Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: EURUSD
Period: H4 (2018.01.01 - 2018.04.01)
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: 382 Ticks: 7627541 Symbols: 1
Total Net Profit: 83.73 Balance Drawdown Absolute: 0.61 Equity Drawdown Absolute: 0.84
Gross Profit: 150.09 Balance Drawdown Maximal: 20.56 (0.20%) Equity Drawdown Maximal: 30.29 (0.30%)
Gross Loss: -66.36 Balance Drawdown Relative: 0.20% (20.56) Equity Drawdown Relative: 0.30% (30.29)
Profit Factor: 2.26 Expected Payoff: 1.82 Margin Level: 80078.93%
Recovery Factor: 2.76 Sharpe Ratio: 0.26 Z-Score: -0.03 (2.39%)
AHPR: 1.0002 (0.02%) LR Correlation: 0.88 OnTester result: 0
GHPR: 1.0002 (0.02%) LR Standard Error: 9.55
Total Trades: 46 Short Trades (won %): 24 (41.67%) Long Trades (won %): 22 (45.45%)
Total Deals: 92 Profit Trades (% of total): 20 (43.48%) Loss Trades (% of total): 26 (56.52%)
Largest profit trade: 32.02 Largest loss trade: -6.53
Average profit trade: 7.50 Average loss trade: -2.55
Maximum consecutive wins ($): 3 (26.42) Maximum consecutive losses ($): 8 (-20.37)
Maximal consecutive profit (count): 32.02 (1) Maximal consecutive loss (count): -20.37 (8)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.58 Correlation (MFE,MAE): 0.3383
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 84:00:00 Average position holding time: 23:28:27
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.03 12:00:002EURUSDsell0.01 / 0.011.203802018.01.03 12:00:00filled
2018.01.04 12:00:003EURUSDbuy0.01 / 0.011.204332018.01.04 12:00:00filled
2018.01.04 12:00:004EURUSDbuy0.01 / 0.011.204332018.01.04 12:00:00filled
2018.01.05 00:00:005EURUSDsell0.01 / 0.011.206762018.01.05 00:00:00filled
2018.01.05 00:00:006EURUSDsell0.01 / 0.011.206762018.01.05 00:00:00filled
2018.01.10 00:00:007EURUSDbuy0.01 / 0.011.193732018.01.10 00:00:00filled
2018.01.10 00:00:008EURUSDbuy0.01 / 0.011.193732018.01.10 00:00:00filled
2018.01.10 08:00:009EURUSDsell0.01 / 0.011.192762018.01.10 08:00:00filled
2018.01.10 08:00:0010EURUSDsell0.01 / 0.011.192762018.01.10 08:00:00filled
2018.01.10 12:00:0011EURUSDbuy0.01 / 0.011.193882018.01.10 12:00:00filled
2018.01.10 12:00:0012EURUSDbuy0.01 / 0.011.193882018.01.10 12:00:00filled
2018.01.16 00:00:0013EURUSDsell0.01 / 0.011.226282018.01.16 00:00:00filled
2018.01.16 00:00:0014EURUSDsell0.01 / 0.011.226282018.01.16 00:00:00filled
2018.01.17 04:00:0015EURUSDbuy0.01 / 0.011.229062018.01.17 04:00:00filled
2018.01.18 16:00:0016EURUSDbuy0.01 / 0.011.224922018.01.18 16:00:00filled
2018.01.18 20:00:0017EURUSDsell0.01 / 0.011.222822018.01.18 20:00:00filled
2018.01.18 20:00:0018EURUSDsell0.01 / 0.011.222822018.01.18 20:00:00filled
2018.01.19 00:00:0019EURUSDbuy0.01 / 0.011.223902018.01.19 00:00:00filled
2018.01.19 20:00:0020EURUSDsell0.01 / 0.011.223222018.01.19 20:00:00filled
2018.01.22 00:00:0021EURUSDbuy0.01 / 0.011.227082018.01.22 00:00:00filled
2018.01.22 12:00:0022EURUSDbuy0.01 / 0.011.224992018.01.22 12:00:00filled
2018.01.23 12:00:0023EURUSDsell0.01 / 0.011.223752018.01.23 12:00:00filled
2018.01.23 12:00:0024EURUSDsell0.01 / 0.011.223752018.01.23 12:00:00filled
2018.01.23 16:00:0025EURUSDbuy0.01 / 0.011.225862018.01.23 16:00:00filled
2018.01.25 12:00:0026EURUSDsell0.01 / 0.011.243162018.01.25 12:00:00filled
2018.01.25 16:00:0027EURUSDbuy0.01 / 0.011.249662018.01.25 16:00:00filled
2018.01.25 16:00:0028EURUSDbuy0.01 / 0.011.249662018.01.25 16:00:00filled
2018.01.25 20:00:0029EURUSDsell0.01 / 0.011.249222018.01.25 20:00:00filled
2018.01.25 20:00:0030EURUSDsell0.01 / 0.011.249222018.01.25 20:00:00filled
2018.01.30 16:00:0031EURUSDbuy0.01 / 0.011.244502018.01.30 16:00:00filled
2018.01.30 20:00:0032EURUSDsell0.01 / 0.011.240512018.01.30 20:00:00filled
2018.01.31 04:00:0033EURUSDbuy0.01 / 0.011.241442018.01.31 04:00:00filled
2018.02.01 00:00:0034EURUSDsell0.01 / 0.011.241292018.02.01 00:00:00filled
2018.02.01 12:00:0035EURUSDbuy0.01 / 0.011.244632018.02.01 12:00:00filled
2018.02.01 12:00:0036EURUSDbuy0.01 / 0.011.244632018.02.01 12:00:00filled
2018.02.02 12:00:0037EURUSDsell0.01 / 0.011.248642018.02.02 12:00:00filled
2018.02.02 12:00:0038EURUSDsell0.01 / 0.011.248642018.02.02 12:00:00filled
2018.02.06 12:00:0039EURUSDbuy0.01 / 0.011.240302018.02.06 12:00:00filled
2018.02.07 12:00:0040EURUSDsell0.01 / 0.011.235062018.02.07 12:00:00filled
2018.02.08 16:00:0041EURUSDbuy0.01 / 0.011.227562018.02.08 16:00:00filled
2018.02.08 16:00:0042EURUSDbuy0.01 / 0.011.227562018.02.08 16:00:00filled
2018.02.09 20:00:0043EURUSDsell0.01 / 0.011.221392018.02.09 20:00:00filled
2018.02.09 20:00:0044EURUSDsell0.01 / 0.011.221392018.02.09 20:00:00filled
2018.02.12 00:00:0045EURUSDbuy0.01 / 0.011.225012018.02.12 00:00:00filled
2018.02.12 00:00:0046EURUSDbuy0.01 / 0.011.225012018.02.12 00:00:00filled
2018.02.12 16:00:0047EURUSDsell0.01 / 0.011.224292018.02.12 16:00:00filled
2018.02.14 12:00:0048EURUSDsell0.01 / 0.011.235272018.02.14 12:00:00filled
2018.02.14 20:00:0049EURUSDbuy0.01 / 0.011.241772018.02.14 20:00:00filled
2018.02.14 20:00:0050EURUSDbuy0.01 / 0.011.241772018.02.14 20:00:00filled
2018.02.15 16:00:0051EURUSDsell0.01 / 0.011.247392018.02.15 16:00:00filled
2018.02.16 00:00:0052EURUSDbuy0.01 / 0.011.250632018.02.16 00:00:00filled
2018.02.16 12:00:0053EURUSDsell0.01 / 0.011.252732018.02.16 12:00:00filled
2018.02.16 12:00:0054EURUSDsell0.01 / 0.011.252732018.02.16 12:00:00filled
2018.02.21 04:00:0055EURUSDbuy0.01 / 0.011.233752018.02.21 04:00:00filled
2018.02.21 04:00:0056EURUSDbuy0.01 / 0.011.233752018.02.21 04:00:00filled
2018.02.22 04:00:0057EURUSDsell0.01 / 0.011.227872018.02.22 04:00:00filled
2018.02.22 04:00:0058EURUSDsell0.01 / 0.011.227872018.02.22 04:00:00filled
2018.02.22 12:00:0059EURUSDbuy0.01 / 0.011.229402018.02.22 12:00:00filled
2018.02.22 12:00:0060EURUSDbuy0.01 / 0.011.229402018.02.22 12:00:00filled
2018.02.23 16:00:0061EURUSDsell0.01 / 0.011.229772018.02.23 16:00:00filled
2018.02.26 00:00:0062EURUSDsell0.01 / 0.011.229312018.02.26 00:00:00filled
2018.02.26 08:00:0063EURUSDbuy0.01 / 0.011.232822018.02.26 08:00:00filled
2018.02.26 08:00:0064EURUSDbuy0.01 / 0.011.232822018.02.26 08:00:00filled
2018.02.26 16:00:0065EURUSDsell0.01 / 0.011.230412018.02.26 16:00:00filled
2018.02.27 16:11:0066EURUSDsell0.01 / 0.011.228582018.02.27 16:11:00filled
2018.02.28 20:00:0067EURUSDbuy0.01 / 0.011.220872018.02.28 20:00:00filled
2018.02.28 20:00:0068EURUSDbuy0.01 / 0.011.220872018.02.28 20:00:00filled
2018.03.01 00:00:0069EURUSDsell0.01 / 0.011.219332018.03.01 00:00:00filled
2018.03.05 20:00:0070EURUSDbuy0.01 / 0.011.233432018.03.05 20:00:00filled
2018.03.07 16:00:0071EURUSDsell0.01 / 0.011.241462018.03.07 16:00:00filled
2018.03.09 20:00:0072EURUSDbuy0.01 / 0.011.231772018.03.09 20:00:00filled
2018.03.14 12:00:0073EURUSDsell0.01 / 0.011.236662018.03.14 12:00:00filled
2018.03.14 20:00:0074EURUSDbuy0.01 / 0.011.237562018.03.14 20:00:00filled
2018.03.15 00:00:0075EURUSDsell0.01 / 0.011.236742018.03.15 00:00:00filled
2018.03.15 00:00:0076EURUSDsell0.01 / 0.011.236742018.03.15 00:00:00filled
2018.03.16 12:00:0077EURUSDbuy0.01 / 0.011.232262018.03.16 12:00:00filled
2018.03.16 20:00:0078EURUSDbuy0.01 / 0.011.228912018.03.16 20:00:00filled
2018.03.19 00:00:0079EURUSDsell0.01 / 0.011.228792018.03.19 00:00:00filled
2018.03.19 00:00:0080EURUSDsell0.01 / 0.011.228792018.03.19 00:00:00filled
2018.03.19 12:00:0081EURUSDbuy0.01 / 0.011.228222018.03.19 12:00:00filled
2018.03.19 12:00:0082EURUSDbuy0.01 / 0.011.228222018.03.19 12:00:00filled
2018.03.20 12:00:0083EURUSDsell0.01 / 0.011.231662018.03.20 12:00:00filled
2018.03.20 12:00:0084EURUSDsell0.01 / 0.011.231662018.03.20 12:00:00filled
2018.03.21 12:00:0085EURUSDbuy0.01 / 0.011.227872018.03.21 12:00:00filled
2018.03.22 20:00:0086EURUSDsell0.01 / 0.011.230242018.03.22 20:00:00filled
2018.03.23 08:00:0087EURUSDbuy0.01 / 0.011.233192018.03.23 08:00:00filled
2018.03.23 16:00:0088EURUSDbuy0.01 / 0.011.233662018.03.23 16:00:00filled
2018.03.27 12:00:0089EURUSDsell0.01 / 0.011.242982018.03.27 12:00:00filled
2018.03.27 12:00:0090EURUSDsell0.01 / 0.011.242982018.03.27 12:00:00filled
2018.03.30 12:00:0091EURUSDbuy0.01 / 0.011.232812018.03.30 12:00:00filled
2018.03.30 12:00:0092EURUSDbuy0.01 / 0.011.232812018.03.30 12:00:00filled
2018.03.30 23:59:5993EURUSDsell0.01 / 0.011.231502018.03.30 23:59:59filledend of test
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
2018.01.03 12:00:002EURUSDsellin0.011.203802-0.020.000.009 999.98
2018.01.04 12:00:003EURUSDbuyout0.011.204333-0.02-0.02-0.539 999.41
2018.01.04 12:00:004EURUSDbuyin0.011.204334-0.020.000.009 999.39
2018.01.05 00:00:005EURUSDsellout0.011.206765-0.02-0.062.4310 001.74
2018.01.05 00:00:006EURUSDsellin0.011.206766-0.020.000.0010 001.72
2018.01.10 00:00:007EURUSDbuyout0.011.193737-0.02-0.0313.0310 014.70
2018.01.10 00:00:008EURUSDbuyin0.011.193738-0.020.000.0010 014.68
2018.01.10 08:00:009EURUSDsellout0.011.192769-0.020.00-0.9710 013.69
2018.01.10 08:00:0010EURUSDsellin0.011.1927610-0.020.000.0010 013.67
2018.01.10 12:00:0011EURUSDbuyout0.011.1938811-0.020.00-1.1210 012.53
2018.01.10 12:00:0012EURUSDbuyin0.011.1938812-0.020.000.0010 012.51
2018.01.16 00:00:0013EURUSDsellout0.011.2262813-0.02-0.3632.4010 044.53
2018.01.16 00:00:0014EURUSDsellin0.011.2262814-0.020.000.0010 044.51
2018.01.17 04:00:0015EURUSDbuyout0.011.2290615-0.02-0.01-2.7810 041.70
2018.01.18 16:00:0016EURUSDbuyin0.011.2249216-0.020.000.0010 041.68
2018.01.18 20:00:0017EURUSDsellout0.011.2228217-0.020.00-2.1010 039.56
2018.01.18 20:00:0018EURUSDsellin0.011.2228218-0.020.000.0010 039.54
2018.01.19 00:00:0019EURUSDbuyout0.011.2239019-0.02-0.01-1.0810 038.43
2018.01.19 20:00:0020EURUSDsellin0.011.2232220-0.020.000.0010 038.41
2018.01.22 00:00:0021EURUSDbuyout0.011.2270821-0.02-0.01-3.8610 034.52
2018.01.22 12:00:0022EURUSDbuyin0.011.2249922-0.020.000.0010 034.50
2018.01.23 12:00:0023EURUSDsellout0.011.2237523-0.02-0.06-1.2410 033.18
2018.01.23 12:00:0024EURUSDsellin0.011.2237524-0.020.000.0010 033.16
2018.01.23 16:00:0025EURUSDbuyout0.011.2258625-0.020.00-2.1110 031.03
2018.01.25 12:00:0026EURUSDsellin0.011.2431626-0.020.000.0010 031.01
2018.01.25 16:00:0027EURUSDbuyout0.011.2496627-0.030.00-6.5010 024.48
2018.01.25 16:00:0028EURUSDbuyin0.011.2496628-0.030.000.0010 024.45
2018.01.25 20:00:0029EURUSDsellout0.011.2492229-0.020.00-0.4410 023.99
2018.01.25 20:00:0030EURUSDsellin0.011.2492230-0.020.000.0010 023.97
2018.01.30 16:00:0031EURUSDbuyout0.011.2445031-0.02-0.034.7210 028.64
2018.01.30 20:00:0032EURUSDsellin0.011.2405132-0.020.000.0010 028.62
2018.01.31 04:00:0033EURUSDbuyout0.011.2414433-0.02-0.01-0.9310 027.66
2018.02.01 00:00:0034EURUSDsellin0.011.2412934-0.020.000.0010 027.64
2018.02.01 12:00:0035EURUSDbuyout0.011.2446335-0.020.00-3.3410 024.28
2018.02.01 12:00:0036EURUSDbuyin0.011.2446336-0.020.000.0010 024.26
2018.02.02 12:00:0037EURUSDsellout0.011.2486437-0.02-0.064.0110 028.19
2018.02.02 12:00:0038EURUSDsellin0.011.2486438-0.020.000.0010 028.17
2018.02.06 12:00:0039EURUSDbuyout0.011.2403039-0.02-0.028.3410 036.47
2018.02.07 12:00:0040EURUSDsellin0.011.2350640-0.020.000.0010 036.45
2018.02.08 16:00:0041EURUSDbuyout0.011.2275641-0.02-0.027.5010 043.91
2018.02.08 16:00:0042EURUSDbuyin0.011.2275642-0.020.000.0010 043.89
2018.02.09 20:00:0043EURUSDsellout0.011.2213943-0.02-0.06-6.1710 037.64
2018.02.09 20:00:0044EURUSDsellin0.011.2213944-0.020.000.0010 037.62
2018.02.12 00:00:0045EURUSDbuyout0.011.2250145-0.02-0.01-3.6210 033.97
2018.02.12 00:00:0046EURUSDbuyin0.011.2250146-0.020.000.0010 033.95
2018.02.12 16:00:0047EURUSDsellout0.011.2242947-0.020.00-0.7210 033.21
2018.02.14 12:00:0048EURUSDsellin0.011.2352748-0.020.000.0010 033.19
2018.02.14 20:00:0049EURUSDbuyout0.011.2417749-0.020.00-6.5010 026.67
2018.02.14 20:00:0050EURUSDbuyin0.011.2417750-0.020.000.0010 026.65
2018.02.15 16:00:0051EURUSDsellout0.011.2473951-0.02-0.185.6210 032.07
2018.02.16 00:00:0052EURUSDbuyin0.011.2506352-0.030.000.0010 032.04
2018.02.16 12:00:0053EURUSDsellout0.011.2527353-0.030.002.1010 034.11
2018.02.16 12:00:0054EURUSDsellin0.011.2527354-0.030.000.0010 034.08
2018.02.21 04:00:0055EURUSDbuyout0.011.2337555-0.02-0.0318.9810 053.01
2018.02.21 04:00:0056EURUSDbuyin0.011.2337556-0.020.000.0010 052.99
2018.02.22 04:00:0057EURUSDsellout0.011.2278757-0.02-0.18-5.8810 046.91
2018.02.22 04:00:0058EURUSDsellin0.011.2278758-0.020.000.0010 046.89
2018.02.22 12:00:0059EURUSDbuyout0.011.2294059-0.020.00-1.5310 045.34
2018.02.22 12:00:0060EURUSDbuyin0.011.2294060-0.020.000.0010 045.32
2018.02.23 16:00:0061EURUSDsellout0.011.2297761-0.02-0.060.3710 045.61
2018.02.26 00:00:0062EURUSDsellin0.011.2293162-0.020.000.0010 045.59
2018.02.26 08:00:0063EURUSDbuyout0.011.2328263-0.020.00-3.5110 042.06
2018.02.26 08:00:0064EURUSDbuyin0.011.2328264-0.020.000.0010 042.04
2018.02.26 16:00:0065EURUSDsellout0.011.2304165-0.020.00-2.4110 039.61
2018.02.27 16:11:0066EURUSDsellin0.011.2285866-0.020.000.0010 039.59
2018.02.28 20:00:0067EURUSDbuyout0.011.2208767-0.02-0.017.7110 047.27
2018.02.28 20:00:0068EURUSDbuyin0.011.2208768-0.020.000.0010 047.25
2018.03.01 00:00:0069EURUSDsellout0.011.2193369-0.02-0.18-1.5410 045.51
2018.03.05 20:00:0070EURUSDbuyin0.011.2334370-0.020.000.0010 045.49
2018.03.07 16:00:0071EURUSDsellout0.011.2414671-0.02-0.128.0310 053.38
2018.03.09 20:00:0072EURUSDbuyin0.011.2317772-0.020.000.0010 053.36
2018.03.14 12:00:0073EURUSDsellout0.011.2366673-0.02-0.184.8910 058.05
2018.03.14 20:00:0074EURUSDbuyin0.011.2375674-0.020.000.0010 058.03
2018.03.15 00:00:0075EURUSDsellout0.011.2367475-0.02-0.18-0.8210 057.01
2018.03.15 00:00:0076EURUSDsellin0.011.2367476-0.020.000.0010 056.99
2018.03.16 12:00:0077EURUSDbuyout0.011.2322677-0.02-0.014.4810 061.44
2018.03.16 20:00:0078EURUSDbuyin0.011.2289178-0.020.000.0010 061.42
2018.03.19 00:00:0079EURUSDsellout0.011.2287979-0.02-0.06-0.1210 061.22
2018.03.19 00:00:0080EURUSDsellin0.011.2287980-0.020.000.0010 061.20
2018.03.19 12:00:0081EURUSDbuyout0.011.2282281-0.020.000.5710 061.75
2018.03.19 12:00:0082EURUSDbuyin0.011.2282282-0.020.000.0010 061.73
2018.03.20 12:00:0083EURUSDsellout0.011.2316683-0.02-0.063.4410 065.09
2018.03.20 12:00:0084EURUSDsellin0.011.2316684-0.020.000.0010 065.07
2018.03.21 12:00:0085EURUSDbuyout0.011.2278785-0.02-0.013.7910 068.83
2018.03.22 20:00:0086EURUSDsellin0.011.2302486-0.020.000.0010 068.81
2018.03.23 08:00:0087EURUSDbuyout0.011.2331987-0.02-0.01-2.9510 065.83
2018.03.23 16:00:0088EURUSDbuyin0.011.2336688-0.020.000.0010 065.81
2018.03.27 12:00:0089EURUSDsellout0.011.2429889-0.02-0.129.3210 074.99
2018.03.27 12:00:0090EURUSDsellin0.011.2429890-0.020.000.0010 074.97
2018.03.30 12:00:0091EURUSDbuyout0.011.2328191-0.02-0.0410.1710 085.08
2018.03.30 12:00:0092EURUSDbuyin0.011.2328192-0.020.000.0010 085.06
2018.03.30 23:59:5993EURUSDsellout0.011.2315093-0.020.00-1.3110 083.73end of test
-1.89 -2.20 87.82 10 083.73