Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | USDCHF | |||||||||||
Period: | H4 (2017.01.01 - 2017.12.15) | |||||||||||
Inputs: | SELLPROFIT=0 | |||||||||||
SELL1LIMIT=50 | ||||||||||||
SELL2FROM=40 | ||||||||||||
SELL2TO=20 | ||||||||||||
BUYPROFIT=0 | ||||||||||||
BUY1LIMIT=-50 | ||||||||||||
BUY2FROM=-40 | ||||||||||||
BUY2TO=-20 | ||||||||||||
WPR=20 | ||||||||||||
Broker: | RoboForex (CY) Ltd. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 99% | |||||||||||
Bars: | 1492 | Ticks: | 19621129 | Symbols: | 1 | |||||||
Total Net Profit: | -16.16 | Balance Drawdown Absolute: | 16.16 | Equity Drawdown Absolute: | 33.91 | |||||||
Gross Profit: | 12.47 | Balance Drawdown Maximal: | 25.11 (0.25%) | Equity Drawdown Maximal: | 49.43 (0.49%) | |||||||
Gross Loss: | -28.63 | Balance Drawdown Relative: | 0.25% (25.11) | Equity Drawdown Relative: | 0.49% (49.43) | |||||||
Profit Factor: | 0.44 | Expected Payoff: | -2.69 | Margin Level: | 49830.45% | |||||||
Recovery Factor: | -0.33 | Sharpe Ratio: | -0.34 | Z-Score: | -0.46 (35.45%) | |||||||
AHPR: | 0.9997 (-0.03%) | LR Correlation: | -0.34 | OnTester result: | 0 | |||||||
GHPR: | 0.9997 (-0.03%) | LR Standard Error: | 8.13 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 6 (50.00%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 3 (50.00%) | Loss Trades (% of total): | 3 (50.00%) | |||||||
Largest profit trade: | 7.09 | Largest loss trade: | -15.04 | |||||||||
Average profit trade: | 4.16 | Average loss trade: | -9.54 | |||||||||
Maximum consecutive wins ($): | 3 (12.47) | Maximum consecutive losses ($): | 2 (-25.07) | |||||||||
Maximal consecutive profit (count): | 12.47 (3) | Maximal consecutive loss (count): | -25.07 (2) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.32 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | 0.2169 | |||||||
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Minimal position holding time: | 12:00:00 | Maximal position holding time: | 220:00:00 | Average position holding time: | 104:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.03.01 04:00:00 | 2 | USDCHF | sell | 0.01 / 0.01 | 1.00682 | 2017.03.01 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 3 | USDCHF | buy | 0.01 / 0.01 | 1.01003 | 2017.03.10 16:00:00 | filled | |||||
2017.04.10 08:00:00 | 4 | USDCHF | sell | 0.01 / 0.01 | 1.00896 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 5 | USDCHF | buy | 0.01 / 0.01 | 1.00798 | 2017.04.11 20:00:00 | filled | |||||
2017.05.04 08:00:00 | 6 | USDCHF | sell | 0.01 / 0.01 | 0.99434 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 7 | USDCHF | buy | 0.01 / 0.01 | 0.98729 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 8 | USDCHF | sell | 0.01 / 0.01 | 0.97105 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 9 | USDCHF | buy | 0.01 / 0.01 | 0.96673 | 2017.06.02 16:00:00 | filled | |||||
2017.10.17 20:00:00 | 10 | USDCHF | sell | 0.01 / 0.01 | 0.98020 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 11 | USDCHF | sell | 0.01 / 0.01 | 0.98501 | 2017.10.23 04:00:00 | filled | |||||
2017.10.31 00:00:00 | 12 | USDCHF | buy | 0.01 / 0.01 | 0.99474 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 13 | USDCHF | buy | 0.01 / 0.01 | 0.99474 | 2017.10.31 00:00:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2017.03.01 04:00:00 | 2 | USDCHF | sell | in | 0.01 | 1.00682 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.03.10 16:00:00 | 3 | USDCHF | buy | out | 0.01 | 1.01003 | 3 | -0.02 | -0.24 | -3.18 | 9 996.54 | |
2017.04.10 08:00:00 | 4 | USDCHF | sell | in | 0.01 | 1.00896 | 4 | -0.02 | 0.00 | 0.00 | 9 996.52 | |
2017.04.11 20:00:00 | 5 | USDCHF | buy | out | 0.01 | 1.00798 | 5 | -0.02 | -0.02 | 0.97 | 9 997.45 | |
2017.05.04 08:00:00 | 6 | USDCHF | sell | in | 0.01 | 0.99434 | 6 | -0.02 | 0.00 | 0.00 | 9 997.43 | |
2017.05.05 20:00:00 | 7 | USDCHF | buy | out | 0.01 | 0.98729 | 7 | -0.02 | -0.03 | 7.14 | 10 004.52 | |
2017.06.02 04:00:00 | 8 | USDCHF | sell | in | 0.01 | 0.97105 | 8 | -0.02 | 0.00 | 0.00 | 10 004.50 | |
2017.06.02 16:00:00 | 9 | USDCHF | buy | out | 0.01 | 0.96673 | 9 | -0.02 | 0.00 | 4.47 | 10 008.95 | |
2017.10.17 20:00:00 | 10 | USDCHF | sell | in | 0.01 | 0.98020 | 10 | -0.02 | 0.00 | 0.00 | 10 008.93 | |
2017.10.23 04:00:00 | 11 | USDCHF | sell | in | 0.01 | 0.98501 | 11 | -0.02 | 0.00 | 0.00 | 10 008.91 | |
2017.10.31 00:00:00 | 12 | USDCHF | buy | out | 0.01 | 0.99474 | 12 | -0.02 | -0.23 | -9.78 | 9 998.88 | |
2017.10.31 00:00:00 | 13 | USDCHF | buy | out | 0.01 | 0.99474 | 13 | -0.02 | -0.40 | -14.62 | 9 983.84 | |
-0.24 | -0.92 | -15.00 | 9 983.84 | |||||||||