Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: NZDUSD
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
History Quality: 99%
Bars: 1486 Ticks: 18342961 Symbols: 1
Total Net Profit: -48.65 Balance Drawdown Absolute: 48.65 Equity Drawdown Absolute: 59.59
Gross Profit: 9.70 Balance Drawdown Maximal: 48.65 (0.49%) Equity Drawdown Maximal: 62.07 (0.62%)
Gross Loss: -58.35 Balance Drawdown Relative: 0.49% (48.65) Equity Drawdown Relative: 0.62% (62.07)
Profit Factor: 0.17 Expected Payoff: -8.11 Margin Level: 70449.40%
Recovery Factor: -0.78 Sharpe Ratio: -0.62 Z-Score: -0.46 (35.45%)
AHPR: 0.9992 (-0.08%) LR Correlation: -0.66 OnTester result: 0
GHPR: 0.9992 (-0.08%) LR Standard Error: 11.45
Total Trades: 6 Short Trades (won %): 0 (0.00%) Long Trades (won %): 6 (50.00%)
Total Deals: 12 Profit Trades (% of total): 3 (50.00%) Loss Trades (% of total): 3 (50.00%)
Largest profit trade: 5.17 Largest loss trade: -29.05
Average profit trade: 3.23 Average loss trade: -19.45
Maximum consecutive wins ($): 3 (9.70) Maximum consecutive losses ($): 2 (-36.17)
Maximal consecutive profit (count): 9.70 (3) Maximal consecutive loss (count): -36.17 (2)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.72 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): 0.6959
Graph
Minimal position holding time: 12:00:00 Maximal position holding time: 220:00:00 Average position holding time: 104:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.03.01 04:00:002NZDUSDbuy0.01 / 0.010.716182017.03.01 04:00:00filled
2017.03.10 16:00:003NZDUSDsell0.01 / 0.010.693872017.03.10 16:00:00filled
2017.04.10 08:00:004NZDUSDbuy0.01 / 0.010.693692017.04.10 08:00:00filled
2017.04.11 20:00:005NZDUSDsell0.01 / 0.010.695522017.04.11 20:00:00filled
2017.05.04 08:00:006NZDUSDbuy0.01 / 0.010.688282017.05.04 08:00:00filled
2017.05.05 20:00:007NZDUSDsell0.01 / 0.010.690962017.05.05 20:00:00filled
2017.06.02 04:00:008NZDUSDbuy0.01 / 0.010.706502017.06.02 04:00:00filled
2017.06.02 16:00:009NZDUSDsell0.01 / 0.010.711682017.06.02 16:00:00filled
2017.10.17 20:00:0010NZDUSDbuy0.01 / 0.010.716542017.10.17 20:00:00filled
2017.10.23 04:00:0011NZDUSDbuy0.01 / 0.010.694502017.10.23 04:00:00filled
2017.10.31 00:00:0012NZDUSDsell0.01 / 0.010.687242017.10.31 00:00:00filled
2017.10.31 00:00:0013NZDUSDsell0.01 / 0.010.687242017.10.31 00:00:00filled
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
2017.03.01 04:00:002NZDUSDbuyin0.010.716182-0.010.000.009 999.99
2017.03.10 16:00:003NZDUSDsellout0.010.693873-0.010.20-22.319 977.87
2017.04.10 08:00:004NZDUSDbuyin0.010.693694-0.010.000.009 977.86
2017.04.11 20:00:005NZDUSDsellout0.010.695525-0.010.021.839 979.70
2017.05.04 08:00:006NZDUSDbuyin0.010.688286-0.010.000.009 979.69
2017.05.05 20:00:007NZDUSDsellout0.010.690967-0.010.022.689 982.38
2017.06.02 04:00:008NZDUSDbuyin0.010.706508-0.010.000.009 982.37
2017.06.02 16:00:009NZDUSDsellout0.010.711689-0.010.005.189 987.54
2017.10.17 20:00:0010NZDUSDbuyin0.010.7165410-0.010.000.009 987.53
2017.10.23 04:00:0011NZDUSDbuyin0.010.6945011-0.010.000.009 987.52
2017.10.31 00:00:0012NZDUSDsellout0.010.6872412-0.010.15-7.269 980.40
2017.10.31 00:00:0013NZDUSDsellout0.010.6872413-0.010.26-29.309 951.35
-0.12 0.65 -49.18 9 951.35