Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.32 Correlation (Profits,MAE): 0.98 Correlation (MFE,MAE): 0.2169
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 04:00:002USDCHFsell0.01 / 0.011.006822017.03.01 04:00:00filled
2017.03.10 16:00:003USDCHFbuy0.01 / 0.011.010032017.03.10 16:00:00filled
2017.04.10 08:00:004USDCHFsell0.01 / 0.011.008962017.04.10 08:00:00filled
2017.04.11 20:00:005USDCHFbuy0.01 / 0.011.007982017.04.11 20:00:00filled
2017.05.04 08:00:006USDCHFsell0.01 / 0.010.994342017.05.04 08:00:00filled
2017.05.05 20:00:007USDCHFbuy0.01 / 0.010.987292017.05.05 20:00:00filled
2017.06.02 04:00:008USDCHFsell0.01 / 0.010.971052017.06.02 04:00:00filled
2017.06.02 16:00:009USDCHFbuy0.01 / 0.010.966732017.06.02 16:00:00filled
2017.10.17 20:00:0010USDCHFsell0.01 / 0.010.980202017.10.17 20:00:00filled
2017.10.23 04:00:0011USDCHFsell0.01 / 0.010.985012017.10.23 04:00:00filled
2017.10.31 00:00:0012USDCHFbuy0.01 / 0.010.994742017.10.31 00:00:00filled
2017.10.31 00:00:0013USDCHFbuy0.01 / 0.010.994742017.10.31 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 04:00:002USDCHFsellin0.011.006822-0.020.000.009 999.98
2017.03.10 16:00:003USDCHFbuyout0.011.010033-0.02-0.24-3.189 996.54
2017.04.10 08:00:004USDCHFsellin0.011.008964-0.020.000.009 996.52
2017.04.11 20:00:005USDCHFbuyout0.011.007985-0.02-0.020.979 997.45
2017.05.04 08:00:006USDCHFsellin0.010.994346-0.020.000.009 997.43
2017.05.05 20:00:007USDCHFbuyout0.010.987297-0.02-0.037.1410 004.52
2017.06.02 04:00:008USDCHFsellin0.010.971058-0.020.000.0010 004.50
2017.06.02 16:00:009USDCHFbuyout0.010.966739-0.020.004.4710 008.95
2017.10.17 20:00:0010USDCHFsellin0.010.9802010-0.020.000.0010 008.93
2017.10.23 04:00:0011USDCHFsellin0.010.9850111-0.020.000.0010 008.91
2017.10.31 00:00:0012USDCHFbuyout0.010.9947412-0.02-0.23-9.789 998.88
2017.10.31 00:00:0013USDCHFbuyout0.010.9947413-0.02-0.40-14.629 983.84
-0.24 -0.92 -15.00 9 983.84