Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: AUDUSD
Period: H1 (2017.01.01 - 2017.12.14)
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: 5939 Ticks: 19061138 Symbols: 1
Total Net Profit: -28.57 Balance Drawdown Absolute: 30.08 Equity Drawdown Absolute: 33.80
Gross Profit: 34.69 Balance Drawdown Maximal: 47.78 (0.48%) Equity Drawdown Maximal: 51.91 (0.52%)
Gross Loss: -63.26 Balance Drawdown Relative: 0.48% (47.78) Equity Drawdown Relative: 0.52% (51.91)
Profit Factor: 0.55 Expected Payoff: -0.73 Margin Level: 41945.29%
Recovery Factor: -0.55 Sharpe Ratio: -0.19 Z-Score: -0.94 (65.28%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.81 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 9.06
Total Trades: 39 Short Trades (won %): 0 (0.00%) Long Trades (won %): 39 (53.85%)
Total Deals: 78 Profit Trades (% of total): 21 (53.85%) Loss Trades (% of total): 18 (46.15%)
Largest profit trade: 4.79 Largest loss trade: -13.19
Average profit trade: 1.65 Average loss trade: -3.51
Maximum consecutive wins ($): 8 (17.83) Maximum consecutive losses ($): 6 (-20.65)
Maximal consecutive profit (count): 17.83 (8) Maximal consecutive loss (count): -30.18 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): 0.96 Correlation (MFE,MAE): 0.3541
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 85:00:00 Average position holding time: 18:30:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.02 11:00:002AUDUSDbuy0.01 / 0.010.717652017.01.02 11:00:00filled
2017.01.03 01:00:003AUDUSDbuy0.01 / 0.010.719682017.01.03 01:00:00filled
2017.01.03 05:00:004AUDUSDsell0.01 / 0.010.722442017.01.03 05:00:00filled
2017.01.03 05:00:005AUDUSDsell0.01 / 0.010.722442017.01.03 05:00:00filled
2017.01.09 10:00:006AUDUSDbuy0.01 / 0.010.731192017.01.09 10:00:00filled
2017.01.09 16:00:007AUDUSDsell0.01 / 0.010.733612017.01.09 16:00:00filled
2017.01.18 14:00:008AUDUSDbuy0.01 / 0.010.755452017.01.18 14:00:00filled
2017.01.18 16:00:009AUDUSDbuy0.01 / 0.010.754422017.01.18 16:00:00filled
2017.01.18 18:00:0010AUDUSDsell0.01 / 0.010.756402017.01.18 18:00:00filled
2017.01.18 18:00:0011AUDUSDsell0.01 / 0.010.756402017.01.18 18:00:00filled
2017.02.01 17:00:0012AUDUSDbuy0.01 / 0.010.756592017.02.01 17:00:00filled
2017.02.01 22:00:0013AUDUSDsell0.01 / 0.010.758862017.02.01 22:00:00filled
2017.02.03 01:00:0014AUDUSDbuy0.01 / 0.010.765692017.02.03 01:00:00filled
2017.02.03 16:00:0015AUDUSDsell0.01 / 0.010.766952017.02.03 16:00:00filled
2017.03.08 01:00:0016AUDUSDbuy0.01 / 0.010.758782017.03.08 01:00:00filled
2017.03.08 05:00:0017AUDUSDsell0.01 / 0.010.760302017.03.08 05:00:00filled
2017.03.08 21:00:0018AUDUSDbuy0.01 / 0.010.754032017.03.08 21:00:00filled
2017.03.09 01:00:0019AUDUSDbuy0.01 / 0.010.752342017.03.09 01:00:00filled
2017.03.09 15:00:0020AUDUSDsell0.01 / 0.010.751562017.03.09 15:00:00filled
2017.03.09 15:00:0021AUDUSDsell0.01 / 0.010.751562017.03.09 15:00:00filled
2017.03.24 00:00:0022AUDUSDbuy0.01 / 0.010.762662017.03.24 00:00:00filled
2017.03.24 18:00:0023AUDUSDsell0.01 / 0.010.761732017.03.24 18:00:00filled
2017.03.28 22:00:0024AUDUSDbuy0.01 / 0.010.763662017.03.28 22:00:00filled
2017.03.29 16:00:0025AUDUSDsell0.01 / 0.010.765652017.03.29 16:00:00filled
2017.03.31 14:00:0026AUDUSDbuy0.01 / 0.010.764252017.03.31 14:00:00filled
2017.03.31 19:00:0027AUDUSDsell0.01 / 0.010.763702017.03.31 19:00:00filled
2017.04.04 12:00:0028AUDUSDbuy0.01 / 0.010.756302017.04.04 12:00:00filled
2017.04.05 04:00:0029AUDUSDsell0.01 / 0.010.757062017.04.05 04:00:00filled
2017.04.10 01:00:0030AUDUSDbuy0.01 / 0.010.749872017.04.10 01:00:00filled
2017.04.10 17:00:0031AUDUSDsell0.01 / 0.010.749722017.04.10 17:00:00filled
2017.04.14 01:00:0032AUDUSDbuy0.01 / 0.010.756982017.04.14 01:00:00filled
2017.04.14 13:00:0033AUDUSDsell0.01 / 0.010.757332017.04.14 13:00:00filled
2017.04.18 01:00:0034AUDUSDbuy0.01 / 0.010.759142017.04.18 01:00:00filled
2017.04.18 15:00:0035AUDUSDsell0.01 / 0.010.754822017.04.18 15:00:00filled
2017.04.24 20:00:0036AUDUSDbuy0.01 / 0.010.755802017.04.24 20:00:00filled
2017.04.25 08:00:0037AUDUSDbuy0.01 / 0.010.755702017.04.25 08:00:00filled
2017.04.27 06:00:0038AUDUSDsell0.01 / 0.010.748632017.04.27 06:00:00filled
2017.04.27 06:00:0039AUDUSDsell0.01 / 0.010.748632017.04.27 06:00:00filled
2017.05.02 01:00:0040AUDUSDbuy0.01 / 0.010.752342017.05.02 01:00:00filled
2017.05.02 11:00:0041AUDUSDbuy0.01 / 0.010.752832017.05.02 11:00:00filled
2017.05.02 21:00:0042AUDUSDsell0.01 / 0.010.752352017.05.02 21:00:00filled
2017.05.02 21:00:0043AUDUSDsell0.01 / 0.010.752352017.05.02 21:00:00filled
2017.05.04 05:00:0044AUDUSDbuy0.01 / 0.010.741352017.05.04 05:00:00filled
2017.05.04 18:00:0045AUDUSDsell0.01 / 0.010.739712017.05.04 18:00:00filled
2017.05.30 01:00:0046AUDUSDbuy0.01 / 0.010.743832017.05.30 01:00:00filled
2017.05.30 12:00:0047AUDUSDsell0.01 / 0.010.745172017.05.30 12:00:00filled
2017.06.02 01:00:0048AUDUSDbuy0.01 / 0.010.737632017.06.02 01:00:00filled
2017.06.02 16:00:0049AUDUSDsell0.01 / 0.010.740822017.06.02 16:00:00filled
2017.07.20 12:00:0050AUDUSDbuy0.01 / 0.010.790952017.07.20 12:00:00filled
2017.07.20 17:00:0051AUDUSDsell0.01 / 0.010.792362017.07.20 17:00:00filled
2017.07.28 05:00:0052AUDUSDbuy0.01 / 0.010.796832017.07.28 05:00:00filled
2017.07.28 16:00:0053AUDUSDsell0.01 / 0.010.797192017.07.28 16:00:00filled
2017.07.31 17:00:0054AUDUSDbuy0.01 / 0.010.796612017.07.31 17:00:00filled
2017.07.31 18:00:0055AUDUSDsell0.01 / 0.010.798172017.07.31 18:00:00filled
2017.08.14 17:00:0056AUDUSDbuy0.01 / 0.010.786402017.08.14 17:00:00filled
2017.08.16 09:00:0057AUDUSDsell0.01 / 0.010.784052017.08.16 09:00:00filled
2017.08.18 01:00:0058AUDUSDbuy0.01 / 0.010.788832017.08.18 01:00:00filled
2017.08.18 07:00:0059AUDUSDsell0.01 / 0.010.789472017.08.18 07:00:00filled
2017.09.13 19:00:0060AUDUSDbuy0.01 / 0.010.798622017.09.13 19:00:00filled
2017.09.14 13:00:0061AUDUSDsell0.01 / 0.010.800522017.09.14 13:00:00filled
2017.09.25 01:00:0062AUDUSDbuy0.01 / 0.010.795412017.09.25 01:00:00filled
2017.09.25 14:00:0063AUDUSDbuy0.01 / 0.010.795532017.09.25 14:00:00filled
2017.09.27 23:00:0064AUDUSDbuy0.01 / 0.010.785512017.09.27 23:00:00filled
2017.09.28 14:00:0065AUDUSDsell0.01 / 0.010.782302017.09.28 14:00:00filled
2017.09.28 14:00:0066AUDUSDsell0.01 / 0.010.782302017.09.28 14:00:00filled
2017.09.28 14:00:0067AUDUSDsell0.01 / 0.010.782302017.09.28 14:00:00filled
2017.10.02 19:00:0068AUDUSDbuy0.01 / 0.010.782392017.10.02 19:00:00filled
2017.10.03 14:00:0069AUDUSDsell0.01 / 0.010.781672017.10.03 14:00:00filled
2017.11.01 23:00:0070AUDUSDbuy0.01 / 0.010.767602017.11.01 23:00:00filled
2017.11.02 03:00:0071AUDUSDsell0.01 / 0.010.769052017.11.02 03:00:00filled
2017.11.13 01:00:0072AUDUSDbuy0.01 / 0.010.764872017.11.13 01:00:00filled
2017.11.14 14:00:0073AUDUSDsell0.01 / 0.010.763212017.11.14 14:00:00filled
2017.11.24 10:00:0074AUDUSDbuy0.01 / 0.010.761452017.11.24 10:00:00filled
2017.11.24 15:00:0075AUDUSDsell0.01 / 0.010.761972017.11.24 15:00:00filled
2017.11.28 18:00:0076AUDUSDbuy0.01 / 0.010.759852017.11.28 18:00:00filled
2017.11.29 19:00:0077AUDUSDsell0.01 / 0.010.757112017.11.29 19:00:00filled
2017.12.07 23:00:0078AUDUSDbuy0.01 / 0.010.751352017.12.07 23:00:00filled
2017.12.08 16:00:0079AUDUSDsell0.01 / 0.010.752872017.12.08 16:00:00filled
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
2017.01.02 11:00:002AUDUSDbuyin0.010.717652-0.010.000.009 999.99
2017.01.03 01:00:003AUDUSDbuyin0.010.719683-0.010.000.009 999.98
2017.01.03 05:00:004AUDUSDsellout0.010.722444-0.010.002.7610 002.73
2017.01.03 05:00:005AUDUSDsellout0.010.722445-0.010.014.7910 007.52
2017.01.09 10:00:006AUDUSDbuyin0.010.731196-0.010.000.0010 007.51
2017.01.09 16:00:007AUDUSDsellout0.010.733617-0.010.002.4210 009.92
2017.01.18 14:00:008AUDUSDbuyin0.010.755458-0.020.000.0010 009.90
2017.01.18 16:00:009AUDUSDbuyin0.010.754429-0.020.000.0010 009.88
2017.01.18 18:00:0010AUDUSDsellout0.010.7564010-0.020.001.9810 011.84
2017.01.18 18:00:0011AUDUSDsellout0.010.7564011-0.020.000.9510 012.77
2017.02.01 17:00:0012AUDUSDbuyin0.010.7565912-0.020.000.0010 012.75
2017.02.01 22:00:0013AUDUSDsellout0.010.7588613-0.020.002.2710 015.00
2017.02.03 01:00:0014AUDUSDbuyin0.010.7656914-0.020.000.0010 014.98
2017.02.03 16:00:0015AUDUSDsellout0.010.7669515-0.020.001.2610 016.22
2017.03.08 01:00:0016AUDUSDbuyin0.010.7587816-0.020.000.0010 016.20
2017.03.08 05:00:0017AUDUSDsellout0.010.7603017-0.020.001.5210 017.70
2017.03.08 21:00:0018AUDUSDbuyin0.010.7540318-0.020.000.0010 017.68
2017.03.09 01:00:0019AUDUSDbuyin0.010.7523419-0.020.000.0010 017.66
2017.03.09 15:00:0020AUDUSDsellout0.010.7515620-0.020.00-0.7810 016.86
2017.03.09 15:00:0021AUDUSDsellout0.010.7515621-0.020.04-2.4710 014.41
2017.03.24 00:00:0022AUDUSDbuyin0.010.7626622-0.020.000.0010 014.39
2017.03.24 18:00:0023AUDUSDsellout0.010.7617323-0.020.00-0.9310 013.44
2017.03.28 22:00:0024AUDUSDbuyin0.010.7636624-0.020.000.0010 013.42
2017.03.29 16:00:0025AUDUSDsellout0.010.7656525-0.020.011.9910 015.40
2017.03.31 14:00:0026AUDUSDbuyin0.010.7642526-0.020.000.0010 015.38
2017.03.31 19:00:0027AUDUSDsellout0.010.7637027-0.020.00-0.5510 014.81
2017.04.04 12:00:0028AUDUSDbuyin0.010.7563028-0.020.000.0010 014.79
2017.04.05 04:00:0029AUDUSDsellout0.010.7570629-0.020.010.7610 015.54
2017.04.10 01:00:0030AUDUSDbuyin0.010.7498730-0.020.000.0010 015.52
2017.04.10 17:00:0031AUDUSDsellout0.010.7497231-0.020.00-0.1510 015.35
2017.04.14 01:00:0032AUDUSDbuyin0.010.7569832-0.020.000.0010 015.33
2017.04.14 13:00:0033AUDUSDsellout0.010.7573333-0.020.000.3510 015.66
2017.04.18 01:00:0034AUDUSDbuyin0.010.7591434-0.020.000.0010 015.64
2017.04.18 15:00:0035AUDUSDsellout0.010.7548235-0.020.00-4.3210 011.30
2017.04.24 20:00:0036AUDUSDbuyin0.010.7558036-0.020.000.0010 011.28
2017.04.25 08:00:0037AUDUSDbuyin0.010.7557037-0.020.000.0010 011.26
2017.04.27 06:00:0038AUDUSDsellout0.010.7486338-0.010.05-7.0710 004.23
2017.04.27 06:00:0039AUDUSDsellout0.010.7486339-0.010.06-7.179 997.11
2017.05.02 01:00:0040AUDUSDbuyin0.010.7523440-0.020.000.009 997.09
2017.05.02 11:00:0041AUDUSDbuyin0.010.7528341-0.020.000.009 997.07
2017.05.02 21:00:0042AUDUSDsellout0.010.7523542-0.020.00-0.489 996.57
2017.05.02 21:00:0043AUDUSDsellout0.010.7523543-0.020.000.019 996.56
2017.05.04 05:00:0044AUDUSDbuyin0.010.7413544-0.010.000.009 996.55
2017.05.04 18:00:0045AUDUSDsellout0.010.7397145-0.010.00-1.649 994.90
2017.05.30 01:00:0046AUDUSDbuyin0.010.7438346-0.010.000.009 994.89
2017.05.30 12:00:0047AUDUSDsellout0.010.7451747-0.010.001.349 996.22
2017.06.02 01:00:0048AUDUSDbuyin0.010.7376348-0.010.000.009 996.21
2017.06.02 16:00:0049AUDUSDsellout0.010.7408249-0.010.003.199 999.39
2017.07.20 12:00:0050AUDUSDbuyin0.010.7909550-0.020.000.009 999.37
2017.07.20 17:00:0051AUDUSDsellout0.010.7923651-0.020.001.4110 000.76
2017.07.28 05:00:0052AUDUSDbuyin0.010.7968352-0.020.000.0010 000.74
2017.07.28 16:00:0053AUDUSDsellout0.010.7971953-0.020.000.3610 001.08
2017.07.31 17:00:0054AUDUSDbuyin0.010.7966154-0.020.000.0010 001.06
2017.07.31 18:00:0055AUDUSDsellout0.010.7981755-0.020.001.5610 002.60
2017.08.14 17:00:0056AUDUSDbuyin0.010.7864056-0.020.000.0010 002.58
2017.08.16 09:00:0057AUDUSDsellout0.010.7840557-0.020.02-2.3510 000.23
2017.08.18 01:00:0058AUDUSDbuyin0.010.7888358-0.020.000.0010 000.21
2017.08.18 07:00:0059AUDUSDsellout0.010.7894759-0.020.000.6410 000.83
2017.09.13 19:00:0060AUDUSDbuyin0.010.7986260-0.020.000.0010 000.81
2017.09.14 13:00:0061AUDUSDsellout0.010.8005261-0.020.041.9010 002.73
2017.09.25 01:00:0062AUDUSDbuyin0.010.7954162-0.020.000.0010 002.71
2017.09.25 14:00:0063AUDUSDbuyin0.010.7955363-0.020.000.0010 002.69
2017.09.27 23:00:0064AUDUSDbuyin0.010.7855164-0.020.000.0010 002.67
2017.09.28 14:00:0065AUDUSDsellout0.010.7823065-0.020.04-3.219 999.48
2017.09.28 14:00:0066AUDUSDsellout0.010.7823066-0.020.06-13.239 986.29
2017.09.28 14:00:0067AUDUSDsellout0.010.7823067-0.020.06-13.119 973.22
2017.10.02 19:00:0068AUDUSDbuyin0.010.7823968-0.020.000.009 973.20
2017.10.03 14:00:0069AUDUSDsellout0.010.7816769-0.020.01-0.729 972.47
2017.11.01 23:00:0070AUDUSDbuyin0.010.7676070-0.020.000.009 972.45
2017.11.02 03:00:0071AUDUSDsellout0.010.7690571-0.020.041.459 973.92
2017.11.13 01:00:0072AUDUSDbuyin0.010.7648772-0.020.000.009 973.90
2017.11.14 14:00:0073AUDUSDsellout0.010.7632173-0.020.01-1.669 972.23
2017.11.24 10:00:0074AUDUSDbuyin0.010.7614574-0.020.000.009 972.21
2017.11.24 15:00:0075AUDUSDsellout0.010.7619775-0.020.000.529 972.71
2017.11.28 18:00:0076AUDUSDbuyin0.010.7598576-0.020.000.009 972.69
2017.11.29 19:00:0077AUDUSDsellout0.010.7571177-0.020.01-2.749 969.94
2017.12.07 23:00:0078AUDUSDbuyin0.010.7513578-0.020.000.009 969.92
2017.12.08 16:00:0079AUDUSDsellout0.010.7528779-0.020.011.529 971.43
-1.42 0.48 -27.63 9 971.43