Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: USDCAD
Period: H4 (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: 1486 Ticks: 20767289 Symbols: 1
Total Net Profit: -39.29 Balance Drawdown Absolute: 39.29 Equity Drawdown Absolute: 52.48
Gross Profit: 7.56 Balance Drawdown Maximal: 39.29 (0.39%) Equity Drawdown Maximal: 58.30 (0.58%)
Gross Loss: -46.85 Balance Drawdown Relative: 0.39% (39.29) Equity Drawdown Relative: 0.58% (58.30)
Profit Factor: 0.16 Expected Payoff: -6.55 Margin Level: 49737.60%
Recovery Factor: -0.67 Sharpe Ratio: -0.67 Z-Score: -0.18 (14.28%)
AHPR: 0.9993 (-0.07%) LR Correlation: -0.75 OnTester result: 0
GHPR: 0.9993 (-0.07%) LR Standard Error: 10.50
Total Trades: 6 Short Trades (won %): 6 (33.33%) Long Trades (won %): 0 (0.00%)
Total Deals: 12 Profit Trades (% of total): 2 (33.33%) Loss Trades (% of total): 4 (66.67%)
Largest profit trade: 6.91 Largest loss trade: -21.52
Average profit trade: 3.78 Average loss trade: -11.71
Maximum consecutive wins ($): 2 (7.56) Maximum consecutive losses ($): 3 (-37.78)
Maximal consecutive profit (count): 7.56 (2) Maximal consecutive loss (count): -37.78 (3)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): -0.06 Correlation (Profits,MAE): 0.98 Correlation (MFE,MAE): -0.1129
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 04:00:002USDCADsell0.01 / 0.011.330492017.03.01 04:00:00filled
2017.03.10 16:00:003USDCADbuy0.01 / 0.011.342362017.03.10 16:00:00filled
2017.04.10 08:00:004USDCADsell0.01 / 0.011.341882017.04.10 08:00:00filled
2017.04.11 20:00:005USDCADbuy0.01 / 0.011.332632017.04.11 20:00:00filled
2017.05.04 08:00:006USDCADsell0.01 / 0.011.371282017.05.04 08:00:00filled
2017.05.05 20:00:007USDCADbuy0.01 / 0.011.370352017.05.05 20:00:00filled
2017.06.02 04:00:008USDCADsell0.01 / 0.011.351322017.06.02 04:00:00filled
2017.06.02 16:00:009USDCADbuy0.01 / 0.011.352682017.06.02 16:00:00filled
2017.10.17 20:00:0010USDCADsell0.01 / 0.011.255532017.10.17 20:00:00filled
2017.10.23 04:00:0011USDCADsell0.01 / 0.011.263532017.10.23 04:00:00filled
2017.10.31 00:00:0012USDCADbuy0.01 / 0.011.282962017.10.31 00:00:00filled
2017.10.31 00:00:0013USDCADbuy0.01 / 0.011.282962017.10.31 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 04:00:002USDCADsellin0.011.330492-0.020.000.009 999.98
2017.03.10 16:00:003USDCADbuyout0.011.342363-0.02-0.09-8.849 991.03
2017.04.10 08:00:004USDCADsellin0.011.341884-0.020.000.009 991.01
2017.04.11 20:00:005USDCADbuyout0.011.332635-0.02-0.016.949 997.92
2017.05.04 08:00:006USDCADsellin0.011.371286-0.020.000.009 997.90
2017.05.05 20:00:007USDCADbuyout0.011.370357-0.02-0.010.689 998.55
2017.06.02 04:00:008USDCADsellin0.011.351328-0.020.000.009 998.53
2017.06.02 16:00:009USDCADbuyout0.011.352689-0.020.00-1.019 997.50
2017.10.17 20:00:0010USDCADsellin0.011.2555310-0.020.000.009 997.48
2017.10.23 04:00:0011USDCADsellin0.011.2635311-0.020.000.009 997.46
2017.10.31 00:00:0012USDCADbuyout0.011.2829612-0.02-0.07-15.149 982.23
2017.10.31 00:00:0013USDCADbuyout0.011.2829613-0.02-0.12-21.389 960.71
-0.24 -0.30 -38.75 9 960.71