Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: USDCAD
Period: H1 (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: 99%
Bars: 5939 Ticks: 20767289 Symbols: 1
Total Net Profit: -21.92 Balance Drawdown Absolute: 24.10 Equity Drawdown Absolute: 31.44
Gross Profit: 33.99 Balance Drawdown Maximal: 33.83 (0.34%) Equity Drawdown Maximal: 41.90 (0.42%)
Gross Loss: -55.91 Balance Drawdown Relative: 0.34% (33.83) Equity Drawdown Relative: 0.42% (41.90)
Profit Factor: 0.61 Expected Payoff: -0.56 Margin Level: 33228.53%
Recovery Factor: -0.52 Sharpe Ratio: -0.16 Z-Score: -0.32 (25.10%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.74 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 6.73
Total Trades: 39 Short Trades (won %): 39 (51.28%) Long Trades (won %): 0 (0.00%)
Total Deals: 78 Profit Trades (% of total): 20 (51.28%) Loss Trades (% of total): 19 (48.72%)
Largest profit trade: 6.82 Largest loss trade: -11.09
Average profit trade: 1.70 Average loss trade: -2.94
Maximum consecutive wins ($): 4 (10.05) Maximum consecutive losses ($): 5 (-12.79)
Maximal consecutive profit (count): 10.05 (4) Maximal consecutive loss (count): -22.11 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.47 Correlation (Profits,MAE): 0.87 Correlation (MFE,MAE): 0.1952
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 85:00:00 Average position holding time: 18:30:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.02 11:00:002USDCADsell0.01 / 0.011.340662017.01.02 11:00:00filled
2017.01.03 01:00:003USDCADsell0.01 / 0.011.344382017.01.03 01:00:00filled
2017.01.03 05:00:004USDCADbuy0.01 / 0.011.341672017.01.03 05:00:00filled
2017.01.03 05:00:005USDCADbuy0.01 / 0.011.341672017.01.03 05:00:00filled
2017.01.09 10:00:006USDCADsell0.01 / 0.011.325862017.01.09 10:00:00filled
2017.01.09 16:00:007USDCADbuy0.01 / 0.011.323982017.01.09 16:00:00filled
2017.01.18 14:00:008USDCADsell0.01 / 0.011.309412017.01.18 14:00:00filled
2017.01.18 16:00:009USDCADsell0.01 / 0.011.311212017.01.18 16:00:00filled
2017.01.18 18:00:0010USDCADbuy0.01 / 0.011.309432017.01.18 18:00:00filled
2017.01.18 18:00:0011USDCADbuy0.01 / 0.011.309432017.01.18 18:00:00filled
2017.02.01 17:00:0012USDCADsell0.01 / 0.011.306842017.02.01 17:00:00filled
2017.02.01 22:00:0013USDCADbuy0.01 / 0.011.304512017.02.01 22:00:00filled
2017.02.03 01:00:0014USDCADsell0.01 / 0.011.302522017.02.03 01:00:00filled
2017.02.03 16:00:0015USDCADbuy0.01 / 0.011.302222017.02.03 16:00:00filled
2017.03.08 01:00:0016USDCADsell0.01 / 0.011.341152017.03.08 01:00:00filled
2017.03.08 05:00:0017USDCADbuy0.01 / 0.011.340522017.03.08 05:00:00filled
2017.03.08 21:00:0018USDCADsell0.01 / 0.011.349102017.03.08 21:00:00filled
2017.03.09 01:00:0019USDCADsell0.01 / 0.011.349342017.03.09 01:00:00filled
2017.03.09 15:00:0020USDCADbuy0.01 / 0.011.352262017.03.09 15:00:00filled
2017.03.09 15:00:0021USDCADbuy0.01 / 0.011.352262017.03.09 15:00:00filled
2017.03.24 00:00:0022USDCADsell0.01 / 0.011.335182017.03.24 00:00:00filled
2017.03.24 18:00:0023USDCADbuy0.01 / 0.011.337392017.03.24 18:00:00filled
2017.03.28 22:00:0024USDCADsell0.01 / 0.011.337802017.03.28 22:00:00filled
2017.03.29 16:00:0025USDCADbuy0.01 / 0.011.337922017.03.29 16:00:00filled
2017.03.31 14:00:0026USDCADsell0.01 / 0.011.335212017.03.31 14:00:00filled
2017.03.31 19:00:0027USDCADbuy0.01 / 0.011.332082017.03.31 19:00:00filled
2017.04.04 12:00:0028USDCADsell0.01 / 0.011.344002017.04.04 12:00:00filled
2017.04.05 04:00:0029USDCADbuy0.01 / 0.011.339632017.04.05 04:00:00filled
2017.04.10 01:00:0030USDCADsell0.01 / 0.011.340432017.04.10 01:00:00filled
2017.04.10 17:00:0031USDCADbuy0.01 / 0.011.335212017.04.10 17:00:00filled
2017.04.14 01:00:0032USDCADsell0.01 / 0.011.333062017.04.14 01:00:00filled
2017.04.14 13:00:0033USDCADbuy0.01 / 0.011.332232017.04.14 13:00:00filled
2017.04.18 01:00:0034USDCADsell0.01 / 0.011.331542017.04.18 01:00:00filled
2017.04.18 15:00:0035USDCADbuy0.01 / 0.011.335282017.04.18 15:00:00filled
2017.04.24 20:00:0036USDCADsell0.01 / 0.011.351492017.04.24 20:00:00filled
2017.04.25 08:00:0037USDCADsell0.01 / 0.011.354902017.04.25 08:00:00filled
2017.04.27 06:00:0038USDCADbuy0.01 / 0.011.355842017.04.27 06:00:00filled
2017.04.27 06:00:0039USDCADbuy0.01 / 0.011.355842017.04.27 06:00:00filled
2017.05.02 01:00:0040USDCADsell0.01 / 0.011.368202017.05.02 01:00:00filled
2017.05.02 11:00:0041USDCADsell0.01 / 0.011.367342017.05.02 11:00:00filled
2017.05.02 21:00:0042USDCADbuy0.01 / 0.011.371832017.05.02 21:00:00filled
2017.05.02 21:00:0043USDCADbuy0.01 / 0.011.371832017.05.02 21:00:00filled
2017.05.04 05:00:0044USDCADsell0.01 / 0.011.372112017.05.04 05:00:00filled
2017.05.04 18:00:0045USDCADbuy0.01 / 0.011.371822017.05.04 18:00:00filled
2017.05.30 01:00:0046USDCADsell0.01 / 0.011.345822017.05.30 01:00:00filled
2017.05.30 12:00:0047USDCADbuy0.01 / 0.011.346752017.05.30 12:00:00filled
2017.06.02 01:00:0048USDCADsell0.01 / 0.011.351432017.06.02 01:00:00filled
2017.06.02 16:00:0049USDCADbuy0.01 / 0.011.352682017.06.02 16:00:00filled
2017.07.20 12:00:0050USDCADsell0.01 / 0.011.262582017.07.20 12:00:00filled
2017.07.20 17:00:0051USDCADbuy0.01 / 0.011.259692017.07.20 17:00:00filled
2017.07.28 05:00:0052USDCADsell0.01 / 0.011.255162017.07.28 05:00:00filled
2017.07.28 16:00:0053USDCADbuy0.01 / 0.011.246632017.07.28 16:00:00filled
2017.07.31 17:00:0054USDCADsell0.01 / 0.011.249252017.07.31 17:00:00filled
2017.07.31 18:00:0055USDCADbuy0.01 / 0.011.250752017.07.31 18:00:00filled
2017.08.14 17:00:0056USDCADsell0.01 / 0.011.270292017.08.14 17:00:00filled
2017.08.16 09:00:0057USDCADbuy0.01 / 0.011.275532017.08.16 09:00:00filled
2017.08.18 01:00:0058USDCADsell0.01 / 0.011.267562017.08.18 01:00:00filled
2017.08.18 07:00:0059USDCADbuy0.01 / 0.011.266542017.08.18 07:00:00filled
2017.09.13 19:00:0060USDCADsell0.01 / 0.011.219182017.09.13 19:00:00filled
2017.09.14 13:00:0061USDCADbuy0.01 / 0.011.217962017.09.14 13:00:00filled
2017.09.25 01:00:0062USDCADsell0.01 / 0.011.234042017.09.25 01:00:00filled
2017.09.25 14:00:0063USDCADsell0.01 / 0.011.233952017.09.25 14:00:00filled
2017.09.27 23:00:0064USDCADsell0.01 / 0.011.247892017.09.27 23:00:00filled
2017.09.28 14:00:0065USDCADbuy0.01 / 0.011.247712017.09.28 14:00:00filled
2017.09.28 14:00:0066USDCADbuy0.01 / 0.011.247712017.09.28 14:00:00filled
2017.09.28 14:00:0067USDCADbuy0.01 / 0.011.247712017.09.28 14:00:00filled
2017.10.02 19:00:0068USDCADsell0.01 / 0.011.250742017.10.02 19:00:00filled
2017.10.03 14:00:0069USDCADbuy0.01 / 0.011.249402017.10.03 14:00:00filled
2017.11.01 23:00:0070USDCADsell0.01 / 0.011.286432017.11.01 23:00:00filled
2017.11.02 03:00:0071USDCADbuy0.01 / 0.011.285622017.11.02 03:00:00filled
2017.11.13 01:00:0072USDCADsell0.01 / 0.011.269142017.11.13 01:00:00filled
2017.11.14 14:00:0073USDCADbuy0.01 / 0.011.272932017.11.14 14:00:00filled
2017.11.24 10:00:0074USDCADsell0.01 / 0.011.273282017.11.24 10:00:00filled
2017.11.24 15:00:0075USDCADbuy0.01 / 0.011.270932017.11.24 15:00:00filled
2017.11.28 18:00:0076USDCADsell0.01 / 0.011.281162017.11.28 18:00:00filled
2017.11.29 19:00:0077USDCADbuy0.01 / 0.011.285022017.11.29 19:00:00filled
2017.12.07 23:00:0078USDCADsell0.01 / 0.011.285142017.12.07 23:00:00filled
2017.12.08 16:00:0079USDCADbuy0.01 / 0.011.282312017.12.08 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
2017.01.02 11:00:002USDCADsellin0.011.340662-0.020.000.009 999.98
2017.01.03 01:00:003USDCADsellin0.011.344383-0.020.000.009 999.96
2017.01.03 05:00:004USDCADbuyout0.011.341674-0.020.002.0210 001.96
2017.01.03 05:00:005USDCADbuyout0.011.341675-0.02-0.01-0.7510 001.18
2017.01.09 10:00:006USDCADsellin0.011.325866-0.020.000.0010 001.16
2017.01.09 16:00:007USDCADbuyout0.011.323987-0.020.001.4210 002.56
2017.01.18 14:00:008USDCADsellin0.011.309418-0.020.000.0010 002.54
2017.01.18 16:00:009USDCADsellin0.011.311219-0.020.000.0010 002.52
2017.01.18 18:00:0010USDCADbuyout0.011.3094310-0.020.001.3610 003.86
2017.01.18 18:00:0011USDCADbuyout0.011.3094311-0.020.00-0.0210 003.82
2017.02.01 17:00:0012USDCADsellin0.011.3068412-0.020.000.0010 003.80
2017.02.01 22:00:0013USDCADbuyout0.011.3045113-0.020.001.7910 005.57
2017.02.03 01:00:0014USDCADsellin0.011.3025214-0.020.000.0010 005.55
2017.02.03 16:00:0015USDCADbuyout0.011.3022215-0.020.000.2310 005.76
2017.03.08 01:00:0016USDCADsellin0.011.3411516-0.020.000.0010 005.74
2017.03.08 05:00:0017USDCADbuyout0.011.3405217-0.020.000.4710 006.19
2017.03.08 21:00:0018USDCADsellin0.011.3491018-0.020.000.0010 006.17
2017.03.09 01:00:0019USDCADsellin0.011.3493419-0.020.000.0010 006.15
2017.03.09 15:00:0020USDCADbuyout0.011.3522620-0.020.00-2.1610 003.97
2017.03.09 15:00:0021USDCADbuyout0.011.3522621-0.02-0.02-2.3410 001.59
2017.03.24 00:00:0022USDCADsellin0.011.3351822-0.020.000.0010 001.57
2017.03.24 18:00:0023USDCADbuyout0.011.3373923-0.020.00-1.659 999.90
2017.03.28 22:00:0024USDCADsellin0.011.3378024-0.020.000.009 999.88
2017.03.29 16:00:0025USDCADbuyout0.011.3379225-0.02-0.01-0.099 999.76
2017.03.31 14:00:0026USDCADsellin0.011.3352126-0.020.000.009 999.74
2017.03.31 19:00:0027USDCADbuyout0.011.3320827-0.020.002.3510 002.07
2017.04.04 12:00:0028USDCADsellin0.011.3440028-0.020.000.0010 002.05
2017.04.05 04:00:0029USDCADbuyout0.011.3396329-0.02-0.013.2610 005.28
2017.04.10 01:00:0030USDCADsellin0.011.3404330-0.020.000.0010 005.26
2017.04.10 17:00:0031USDCADbuyout0.011.3352131-0.020.003.9110 009.15
2017.04.14 01:00:0032USDCADsellin0.011.3330632-0.020.000.0010 009.13
2017.04.14 13:00:0033USDCADbuyout0.011.3322333-0.020.000.6210 009.73
2017.04.18 01:00:0034USDCADsellin0.011.3315434-0.020.000.0010 009.71
2017.04.18 15:00:0035USDCADbuyout0.011.3352835-0.020.00-2.8010 006.89
2017.04.24 20:00:0036USDCADsellin0.011.3514936-0.020.000.0010 006.87
2017.04.25 08:00:0037USDCADsellin0.011.3549037-0.020.000.0010 006.85
2017.04.27 06:00:0038USDCADbuyout0.011.3558438-0.02-0.03-0.6910 006.11
2017.04.27 06:00:0039USDCADbuyout0.011.3558439-0.02-0.04-3.2110 002.84
2017.05.02 01:00:0040USDCADsellin0.011.3682040-0.020.000.0010 002.82
2017.05.02 11:00:0041USDCADsellin0.011.3673441-0.020.000.0010 002.80
2017.05.02 21:00:0042USDCADbuyout0.011.3718342-0.020.00-3.279 999.51
2017.05.02 21:00:0043USDCADbuyout0.011.3718343-0.020.00-2.659 996.84
2017.05.04 05:00:0044USDCADsellin0.011.3721144-0.020.000.009 996.82
2017.05.04 18:00:0045USDCADbuyout0.011.3718245-0.020.000.219 997.01
2017.05.30 01:00:0046USDCADsellin0.011.3458246-0.020.000.009 996.99
2017.05.30 12:00:0047USDCADbuyout0.011.3467547-0.020.00-0.699 996.28
2017.06.02 01:00:0048USDCADsellin0.011.3514348-0.020.000.009 996.26
2017.06.02 16:00:0049USDCADbuyout0.011.3526849-0.020.00-0.929 995.32
2017.07.20 12:00:0050USDCADsellin0.011.2625850-0.020.000.009 995.30
2017.07.20 17:00:0051USDCADbuyout0.011.2596951-0.020.002.299 997.57
2017.07.28 05:00:0052USDCADsellin0.011.2551652-0.020.000.009 997.55
2017.07.28 16:00:0053USDCADbuyout0.011.2466353-0.020.006.8410 004.37
2017.07.31 17:00:0054USDCADsellin0.011.2492554-0.020.000.0010 004.35
2017.07.31 18:00:0055USDCADbuyout0.011.2507555-0.020.00-1.2010 003.13
2017.08.14 17:00:0056USDCADsellin0.011.2702956-0.020.000.0010 003.11
2017.08.16 09:00:0057USDCADbuyout0.011.2755357-0.02-0.02-4.119 998.96
2017.08.18 01:00:0058USDCADsellin0.011.2675658-0.020.000.009 998.94
2017.08.18 07:00:0059USDCADbuyout0.011.2665459-0.020.000.819 999.73
2017.09.13 19:00:0060USDCADsellin0.011.2191860-0.020.000.009 999.71
2017.09.14 13:00:0061USDCADbuyout0.011.2179661-0.02-0.021.0010 000.67
2017.09.25 01:00:0062USDCADsellin0.011.2340462-0.020.000.0010 000.65
2017.09.25 14:00:0063USDCADsellin0.011.2339563-0.020.000.0010 000.63
2017.09.27 23:00:0064USDCADsellin0.011.2478964-0.020.000.0010 000.61
2017.09.28 14:00:0065USDCADbuyout0.011.2477165-0.02-0.020.1410 000.71
2017.09.28 14:00:0066USDCADbuyout0.011.2477166-0.02-0.04-11.039 989.62
2017.09.28 14:00:0067USDCADbuyout0.011.2477167-0.02-0.04-10.969 978.60
2017.10.02 19:00:0068USDCADsellin0.011.2507468-0.020.000.009 978.58
2017.10.03 14:00:0069USDCADbuyout0.011.2494069-0.02-0.011.079 979.62
2017.11.01 23:00:0070USDCADsellin0.011.2864370-0.020.000.009 979.60
2017.11.02 03:00:0071USDCADbuyout0.011.2856271-0.02-0.020.639 980.19
2017.11.13 01:00:0072USDCADsellin0.011.2691472-0.020.000.009 980.17
2017.11.14 14:00:0073USDCADbuyout0.011.2729373-0.02-0.01-2.989 977.16
2017.11.24 10:00:0074USDCADsellin0.011.2732874-0.020.000.009 977.14
2017.11.24 15:00:0075USDCADbuyout0.011.2709375-0.020.001.859 978.97
2017.11.28 18:00:0076USDCADsellin0.011.2811676-0.020.000.009 978.95
2017.11.29 19:00:0077USDCADbuyout0.011.2850277-0.02-0.01-3.009 975.92
2017.12.07 23:00:0078USDCADsellin0.011.2851478-0.020.000.009 975.90
2017.12.08 16:00:0079USDCADbuyout0.011.2823179-0.02-0.012.219 978.08
-1.56 -0.32 -20.04 9 978.08