Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: USDCAD
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: 6812661 Symbols: 1
Total Net Profit: -26.33 Balance Drawdown Absolute: 33.47 Equity Drawdown Absolute: 34.36
Gross Profit: 33.67 Balance Drawdown Maximal: 34.82 (0.35%) Equity Drawdown Maximal: 38.19 (0.38%)
Gross Loss: -60.00 Balance Drawdown Relative: 0.35% (34.82) Equity Drawdown Relative: 0.38% (38.19)
Profit Factor: 0.56 Expected Payoff: -0.71 Margin Level: 99656.40%
Recovery Factor: -0.69 Sharpe Ratio: -0.19 Z-Score: 0.60 (45.15%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.92 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 4.26
Total Trades: 37 Short Trades (won %): 19 (42.11%) Long Trades (won %): 18 (27.78%)
Total Deals: 74 Profit Trades (% of total): 13 (35.14%) Loss Trades (% of total): 24 (64.86%)
Largest profit trade: 10.75 Largest loss trade: -9.15
Average profit trade: 2.59 Average loss trade: -2.50
Maximum consecutive wins ($): 2 (12.03) Maximum consecutive losses ($): 6 (-9.40)
Maximal consecutive profit (count): 12.03 (2) Maximal consecutive loss (count): -13.26 (4)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.75 Correlation (Profits,MAE): 0.69 Correlation (MFE,MAE): 0.2761
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 60:00:00 Average position holding time: 16:58:19
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.08 08:00:002USDCADbuy0.01 / 0.011.240482018.01.08 08:00:00filled
2018.01.08 20:00:003USDCADsell0.01 / 0.011.242212018.01.08 20:00:00filled
2018.01.08 20:00:004USDCADsell0.01 / 0.011.242212018.01.08 20:00:00filled
2018.01.09 00:00:005USDCADbuy0.01 / 0.011.242202018.01.09 00:00:00filled
2018.01.17 20:00:006USDCADsell0.01 / 0.011.240322018.01.17 20:00:00filled
2018.01.18 00:00:007USDCADbuy0.01 / 0.011.243772018.01.18 00:00:00filled
2018.01.18 00:00:008USDCADbuy0.01 / 0.011.243772018.01.18 00:00:00filled
2018.01.18 20:00:009USDCADsell0.01 / 0.011.243842018.01.18 20:00:00filled
2018.01.22 12:00:0010USDCADsell0.01 / 0.011.247262018.01.22 12:00:00filled
2018.01.22 20:00:0011USDCADbuy0.01 / 0.011.246112018.01.22 20:00:00filled
2018.01.22 20:00:0012USDCADbuy0.01 / 0.011.246112018.01.22 20:00:00filled
2018.01.23 00:00:0013USDCADsell0.01 / 0.011.244232018.01.23 00:00:00filled
2018.01.23 00:00:0014USDCADsell0.01 / 0.011.244232018.01.23 00:00:00filled
2018.01.23 12:00:0015USDCADbuy0.01 / 0.011.247702018.01.23 12:00:00filled
2018.01.23 12:00:0016USDCADbuy0.01 / 0.011.247702018.01.23 12:00:00filled
2018.01.23 20:00:0017USDCADsell0.01 / 0.011.246072018.01.23 20:00:00filled
2018.01.25 12:00:0018USDCADbuy0.01 / 0.011.231152018.01.25 12:00:00filled
2018.01.25 16:00:0019USDCADsell0.01 / 0.011.229522018.01.25 16:00:00filled
2018.01.25 16:00:0020USDCADsell0.01 / 0.011.229522018.01.25 16:00:00filled
2018.01.25 20:00:0021USDCADbuy0.01 / 0.011.232102018.01.25 20:00:00filled
2018.01.25 20:00:0022USDCADbuy0.01 / 0.011.232102018.01.25 20:00:00filled
2018.01.26 12:00:0023USDCADsell0.01 / 0.011.231852018.01.26 12:00:00filled
2018.01.30 12:00:0024USDCADsell0.01 / 0.011.232812018.01.30 12:00:00filled
2018.01.31 20:00:0025USDCADbuy0.01 / 0.011.231722018.01.31 20:00:00filled
2018.01.31 20:00:0026USDCADbuy0.01 / 0.011.231722018.01.31 20:00:00filled
2018.02.01 20:00:0027USDCADsell0.01 / 0.011.228912018.02.01 20:00:00filled
2018.02.02 08:00:0028USDCADbuy0.01 / 0.011.228062018.02.02 08:00:00filled
2018.02.05 12:00:0029USDCADsell0.01 / 0.011.240392018.02.05 12:00:00filled
2018.02.06 08:00:0030USDCADsell0.01 / 0.011.254132018.02.06 08:00:00filled
2018.02.06 16:00:0031USDCADbuy0.01 / 0.011.253972018.02.06 16:00:00filled
2018.02.06 16:00:0032USDCADbuy0.01 / 0.011.253972018.02.06 16:00:00filled
2018.02.06 20:00:0033USDCADsell0.01 / 0.011.251392018.02.06 20:00:00filled
2018.02.06 20:00:0034USDCADsell0.01 / 0.011.251392018.02.06 20:00:00filled
2018.02.07 16:00:0035USDCADbuy0.01 / 0.011.253162018.02.07 16:00:00filled
2018.02.08 16:00:0036USDCADsell0.01 / 0.011.255522018.02.08 16:00:00filled
2018.02.09 20:00:0037USDCADbuy0.01 / 0.011.262372018.02.09 20:00:00filled
2018.02.14 12:00:0038USDCADbuy0.01 / 0.011.258782018.02.14 12:00:00filled
2018.02.14 20:00:0039USDCADsell0.01 / 0.011.255222018.02.14 20:00:00filled
2018.02.14 20:00:0040USDCADsell0.01 / 0.011.255222018.02.14 20:00:00filled
2018.02.15 20:00:0041USDCADbuy0.01 / 0.011.250912018.02.15 20:00:00filled
2018.02.21 12:00:0042USDCADsell0.01 / 0.011.265482018.02.21 12:00:00filled
2018.02.21 16:00:0043USDCADbuy0.01 / 0.011.267972018.02.21 16:00:00filled
2018.02.22 00:00:0044USDCADbuy0.01 / 0.011.270332018.02.22 00:00:00filled
2018.02.22 04:00:0045USDCADsell0.01 / 0.011.269552018.02.22 04:00:00filled
2018.02.22 04:00:0046USDCADsell0.01 / 0.011.269552018.02.22 04:00:00filled
2018.02.22 08:00:0047USDCADbuy0.01 / 0.011.269332018.02.22 08:00:00filled
2018.03.01 16:00:0048USDCADsell0.01 / 0.011.284592018.03.01 16:00:00filled
2018.03.05 16:00:0049USDCADbuy0.01 / 0.011.296402018.03.05 16:00:00filled
2018.03.05 16:00:0050USDCADbuy0.01 / 0.011.296402018.03.05 16:00:00filled
2018.03.06 00:00:0051USDCADsell0.01 / 0.011.296352018.03.06 00:00:00filled
2018.03.06 00:00:0052USDCADsell0.01 / 0.011.296352018.03.06 00:00:00filled
2018.03.07 12:00:0053USDCADbuy0.01 / 0.011.293722018.03.07 12:00:00filled
2018.03.13 12:00:0054USDCADbuy0.01 / 0.011.285932018.03.13 12:00:00filled
2018.03.13 16:00:0055USDCADsell0.01 / 0.011.284472018.03.13 16:00:00filled
2018.03.13 16:00:0056USDCADsell0.01 / 0.011.284472018.03.13 16:00:00filled
2018.03.14 12:00:0057USDCADbuy0.01 / 0.011.295042018.03.14 12:00:00filled
2018.03.14 12:00:0058USDCADbuy0.01 / 0.011.295042018.03.14 12:00:00filled
2018.03.14 20:00:0059USDCADsell0.01 / 0.011.292882018.03.14 20:00:00filled
2018.03.14 20:00:0060USDCADsell0.01 / 0.011.292882018.03.14 20:00:00filled
2018.03.15 00:00:0061USDCADbuy0.01 / 0.011.295702018.03.15 00:00:00filled
2018.03.15 00:00:0062USDCADbuy0.01 / 0.011.295702018.03.15 00:00:00filled
2018.03.19 12:00:0063USDCADsell0.01 / 0.011.309892018.03.19 12:00:00filled
2018.03.19 12:00:0064USDCADsell0.01 / 0.011.309892018.03.19 12:00:00filled
2018.03.20 16:00:0065USDCADbuy0.01 / 0.011.308172018.03.20 16:00:00filled
2018.03.22 20:00:0066USDCADbuy0.01 / 0.011.290322018.03.22 20:00:00filled
2018.03.23 16:00:0067USDCADsell0.01 / 0.011.284702018.03.23 16:00:00filled
2018.03.23 16:00:0068USDCADsell0.01 / 0.011.284702018.03.23 16:00:00filled
2018.03.27 08:00:0069USDCADbuy0.01 / 0.011.283272018.03.27 08:00:00filled
2018.03.30 00:02:0070USDCADsell0.01 / 0.011.288242018.03.30 00:02:00filled
2018.04.02 20:00:0071USDCADbuy0.01 / 0.011.291472018.04.02 20:00:00filled
2018.04.02 20:00:0072USDCADbuy0.01 / 0.011.291472018.04.02 20:00:00filled
2018.04.03 04:00:0073USDCADsell0.01 / 0.011.290582018.04.03 04:00:00filled
2018.04.03 20:00:0074USDCADbuy0.01 / 0.011.279242018.04.03 20:00:00filled
2018.04.04 12:00:0075USDCADsell0.01 / 0.011.281682018.04.04 12:00:00filled
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 08:00:002USDCADbuyin0.011.240482-0.020.000.009 999.98
2018.01.08 20:00:003USDCADsellout0.011.242213-0.020.001.3910 001.35
2018.01.08 20:00:004USDCADsellin0.011.242214-0.020.000.0010 001.33
2018.01.09 00:00:005USDCADbuyout0.011.242205-0.02-0.010.0110 001.31
2018.01.17 20:00:006USDCADsellin0.011.240326-0.020.000.0010 001.29
2018.01.18 00:00:007USDCADbuyout0.011.243777-0.02-0.02-2.779 998.48
2018.01.18 00:00:008USDCADbuyin0.011.243778-0.020.000.009 998.46
2018.01.18 20:00:009USDCADsellout0.011.243849-0.020.000.069 998.50
2018.01.22 12:00:0010USDCADsellin0.011.2472610-0.020.000.009 998.48
2018.01.22 20:00:0011USDCADbuyout0.011.2461111-0.020.000.929 999.38
2018.01.22 20:00:0012USDCADbuyin0.011.2461112-0.020.000.009 999.36
2018.01.23 00:00:0013USDCADsellout0.011.2442313-0.02-0.03-1.519 997.80
2018.01.23 00:00:0014USDCADsellin0.011.2442314-0.020.000.009 997.78
2018.01.23 12:00:0015USDCADbuyout0.011.2477015-0.020.00-2.789 994.98
2018.01.23 12:00:0016USDCADbuyin0.011.2477016-0.020.000.009 994.96
2018.01.23 20:00:0017USDCADsellout0.011.2460717-0.020.00-1.319 993.63
2018.01.25 12:00:0018USDCADbuyin0.011.2311518-0.020.000.009 993.61
2018.01.25 16:00:0019USDCADsellout0.011.2295219-0.020.00-1.339 992.26
2018.01.25 16:00:0020USDCADsellin0.011.2295220-0.020.000.009 992.24
2018.01.25 20:00:0021USDCADbuyout0.011.2321021-0.020.00-2.099 990.13
2018.01.25 20:00:0022USDCADbuyin0.011.2321022-0.020.000.009 990.11
2018.01.26 12:00:0023USDCADsellout0.011.2318523-0.02-0.03-0.209 989.86
2018.01.30 12:00:0024USDCADsellin0.011.2328124-0.020.000.009 989.84
2018.01.31 20:00:0025USDCADbuyout0.011.2317225-0.02-0.010.889 990.69
2018.01.31 20:00:0026USDCADbuyin0.011.2317226-0.020.000.009 990.67
2018.02.01 20:00:0027USDCADsellout0.011.2289127-0.02-0.08-2.299 988.28
2018.02.02 08:00:0028USDCADbuyin0.011.2280628-0.020.000.009 988.26
2018.02.05 12:00:0029USDCADsellout0.011.2403929-0.02-0.039.949 998.15
2018.02.06 08:00:0030USDCADsellin0.011.2541330-0.020.000.009 998.13
2018.02.06 16:00:0031USDCADbuyout0.011.2539731-0.020.000.139 998.24
2018.02.06 16:00:0032USDCADbuyin0.011.2539732-0.020.000.009 998.22
2018.02.06 20:00:0033USDCADsellout0.011.2513933-0.020.00-2.069 996.14
2018.02.06 20:00:0034USDCADsellin0.011.2513934-0.020.000.009 996.12
2018.02.07 16:00:0035USDCADbuyout0.011.2531635-0.02-0.01-1.419 994.68
2018.02.08 16:00:0036USDCADsellin0.011.2555236-0.020.000.009 994.66
2018.02.09 20:00:0037USDCADbuyout0.011.2623737-0.02-0.01-5.439 989.20
2018.02.14 12:00:0038USDCADbuyin0.011.2587838-0.020.000.009 989.18
2018.02.14 20:00:0039USDCADsellout0.011.2552239-0.020.00-2.849 986.32
2018.02.14 20:00:0040USDCADsellin0.011.2552240-0.020.000.009 986.30
2018.02.15 20:00:0041USDCADbuyout0.011.2509141-0.02-0.023.459 989.71
2018.02.21 12:00:0042USDCADsellin0.011.2654842-0.020.000.009 989.69
2018.02.21 16:00:0043USDCADbuyout0.011.2679743-0.020.00-1.969 987.71
2018.02.22 00:00:0044USDCADbuyin0.011.2703344-0.020.000.009 987.69
2018.02.22 04:00:0045USDCADsellout0.011.2695545-0.020.00-0.619 987.06
2018.02.22 04:00:0046USDCADsellin0.011.2695546-0.020.000.009 987.04
2018.02.22 08:00:0047USDCADbuyout0.011.2693347-0.020.000.179 987.19
2018.03.01 16:00:0048USDCADsellin0.011.2845948-0.020.000.009 987.17
2018.03.05 16:00:0049USDCADbuyout0.011.2964049-0.02-0.02-9.119 978.02
2018.03.05 16:00:0050USDCADbuyin0.011.2964050-0.020.000.009 978.00
2018.03.06 00:00:0051USDCADsellout0.011.2963551-0.02-0.03-0.049 977.91
2018.03.06 00:00:0052USDCADsellin0.011.2963552-0.020.000.009 977.89
2018.03.07 12:00:0053USDCADbuyout0.011.2937253-0.02-0.012.039 979.89
2018.03.13 12:00:0054USDCADbuyin0.011.2859354-0.020.000.009 979.87
2018.03.13 16:00:0055USDCADsellout0.011.2844755-0.020.00-1.149 978.71
2018.03.13 16:00:0056USDCADsellin0.011.2844756-0.020.000.009 978.69
2018.03.14 12:00:0057USDCADbuyout0.011.2950457-0.02-0.01-8.169 970.50
2018.03.14 12:00:0058USDCADbuyin0.011.2950458-0.020.000.009 970.48
2018.03.14 20:00:0059USDCADsellout0.011.2928859-0.020.00-1.679 968.79
2018.03.14 20:00:0060USDCADsellin0.011.2928860-0.020.000.009 968.77
2018.03.15 00:00:0061USDCADbuyout0.011.2957061-0.02-0.02-2.189 966.55
2018.03.15 00:00:0062USDCADbuyin0.011.2957062-0.020.000.009 966.53
2018.03.19 12:00:0063USDCADsellout0.011.3098963-0.02-0.0610.839 977.28
2018.03.19 12:00:0064USDCADsellin0.011.3098964-0.020.000.009 977.26
2018.03.20 16:00:0065USDCADbuyout0.011.3081765-0.02-0.011.319 978.54
2018.03.22 20:00:0066USDCADbuyin0.011.2903266-0.020.000.009 978.52
2018.03.23 16:00:0067USDCADsellout0.011.2847067-0.02-0.03-4.379 974.10
2018.03.23 16:00:0068USDCADsellin0.011.2847068-0.020.000.009 974.08
2018.03.27 08:00:0069USDCADbuyout0.011.2832769-0.02-0.021.119 975.15
2018.03.30 00:02:0070USDCADsellin0.011.2882470-0.020.000.009 975.13
2018.04.02 20:00:0071USDCADbuyout0.011.2914771-0.02-0.01-2.509 972.60
2018.04.02 20:00:0072USDCADbuyin0.011.2914772-0.020.000.009 972.58
2018.04.03 04:00:0073USDCADsellout0.011.2905873-0.02-0.03-0.699 971.84
2018.04.03 20:00:0074USDCADbuyin0.011.2792474-0.020.000.009 971.82
2018.04.04 12:00:0075USDCADsellout0.011.2816875-0.02-0.031.909 973.67
-1.48 -0.53 -24.32 9 973.67