Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.76 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.4706 | |||||||
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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 | GBPUSD | buy | 0.01 / 0.01 | 1.23885 | 2017.03.01 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 3 | GBPUSD | sell | 0.01 / 0.01 | 1.21809 | 2017.03.10 16:00:00 | filled | |||||
2017.04.10 08:00:00 | 4 | GBPUSD | buy | 0.01 / 0.01 | 1.23874 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 5 | GBPUSD | sell | 0.01 / 0.01 | 1.24823 | 2017.04.11 20:00:00 | filled | |||||
2017.05.04 08:00:00 | 6 | GBPUSD | buy | 0.01 / 0.01 | 1.28775 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 7 | GBPUSD | sell | 0.01 / 0.01 | 1.29573 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 8 | GBPUSD | buy | 0.01 / 0.01 | 1.28894 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 9 | GBPUSD | sell | 0.01 / 0.01 | 1.28846 | 2017.06.02 16:00:00 | filled | |||||
2017.10.17 20:00:00 | 10 | GBPUSD | buy | 0.01 / 0.01 | 1.31796 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 11 | GBPUSD | buy | 0.01 / 0.01 | 1.31791 | 2017.10.23 04:00:00 | filled | |||||
2017.10.31 00:00:00 | 12 | GBPUSD | sell | 0.01 / 0.01 | 1.32062 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 13 | GBPUSD | sell | 0.01 / 0.01 | 1.32062 | 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 | GBPUSD | buy | in | 0.01 | 1.23885 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.03.10 16:00:00 | 3 | GBPUSD | sell | out | 0.01 | 1.21809 | 3 | -0.02 | -0.44 | -20.76 | 9 978.76 | |
2017.04.10 08:00:00 | 4 | GBPUSD | buy | in | 0.01 | 1.23874 | 4 | -0.02 | 0.00 | 0.00 | 9 978.74 | |
2017.04.11 20:00:00 | 5 | GBPUSD | sell | out | 0.01 | 1.24823 | 5 | -0.02 | -0.04 | 9.49 | 9 988.17 | |
2017.05.04 08:00:00 | 6 | GBPUSD | buy | in | 0.01 | 1.28775 | 6 | -0.03 | 0.00 | 0.00 | 9 988.14 | |
2017.05.05 20:00:00 | 7 | GBPUSD | sell | out | 0.01 | 1.29573 | 7 | -0.03 | -0.04 | 7.98 | 9 996.05 | |
2017.06.02 04:00:00 | 8 | GBPUSD | buy | in | 0.01 | 1.28894 | 8 | -0.03 | 0.00 | 0.00 | 9 996.02 | |
2017.06.02 16:00:00 | 9 | GBPUSD | sell | out | 0.01 | 1.28846 | 9 | -0.03 | 0.00 | -0.48 | 9 995.51 | |
2017.10.17 20:00:00 | 10 | GBPUSD | buy | in | 0.01 | 1.31796 | 10 | -0.03 | 0.00 | 0.00 | 9 995.48 | |
2017.10.23 04:00:00 | 11 | GBPUSD | buy | in | 0.01 | 1.31791 | 11 | -0.03 | 0.00 | 0.00 | 9 995.45 | |
2017.10.31 00:00:00 | 12 | GBPUSD | sell | out | 0.01 | 1.32062 | 12 | -0.03 | -0.32 | 2.71 | 9 997.81 | |
2017.10.31 00:00:00 | 13 | GBPUSD | sell | out | 0.01 | 1.32062 | 13 | -0.03 | -0.56 | 2.66 | 9 999.88 | |
-0.32 | -1.40 | 1.60 | 9 999.88 | |||||||||