Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: AUDUSD
Period: H4 (2018.01.01 - 2018.04.05)
Inputs: wpr=20
ma=10
lt=0.01
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 400 Ticks: 4532058 Symbols: 1
Total Net Profit: -8.01 Balance Drawdown Absolute: 23.69 Equity Drawdown Absolute: 26.37
Gross Profit: 45.03 Balance Drawdown Maximal: 23.71 (0.24%) Equity Drawdown Maximal: 28.42 (0.28%)
Gross Loss: -53.04 Balance Drawdown Relative: 0.24% (23.71) Equity Drawdown Relative: 0.28% (28.42)
Profit Factor: 0.85 Expected Payoff: -0.22 Margin Level: 123218.15%
Recovery Factor: -0.28 Sharpe Ratio: -0.05 Z-Score: 0.45 (34.73%)
AHPR: 1.0000 (-0.00%) LR Correlation: 0.01 OnTester result: 0
GHPR: 1.0000 (-0.00%) LR Standard Error: 6.44
Total Trades: 36 Short Trades (won %): 19 (31.58%) Long Trades (won %): 17 (23.53%)
Total Deals: 72 Profit Trades (% of total): 10 (27.78%) Loss Trades (% of total): 26 (72.22%)
Largest profit trade: 17.00 Largest loss trade: -4.49
Average profit trade: 4.50 Average loss trade: -2.04
Maximum consecutive wins ($): 2 (16.87) Maximum consecutive losses ($): 11 (-23.47)
Maximal consecutive profit (count): 17.00 (1) Maximal consecutive loss (count): -23.47 (11)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.89 Correlation (Profits,MAE): 0.46 Correlation (MFE,MAE): 0.2980
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 60:00:00 Average position holding time: 20:13:16
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.08 08:00:002AUDUSDsell0.01 / 0.010.784032018.01.08 08:00:00filled
2018.01.08 20:00:003AUDUSDbuy0.01 / 0.010.783972018.01.08 20:00:00filled
2018.01.16 04:00:004AUDUSDsell0.01 / 0.010.795782018.01.16 04:00:00filled
2018.01.17 20:00:005AUDUSDbuy0.01 / 0.010.800212018.01.17 20:00:00filled
2018.01.17 20:00:006AUDUSDbuy0.01 / 0.010.800212018.01.17 20:00:00filled
2018.01.18 00:00:007AUDUSDsell0.01 / 0.010.796772018.01.18 00:00:00filled
2018.01.18 00:00:008AUDUSDsell0.01 / 0.010.796772018.01.18 00:00:00filled
2018.01.18 20:00:009AUDUSDbuy0.01 / 0.010.799582018.01.18 20:00:00filled
2018.01.18 20:00:0010AUDUSDbuy0.01 / 0.010.799582018.01.18 20:00:00filled
2018.01.19 16:00:0011AUDUSDsell0.01 / 0.010.799392018.01.19 16:00:00filled
2018.01.19 16:00:0012AUDUSDsell0.01 / 0.010.799392018.01.19 16:00:00filled
2018.01.22 12:00:0013AUDUSDbuy0.01 / 0.010.801042018.01.22 12:00:00filled
2018.01.22 12:00:0014AUDUSDbuy0.01 / 0.010.801042018.01.22 12:00:00filled
2018.01.22 20:00:0015AUDUSDsell0.01 / 0.010.800352018.01.22 20:00:00filled
2018.01.23 12:00:0016AUDUSDsell0.01 / 0.010.796772018.01.23 12:00:00filled
2018.01.23 20:00:0017AUDUSDbuy0.01 / 0.010.798442018.01.23 20:00:00filled
2018.01.25 12:00:0018AUDUSDsell0.01 / 0.010.808582018.01.25 12:00:00filled
2018.01.25 16:00:0019AUDUSDbuy0.01 / 0.010.809712018.01.25 16:00:00filled
2018.01.25 16:00:0020AUDUSDbuy0.01 / 0.010.809712018.01.25 16:00:00filled
2018.01.25 20:00:0021AUDUSDsell0.01 / 0.010.808502018.01.25 20:00:00filled
2018.01.25 20:00:0022AUDUSDsell0.01 / 0.010.808502018.01.25 20:00:00filled
2018.01.26 20:00:0023AUDUSDbuy0.01 / 0.010.811072018.01.26 20:00:00filled
2018.01.30 12:00:0024AUDUSDbuy0.01 / 0.010.808662018.01.30 12:00:00filled
2018.01.31 20:00:0025AUDUSDsell0.01 / 0.010.805262018.01.31 20:00:00filled
2018.01.31 20:00:0026AUDUSDsell0.01 / 0.010.805262018.01.31 20:00:00filled
2018.02.01 20:00:0027AUDUSDbuy0.01 / 0.010.802582018.02.01 20:00:00filled
2018.02.02 08:00:0028AUDUSDsell0.01 / 0.010.800192018.02.02 08:00:00filled
2018.02.06 08:00:0029AUDUSDbuy0.01 / 0.010.785762018.02.06 08:00:00filled
2018.02.06 16:00:0030AUDUSDsell0.01 / 0.010.785852018.02.06 16:00:00filled
2018.02.06 20:00:0031AUDUSDbuy0.01 / 0.010.788652018.02.06 20:00:00filled
2018.02.06 20:00:0032AUDUSDbuy0.01 / 0.010.788652018.02.06 20:00:00filled
2018.02.07 16:00:0033AUDUSDsell0.01 / 0.010.785602018.02.07 16:00:00filled
2018.02.07 16:00:0034AUDUSDsell0.01 / 0.010.785602018.02.07 16:00:00filled
2018.02.08 16:00:0035AUDUSDbuy0.01 / 0.010.781972018.02.08 16:00:00filled
2018.02.08 16:00:0036AUDUSDbuy0.01 / 0.010.781972018.02.08 16:00:00filled
2018.02.09 20:00:0037AUDUSDsell0.01 / 0.010.778312018.02.09 20:00:00filled
2018.02.14 20:00:0038AUDUSDbuy0.01 / 0.010.789542018.02.14 20:00:00filled
2018.02.15 20:00:0039AUDUSDsell0.01 / 0.010.791392018.02.15 20:00:00filled
2018.02.15 20:00:0040AUDUSDsell0.01 / 0.010.791392018.02.15 20:00:00filled
2018.02.16 00:00:0041AUDUSDbuy0.01 / 0.010.794372018.02.16 00:00:00filled
2018.02.16 00:00:0042AUDUSDbuy0.01 / 0.010.794372018.02.16 00:00:00filled
2018.02.16 16:00:0043AUDUSDsell0.01 / 0.010.792302018.02.16 16:00:00filled
2018.02.22 00:00:0044AUDUSDsell0.01 / 0.010.780262018.02.22 00:00:00filled
2018.02.22 04:00:0045AUDUSDbuy0.01 / 0.010.780132018.02.22 04:00:00filled
2018.02.22 04:00:0046AUDUSDbuy0.01 / 0.010.780132018.02.22 04:00:00filled
2018.02.22 08:00:0047AUDUSDsell0.01 / 0.010.780762018.02.22 08:00:00filled
2018.03.01 16:00:0048AUDUSDbuy0.01 / 0.010.774602018.03.01 16:00:00filled
2018.03.05 16:00:0049AUDUSDsell0.01 / 0.010.773552018.03.05 16:00:00filled
2018.03.05 16:00:0050AUDUSDsell0.01 / 0.010.773552018.03.05 16:00:00filled
2018.03.06 00:00:0051AUDUSDbuy0.01 / 0.010.776612018.03.06 00:00:00filled
2018.03.06 00:00:0052AUDUSDbuy0.01 / 0.010.776612018.03.06 00:00:00filled
2018.03.07 12:00:0053AUDUSDsell0.01 / 0.010.780392018.03.07 12:00:00filled
2018.03.13 12:00:0054AUDUSDsell0.01 / 0.010.786802018.03.13 12:00:00filled
2018.03.13 16:00:0055AUDUSDbuy0.01 / 0.010.789182018.03.13 16:00:00filled
2018.03.13 16:00:0056AUDUSDbuy0.01 / 0.010.789182018.03.13 16:00:00filled
2018.03.14 12:00:0057AUDUSDsell0.01 / 0.010.788722018.03.14 12:00:00filled
2018.03.14 20:00:0058AUDUSDbuy0.01 / 0.010.788412018.03.14 20:00:00filled
2018.03.15 00:00:0059AUDUSDsell0.01 / 0.010.787472018.03.15 00:00:00filled
2018.03.15 00:00:0060AUDUSDsell0.01 / 0.010.787472018.03.15 00:00:00filled
2018.03.19 12:00:0061AUDUSDbuy0.01 / 0.010.770372018.03.19 12:00:00filled
2018.03.19 12:00:0062AUDUSDbuy0.01 / 0.010.770372018.03.19 12:00:00filled
2018.03.20 16:00:0063AUDUSDsell0.01 / 0.010.769592018.03.20 16:00:00filled
2018.03.22 20:00:0064AUDUSDsell0.01 / 0.010.771702018.03.22 20:00:00filled
2018.03.23 16:00:0065AUDUSDbuy0.01 / 0.010.772412018.03.23 16:00:00filled
2018.03.23 16:00:0066AUDUSDbuy0.01 / 0.010.772412018.03.23 16:00:00filled
2018.03.27 08:00:0067AUDUSDsell0.01 / 0.010.773682018.03.27 08:00:00filled
2018.03.30 00:02:0068AUDUSDbuy0.01 / 0.010.767632018.03.30 00:02:00filled
2018.04.02 20:00:0069AUDUSDsell0.01 / 0.010.766042018.04.02 20:00:00filled
2018.04.02 20:00:0070AUDUSDsell0.01 / 0.010.766042018.04.02 20:00:00filled
2018.04.03 04:00:0071AUDUSDbuy0.01 / 0.010.766732018.04.03 04:00:00filled
2018.04.03 20:00:0072AUDUSDsell0.01 / 0.010.768362018.04.03 20:00:00filled
2018.04.04 08:00:0073AUDUSDbuy0.01 / 0.010.770602018.04.04 08:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2018.01.01 00:00:001balance0.000.0010 000.0010 000.00
2018.01.08 08:00:002AUDUSDsellin0.010.784032-0.020.000.009 999.98
2018.01.08 20:00:003AUDUSDbuyout0.010.783973-0.020.000.0610 000.02
2018.01.16 04:00:004AUDUSDsellin0.010.795784-0.020.000.0010 000.00
2018.01.17 20:00:005AUDUSDbuyout0.010.800215-0.02-0.04-4.439 995.51
2018.01.17 20:00:006AUDUSDbuyin0.010.800216-0.020.000.009 995.49
2018.01.18 00:00:007AUDUSDsellout0.010.796777-0.020.04-3.449 992.07
2018.01.18 00:00:008AUDUSDsellin0.010.796778-0.020.000.009 992.05
2018.01.18 20:00:009AUDUSDbuyout0.010.799589-0.020.00-2.819 989.22
2018.01.18 20:00:0010AUDUSDbuyin0.010.7995810-0.020.000.009 989.20
2018.01.19 16:00:0011AUDUSDsellout0.010.7993911-0.020.01-0.199 989.00
2018.01.19 16:00:0012AUDUSDsellin0.010.7993912-0.020.000.009 988.98
2018.01.22 12:00:0013AUDUSDbuyout0.010.8010413-0.02-0.04-1.659 987.27
2018.01.22 12:00:0014AUDUSDbuyin0.010.8010414-0.020.000.009 987.25
2018.01.22 20:00:0015AUDUSDsellout0.010.8003515-0.020.00-0.699 986.54
2018.01.23 12:00:0016AUDUSDsellin0.010.7967716-0.020.000.009 986.52
2018.01.23 20:00:0017AUDUSDbuyout0.010.7984417-0.020.00-1.679 984.83
2018.01.25 12:00:0018AUDUSDsellin0.010.8085818-0.020.000.009 984.81
2018.01.25 16:00:0019AUDUSDbuyout0.010.8097119-0.020.00-1.139 983.66
2018.01.25 16:00:0020AUDUSDbuyin0.010.8097120-0.020.000.009 983.64
2018.01.25 20:00:0021AUDUSDsellout0.010.8085021-0.020.00-1.219 982.41
2018.01.25 20:00:0022AUDUSDsellin0.010.8085022-0.020.000.009 982.39
2018.01.26 20:00:0023AUDUSDbuyout0.010.8110723-0.02-0.04-2.579 979.76
2018.01.30 12:00:0024AUDUSDbuyin0.010.8086624-0.020.000.009 979.74
2018.01.31 20:00:0025AUDUSDsellout0.010.8052625-0.020.01-3.409 976.33
2018.01.31 20:00:0026AUDUSDsellin0.010.8052626-0.020.000.009 976.31
2018.02.01 20:00:0027AUDUSDbuyout0.010.8025827-0.02-0.122.689 978.85
2018.02.02 08:00:0028AUDUSDsellin0.010.8001928-0.020.000.009 978.83
2018.02.06 08:00:0029AUDUSDbuyout0.010.7857629-0.02-0.0814.439 993.16
2018.02.06 16:00:0030AUDUSDsellin0.010.7858530-0.020.000.009 993.14
2018.02.06 20:00:0031AUDUSDbuyout0.010.7886531-0.020.00-2.809 990.32
2018.02.06 20:00:0032AUDUSDbuyin0.010.7886532-0.020.000.009 990.30
2018.02.07 16:00:0033AUDUSDsellout0.010.7856033-0.020.01-3.059 987.24
2018.02.07 16:00:0034AUDUSDsellin0.010.7856034-0.020.000.009 987.22
2018.02.08 16:00:0035AUDUSDbuyout0.010.7819735-0.02-0.123.639 990.71
2018.02.08 16:00:0036AUDUSDbuyin0.010.7819736-0.020.000.009 990.69
2018.02.09 20:00:0037AUDUSDsellout0.010.7783137-0.020.01-3.669 987.02
2018.02.14 20:00:0038AUDUSDbuyin0.010.7895438-0.020.000.009 987.00
2018.02.15 20:00:0039AUDUSDsellout0.010.7913939-0.020.041.859 988.87
2018.02.15 20:00:0040AUDUSDsellin0.010.7913940-0.020.000.009 988.85
2018.02.16 00:00:0041AUDUSDbuyout0.010.7943741-0.02-0.04-2.989 985.81
2018.02.16 00:00:0042AUDUSDbuyin0.010.7943742-0.020.000.009 985.79
2018.02.16 16:00:0043AUDUSDsellout0.010.7923043-0.020.00-2.079 983.70
2018.02.22 00:00:0044AUDUSDsellin0.010.7802644-0.020.000.009 983.68
2018.02.22 04:00:0045AUDUSDbuyout0.010.7801345-0.020.000.139 983.79
2018.02.22 04:00:0046AUDUSDbuyin0.010.7801346-0.020.000.009 983.77
2018.02.22 08:00:0047AUDUSDsellout0.010.7807647-0.020.000.639 984.38
2018.03.01 16:00:0048AUDUSDbuyin0.010.7746048-0.020.000.009 984.36
2018.03.05 16:00:0049AUDUSDsellout0.010.7735549-0.020.02-1.059 983.31
2018.03.05 16:00:0050AUDUSDsellin0.010.7735550-0.020.000.009 983.29
2018.03.06 00:00:0051AUDUSDbuyout0.010.7766151-0.02-0.04-3.069 980.17
2018.03.06 00:00:0052AUDUSDbuyin0.010.7766152-0.020.000.009 980.15
2018.03.07 12:00:0053AUDUSDsellout0.010.7803953-0.020.013.789 983.92
2018.03.13 12:00:0054AUDUSDsellin0.010.7868054-0.020.000.009 983.90
2018.03.13 16:00:0055AUDUSDbuyout0.010.7891855-0.020.00-2.389 981.50
2018.03.13 16:00:0056AUDUSDbuyin0.010.7891856-0.020.000.009 981.48
2018.03.14 12:00:0057AUDUSDsellout0.010.7887257-0.020.01-0.469 981.01
2018.03.14 20:00:0058AUDUSDbuyin0.010.7884158-0.020.000.009 980.99
2018.03.15 00:00:0059AUDUSDsellout0.010.7874759-0.020.04-0.949 980.07
2018.03.15 00:00:0060AUDUSDsellin0.010.7874760-0.020.000.009 980.05
2018.03.19 12:00:0061AUDUSDbuyout0.010.7703761-0.02-0.0817.109 997.05
2018.03.19 12:00:0062AUDUSDbuyin0.010.7703762-0.020.000.009 997.03
2018.03.20 16:00:0063AUDUSDsellout0.010.7695963-0.020.01-0.789 996.24
2018.03.22 20:00:0064AUDUSDsellin0.010.7717064-0.020.000.009 996.22
2018.03.23 16:00:0065AUDUSDbuyout0.010.7724165-0.02-0.04-0.719 995.45
2018.03.23 16:00:0066AUDUSDbuyin0.010.7724166-0.020.000.009 995.43
2018.03.27 08:00:0067AUDUSDsellout0.010.7736867-0.020.021.279 996.70
2018.03.30 00:02:0068AUDUSDbuyin0.010.7676368-0.020.000.009 996.68
2018.04.02 20:00:0069AUDUSDsellout0.010.7660469-0.020.01-1.599 995.08
2018.04.02 20:00:0070AUDUSDsellin0.010.7660470-0.020.000.009 995.06
2018.04.03 04:00:0071AUDUSDbuyout0.010.7667371-0.02-0.04-0.699 994.31
2018.04.03 20:00:0072AUDUSDsellin0.010.7683672-0.020.000.009 994.29
2018.04.04 08:00:0073AUDUSDbuyout0.010.7706073-0.02-0.04-2.249 991.99
-1.44 -0.48 -6.09 9 991.99