Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: GBPUSD
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: 8692049 Symbols: 1
Total Net Profit: -48.51 Balance Drawdown Absolute: 73.50 Equity Drawdown Absolute: 74.47
Gross Profit: 95.75 Balance Drawdown Maximal: 94.67 (0.94%) Equity Drawdown Maximal: 98.80 (0.99%)
Gross Loss: -144.26 Balance Drawdown Relative: 0.94% (94.67) Equity Drawdown Relative: 0.99% (98.80)
Profit Factor: 0.66 Expected Payoff: -1.18 Margin Level: 69727.88%
Recovery Factor: -0.49 Sharpe Ratio: -0.13 Z-Score: 0.73 (53.46%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.84 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 15.43
Total Trades: 41 Short Trades (won %): 21 (23.81%) Long Trades (won %): 20 (45.00%)
Total Deals: 82 Profit Trades (% of total): 14 (34.15%) Loss Trades (% of total): 27 (65.85%)
Largest profit trade: 29.03 Largest loss trade: -25.33
Average profit trade: 6.84 Average loss trade: -5.34
Maximum consecutive wins ($): 3 (29.90) Maximum consecutive losses ($): 6 (-75.87)
Maximal consecutive profit (count): 29.90 (3) Maximal consecutive loss (count): -75.87 (6)
Average consecutive wins: 1 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.77 Correlation (Profits,MAE): 0.73 Correlation (MFE,MAE): 0.2589
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 64:02:00 Average position holding time: 18:32:11
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.08 08:00:002GBPUSDsell0.01 / 0.011.355572018.01.08 08:00:00filled
2018.01.08 20:00:003GBPUSDbuy0.01 / 0.011.355912018.01.08 20:00:00filled
2018.01.08 20:00:004GBPUSDbuy0.01 / 0.011.355912018.01.08 20:00:00filled
2018.01.09 00:00:005GBPUSDsell0.01 / 0.011.356532018.01.09 00:00:00filled
2018.01.09 12:00:006GBPUSDsell0.01 / 0.011.352932018.01.09 12:00:00filled
2018.01.10 16:00:007GBPUSDbuy0.01 / 0.011.352652018.01.10 16:00:00filled
2018.01.17 20:00:008GBPUSDbuy0.01 / 0.011.385062018.01.17 20:00:00filled
2018.01.18 00:00:009GBPUSDsell0.01 / 0.011.382902018.01.18 00:00:00filled
2018.01.18 00:00:0010GBPUSDsell0.01 / 0.011.382902018.01.18 00:00:00filled
2018.01.18 20:00:0011GBPUSDbuy0.01 / 0.011.387722018.01.18 20:00:00filled
2018.01.22 12:00:0012GBPUSDbuy0.01 / 0.011.389812018.01.22 12:00:00filled
2018.01.22 20:00:0013GBPUSDsell0.01 / 0.011.395752018.01.22 20:00:00filled
2018.01.22 20:00:0014GBPUSDsell0.01 / 0.011.395752018.01.22 20:00:00filled
2018.01.23 00:00:0015GBPUSDbuy0.01 / 0.011.398982018.01.23 00:00:00filled
2018.01.23 00:00:0016GBPUSDbuy0.01 / 0.011.398982018.01.23 00:00:00filled
2018.01.23 12:00:0017GBPUSDsell0.01 / 0.011.394662018.01.23 12:00:00filled
2018.01.23 12:00:0018GBPUSDsell0.01 / 0.011.394662018.01.23 12:00:00filled
2018.01.23 20:00:0019GBPUSDbuy0.01 / 0.011.397962018.01.23 20:00:00filled
2018.01.25 12:00:0020GBPUSDsell0.01 / 0.011.428692018.01.25 12:00:00filled
2018.01.25 16:00:0021GBPUSDbuy0.01 / 0.011.431202018.01.25 16:00:00filled
2018.01.25 16:00:0022GBPUSDbuy0.01 / 0.011.431202018.01.25 16:00:00filled
2018.01.25 20:00:0023GBPUSDsell0.01 / 0.011.425522018.01.25 20:00:00filled
2018.01.25 20:00:0024GBPUSDsell0.01 / 0.011.425522018.01.25 20:00:00filled
2018.01.26 20:00:0025GBPUSDbuy0.01 / 0.011.419162018.01.26 20:00:00filled
2018.01.30 12:00:0026GBPUSDbuy0.01 / 0.011.407222018.01.30 12:00:00filled
2018.01.31 20:00:0027GBPUSDsell0.01 / 0.011.418342018.01.31 20:00:00filled
2018.01.31 20:00:0028GBPUSDsell0.01 / 0.011.418342018.01.31 20:00:00filled
2018.02.01 20:00:0029GBPUSDbuy0.01 / 0.011.423092018.02.01 20:00:00filled
2018.02.02 08:00:0030GBPUSDsell0.01 / 0.011.425772018.02.02 08:00:00filled
2018.02.06 08:00:0031GBPUSDbuy0.01 / 0.011.396712018.02.06 08:00:00filled
2018.02.06 08:00:0032GBPUSDbuy0.01 / 0.011.396712018.02.06 08:00:00filled
2018.02.06 16:00:0033GBPUSDsell0.01 / 0.011.385602018.02.06 16:00:00filled
2018.02.06 16:00:0034GBPUSDsell0.01 / 0.011.385602018.02.06 16:00:00filled
2018.02.06 20:00:0035GBPUSDbuy0.01 / 0.011.395752018.02.06 20:00:00filled
2018.02.06 20:00:0036GBPUSDbuy0.01 / 0.011.395752018.02.06 20:00:00filled
2018.02.07 16:00:0037GBPUSDsell0.01 / 0.011.390602018.02.07 16:00:00filled
2018.02.07 16:00:0038GBPUSDsell0.01 / 0.011.390602018.02.07 16:00:00filled
2018.02.08 16:00:0039GBPUSDbuy0.01 / 0.011.403822018.02.08 16:00:00filled
2018.02.08 16:00:0040GBPUSDbuy0.01 / 0.011.403822018.02.08 16:00:00filled
2018.02.09 20:00:0041GBPUSDsell0.01 / 0.011.378562018.02.09 20:00:00filled
2018.02.14 12:00:0042GBPUSDsell0.01 / 0.011.387072018.02.14 12:00:00filled
2018.02.14 20:00:0043GBPUSDbuy0.01 / 0.011.397792018.02.14 20:00:00filled
2018.02.14 20:00:0044GBPUSDbuy0.01 / 0.011.397792018.02.14 20:00:00filled
2018.02.15 20:00:0045GBPUSDsell0.01 / 0.011.404552018.02.15 20:00:00filled
2018.02.21 12:00:0046GBPUSDbuy0.01 / 0.011.396892018.02.21 12:00:00filled
2018.02.21 16:00:0047GBPUSDsell0.01 / 0.011.392472018.02.21 16:00:00filled
2018.02.22 00:00:0048GBPUSDsell0.01 / 0.011.391702018.02.22 00:00:00filled
2018.02.22 04:00:0049GBPUSDbuy0.01 / 0.011.391382018.02.22 04:00:00filled
2018.02.22 04:00:0050GBPUSDbuy0.01 / 0.011.391382018.02.22 04:00:00filled
2018.02.22 08:00:0051GBPUSDsell0.01 / 0.011.390432018.02.22 08:00:00filled
2018.03.01 16:00:0052GBPUSDbuy0.01 / 0.011.377282018.03.01 16:00:00filled
2018.03.05 16:00:0053GBPUSDsell0.01 / 0.011.380312018.03.05 16:00:00filled
2018.03.05 16:00:0054GBPUSDsell0.01 / 0.011.380312018.03.05 16:00:00filled
2018.03.06 00:00:0055GBPUSDbuy0.01 / 0.011.384982018.03.06 00:00:00filled
2018.03.06 00:00:0056GBPUSDbuy0.01 / 0.011.384982018.03.06 00:00:00filled
2018.03.07 12:00:0057GBPUSDsell0.01 / 0.011.386462018.03.07 12:00:00filled
2018.03.13 12:00:0058GBPUSDsell0.01 / 0.011.388242018.03.13 12:00:00filled
2018.03.13 16:00:0059GBPUSDbuy0.01 / 0.011.396132018.03.13 16:00:00filled
2018.03.13 16:00:0060GBPUSDbuy0.01 / 0.011.396132018.03.13 16:00:00filled
2018.03.14 12:00:0061GBPUSDsell0.01 / 0.011.394972018.03.14 12:00:00filled
2018.03.14 20:00:0062GBPUSDbuy0.01 / 0.011.397432018.03.14 20:00:00filled
2018.03.15 00:00:0063GBPUSDsell0.01 / 0.011.396352018.03.15 00:00:00filled
2018.03.15 00:00:0064GBPUSDsell0.01 / 0.011.396352018.03.15 00:00:00filled
2018.03.19 12:00:0065GBPUSDbuy0.01 / 0.011.397392018.03.19 12:00:00filled
2018.03.19 12:00:0066GBPUSDbuy0.01 / 0.011.397392018.03.19 12:00:00filled
2018.03.20 16:00:0067GBPUSDsell0.01 / 0.011.398962018.03.20 16:00:00filled
2018.03.22 20:00:0068GBPUSDsell0.01 / 0.011.410362018.03.22 20:00:00filled
2018.03.23 16:00:0069GBPUSDbuy0.01 / 0.011.414942018.03.23 16:00:00filled
2018.03.23 16:00:0070GBPUSDbuy0.01 / 0.011.414942018.03.23 16:00:00filled
2018.03.26 00:00:0071GBPUSDsell0.01 / 0.011.413252018.03.26 00:00:00filled
2018.03.26 00:00:0072GBPUSDsell0.01 / 0.011.413252018.03.26 00:00:00filled
2018.03.26 04:00:0073GBPUSDbuy0.01 / 0.011.416142018.03.26 04:00:00filled
2018.03.26 04:00:0074GBPUSDbuy0.01 / 0.011.416142018.03.26 04:00:00filled
2018.03.27 08:00:0075GBPUSDsell0.01 / 0.011.423142018.03.27 08:00:00filled
2018.03.27 08:00:0076GBPUSDsell0.01 / 0.011.423142018.03.27 08:00:00filled
2018.03.30 00:02:0077GBPUSDbuy0.01 / 0.011.401742018.03.30 00:02:00filled
2018.03.30 00:02:0078GBPUSDbuy0.01 / 0.011.401742018.03.30 00:02:00filled
2018.04.02 20:00:0079GBPUSDsell0.01 / 0.011.403412018.04.02 20:00:00filled
2018.04.02 20:00:0080GBPUSDsell0.01 / 0.011.403412018.04.02 20:00:00filled
2018.04.03 04:00:0081GBPUSDbuy0.01 / 0.011.405272018.04.03 04:00:00filled
2018.04.03 20:00:0082GBPUSDsell0.01 / 0.011.405592018.04.03 20:00:00filled
2018.04.04 08:00:0083GBPUSDbuy0.01 / 0.011.408462018.04.04 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 08:00:002GBPUSDsellin0.011.355572-0.030.000.009 999.97
2018.01.08 20:00:003GBPUSDbuyout0.011.355913-0.030.00-0.349 999.60
2018.01.08 20:00:004GBPUSDbuyin0.011.355914-0.030.000.009 999.57
2018.01.09 00:00:005GBPUSDsellout0.011.356535-0.03-0.040.6210 000.12
2018.01.09 12:00:006GBPUSDsellin0.011.352936-0.030.000.0010 000.09
2018.01.10 16:00:007GBPUSDbuyout0.011.352657-0.030.000.2810 000.34
2018.01.17 20:00:008GBPUSDbuyin0.011.385068-0.030.000.0010 000.31
2018.01.18 00:00:009GBPUSDsellout0.011.382909-0.03-0.12-2.169 998.00
2018.01.18 00:00:0010GBPUSDsellin0.011.3829010-0.030.000.009 997.97
2018.01.18 20:00:0011GBPUSDbuyout0.011.3877211-0.030.00-4.829 993.12
2018.01.22 12:00:0012GBPUSDbuyin0.011.3898112-0.030.000.009 993.09
2018.01.22 20:00:0013GBPUSDsellout0.011.3957513-0.030.005.949 999.00
2018.01.22 20:00:0014GBPUSDsellin0.011.3957514-0.030.000.009 998.97
2018.01.23 00:00:0015GBPUSDbuyout0.011.3989815-0.030.00-3.239 995.71
2018.01.23 00:00:0016GBPUSDbuyin0.011.3989816-0.030.000.009 995.68
2018.01.23 12:00:0017GBPUSDsellout0.011.3946617-0.030.00-4.329 991.33
2018.01.23 12:00:0018GBPUSDsellin0.011.3946618-0.030.000.009 991.30
2018.01.23 20:00:0019GBPUSDbuyout0.011.3979619-0.030.00-3.309 987.97
2018.01.25 12:00:0020GBPUSDsellin0.011.4286920-0.030.000.009 987.94
2018.01.25 16:00:0021GBPUSDbuyout0.011.4312021-0.030.00-2.519 985.40
2018.01.25 16:00:0022GBPUSDbuyin0.011.4312022-0.030.000.009 985.37
2018.01.25 20:00:0023GBPUSDsellout0.011.4255223-0.030.00-5.689 979.66
2018.01.25 20:00:0024GBPUSDsellin0.011.4255224-0.030.000.009 979.63
2018.01.26 20:00:0025GBPUSDbuyout0.011.4191625-0.030.006.369 985.96
2018.01.30 12:00:0026GBPUSDbuyin0.011.4072226-0.030.000.009 985.93
2018.01.31 20:00:0027GBPUSDsellout0.011.4183427-0.03-0.0411.129 996.98
2018.01.31 20:00:0028GBPUSDsellin0.011.4183428-0.030.000.009 996.95
2018.02.01 20:00:0029GBPUSDbuyout0.011.4230929-0.030.00-4.759 992.17
2018.02.02 08:00:0030GBPUSDsellin0.011.4257730-0.030.000.009 992.14
2018.02.06 08:00:0031GBPUSDbuyout0.011.3967131-0.030.0029.0610 021.17
2018.02.06 08:00:0032GBPUSDbuyin0.011.3967132-0.030.000.0010 021.14
2018.02.06 16:00:0033GBPUSDsellout0.011.3856033-0.030.00-11.1110 010.00
2018.02.06 16:00:0034GBPUSDsellin0.011.3856034-0.030.000.0010 009.97
2018.02.06 20:00:0035GBPUSDbuyout0.011.3957535-0.030.00-10.159 999.79
2018.02.06 20:00:0036GBPUSDbuyin0.011.3957536-0.030.000.009 999.76
2018.02.07 16:00:0037GBPUSDsellout0.011.3906037-0.03-0.04-5.159 994.54
2018.02.07 16:00:0038GBPUSDsellin0.011.3906038-0.030.000.009 994.51
2018.02.08 16:00:0039GBPUSDbuyout0.011.4038239-0.030.00-13.229 981.26
2018.02.08 16:00:0040GBPUSDbuyin0.011.4038240-0.030.000.009 981.23
2018.02.09 20:00:0041GBPUSDsellout0.011.3785641-0.03-0.04-25.269 955.90
2018.02.14 12:00:0042GBPUSDsellin0.011.3870742-0.030.000.009 955.87
2018.02.14 20:00:0043GBPUSDbuyout0.011.3977943-0.030.00-10.729 945.12
2018.02.14 20:00:0044GBPUSDbuyin0.011.3977944-0.030.000.009 945.09
2018.02.15 20:00:0045GBPUSDsellout0.011.4045545-0.03-0.126.769 951.70
2018.02.21 12:00:0046GBPUSDbuyin0.011.3968946-0.030.000.009 951.67
2018.02.21 16:00:0047GBPUSDsellout0.011.3924747-0.030.00-4.429 947.22
2018.02.22 00:00:0048GBPUSDsellin0.011.3917048-0.030.000.009 947.19
2018.02.22 04:00:0049GBPUSDbuyout0.011.3913849-0.030.000.329 947.48
2018.02.22 04:00:0050GBPUSDbuyin0.011.3913850-0.030.000.009 947.45
2018.02.22 08:00:0051GBPUSDsellout0.011.3904351-0.030.00-0.959 946.47
2018.03.01 16:00:0052GBPUSDbuyin0.011.3772852-0.030.000.009 946.44
2018.03.05 16:00:0053GBPUSDsellout0.011.3803153-0.03-0.083.039 949.36
2018.03.05 16:00:0054GBPUSDsellin0.011.3803154-0.030.000.009 949.33
2018.03.06 00:00:0055GBPUSDbuyout0.011.3849855-0.030.00-4.679 944.63
2018.03.06 00:00:0056GBPUSDbuyin0.011.3849856-0.030.000.009 944.60
2018.03.07 12:00:0057GBPUSDsellout0.011.3864657-0.03-0.041.489 946.01
2018.03.13 12:00:0058GBPUSDsellin0.011.3882458-0.030.000.009 945.98
2018.03.13 16:00:0059GBPUSDbuyout0.011.3961359-0.030.00-7.899 938.06
2018.03.13 16:00:0060GBPUSDbuyin0.011.3961360-0.030.000.009 938.03
2018.03.14 12:00:0061GBPUSDsellout0.011.3949761-0.03-0.04-1.169 936.80
2018.03.14 20:00:0062GBPUSDbuyin0.011.3974362-0.030.000.009 936.77
2018.03.15 00:00:0063GBPUSDsellout0.011.3963563-0.03-0.12-1.089 935.54
2018.03.15 00:00:0064GBPUSDsellin0.011.3963564-0.030.000.009 935.51
2018.03.19 12:00:0065GBPUSDbuyout0.011.3973965-0.030.00-1.049 934.44
2018.03.19 12:00:0066GBPUSDbuyin0.011.3973966-0.030.000.009 934.41
2018.03.20 16:00:0067GBPUSDsellout0.011.3989667-0.03-0.041.579 935.91
2018.03.22 20:00:0068GBPUSDsellin0.011.4103668-0.030.000.009 935.88
2018.03.23 16:00:0069GBPUSDbuyout0.011.4149469-0.030.00-4.589 931.27
2018.03.23 16:00:0070GBPUSDbuyin0.011.4149470-0.030.000.009 931.24
2018.03.26 00:00:0071GBPUSDsellout0.011.4132571-0.03-0.04-1.699 929.48
2018.03.26 00:00:0072GBPUSDsellin0.011.4132572-0.030.000.009 929.45
2018.03.26 04:00:0073GBPUSDbuyout0.011.4161473-0.030.00-2.899 926.53
2018.03.26 04:00:0074GBPUSDbuyin0.011.4161474-0.030.000.009 926.50
2018.03.27 08:00:0075GBPUSDsellout0.011.4231475-0.03-0.047.009 933.43
2018.03.27 08:00:0076GBPUSDsellin0.011.4231476-0.030.000.009 933.40
2018.03.30 00:02:0077GBPUSDbuyout0.011.4017477-0.030.0021.409 954.77
2018.03.30 00:02:0078GBPUSDbuyin0.011.4017478-0.030.000.009 954.74
2018.04.02 20:00:0079GBPUSDsellout0.011.4034179-0.03-0.041.679 956.34
2018.04.02 20:00:0080GBPUSDsellin0.011.4034180-0.030.000.009 956.31
2018.04.03 04:00:0081GBPUSDbuyout0.011.4052781-0.030.00-1.869 954.42
2018.04.03 20:00:0082GBPUSDsellin0.011.4055982-0.030.000.009 954.39
2018.04.04 08:00:0083GBPUSDbuyout0.011.4084683-0.030.00-2.879 951.49
-2.46 -0.84 -45.21 9 951.49