Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | USDJPY | |||||||||||
Period: | H4 (2017.01.01 - 2017.12.13) | |||||||||||
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: | 1480 | Ticks: | 28596779 | Symbols: | 1 | |||||||
Total Net Profit: | 0.42 | Balance Drawdown Absolute: | 19.95 | Equity Drawdown Absolute: | 22.11 | |||||||
Gross Profit: | 29.04 | Balance Drawdown Maximal: | 19.95 (0.20%) | Equity Drawdown Maximal: | 26.59 (0.27%) | |||||||
Gross Loss: | -28.62 | Balance Drawdown Relative: | 0.20% (19.95) | Equity Drawdown Relative: | 0.27% (26.59) | |||||||
Profit Factor: | 1.01 | Expected Payoff: | 0.07 | Margin Level: | 49891.00% | |||||||
Recovery Factor: | 0.02 | Sharpe Ratio: | 0.01 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 1.0000 (0.00%) | LR Correlation: | 0.66 | OnTester result: | 0 | |||||||
GHPR: | 1.0000 (0.00%) | LR Standard Error: | 8.19 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 6 (66.67%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 4 (66.67%) | Loss Trades (% of total): | 2 (33.33%) | |||||||
Largest profit trade: | 15.01 | Largest loss trade: | -19.91 | |||||||||
Average profit trade: | 7.26 | Average loss trade: | -14.31 | |||||||||
Maximum consecutive wins ($): | 4 (29.04) | Maximum consecutive losses ($): | 1 (-19.91) | |||||||||
Maximal consecutive profit (count): | 29.04 (4) | Maximal consecutive loss (count): | -19.91 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.88 | Correlation (Profits,MAE): | 0.92 | Correlation (MFE,MAE): | 0.8144 | |||||||
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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 | USDJPY | sell | 0.01 / 0.01 | 113.019 | 2017.03.01 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 3 | USDJPY | buy | 0.01 / 0.01 | 115.245 | 2017.03.10 16:00:00 | filled | |||||
2017.04.10 08:00:00 | 4 | USDJPY | sell | 0.01 / 0.01 | 111.417 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 5 | USDJPY | buy | 0.01 / 0.01 | 109.762 | 2017.04.11 20:00:00 | filled | |||||
2017.05.04 08:00:00 | 6 | USDJPY | sell | 0.01 / 0.01 | 112.766 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 7 | USDJPY | buy | 0.01 / 0.01 | 112.746 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 8 | USDJPY | sell | 0.01 / 0.01 | 111.644 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 9 | USDJPY | buy | 0.01 / 0.01 | 110.716 | 2017.06.02 16:00:00 | filled | |||||
2017.10.17 20:00:00 | 10 | USDJPY | sell | 0.01 / 0.01 | 112.279 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 11 | USDJPY | sell | 0.01 / 0.01 | 113.845 | 2017.10.23 04:00:00 | filled | |||||
2017.10.31 00:00:00 | 12 | USDJPY | buy | 0.01 / 0.01 | 113.167 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 13 | USDJPY | buy | 0.01 / 0.01 | 113.167 | 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 | USDJPY | sell | in | 0.01 | 113.019 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.03.10 16:00:00 | 3 | USDJPY | buy | out | 0.01 | 115.245 | 3 | -0.02 | -0.57 | -19.32 | 9 980.07 | |
2017.04.10 08:00:00 | 4 | USDJPY | sell | in | 0.01 | 111.417 | 4 | -0.02 | 0.00 | 0.00 | 9 980.05 | |
2017.04.11 20:00:00 | 5 | USDJPY | buy | out | 0.01 | 109.762 | 5 | -0.02 | -0.05 | 15.08 | 9 995.06 | |
2017.05.04 08:00:00 | 6 | USDJPY | sell | in | 0.01 | 112.766 | 6 | -0.02 | 0.00 | 0.00 | 9 995.04 | |
2017.05.05 20:00:00 | 7 | USDJPY | buy | out | 0.01 | 112.746 | 7 | -0.02 | -0.05 | 0.18 | 9 995.15 | |
2017.06.02 04:00:00 | 8 | USDJPY | sell | in | 0.01 | 111.644 | 8 | -0.02 | 0.00 | 0.00 | 9 995.13 | |
2017.06.02 16:00:00 | 9 | USDJPY | buy | out | 0.01 | 110.716 | 9 | -0.02 | 0.00 | 8.38 | 10 003.49 | |
2017.10.17 20:00:00 | 10 | USDJPY | sell | in | 0.01 | 112.279 | 10 | -0.02 | 0.00 | 0.00 | 10 003.47 | |
2017.10.23 04:00:00 | 11 | USDJPY | sell | in | 0.01 | 113.845 | 11 | -0.02 | 0.00 | 0.00 | 10 003.45 | |
2017.10.31 00:00:00 | 12 | USDJPY | buy | out | 0.01 | 113.167 | 12 | -0.02 | -0.41 | 5.99 | 10 009.01 | |
2017.10.31 00:00:00 | 13 | USDJPY | buy | out | 0.01 | 113.167 | 13 | -0.02 | -0.72 | -7.85 | 10 000.42 | |
-0.24 | -1.80 | 2.46 | 10 000.42 | |||||||||