Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: USDCHF
Period: H1 (2017.01.01 - 2017.12.15)
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: 99%
Bars: 5963 Ticks: 19621129 Symbols: 1
Total Net Profit: 27.22 Balance Drawdown Absolute: 0.11 Equity Drawdown Absolute: 2.68
Gross Profit: 43.38 Balance Drawdown Maximal: 8.01 (0.08%) Equity Drawdown Maximal: 28.52 (0.28%)
Gross Loss: -16.16 Balance Drawdown Relative: 0.08% (8.01) Equity Drawdown Relative: 0.28% (28.52)
Profit Factor: 2.68 Expected Payoff: 0.72 Margin Level: 33382.80%
Recovery Factor: 0.95 Sharpe Ratio: 0.39 Z-Score: -0.53 (40.39%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.91 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 4.99
Total Trades: 38 Short Trades (won %): 38 (73.68%) Long Trades (won %): 0 (0.00%)
Total Deals: 76 Profit Trades (% of total): 28 (73.68%) Loss Trades (% of total): 10 (26.32%)
Largest profit trade: 4.77 Largest loss trade: -3.11
Average profit trade: 1.55 Average loss trade: -1.62
Maximum consecutive wins ($): 15 (32.13) Maximum consecutive losses ($): 2 (-3.93)
Maximal consecutive profit (count): 32.13 (15) Maximal consecutive loss (count): -3.93 (2)
Average consecutive wins: 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): 0.75 Correlation (MFE,MAE): 0.1538
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 85:00:00 Average position holding time: 18:31:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.03 01:00:002USDCHFsell0.01 / 0.011.023602017.01.03 01:00:00filled
2017.01.03 05:00:003USDCHFbuy0.01 / 0.011.022402017.01.03 05:00:00filled
2017.01.09 10:00:004USDCHFsell0.01 / 0.011.018162017.01.09 10:00:00filled
2017.01.09 16:00:005USDCHFbuy0.01 / 0.011.017732017.01.09 16:00:00filled
2017.01.18 14:00:006USDCHFsell0.01 / 0.011.001762017.01.18 14:00:00filled
2017.01.18 16:00:007USDCHFsell0.01 / 0.011.003292017.01.18 16:00:00filled
2017.01.18 18:00:008USDCHFbuy0.01 / 0.011.001382017.01.18 18:00:00filled
2017.01.18 18:00:009USDCHFbuy0.01 / 0.011.001382017.01.18 18:00:00filled
2017.02.01 17:00:0010USDCHFsell0.01 / 0.010.992202017.02.01 17:00:00filled
2017.02.01 22:00:0011USDCHFbuy0.01 / 0.010.992012017.02.01 22:00:00filled
2017.02.03 01:00:0012USDCHFsell0.01 / 0.010.992342017.02.03 01:00:00filled
2017.02.03 16:00:0013USDCHFbuy0.01 / 0.010.994652017.02.03 16:00:00filled
2017.03.08 01:00:0014USDCHFsell0.01 / 0.011.013182017.03.08 01:00:00filled
2017.03.08 05:00:0015USDCHFbuy0.01 / 0.011.013382017.03.08 05:00:00filled
2017.03.08 21:00:0016USDCHFsell0.01 / 0.011.014342017.03.08 21:00:00filled
2017.03.09 01:00:0017USDCHFsell0.01 / 0.011.014872017.03.09 01:00:00filled
2017.03.09 15:00:0018USDCHFbuy0.01 / 0.011.014662017.03.09 15:00:00filled
2017.03.09 15:00:0019USDCHFbuy0.01 / 0.011.014662017.03.09 15:00:00filled
2017.03.24 00:00:0020USDCHFsell0.01 / 0.010.993002017.03.24 00:00:00filled
2017.03.24 18:00:0021USDCHFbuy0.01 / 0.010.991222017.03.24 18:00:00filled
2017.03.28 22:00:0022USDCHFsell0.01 / 0.010.992132017.03.28 22:00:00filled
2017.03.29 16:00:0023USDCHFbuy0.01 / 0.010.994912017.03.29 16:00:00filled
2017.03.31 14:00:0024USDCHFsell0.01 / 0.011.000672017.03.31 14:00:00filled
2017.03.31 19:00:0025USDCHFbuy0.01 / 0.010.999912017.03.31 19:00:00filled
2017.04.04 12:00:0026USDCHFsell0.01 / 0.011.002142017.04.04 12:00:00filled
2017.04.05 04:00:0027USDCHFbuy0.01 / 0.011.001752017.04.05 04:00:00filled
2017.04.10 01:00:0028USDCHFsell0.01 / 0.011.009352017.04.10 01:00:00filled
2017.04.10 17:00:0029USDCHFbuy0.01 / 0.011.008242017.04.10 17:00:00filled
2017.04.14 01:00:0030USDCHFsell0.01 / 0.011.005212017.04.14 01:00:00filled
2017.04.14 13:00:0031USDCHFbuy0.01 / 0.011.004682017.04.14 13:00:00filled
2017.04.18 01:00:0032USDCHFsell0.01 / 0.011.003882017.04.18 01:00:00filled
2017.04.18 15:00:0033USDCHFbuy0.01 / 0.011.000702017.04.18 15:00:00filled
2017.04.24 20:00:0034USDCHFsell0.01 / 0.010.996892017.04.24 20:00:00filled
2017.04.25 08:00:0035USDCHFsell0.01 / 0.010.995892017.04.25 08:00:00filled
2017.04.27 06:00:0036USDCHFbuy0.01 / 0.010.993102017.04.27 06:00:00filled
2017.04.27 06:00:0037USDCHFbuy0.01 / 0.010.993102017.04.27 06:00:00filled
2017.05.02 01:00:0038USDCHFsell0.01 / 0.010.996092017.05.02 01:00:00filled
2017.05.02 11:00:0039USDCHFsell0.01 / 0.010.995022017.05.02 11:00:00filled
2017.05.02 21:00:0040USDCHFbuy0.01 / 0.010.993242017.05.02 21:00:00filled
2017.05.02 21:00:0041USDCHFbuy0.01 / 0.010.993242017.05.02 21:00:00filled
2017.05.04 05:00:0042USDCHFsell0.01 / 0.010.994222017.05.04 05:00:00filled
2017.05.04 18:00:0043USDCHFbuy0.01 / 0.010.990942017.05.04 18:00:00filled
2017.05.30 01:00:0044USDCHFsell0.01 / 0.010.978232017.05.30 01:00:00filled
2017.05.30 12:00:0045USDCHFbuy0.01 / 0.010.977802017.05.30 12:00:00filled
2017.06.02 01:00:0046USDCHFsell0.01 / 0.010.971322017.06.02 01:00:00filled
2017.06.02 16:00:0047USDCHFbuy0.01 / 0.010.966732017.06.02 16:00:00filled
2017.07.20 12:00:0048USDCHFsell0.01 / 0.010.956432017.07.20 12:00:00filled
2017.07.20 17:00:0049USDCHFbuy0.01 / 0.010.956382017.07.20 17:00:00filled
2017.07.28 05:00:0050USDCHFsell0.01 / 0.010.970102017.07.28 05:00:00filled
2017.07.28 16:00:0051USDCHFbuy0.01 / 0.010.968052017.07.28 16:00:00filled
2017.07.31 17:00:0052USDCHFsell0.01 / 0.010.969322017.07.31 17:00:00filled
2017.07.31 18:00:0053USDCHFbuy0.01 / 0.010.964702017.07.31 18:00:00filled
2017.08.14 17:00:0054USDCHFsell0.01 / 0.010.970492017.08.14 17:00:00filled
2017.08.16 09:00:0055USDCHFbuy0.01 / 0.010.972642017.08.16 09:00:00filled
2017.08.18 01:00:0056USDCHFsell0.01 / 0.010.962402017.08.18 01:00:00filled
2017.08.18 07:00:0057USDCHFbuy0.01 / 0.010.961802017.08.18 07:00:00filled
2017.09.13 19:00:0058USDCHFsell0.01 / 0.010.963862017.09.13 19:00:00filled
2017.09.14 13:00:0059USDCHFbuy0.01 / 0.010.966772017.09.14 13:00:00filled
2017.09.25 01:00:0060USDCHFsell0.01 / 0.010.970522017.09.25 01:00:00filled
2017.09.25 14:00:0061USDCHFsell0.01 / 0.010.973892017.09.25 14:00:00filled
2017.09.27 23:00:0062USDCHFsell0.01 / 0.010.972122017.09.27 23:00:00filled
2017.09.28 14:00:0063USDCHFbuy0.01 / 0.010.972822017.09.28 14:00:00filled
2017.09.28 14:00:0064USDCHFbuy0.01 / 0.010.972822017.09.28 14:00:00filled
2017.09.28 14:00:0065USDCHFbuy0.01 / 0.010.972822017.09.28 14:00:00filled
2017.10.02 19:00:0066USDCHFsell0.01 / 0.010.973802017.10.02 19:00:00filled
2017.10.03 14:00:0067USDCHFbuy0.01 / 0.010.974382017.10.03 14:00:00filled
2017.11.01 23:00:0068USDCHFsell0.01 / 0.011.003202017.11.01 23:00:00filled
2017.11.02 03:00:0069USDCHFbuy0.01 / 0.011.001712017.11.02 03:00:00filled
2017.11.13 01:00:0070USDCHFsell0.01 / 0.010.996302017.11.13 01:00:00filled
2017.11.14 14:00:0071USDCHFbuy0.01 / 0.010.994732017.11.14 14:00:00filled
2017.11.24 10:00:0072USDCHFsell0.01 / 0.010.981802017.11.24 10:00:00filled
2017.11.24 15:00:0073USDCHFbuy0.01 / 0.010.981162017.11.24 15:00:00filled
2017.11.28 18:00:0074USDCHFsell0.01 / 0.010.984052017.11.28 18:00:00filled
2017.11.29 19:00:0075USDCHFbuy0.01 / 0.010.983782017.11.29 19:00:00filled
2017.12.07 23:00:0076USDCHFsell0.01 / 0.010.994292017.12.07 23:00:00filled
2017.12.08 16:00:0077USDCHFbuy0.01 / 0.010.994442017.12.08 16:00:00filled
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
2017.01.03 01:00:002USDCHFsellin0.011.023602-0.020.000.009 999.98
2017.01.03 05:00:003USDCHFbuyout0.011.022403-0.020.001.1710 001.13
2017.01.09 10:00:004USDCHFsellin0.011.018164-0.020.000.0010 001.11
2017.01.09 16:00:005USDCHFbuyout0.011.017735-0.020.000.4210 001.51
2017.01.18 14:00:006USDCHFsellin0.011.001766-0.020.000.0010 001.49
2017.01.18 16:00:007USDCHFsellin0.011.003297-0.020.000.0010 001.47
2017.01.18 18:00:008USDCHFbuyout0.011.001388-0.020.001.9110 003.36
2017.01.18 18:00:009USDCHFbuyout0.011.001389-0.020.000.3810 003.72
2017.02.01 17:00:0010USDCHFsellin0.010.9922010-0.020.000.0010 003.70
2017.02.01 22:00:0011USDCHFbuyout0.010.9920111-0.020.000.1910 003.87
2017.02.03 01:00:0012USDCHFsellin0.010.9923412-0.020.000.0010 003.85
2017.02.03 16:00:0013USDCHFbuyout0.010.9946513-0.020.00-2.3210 001.51
2017.03.08 01:00:0014USDCHFsellin0.011.0131814-0.020.000.0010 001.49
2017.03.08 05:00:0015USDCHFbuyout0.011.0133815-0.020.00-0.2010 001.27
2017.03.08 21:00:0016USDCHFsellin0.011.0143416-0.020.000.0010 001.25
2017.03.09 01:00:0017USDCHFsellin0.011.0148717-0.020.000.0010 001.23
2017.03.09 15:00:0018USDCHFbuyout0.011.0146618-0.020.000.2110 001.42
2017.03.09 15:00:0019USDCHFbuyout0.011.0146619-0.02-0.07-0.3210 001.01
2017.03.24 00:00:0020USDCHFsellin0.010.9930020-0.020.000.0010 000.99
2017.03.24 18:00:0021USDCHFbuyout0.010.9912221-0.020.001.8010 002.77
2017.03.28 22:00:0022USDCHFsellin0.010.9921322-0.020.000.0010 002.75
2017.03.29 16:00:0023USDCHFbuyout0.010.9949123-0.02-0.03-2.799 999.91
2017.03.31 14:00:0024USDCHFsellin0.011.0006724-0.020.000.009 999.89
2017.03.31 19:00:0025USDCHFbuyout0.010.9999125-0.020.000.7610 000.63
2017.04.04 12:00:0026USDCHFsellin0.011.0021426-0.020.000.0010 000.61
2017.04.05 04:00:0027USDCHFbuyout0.011.0017527-0.02-0.030.3910 000.95
2017.04.10 01:00:0028USDCHFsellin0.011.0093528-0.020.000.0010 000.93
2017.04.10 17:00:0029USDCHFbuyout0.011.0082429-0.020.001.1010 002.01
2017.04.14 01:00:0030USDCHFsellin0.011.0052130-0.020.000.0010 001.99
2017.04.14 13:00:0031USDCHFbuyout0.011.0046831-0.020.000.5310 002.50
2017.04.18 01:00:0032USDCHFsellin0.011.0038832-0.020.000.0010 002.48
2017.04.18 15:00:0033USDCHFbuyout0.011.0007033-0.020.003.1810 005.64
2017.04.24 20:00:0034USDCHFsellin0.010.9968934-0.020.000.0010 005.62
2017.04.25 08:00:0035USDCHFsellin0.010.9958935-0.020.000.0010 005.60
2017.04.27 06:00:0036USDCHFbuyout0.010.9931036-0.02-0.112.8110 008.28
2017.04.27 06:00:0037USDCHFbuyout0.010.9931037-0.02-0.143.8210 011.94
2017.05.02 01:00:0038USDCHFsellin0.010.9960938-0.020.000.0010 011.92
2017.05.02 11:00:0039USDCHFsellin0.010.9950239-0.020.000.0010 011.90
2017.05.02 21:00:0040USDCHFbuyout0.010.9932440-0.020.001.7910 013.67
2017.05.02 21:00:0041USDCHFbuyout0.010.9932441-0.020.002.8710 016.52
2017.05.04 05:00:0042USDCHFsellin0.010.9942242-0.020.000.0010 016.50
2017.05.04 18:00:0043USDCHFbuyout0.010.9909443-0.020.003.3110 019.79
2017.05.30 01:00:0044USDCHFsellin0.010.9782344-0.020.000.0010 019.77
2017.05.30 12:00:0045USDCHFbuyout0.010.9778045-0.020.000.4410 020.19
2017.06.02 01:00:0046USDCHFsellin0.010.9713246-0.020.000.0010 020.17
2017.06.02 16:00:0047USDCHFbuyout0.010.9667347-0.020.004.7510 024.90
2017.07.20 12:00:0048USDCHFsellin0.010.9564348-0.020.000.0010 024.88
2017.07.20 17:00:0049USDCHFbuyout0.010.9563849-0.020.000.0510 024.91
2017.07.28 05:00:0050USDCHFsellin0.010.9701050-0.020.000.0010 024.89
2017.07.28 16:00:0051USDCHFbuyout0.010.9680551-0.020.002.1210 026.99
2017.07.31 17:00:0052USDCHFsellin0.010.9693252-0.020.000.0010 026.97
2017.07.31 18:00:0053USDCHFbuyout0.010.9647053-0.020.004.7910 031.74
2017.08.14 17:00:0054USDCHFsellin0.010.9704954-0.020.000.0010 031.72
2017.08.16 09:00:0055USDCHFbuyout0.010.9726455-0.02-0.06-2.2110 029.43
2017.08.18 01:00:0056USDCHFsellin0.010.9624056-0.020.000.0010 029.41
2017.08.18 07:00:0057USDCHFbuyout0.010.9618057-0.020.000.6210 030.01
2017.09.13 19:00:0058USDCHFsellin0.010.9638658-0.020.000.0010 029.99
2017.09.14 13:00:0059USDCHFbuyout0.010.9667759-0.02-0.08-3.0110 026.88
2017.09.25 01:00:0060USDCHFsellin0.010.9705260-0.020.000.0010 026.86
2017.09.25 14:00:0061USDCHFsellin0.010.9738961-0.020.000.0010 026.84
2017.09.27 23:00:0062USDCHFsellin0.010.9721262-0.020.000.0010 026.82
2017.09.28 14:00:0063USDCHFbuyout0.010.9728263-0.02-0.08-0.7210 026.00
2017.09.28 14:00:0064USDCHFbuyout0.010.9728264-0.02-0.141.1010 026.94
2017.09.28 14:00:0065USDCHFbuyout0.010.9728265-0.02-0.14-2.3610 024.42
2017.10.02 19:00:0066USDCHFsellin0.010.9738066-0.020.000.0010 024.40
2017.10.03 14:00:0067USDCHFbuyout0.010.9743867-0.02-0.03-0.6010 023.75
2017.11.01 23:00:0068USDCHFsellin0.011.0032068-0.020.000.0010 023.73
2017.11.02 03:00:0069USDCHFbuyout0.011.0017169-0.02-0.081.4910 025.12
2017.11.13 01:00:0070USDCHFsellin0.010.9963070-0.020.000.0010 025.10
2017.11.14 14:00:0071USDCHFbuyout0.010.9947371-0.02-0.031.5810 026.63
2017.11.24 10:00:0072USDCHFsellin0.010.9818072-0.020.000.0010 026.61
2017.11.24 15:00:0073USDCHFbuyout0.010.9811673-0.020.000.6510 027.24
2017.11.28 18:00:0074USDCHFsellin0.010.9840574-0.020.000.0010 027.22
2017.11.29 19:00:0075USDCHFbuyout0.010.9837875-0.02-0.030.2710 027.44
2017.12.07 23:00:0076USDCHFsellin0.010.9942976-0.020.000.0010 027.42
2017.12.08 16:00:0077USDCHFbuyout0.010.9944477-0.02-0.03-0.1510 027.22
-1.52 -1.08 29.82 10 027.22