Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | AUDUSD | |||||||||||
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 |
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History Quality: | 99% | |||||||||||
Bars: | 1486 | Ticks: | 19061138 | Symbols: | 1 | |||||||
Total Net Profit: | -34.89 | Balance Drawdown Absolute: | 34.89 | Equity Drawdown Absolute: | 47.37 | |||||||
Gross Profit: | 4.24 | Balance Drawdown Maximal: | 34.89 (0.35%) | Equity Drawdown Maximal: | 50.64 (0.51%) | |||||||
Gross Loss: | -39.13 | Balance Drawdown Relative: | 0.35% (34.89) | Equity Drawdown Relative: | 0.51% (50.64) | |||||||
Profit Factor: | 0.11 | Expected Payoff: | -5.81 | Margin Level: | 63595.08% | |||||||
Recovery Factor: | -0.69 | Sharpe Ratio: | -0.81 | Z-Score: | 1.94 (94.76%) | |||||||
AHPR: | 0.9994 (-0.06%) | LR Correlation: | -0.82 | OnTester result: | 0 | |||||||
GHPR: | 0.9994 (-0.06%) | LR Standard Error: | 6.79 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 2 (33.33%) | Loss Trades (% of total): | 4 (66.67%) | |||||||
Largest profit trade: | 2.43 | Largest loss trade: | -14.89 | |||||||||
Average profit trade: | 2.12 | Average loss trade: | -9.78 | |||||||||
Maximum consecutive wins ($): | 1 (2.43) | Maximum consecutive losses ($): | 2 (-27.04) | |||||||||
Maximal consecutive profit (count): | 2.43 (1) | Maximal consecutive loss (count): | -27.04 (2) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | -0.34 | Correlation (Profits,MAE): | 1.00 | Correlation (MFE,MAE): | -0.3097 | |||||||
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Minimal position holding time: | 12:00:00 | Maximal position holding time: | 220:00:00 | Average position holding time: | 104:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.03.01 04:00:00 | 2 | AUDUSD | buy | 0.01 / 0.01 | 0.76666 | 2017.03.01 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 3 | AUDUSD | sell | 0.01 / 0.01 | 0.75509 | 2017.03.10 16:00:00 | filled | |||||
2017.04.10 08:00:00 | 4 | AUDUSD | buy | 0.01 / 0.01 | 0.74851 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 5 | AUDUSD | sell | 0.01 / 0.01 | 0.75033 | 2017.04.11 20:00:00 | filled | |||||
2017.05.04 08:00:00 | 6 | AUDUSD | buy | 0.01 / 0.01 | 0.74166 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 7 | AUDUSD | sell | 0.01 / 0.01 | 0.74112 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 8 | AUDUSD | buy | 0.01 / 0.01 | 0.73838 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 9 | AUDUSD | sell | 0.01 / 0.01 | 0.74082 | 2017.06.02 16:00:00 | filled | |||||
2017.10.17 20:00:00 | 10 | AUDUSD | buy | 0.01 / 0.01 | 0.78375 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 11 | AUDUSD | buy | 0.01 / 0.01 | 0.78094 | 2017.10.23 04:00:00 | filled | |||||
2017.10.31 00:00:00 | 12 | AUDUSD | sell | 0.01 / 0.01 | 0.76872 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 13 | AUDUSD | sell | 0.01 / 0.01 | 0.76872 | 2017.10.31 00:00:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2017.03.01 04:00:00 | 2 | AUDUSD | buy | in | 0.01 | 0.76666 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.03.10 16:00:00 | 3 | AUDUSD | sell | out | 0.01 | 0.75509 | 3 | -0.02 | 0.13 | -11.57 | 9 988.52 | |
2017.04.10 08:00:00 | 4 | AUDUSD | buy | in | 0.01 | 0.74851 | 4 | -0.01 | 0.00 | 0.00 | 9 988.51 | |
2017.04.11 20:00:00 | 5 | AUDUSD | sell | out | 0.01 | 0.75033 | 5 | -0.02 | 0.01 | 1.82 | 9 990.32 | |
2017.05.04 08:00:00 | 6 | AUDUSD | buy | in | 0.01 | 0.74166 | 6 | -0.01 | 0.00 | 0.00 | 9 990.31 | |
2017.05.05 20:00:00 | 7 | AUDUSD | sell | out | 0.01 | 0.74112 | 7 | -0.01 | 0.01 | -0.54 | 9 989.77 | |
2017.06.02 04:00:00 | 8 | AUDUSD | buy | in | 0.01 | 0.73838 | 8 | -0.01 | 0.00 | 0.00 | 9 989.76 | |
2017.06.02 16:00:00 | 9 | AUDUSD | sell | out | 0.01 | 0.74082 | 9 | -0.01 | 0.00 | 2.44 | 9 992.19 | |
2017.10.17 20:00:00 | 10 | AUDUSD | buy | in | 0.01 | 0.78375 | 10 | -0.02 | 0.00 | 0.00 | 9 992.17 | |
2017.10.23 04:00:00 | 11 | AUDUSD | buy | in | 0.01 | 0.78094 | 11 | -0.02 | 0.00 | 0.00 | 9 992.15 | |
2017.10.31 00:00:00 | 12 | AUDUSD | sell | out | 0.01 | 0.76872 | 12 | -0.02 | 0.09 | -12.22 | 9 980.00 | |
2017.10.31 00:00:00 | 13 | AUDUSD | sell | out | 0.01 | 0.76872 | 13 | -0.02 | 0.16 | -15.03 | 9 965.11 | |
-0.19 | 0.40 | -35.10 | 9 965.11 | |||||||||