008GBPUSDbuyin0.011.288948-0.030.000.009 996.02
2017.06.02 16:00:009GBPUSDsellout0.011.288469-0.030.00-0.489 995.51
2017.10.17 20:00:0010GBPUSDbuyin0.011.3179610-0.030.000.009 995.48
2017.10.23 04:00:0011GBPUSDbuyin0.011.3179111-0.030.000.009 995.45
2017.10.31 00:00:0012GBPUSDsellout0.011.3206212-0.03-0.322.719 997.81
2017.10.31 00:00:0013GBPUSDsellout0.011.3206213-0.03-0.562.669 999.88
-0.32 -1.40 1.60 9 999.88