Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: USDCHF
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: 5221697 Symbols: 1
Total Net Profit: -28.13 Balance Drawdown Absolute: 42.50 Equity Drawdown Absolute: 43.93
Gross Profit: 40.52 Balance Drawdown Maximal: 45.12 (0.45%) Equity Drawdown Maximal: 50.48 (0.50%)
Gross Loss: -68.65 Balance Drawdown Relative: 0.45% (45.12) Equity Drawdown Relative: 0.50% (50.48)
Profit Factor: 0.59 Expected Payoff: -0.74 Margin Level: 99560.70%
Recovery Factor: -0.56 Sharpe Ratio: -0.20 Z-Score: 0.14 (11.13%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.65 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 9.43
Total Trades: 38 Short Trades (won %): 19 (42.11%) Long Trades (won %): 19 (26.32%)
Total Deals: 76 Profit Trades (% of total): 13 (34.21%) Loss Trades (% of total): 25 (65.79%)
Largest profit trade: 9.06 Largest loss trade: -7.03
Average profit trade: 3.12 Average loss trade: -2.75
Maximum consecutive wins ($): 3 (12.21) Maximum consecutive losses ($): 9 (-31.62)
Maximal consecutive profit (count): 12.21 (3) Maximal consecutive loss (count): -31.62 (9)
Average consecutive wins: 1 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.74 Correlation (Profits,MAE): 0.67 Correlation (MFE,MAE): 0.3099
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 78:00:00 Average position holding time: 19:25:12
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.02 10:00:002USDCHFbuy0.01 / 0.010.973272018.01.02 10:00:00filled
2018.01.05 16:00:003USDCHFsell0.01 / 0.010.975472018.01.05 16:00:00filled
2018.01.08 08:00:004USDCHFbuy0.01 / 0.010.975902018.01.08 08:00:00filled
2018.01.08 20:00:005USDCHFsell0.01 / 0.010.976392018.01.08 20:00:00filled
2018.01.08 20:00:006USDCHFsell0.01 / 0.010.976392018.01.08 20:00:00filled
2018.01.09 00:00:007USDCHFbuy0.01 / 0.010.977692018.01.09 00:00:00filled
2018.01.16 04:00:008USDCHFbuy0.01 / 0.010.963252018.01.16 04:00:00filled
2018.01.17 20:00:009USDCHFsell0.01 / 0.010.960402018.01.17 20:00:00filled
2018.01.17 20:00:0010USDCHFsell0.01 / 0.010.960402018.01.17 20:00:00filled
2018.01.18 00:00:0011USDCHFbuy0.01 / 0.010.966202018.01.18 00:00:00filled
2018.01.18 00:00:0012USDCHFbuy0.01 / 0.010.966202018.01.18 00:00:00filled
2018.01.18 20:00:0013USDCHFsell0.01 / 0.010.959472018.01.18 20:00:00filled
2018.01.22 12:00:0014USDCHFsell0.01 / 0.010.959472018.01.22 12:00:00filled
2018.01.22 20:00:0015USDCHFbuy0.01 / 0.010.963062018.01.22 20:00:00filled
2018.01.22 20:00:0016USDCHFbuy0.01 / 0.010.963062018.01.22 20:00:00filled
2018.01.23 00:00:0017USDCHFsell0.01 / 0.010.961482018.01.23 00:00:00filled
2018.01.23 00:00:0018USDCHFsell0.01 / 0.010.961482018.01.23 00:00:00filled
2018.01.23 12:00:0019USDCHFbuy0.01 / 0.010.962912018.01.23 12:00:00filled
2018.01.23 12:00:0020USDCHFbuy0.01 / 0.010.962912018.01.23 12:00:00filled
2018.01.23 20:00:0021USDCHFsell0.01 / 0.010.958982018.01.23 20:00:00filled
2018.01.25 12:00:0022USDCHFbuy0.01 / 0.010.941012018.01.25 12:00:00filled
2018.01.25 16:00:0023USDCHFsell0.01 / 0.010.938162018.01.25 16:00:00filled
2018.01.25 16:00:0024USDCHFsell0.01 / 0.010.938162018.01.25 16:00:00filled
2018.01.25 20:00:0025USDCHFbuy0.01 / 0.010.935142018.01.25 20:00:00filled
2018.01.25 20:00:0026USDCHFbuy0.01 / 0.010.935142018.01.25 20:00:00filled
2018.01.26 12:00:0027USDCHFsell0.01 / 0.010.934192018.01.26 12:00:00filled
2018.01.30 12:00:0028USDCHFsell0.01 / 0.010.934062018.01.30 12:00:00filled
2018.01.31 20:00:0029USDCHFbuy0.01 / 0.010.932832018.01.31 20:00:00filled
2018.01.31 20:00:0030USDCHFbuy0.01 / 0.010.932832018.01.31 20:00:00filled
2018.02.01 20:00:0031USDCHFsell0.01 / 0.010.929182018.02.01 20:00:00filled
2018.02.02 08:00:0032USDCHFbuy0.01 / 0.010.926872018.02.02 08:00:00filled
2018.02.05 12:00:0033USDCHFsell0.01 / 0.010.929982018.02.05 12:00:00filled
2018.02.06 08:00:0034USDCHFsell0.01 / 0.010.932122018.02.06 08:00:00filled
2018.02.06 16:00:0035USDCHFbuy0.01 / 0.010.938362018.02.06 16:00:00filled
2018.02.06 16:00:0036USDCHFbuy0.01 / 0.010.938362018.02.06 16:00:00filled
2018.02.06 20:00:0037USDCHFsell0.01 / 0.010.937422018.02.06 20:00:00filled
2018.02.06 20:00:0038USDCHFsell0.01 / 0.010.937422018.02.06 20:00:00filled
2018.02.07 16:00:0039USDCHFbuy0.01 / 0.010.940772018.02.07 16:00:00filled
2018.02.08 16:00:0040USDCHFsell0.01 / 0.010.940672018.02.08 16:00:00filled
2018.02.09 20:00:0041USDCHFbuy0.01 / 0.010.939732018.02.09 20:00:00filled
2018.02.14 12:00:0042USDCHFbuy0.01 / 0.010.935162018.02.14 12:00:00filled
2018.02.14 20:00:0043USDCHFsell0.01 / 0.010.930082018.02.14 20:00:00filled
2018.02.14 20:00:0044USDCHFsell0.01 / 0.010.930082018.02.14 20:00:00filled
2018.02.15 20:00:0045USDCHFbuy0.01 / 0.010.925932018.02.15 20:00:00filled
2018.02.21 12:00:0046USDCHFsell0.01 / 0.010.936572018.02.21 12:00:00filled
2018.02.21 16:00:0047USDCHFbuy0.01 / 0.010.937092018.02.21 16:00:00filled
2018.02.22 00:00:0048USDCHFbuy0.01 / 0.010.939022018.02.22 00:00:00filled
2018.02.22 04:00:0049USDCHFsell0.01 / 0.010.938342018.02.22 04:00:00filled
2018.02.22 04:00:0050USDCHFsell0.01 / 0.010.938342018.02.22 04:00:00filled
2018.02.22 08:00:0051USDCHFbuy0.01 / 0.010.939642018.02.22 08:00:00filled
2018.03.01 16:00:0052USDCHFsell0.01 / 0.010.946232018.03.01 16:00:00filled
2018.03.05 16:00:0053USDCHFbuy0.01 / 0.010.938182018.03.05 16:00:00filled
2018.03.05 16:00:0054USDCHFbuy0.01 / 0.010.938182018.03.05 16:00:00filled
2018.03.06 00:00:0055USDCHFsell0.01 / 0.010.939662018.03.06 00:00:00filled
2018.03.06 00:00:0056USDCHFsell0.01 / 0.010.939662018.03.06 00:00:00filled
2018.03.07 12:00:0057USDCHFbuy0.01 / 0.010.937592018.03.07 12:00:00filled
2018.03.13 12:00:0058USDCHFbuy0.01 / 0.010.948042018.03.13 12:00:00filled
2018.03.13 16:00:0059USDCHFsell0.01 / 0.010.944772018.03.13 16:00:00filled
2018.03.13 16:00:0060USDCHFsell0.01 / 0.010.944772018.03.13 16:00:00filled
2018.03.14 12:00:0061USDCHFbuy0.01 / 0.010.945782018.03.14 12:00:00filled
2018.03.14 20:00:0062USDCHFsell0.01 / 0.010.945082018.03.14 20:00:00filled
2018.03.15 00:00:0063USDCHFbuy0.01 / 0.010.944892018.03.15 00:00:00filled
2018.03.15 00:00:0064USDCHFbuy0.01 / 0.010.944892018.03.15 00:00:00filled
2018.03.19 12:00:0065USDCHFsell0.01 / 0.010.953572018.03.19 12:00:00filled
2018.03.19 12:00:0066USDCHFsell0.01 / 0.010.953572018.03.19 12:00:00filled
2018.03.20 16:00:0067USDCHFbuy0.01 / 0.010.955202018.03.20 16:00:00filled
2018.03.22 20:00:0068USDCHFbuy0.01 / 0.010.951142018.03.22 20:00:00filled
2018.03.23 16:00:0069USDCHFsell0.01 / 0.010.948292018.03.23 16:00:00filled
2018.03.23 16:00:0070USDCHFsell0.01 / 0.010.948292018.03.23 16:00:00filled
2018.03.27 08:00:0071USDCHFbuy0.01 / 0.010.945022018.03.27 08:00:00filled
2018.03.30 00:02:0072USDCHFsell0.01 / 0.010.956072018.03.30 00:02:00filled
2018.04.02 20:00:0073USDCHFbuy0.01 / 0.010.956112018.04.02 20:00:00filled
2018.04.02 20:00:0074USDCHFbuy0.01 / 0.010.956112018.04.02 20:00:00filled
2018.04.03 04:00:0075USDCHFsell0.01 / 0.010.955062018.04.03 04:00:00filled
2018.04.03 20:00:0076USDCHFbuy0.01 / 0.010.959162018.04.03 20:00:00filled
2018.04.04 12:00:0077USDCHFsell0.01 / 0.010.958132018.04.04 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
2018.01.02 10:00:002USDCHFbuyin0.010.973272-0.020.000.009 999.98
2018.01.05 16:00:003USDCHFsellout0.010.975473-0.02-0.062.2610 002.16
2018.01.08 08:00:004USDCHFbuyin0.010.975904-0.020.000.0010 002.14
2018.01.08 20:00:005USDCHFsellout0.010.976395-0.020.000.5010 002.62
2018.01.08 20:00:006USDCHFsellin0.010.976396-0.020.000.0010 002.60
2018.01.09 00:00:007USDCHFbuyout0.010.977697-0.02-0.03-1.3310 001.22
2018.01.16 04:00:008USDCHFbuyin0.010.963258-0.020.000.0010 001.20
2018.01.17 20:00:009USDCHFsellout0.010.960409-0.02-0.01-2.979 998.20
2018.01.17 20:00:0010USDCHFsellin0.010.9604010-0.020.000.009 998.18
2018.01.18 00:00:0011USDCHFbuyout0.010.9662011-0.02-0.08-6.009 992.08
2018.01.18 00:00:0012USDCHFbuyin0.010.9662012-0.020.000.009 992.06
2018.01.18 20:00:0013USDCHFsellout0.010.9594713-0.020.00-7.019 985.03
2018.01.22 12:00:0014USDCHFsellin0.010.9594714-0.020.000.009 985.01
2018.01.22 20:00:0015USDCHFbuyout0.010.9630615-0.020.00-3.739 981.26
2018.01.22 20:00:0016USDCHFbuyin0.010.9630616-0.020.000.009 981.24
2018.01.23 00:00:0017USDCHFsellout0.010.9614817-0.02-0.01-1.649 979.57
2018.01.23 00:00:0018USDCHFsellin0.010.9614818-0.020.000.009 979.55
2018.01.23 12:00:0019USDCHFbuyout0.010.9629119-0.020.00-1.499 978.04
2018.01.23 12:00:0020USDCHFbuyin0.010.9629120-0.020.000.009 978.02
2018.01.23 20:00:0021USDCHFsellout0.010.9589821-0.020.00-4.109 973.90
2018.01.25 12:00:0022USDCHFbuyin0.010.9410122-0.020.000.009 973.88
2018.01.25 16:00:0023USDCHFsellout0.010.9381623-0.020.00-3.049 970.82
2018.01.25 16:00:0024USDCHFsellin0.010.9381624-0.020.000.009 970.80
2018.01.25 20:00:0025USDCHFbuyout0.010.9351425-0.020.003.239 974.01
2018.01.25 20:00:0026USDCHFbuyin0.010.9351426-0.020.000.009 973.99
2018.01.26 12:00:0027USDCHFsellout0.010.9341927-0.02-0.01-1.029 972.94
2018.01.30 12:00:0028USDCHFsellin0.010.9340628-0.020.000.009 972.92
2018.01.31 20:00:0029USDCHFbuyout0.010.9328329-0.02-0.031.329 974.19
2018.01.31 20:00:0030USDCHFbuyin0.010.9328330-0.020.000.009 974.17
2018.02.01 20:00:0031USDCHFsellout0.010.9291831-0.02-0.05-3.939 970.17
2018.02.02 08:00:0032USDCHFbuyin0.010.9268732-0.020.000.009 970.15
2018.02.05 12:00:0033USDCHFsellout0.010.9299833-0.02-0.023.349 973.45
2018.02.06 08:00:0034USDCHFsellin0.010.9321234-0.020.000.009 973.43
2018.02.06 16:00:0035USDCHFbuyout0.010.9383635-0.020.00-6.659 966.76
2018.02.06 16:00:0036USDCHFbuyin0.010.9383636-0.020.000.009 966.74
2018.02.06 20:00:0037USDCHFsellout0.010.9374237-0.020.00-1.009 965.72
2018.02.06 20:00:0038USDCHFsellin0.010.9374238-0.020.000.009 965.70
2018.02.07 16:00:0039USDCHFbuyout0.010.9407739-0.02-0.03-3.569 962.09
2018.02.08 16:00:0040USDCHFsellin0.010.9406740-0.020.000.009 962.07
2018.02.09 20:00:0041USDCHFbuyout0.010.9397341-0.02-0.031.009 963.02
2018.02.14 12:00:0042USDCHFbuyin0.010.9351642-0.020.000.009 963.00
2018.02.14 20:00:0043USDCHFsellout0.010.9300843-0.020.00-5.469 957.52
2018.02.14 20:00:0044USDCHFsellin0.010.9300844-0.020.000.009 957.50
2018.02.15 20:00:0045USDCHFbuyout0.010.9259345-0.02-0.084.489 961.88
2018.02.21 12:00:0046USDCHFsellin0.010.9365746-0.020.000.009 961.86
2018.02.21 16:00:0047USDCHFbuyout0.010.9370947-0.020.00-0.559 961.29
2018.02.22 00:00:0048USDCHFbuyin0.010.9390248-0.020.000.009 961.27
2018.02.22 04:00:0049USDCHFsellout0.010.9383449-0.020.00-0.729 960.53
2018.02.22 04:00:0050USDCHFsellin0.010.9383450-0.020.000.009 960.51
2018.02.22 08:00:0051USDCHFbuyout0.010.9396451-0.020.00-1.389 959.11
2018.03.01 16:00:0052USDCHFsellin0.010.9462352-0.020.000.009 959.09
2018.03.05 16:00:0053USDCHFbuyout0.010.9381853-0.02-0.068.589 967.59
2018.03.05 16:00:0054USDCHFbuyin0.010.9381854-0.020.000.009 967.57
2018.03.06 00:00:0055USDCHFsellout0.010.9396655-0.02-0.011.589 969.12
2018.03.06 00:00:0056USDCHFsellin0.010.9396656-0.020.000.009 969.10
2018.03.07 12:00:0057USDCHFbuyout0.010.9375957-0.02-0.032.219 971.26
2018.03.13 12:00:0058USDCHFbuyin0.010.9480458-0.020.000.009 971.24
2018.03.13 16:00:0059USDCHFsellout0.010.9447759-0.020.00-3.469 967.76
2018.03.13 16:00:0060USDCHFsellin0.010.9447760-0.020.000.009 967.74
2018.03.14 12:00:0061USDCHFbuyout0.010.9457861-0.02-0.03-1.079 966.62
2018.03.14 20:00:0062USDCHFsellin0.010.9450862-0.020.000.009 966.60
2018.03.15 00:00:0063USDCHFbuyout0.010.9448963-0.02-0.080.209 966.70
2018.03.15 00:00:0064USDCHFbuyin0.010.9448964-0.020.000.009 966.68
2018.03.19 12:00:0065USDCHFsellout0.010.9535765-0.02-0.029.109 975.74
2018.03.19 12:00:0066USDCHFsellin0.010.9535766-0.020.000.009 975.72
2018.03.20 16:00:0067USDCHFbuyout0.010.9552067-0.02-0.03-1.719 973.96
2018.03.22 20:00:0068USDCHFbuyin0.010.9511468-0.020.000.009 973.94
2018.03.23 16:00:0069USDCHFsellout0.010.9482969-0.02-0.01-3.019 970.90
2018.03.23 16:00:0070USDCHFsellin0.010.9482970-0.020.000.009 970.88
2018.03.27 08:00:0071USDCHFbuyout0.010.9450271-0.02-0.063.469 974.26
2018.03.30 00:02:0072USDCHFsellin0.010.9560772-0.020.000.009 974.24
2018.04.02 20:00:0073USDCHFbuyout0.010.9561173-0.02-0.03-0.049 974.15
2018.04.02 20:00:0074USDCHFbuyin0.010.9561174-0.020.000.009 974.13
2018.04.03 04:00:0075USDCHFsellout0.010.9550675-0.02-0.01-1.109 973.00
2018.04.03 20:00:0076USDCHFbuyin0.010.9591676-0.020.000.009 972.98
2018.04.04 12:00:0077USDCHFsellout0.010.9581377-0.02-0.01-1.089 971.87
-1.52 -0.82 -25.79 9 971.87