Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: NZDUSD
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: 4417517 Symbols: 1
Total Net Profit: -12.05 Balance Drawdown Absolute: 27.62 Equity Drawdown Absolute: 30.02
Gross Profit: 50.42 Balance Drawdown Maximal: 27.62 (0.28%) Equity Drawdown Maximal: 31.44 (0.31%)
Gross Loss: -62.47 Balance Drawdown Relative: 0.28% (27.62) Equity Drawdown Relative: 0.31% (31.44)
Profit Factor: 0.81 Expected Payoff: -0.27 Margin Level: 134736.17%
Recovery Factor: -0.38 Sharpe Ratio: -0.08 Z-Score: 0.35 (27.37%)
AHPR: 1.0000 (-0.00%) LR Correlation: 0.14 OnTester result: 0
GHPR: 1.0000 (-0.00%) LR Standard Error: 5.85
Total Trades: 45 Short Trades (won %): 22 (27.27%) Long Trades (won %): 23 (26.09%)
Total Deals: 90 Profit Trades (% of total): 12 (26.67%) Loss Trades (% of total): 33 (73.33%)
Largest profit trade: 9.22 Largest loss trade: -6.72
Average profit trade: 4.20 Average loss trade: -1.89
Maximum consecutive wins ($): 2 (9.32) Maximum consecutive losses ($): 7 (-20.94)
Maximal consecutive profit (count): 9.32 (2) Maximal consecutive loss (count): -20.94 (7)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.60 Correlation (MFE,MAE): 0.2479
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 68:00:00 Average position holding time: 19:52:02
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.02 10:00:002NZDUSDbuy0.01 / 0.010.712102018.01.02 10:00:00filled
2018.01.03 16:00:003NZDUSDsell0.01 / 0.010.710512018.01.03 16:00:00filled
2018.01.03 16:00:004NZDUSDsell0.01 / 0.010.710512018.01.03 16:00:00filled
2018.01.08 00:00:005NZDUSDbuy0.01 / 0.010.716982018.01.08 00:00:00filled
2018.01.08 08:00:006NZDUSDsell0.01 / 0.010.716892018.01.08 08:00:00filled
2018.01.08 20:00:007NZDUSDbuy0.01 / 0.010.717962018.01.08 20:00:00filled
2018.01.08 20:00:008NZDUSDbuy0.01 / 0.010.717962018.01.08 20:00:00filled
2018.01.09 00:00:009NZDUSDsell0.01 / 0.010.717262018.01.09 00:00:00filled
2018.01.17 20:00:0010NZDUSDbuy0.01 / 0.010.730622018.01.17 20:00:00filled
2018.01.18 00:00:0011NZDUSDsell0.01 / 0.010.726992018.01.18 00:00:00filled
2018.01.18 00:00:0012NZDUSDsell0.01 / 0.010.726992018.01.18 00:00:00filled
2018.01.18 20:00:0013NZDUSDbuy0.01 / 0.010.730952018.01.18 20:00:00filled
2018.01.18 20:00:0014NZDUSDbuy0.01 / 0.010.730952018.01.18 20:00:00filled
2018.01.19 16:00:0015NZDUSDsell0.01 / 0.010.727632018.01.19 16:00:00filled
2018.01.22 12:00:0016NZDUSDbuy0.01 / 0.010.730542018.01.22 12:00:00filled
2018.01.22 20:00:0017NZDUSDsell0.01 / 0.010.730692018.01.22 20:00:00filled
2018.01.22 20:00:0018NZDUSDsell0.01 / 0.010.730692018.01.22 20:00:00filled
2018.01.23 00:00:0019NZDUSDbuy0.01 / 0.010.732912018.01.23 00:00:00filled
2018.01.23 00:00:0020NZDUSDbuy0.01 / 0.010.732912018.01.23 00:00:00filled
2018.01.23 12:00:0021NZDUSDsell0.01 / 0.010.732542018.01.23 12:00:00filled
2018.01.23 12:00:0022NZDUSDsell0.01 / 0.010.732542018.01.23 12:00:00filled
2018.01.23 20:00:0023NZDUSDbuy0.01 / 0.010.734182018.01.23 20:00:00filled
2018.01.25 12:00:0024NZDUSDsell0.01 / 0.010.736672018.01.25 12:00:00filled
2018.01.25 16:00:0025NZDUSDbuy0.01 / 0.010.737972018.01.25 16:00:00filled
2018.01.25 16:00:0026NZDUSDbuy0.01 / 0.010.737972018.01.25 16:00:00filled
2018.01.25 20:00:0027NZDUSDsell0.01 / 0.010.736922018.01.25 20:00:00filled
2018.01.25 20:00:0028NZDUSDsell0.01 / 0.010.736922018.01.25 20:00:00filled
2018.01.30 12:00:0029NZDUSDbuy0.01 / 0.010.732402018.01.30 12:00:00filled
2018.01.30 12:00:0030NZDUSDbuy0.01 / 0.010.732402018.01.30 12:00:00filled
2018.01.31 20:00:0031NZDUSDsell0.01 / 0.010.736562018.01.31 20:00:00filled
2018.01.31 20:00:0032NZDUSDsell0.01 / 0.010.736562018.01.31 20:00:00filled
2018.02.01 20:00:0033NZDUSDbuy0.01 / 0.010.738582018.02.01 20:00:00filled
2018.02.02 08:00:0034NZDUSDsell0.01 / 0.010.737052018.02.02 08:00:00filled
2018.02.06 08:00:0035NZDUSDbuy0.01 / 0.010.729992018.02.06 08:00:00filled
2018.02.06 08:00:0036NZDUSDbuy0.01 / 0.010.729992018.02.06 08:00:00filled
2018.02.06 16:00:0037NZDUSDsell0.01 / 0.010.729792018.02.06 16:00:00filled
2018.02.06 16:00:0038NZDUSDsell0.01 / 0.010.729792018.02.06 16:00:00filled
2018.02.06 20:00:0039NZDUSDbuy0.01 / 0.010.731282018.02.06 20:00:00filled
2018.02.06 20:00:0040NZDUSDbuy0.01 / 0.010.731282018.02.06 20:00:00filled
2018.02.07 16:00:0041NZDUSDsell0.01 / 0.010.729312018.02.07 16:00:00filled
2018.02.07 16:00:0042NZDUSDsell0.01 / 0.010.729312018.02.07 16:00:00filled
2018.02.08 16:00:0043NZDUSDbuy0.01 / 0.010.722662018.02.08 16:00:00filled
2018.02.08 16:00:0044NZDUSDbuy0.01 / 0.010.722662018.02.08 16:00:00filled
2018.02.09 20:00:0045NZDUSDsell0.01 / 0.010.723462018.02.09 20:00:00filled
2018.02.14 12:00:0046NZDUSDsell0.01 / 0.010.730862018.02.14 12:00:00filled
2018.02.14 20:00:0047NZDUSDbuy0.01 / 0.010.734522018.02.14 20:00:00filled
2018.02.14 20:00:0048NZDUSDbuy0.01 / 0.010.734522018.02.14 20:00:00filled
2018.02.15 20:00:0049NZDUSDsell0.01 / 0.010.738232018.02.15 20:00:00filled
2018.02.15 20:00:0050NZDUSDsell0.01 / 0.010.738232018.02.15 20:00:00filled
2018.02.16 00:00:0051NZDUSDbuy0.01 / 0.010.741022018.02.16 00:00:00filled
2018.02.16 00:00:0052NZDUSDbuy0.01 / 0.010.741022018.02.16 00:00:00filled
2018.02.16 16:00:0053NZDUSDsell0.01 / 0.010.739112018.02.16 16:00:00filled
2018.02.21 12:00:0054NZDUSDbuy0.01 / 0.010.735042018.02.21 12:00:00filled
2018.02.21 16:00:0055NZDUSDsell0.01 / 0.010.733902018.02.21 16:00:00filled
2018.02.22 00:00:0056NZDUSDsell0.01 / 0.010.731792018.02.22 00:00:00filled
2018.02.22 04:00:0057NZDUSDbuy0.01 / 0.010.731842018.02.22 04:00:00filled
2018.02.22 04:00:0058NZDUSDbuy0.01 / 0.010.731842018.02.22 04:00:00filled
2018.02.22 08:00:0059NZDUSDsell0.01 / 0.010.731792018.02.22 08:00:00filled
2018.03.01 16:00:0060NZDUSDbuy0.01 / 0.010.722792018.03.01 16:00:00filled
2018.03.05 16:00:0061NZDUSDsell0.01 / 0.010.722262018.03.05 16:00:00filled
2018.03.05 16:00:0062NZDUSDsell0.01 / 0.010.722262018.03.05 16:00:00filled
2018.03.06 00:00:0063NZDUSDbuy0.01 / 0.010.722612018.03.06 00:00:00filled
2018.03.06 00:00:0064NZDUSDbuy0.01 / 0.010.722612018.03.06 00:00:00filled
2018.03.07 12:00:0065NZDUSDsell0.01 / 0.010.727762018.03.07 12:00:00filled
2018.03.13 12:00:0066NZDUSDsell0.01 / 0.010.732812018.03.13 12:00:00filled
2018.03.13 16:00:0067NZDUSDbuy0.01 / 0.010.734382018.03.13 16:00:00filled
2018.03.13 16:00:0068NZDUSDbuy0.01 / 0.010.734382018.03.13 16:00:00filled
2018.03.14 12:00:0069NZDUSDsell0.01 / 0.010.732802018.03.14 12:00:00filled
2018.03.14 20:00:0070NZDUSDbuy0.01 / 0.010.733002018.03.14 20:00:00filled
2018.03.15 00:00:0071NZDUSDsell0.01 / 0.010.730682018.03.15 00:00:00filled
2018.03.15 00:00:0072NZDUSDsell0.01 / 0.010.730682018.03.15 00:00:00filled
2018.03.19 12:00:0073NZDUSDbuy0.01 / 0.010.721352018.03.19 12:00:00filled
2018.03.19 12:00:0074NZDUSDbuy0.01 / 0.010.721352018.03.19 12:00:00filled
2018.03.20 16:00:0075NZDUSDsell0.01 / 0.010.719922018.03.20 16:00:00filled
2018.03.22 20:00:0076NZDUSDsell0.01 / 0.010.722412018.03.22 20:00:00filled
2018.03.23 16:00:0077NZDUSDbuy0.01 / 0.010.724922018.03.23 16:00:00filled
2018.03.23 16:00:0078NZDUSDbuy0.01 / 0.010.724922018.03.23 16:00:00filled
2018.03.26 00:00:0079NZDUSDsell0.01 / 0.010.722962018.03.26 00:00:00filled
2018.03.26 00:00:0080NZDUSDsell0.01 / 0.010.722962018.03.26 00:00:00filled
2018.03.26 04:00:0081NZDUSDbuy0.01 / 0.010.725672018.03.26 04:00:00filled
2018.03.26 04:00:0082NZDUSDbuy0.01 / 0.010.725672018.03.26 04:00:00filled
2018.03.27 08:00:0083NZDUSDsell0.01 / 0.010.729012018.03.27 08:00:00filled
2018.03.27 08:00:0084NZDUSDsell0.01 / 0.010.729012018.03.27 08:00:00filled
2018.03.30 04:00:0085NZDUSDbuy0.01 / 0.010.722792018.03.30 04:00:00filled
2018.03.30 04:00:0086NZDUSDbuy0.01 / 0.010.722792018.03.30 04:00:00filled
2018.04.02 20:00:0087NZDUSDsell0.01 / 0.010.721482018.04.02 20:00:00filled
2018.04.02 20:00:0088NZDUSDsell0.01 / 0.010.721482018.04.02 20:00:00filled
2018.04.03 00:02:0089NZDUSDbuy0.01 / 0.010.721382018.04.03 00:02:00filled
2018.04.03 20:00:0090NZDUSDsell0.01 / 0.010.726572018.04.03 20:00:00filled
2018.04.04 08:00:0091NZDUSDbuy0.01 / 0.010.729062018.04.04 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
2018.01.02 10:00:002NZDUSDbuyin0.010.712102-0.010.000.009 999.99
2018.01.03 16:00:003NZDUSDsellout0.010.710513-0.010.02-1.599 998.41
2018.01.03 16:00:004NZDUSDsellin0.010.710514-0.010.000.009 998.40
2018.01.08 00:00:005NZDUSDbuyout0.010.716985-0.01-0.24-6.479 991.68
2018.01.08 08:00:006NZDUSDsellin0.010.716896-0.010.000.009 991.67
2018.01.08 20:00:007NZDUSDbuyout0.010.717967-0.010.00-1.079 990.59
2018.01.08 20:00:008NZDUSDbuyin0.010.717968-0.010.000.009 990.58
2018.01.09 00:00:009NZDUSDsellout0.010.717269-0.010.02-0.709 989.89
2018.01.17 20:00:0010NZDUSDbuyin0.010.7306210-0.010.000.009 989.88
2018.01.18 00:00:0011NZDUSDsellout0.010.7269911-0.010.05-3.639 986.29
2018.01.18 00:00:0012NZDUSDsellin0.010.7269912-0.010.000.009 986.28
2018.01.18 20:00:0013NZDUSDbuyout0.010.7309513-0.010.00-3.969 982.31
2018.01.18 20:00:0014NZDUSDbuyin0.010.7309514-0.010.000.009 982.30
2018.01.19 16:00:0015NZDUSDsellout0.010.7276315-0.010.02-3.329 978.99
2018.01.22 12:00:0016NZDUSDbuyin0.010.7305416-0.010.000.009 978.98
2018.01.22 20:00:0017NZDUSDsellout0.010.7306917-0.010.000.159 979.12
2018.01.22 20:00:0018NZDUSDsellin0.010.7306918-0.010.000.009 979.11
2018.01.23 00:00:0019NZDUSDbuyout0.010.7329119-0.01-0.05-2.229 976.83
2018.01.23 00:00:0020NZDUSDbuyin0.010.7329120-0.010.000.009 976.82
2018.01.23 12:00:0021NZDUSDsellout0.010.7325421-0.010.00-0.379 976.44
2018.01.23 12:00:0022NZDUSDsellin0.010.7325422-0.010.000.009 976.43
2018.01.23 20:00:0023NZDUSDbuyout0.010.7341823-0.010.00-1.649 974.78
2018.01.25 12:00:0024NZDUSDsellin0.010.7366724-0.010.000.009 974.77
2018.01.25 16:00:0025NZDUSDbuyout0.010.7379725-0.010.00-1.309 973.46
2018.01.25 16:00:0026NZDUSDbuyin0.010.7379726-0.010.000.009 973.45
2018.01.25 20:00:0027NZDUSDsellout0.010.7369227-0.010.00-1.059 972.39
2018.01.25 20:00:0028NZDUSDsellin0.010.7369228-0.010.000.009 972.38
2018.01.30 12:00:0029NZDUSDbuyout0.010.7324029-0.01-0.154.529 976.74
2018.01.30 12:00:0030NZDUSDbuyin0.010.7324030-0.010.000.009 976.73
2018.01.31 20:00:0031NZDUSDsellout0.010.7365631-0.010.024.169 980.90
2018.01.31 20:00:0032NZDUSDsellin0.010.7365632-0.010.000.009 980.89
2018.02.01 20:00:0033NZDUSDbuyout0.010.7385833-0.01-0.14-2.029 978.72
2018.02.02 08:00:0034NZDUSDsellin0.010.7370534-0.010.000.009 978.71
2018.02.06 08:00:0035NZDUSDbuyout0.010.7299935-0.01-0.107.069 985.66
2018.02.06 08:00:0036NZDUSDbuyin0.010.7299936-0.010.000.009 985.65
2018.02.06 16:00:0037NZDUSDsellout0.010.7297937-0.010.00-0.209 985.44
2018.02.06 16:00:0038NZDUSDsellin0.010.7297938-0.010.000.009 985.43
2018.02.06 20:00:0039NZDUSDbuyout0.010.7312839-0.010.00-1.499 983.93
2018.02.06 20:00:0040NZDUSDbuyin0.010.7312840-0.010.000.009 983.92
2018.02.07 16:00:0041NZDUSDsellout0.010.7293141-0.010.02-1.979 981.96
2018.02.07 16:00:0042NZDUSDsellin0.010.7293142-0.010.000.009 981.95
2018.02.08 16:00:0043NZDUSDbuyout0.010.7226643-0.01-0.146.659 988.45
2018.02.08 16:00:0044NZDUSDbuyin0.010.7226644-0.010.000.009 988.44
2018.02.09 20:00:0045NZDUSDsellout0.010.7234645-0.010.020.809 989.25
2018.02.14 12:00:0046NZDUSDsellin0.010.7308646-0.010.000.009 989.24
2018.02.14 20:00:0047NZDUSDbuyout0.010.7345247-0.010.00-3.669 985.57
2018.02.14 20:00:0048NZDUSDbuyin0.010.7345248-0.010.000.009 985.56
2018.02.15 20:00:0049NZDUSDsellout0.010.7382349-0.010.053.719 989.31
2018.02.15 20:00:0050NZDUSDsellin0.010.7382350-0.010.000.009 989.30
2018.02.16 00:00:0051NZDUSDbuyout0.010.7410251-0.01-0.05-2.799 986.45
2018.02.16 00:00:0052NZDUSDbuyin0.010.7410252-0.010.000.009 986.44
2018.02.16 16:00:0053NZDUSDsellout0.010.7391153-0.010.00-1.919 984.52
2018.02.21 12:00:0054NZDUSDbuyin0.010.7350454-0.010.000.009 984.51
2018.02.21 16:00:0055NZDUSDsellout0.010.7339055-0.010.00-1.149 983.36
2018.02.22 00:00:0056NZDUSDsellin0.010.7317956-0.010.000.009 983.35
2018.02.22 04:00:0057NZDUSDbuyout0.010.7318457-0.010.00-0.059 983.29
2018.02.22 04:00:0058NZDUSDbuyin0.010.7318458-0.010.000.009 983.28
2018.02.22 08:00:0059NZDUSDsellout0.010.7317959-0.010.00-0.059 983.22
2018.03.01 16:00:0060NZDUSDbuyin0.010.7227960-0.010.000.009 983.21
2018.03.05 16:00:0061NZDUSDsellout0.010.7222661-0.010.04-0.539 982.71
2018.03.05 16:00:0062NZDUSDsellin0.010.7222662-0.010.000.009 982.70
2018.03.06 00:00:0063NZDUSDbuyout0.010.7226163-0.01-0.05-0.359 982.29
2018.03.06 00:00:0064NZDUSDbuyin0.010.7226164-0.010.000.009 982.28
2018.03.07 12:00:0065NZDUSDsellout0.010.7277665-0.010.025.159 987.44
2018.03.13 12:00:0066NZDUSDsellin0.010.7328166-0.010.000.009 987.43
2018.03.13 16:00:0067NZDUSDbuyout0.010.7343867-0.010.00-1.579 985.85
2018.03.13 16:00:0068NZDUSDbuyin0.010.7343868-0.010.000.009 985.84
2018.03.14 12:00:0069NZDUSDsellout0.010.7328069-0.010.02-1.589 984.27
2018.03.14 20:00:0070NZDUSDbuyin0.010.7330070-0.010.000.009 984.26
2018.03.15 00:00:0071NZDUSDsellout0.010.7306871-0.010.05-2.329 981.98
2018.03.15 00:00:0072NZDUSDsellin0.010.7306872-0.010.000.009 981.97
2018.03.19 12:00:0073NZDUSDbuyout0.010.7213573-0.01-0.109.339 991.19
2018.03.19 12:00:0074NZDUSDbuyin0.010.7213574-0.010.000.009 991.18
2018.03.20 16:00:0075NZDUSDsellout0.010.7199275-0.010.02-1.439 989.76
2018.03.22 20:00:0076NZDUSDsellin0.010.7224176-0.010.000.009 989.75
2018.03.23 16:00:0077NZDUSDbuyout0.010.7249277-0.01-0.05-2.519 987.18
2018.03.23 16:00:0078NZDUSDbuyin0.010.7249278-0.010.000.009 987.17
2018.03.26 00:00:0079NZDUSDsellout0.010.7229679-0.010.02-1.969 985.22
2018.03.26 00:00:0080NZDUSDsellin0.010.7229680-0.010.000.009 985.21
2018.03.26 04:00:0081NZDUSDbuyout0.010.7256781-0.010.00-2.719 982.49
2018.03.26 04:00:0082NZDUSDbuyin0.010.7256782-0.010.000.009 982.48
2018.03.27 08:00:0083NZDUSDsellout0.010.7290183-0.010.023.349 985.83
2018.03.27 08:00:0084NZDUSDsellin0.010.7290184-0.010.000.009 985.82
2018.03.30 04:00:0085NZDUSDbuyout0.010.7227985-0.01-0.246.229 991.79
2018.03.30 04:00:0086NZDUSDbuyin0.010.7227986-0.010.000.009 991.78
2018.04.02 20:00:0087NZDUSDsellout0.010.7214887-0.010.02-1.319 990.48
2018.04.02 20:00:0088NZDUSDsellin0.010.7214888-0.010.000.009 990.47
2018.04.03 00:02:0089NZDUSDbuyout0.010.7213889-0.01-0.050.109 990.51
2018.04.03 20:00:0090NZDUSDsellin0.010.7265790-0.010.000.009 990.50
2018.04.04 08:00:0091NZDUSDbuyout0.010.7290691-0.01-0.05-2.499 987.95
-0.90 -0.98 -10.17 9 987.95