Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: USDJPY
Period: H4 (2017.01.01 - 2017.12.13)
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
History Quality: 99%
Bars: 1480 Ticks: 28596779 Symbols: 1
Total Net Profit: 0.42 Balance Drawdown Absolute: 19.95 Equity Drawdown Absolute: 22.11
Gross Profit: 29.04 Balance Drawdown Maximal: 19.95 (0.20%) Equity Drawdown Maximal: 26.59 (0.27%)
Gross Loss: -28.62 Balance Drawdown Relative: 0.20% (19.95) Equity Drawdown Relative: 0.27% (26.59)
Profit Factor: 1.01 Expected Payoff: 0.07 Margin Level: 49891.00%
Recovery Factor: 0.02 Sharpe Ratio: 0.01 Z-Score: -0.18 (14.28%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.66 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 8.19
Total Trades: 6 Short Trades (won %): 6 (66.67%) Long Trades (won %): 0 (0.00%)
Total Deals: 12 Profit Trades (% of total): 4 (66.67%) Loss Trades (% of total): 2 (33.33%)
Largest profit trade: 15.01 Largest loss trade: -19.91
Average profit trade: 7.26 Average loss trade: -14.31
Maximum consecutive wins ($): 4 (29.04) Maximum consecutive losses ($): 1 (-19.91)
Maximal consecutive profit (count): 29.04 (4) Maximal consecutive loss (count): -19.91 (1)
Average consecutive wins: 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.88 Correlation (Profits,MAE): 0.92 Correlation (MFE,MAE): 0.8144
Graph
Minimal position holding time: 12:00:00 Maximal position holding time: 220:00:00 Average position holding time: 104:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.03.01 04:00:002USDJPYsell0.01 / 0.01113.0192017.03.01 04:00:00filled
2017.03.10 16:00:003USDJPYbuy0.01 / 0.01115.2452017.03.10 16:00:00filled
2017.04.10 08:00:004USDJPYsell0.01 / 0.01111.4172017.04.10 08:00:00filled
2017.04.11 20:00:005USDJPYbuy0.01 / 0.01109.7622017.04.11 20:00:00filled
2017.05.04 08:00:006USDJPYsell0.01 / 0.01112.7662017.05.04 08:00:00filled
2017.05.05 20:00:007USDJPYbuy0.01 / 0.01112.7462017.05.05 20:00:00filled
2017.06.02 04:00:008USDJPYsell0.01 / 0.01111.6442017.06.02 04:00:00filled
2017.06.02 16:00:009USDJPYbuy0.01 / 0.01110.7162017.06.02 16:00:00filled
2017.10.17 20:00:0010USDJPYsell0.01 / 0.01112.2792017.10.17 20:00:00filled
2017.10.23 04:00:0011USDJPYsell0.01 / 0.01113.8452017.10.23 04:00:00filled
2017.10.31 00:00:0012USDJPYbuy0.01 / 0.01113.1672017.10.31 00:00:00filled
2017.10.31 00:00:0013USDJPYbuy0.01 / 0.01113.1672017.10.31 00:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.03.01 04:00:002USDJPYsellin0.01113.0192-0.020.000.009 999.98
2017.03.10 16:00:003USDJPYbuyout0.01115.2453-0.02-0.57-19.329 980.07
2017.04.10 08:00:004USDJPYsellin0.01111.4174-0.020.000.009 980.05
2017.04.11 20:00:005USDJPYbuyout0.01109.7625-0.02-0.0515.089 995.06
2017.05.04 08:00:006USDJPYsellin0.01112.7666-0.020.000.009 995.04
2017.05.05 20:00:007USDJPYbuyout0.01112.7467-0.02-0.050.189 995.15
2017.06.02 04:00:008USDJPYsellin0.01111.6448-0.020.000.009 995.13
2017.06.02 16:00:009USDJPYbuyout0.01110.7169-0.020.008.3810 003.49
2017.10.17 20:00:0010USDJPYsellin0.01112.27910-0.020.000.0010 003.47
2017.10.23 04:00:0011USDJPYsellin0.01113.84511-0.020.000.0010 003.45
2017.10.31 00:00:0012USDJPYbuyout0.01113.16712-0.02-0.415.9910 009.01
2017.10.31 00:00:0013USDJPYbuyout0.01113.16713-0.02-0.72-7.8510 000.42
-0.24 -1.80 2.46 10 000.42