Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: NZDUSD
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: 18342961 Symbols: 1
Total Net Profit: -20.09 Balance Drawdown Absolute: 23.10 Equity Drawdown Absolute: 26.04
Gross Profit: 40.58 Balance Drawdown Maximal: 43.42 (0.43%) Equity Drawdown Maximal: 46.83 (0.47%)
Gross Loss: -60.67 Balance Drawdown Relative: 0.43% (43.42) Equity Drawdown Relative: 0.47% (46.83)
Profit Factor: 0.67 Expected Payoff: -0.52 Margin Level: 45710.17%
Recovery Factor: -0.43 Sharpe Ratio: -0.14 Z-Score: 0.43 (33.28%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.69 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 9.08
Total Trades: 39 Short Trades (won %): 0 (0.00%) Long Trades (won %): 39 (66.67%)
Total Deals: 78 Profit Trades (% of total): 26 (66.67%) Loss Trades (% of total): 13 (33.33%)
Largest profit trade: 5.30 Largest loss trade: -12.58
Average profit trade: 1.56 Average loss trade: -4.67
Maximum consecutive wins ($): 10 (14.84) Maximum consecutive losses ($): 4 (-24.30)
Maximal consecutive profit (count): 14.84 (10) Maximal consecutive loss (count): -24.30 (4)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.61 Correlation (Profits,MAE): 0.95 Correlation (MFE,MAE): 0.4518
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 11:00:002NZDUSDbuy0.01 / 0.010.692452017.01.02 11:00:00filled
2017.01.03 01:00:003NZDUSDbuy0.01 / 0.010.692862017.01.03 01:00:00filled
2017.01.03 05:00:004NZDUSDsell0.01 / 0.010.695682017.01.03 05:00:00filled
2017.01.03 05:00:005NZDUSDsell0.01 / 0.010.695682017.01.03 05:00:00filled
2017.01.09 10:00:006NZDUSDbuy0.01 / 0.010.696222017.01.09 10:00:00filled
2017.01.09 16:00:007NZDUSDsell0.01 / 0.010.699022017.01.09 16:00:00filled
2017.01.18 14:00:008NZDUSDbuy0.01 / 0.010.719692017.01.18 14:00:00filled
2017.01.18 16:00:009NZDUSDbuy0.01 / 0.010.718492017.01.18 16:00:00filled
2017.01.18 18:00:0010NZDUSDsell0.01 / 0.010.719962017.01.18 18:00:00filled
2017.01.18 18:00:0011NZDUSDsell0.01 / 0.010.719962017.01.18 18:00:00filled
2017.02.01 17:00:0012NZDUSDbuy0.01 / 0.010.726532017.02.01 17:00:00filled
2017.02.01 22:00:0013NZDUSDsell0.01 / 0.010.728132017.02.01 22:00:00filled
2017.02.03 01:00:0014NZDUSDbuy0.01 / 0.010.728562017.02.03 01:00:00filled
2017.02.03 16:00:0015NZDUSDsell0.01 / 0.010.730312017.02.03 16:00:00filled
2017.03.08 01:00:0016NZDUSDbuy0.01 / 0.010.695812017.03.08 01:00:00filled
2017.03.08 05:00:0017NZDUSDsell0.01 / 0.010.696232017.03.08 05:00:00filled
2017.03.08 21:00:0018NZDUSDbuy0.01 / 0.010.691262017.03.08 21:00:00filled
2017.03.09 01:00:0019NZDUSDbuy0.01 / 0.010.690812017.03.09 01:00:00filled
2017.03.09 15:00:0020NZDUSDsell0.01 / 0.010.691292017.03.09 15:00:00filled
2017.03.09 15:00:0021NZDUSDsell0.01 / 0.010.691292017.03.09 15:00:00filled
2017.03.24 00:00:0022NZDUSDbuy0.01 / 0.010.702992017.03.24 00:00:00filled
2017.03.24 18:00:0023NZDUSDsell0.01 / 0.010.702722017.03.24 18:00:00filled
2017.03.28 22:00:0024NZDUSDbuy0.01 / 0.010.701492017.03.28 22:00:00filled
2017.03.29 16:00:0025NZDUSDsell0.01 / 0.010.702282017.03.29 16:00:00filled
2017.03.31 14:00:0026NZDUSDbuy0.01 / 0.010.698382017.03.31 14:00:00filled
2017.03.31 19:00:0027NZDUSDsell0.01 / 0.010.700032017.03.31 19:00:00filled
2017.04.04 12:00:0028NZDUSDbuy0.01 / 0.010.698112017.04.04 12:00:00filled
2017.04.05 04:00:0029NZDUSDsell0.01 / 0.010.698122017.04.05 04:00:00filled
2017.04.10 01:00:0030NZDUSDbuy0.01 / 0.010.693682017.04.10 01:00:00filled
2017.04.10 17:00:0031NZDUSDsell0.01 / 0.010.695782017.04.10 17:00:00filled
2017.04.14 01:00:0032NZDUSDbuy0.01 / 0.010.700482017.04.14 01:00:00filled
2017.04.14 13:00:0033NZDUSDsell0.01 / 0.010.699662017.04.14 13:00:00filled
2017.04.18 01:00:0034NZDUSDbuy0.01 / 0.010.701292017.04.18 01:00:00filled
2017.04.18 15:00:0035NZDUSDsell0.01 / 0.010.703512017.04.18 15:00:00filled
2017.04.24 20:00:0036NZDUSDbuy0.01 / 0.010.701252017.04.24 20:00:00filled
2017.04.25 08:00:0037NZDUSDbuy0.01 / 0.010.698932017.04.25 08:00:00filled
2017.04.27 06:00:0038NZDUSDsell0.01 / 0.010.691252017.04.27 06:00:00filled
2017.04.27 06:00:0039NZDUSDsell0.01 / 0.010.691252017.04.27 06:00:00filled
2017.05.02 01:00:0040NZDUSDbuy0.01 / 0.010.690742017.05.02 01:00:00filled
2017.05.02 11:00:0041NZDUSDbuy0.01 / 0.010.691622017.05.02 11:00:00filled
2017.05.02 21:00:0042NZDUSDsell0.01 / 0.010.692762017.05.02 21:00:00filled
2017.05.02 21:00:0043NZDUSDsell0.01 / 0.010.692762017.05.02 21:00:00filled
2017.05.04 05:00:0044NZDUSDbuy0.01 / 0.010.688502017.05.04 05:00:00filled
2017.05.04 18:00:0045NZDUSDsell0.01 / 0.010.684912017.05.04 18:00:00filled
2017.05.30 01:00:0046NZDUSDbuy0.01 / 0.010.705522017.05.30 01:00:00filled
2017.05.30 12:00:0047NZDUSDsell0.01 / 0.010.706272017.05.30 12:00:00filled
2017.06.02 01:00:0048NZDUSDbuy0.01 / 0.010.706372017.06.02 01:00:00filled
2017.06.02 16:00:0049NZDUSDsell0.01 / 0.010.711682017.06.02 16:00:00filled
2017.07.20 12:00:0050NZDUSDbuy0.01 / 0.010.734342017.07.20 12:00:00filled
2017.07.20 17:00:0051NZDUSDsell0.01 / 0.010.735712017.07.20 17:00:00filled
2017.07.28 05:00:0052NZDUSDbuy0.01 / 0.010.748722017.07.28 05:00:00filled
2017.07.28 16:00:0053NZDUSDsell0.01 / 0.010.747892017.07.28 16:00:00filled
2017.07.31 17:00:0054NZDUSDbuy0.01 / 0.010.747632017.07.31 17:00:00filled
2017.07.31 18:00:0055NZDUSDsell0.01 / 0.010.749672017.07.31 18:00:00filled
2017.08.14 17:00:0056NZDUSDbuy0.01 / 0.010.728842017.08.14 17:00:00filled
2017.08.16 09:00:0057NZDUSDsell0.01 / 0.010.723672017.08.16 09:00:00filled
2017.08.18 01:00:0058NZDUSDbuy0.01 / 0.010.728642017.08.18 01:00:00filled
2017.08.18 07:00:0059NZDUSDsell0.01 / 0.010.729052017.08.18 07:00:00filled
2017.09.13 19:00:0060NZDUSDbuy0.01 / 0.010.723372017.09.13 19:00:00filled
2017.09.14 13:00:0061NZDUSDsell0.01 / 0.010.723352017.09.14 13:00:00filled
2017.09.25 01:00:0062NZDUSDbuy0.01 / 0.010.732722017.09.25 01:00:00filled
2017.09.25 14:00:0063NZDUSDbuy0.01 / 0.010.727492017.09.25 14:00:00filled
2017.09.27 23:00:0064NZDUSDbuy0.01 / 0.010.721972017.09.27 23:00:00filled
2017.09.28 14:00:0065NZDUSDsell0.01 / 0.010.720062017.09.28 14:00:00filled
2017.09.28 14:00:0066NZDUSDsell0.01 / 0.010.720062017.09.28 14:00:00filled
2017.09.28 14:00:0067NZDUSDsell0.01 / 0.010.720062017.09.28 14:00:00filled
2017.10.02 19:00:0068NZDUSDbuy0.01 / 0.010.720002017.10.02 19:00:00filled
2017.10.03 14:00:0069NZDUSDsell0.01 / 0.010.717492017.10.03 14:00:00filled
2017.11.01 23:00:0070NZDUSDbuy0.01 / 0.010.688852017.11.01 23:00:00filled
2017.11.02 03:00:0071NZDUSDsell0.01 / 0.010.691242017.11.02 03:00:00filled
2017.11.13 01:00:0072NZDUSDbuy0.01 / 0.010.692232017.11.13 01:00:00filled
2017.11.14 14:00:0073NZDUSDsell0.01 / 0.010.686932017.11.14 14:00:00filled
2017.11.24 10:00:0074NZDUSDbuy0.01 / 0.010.687352017.11.24 10:00:00filled
2017.11.24 15:00:0075NZDUSDsell0.01 / 0.010.687922017.11.24 15:00:00filled
2017.11.28 18:00:0076NZDUSDbuy0.01 / 0.010.692162017.11.28 18:00:00filled
2017.11.29 19:00:0077NZDUSDsell0.01 / 0.010.689692017.11.29 19:00:00filled
2017.12.07 23:00:0078NZDUSDbuy0.01 / 0.010.683212017.12.07 23:00:00filled
2017.12.08 16:00:0079NZDUSDsell0.01 / 0.010.686212017.12.08 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 11:00:002NZDUSDbuyin0.010.692452-0.010.000.009 999.99
2017.01.03 01:00:003NZDUSDbuyin0.010.692863-0.010.000.009 999.98
2017.01.03 05:00:004NZDUSDsellout0.010.695684-0.010.002.8210 002.79
2017.01.03 05:00:005NZDUSDsellout0.010.695685-0.010.023.2310 006.03
2017.01.09 10:00:006NZDUSDbuyin0.010.696226-0.010.000.0010 006.02
2017.01.09 16:00:007NZDUSDsellout0.010.699027-0.010.002.8010 008.81
2017.01.18 14:00:008NZDUSDbuyin0.010.719698-0.010.000.0010 008.80
2017.01.18 16:00:009NZDUSDbuyin0.010.718499-0.010.000.0010 008.79
2017.01.18 18:00:0010NZDUSDsellout0.010.7199610-0.010.001.4710 010.25
2017.01.18 18:00:0011NZDUSDsellout0.010.7199611-0.010.000.2710 010.51
2017.02.01 17:00:0012NZDUSDbuyin0.010.7265312-0.010.000.0010 010.50
2017.02.01 22:00:0013NZDUSDsellout0.010.7281313-0.010.001.6010 012.09
2017.02.03 01:00:0014NZDUSDbuyin0.010.7285614-0.010.000.0010 012.08
2017.02.03 16:00:0015NZDUSDsellout0.010.7303115-0.010.001.7510 013.82
2017.03.08 01:00:0016NZDUSDbuyin0.010.6958116-0.010.000.0010 013.81
2017.03.08 05:00:0017NZDUSDsellout0.010.6962317-0.010.000.4210 014.22
2017.03.08 21:00:0018NZDUSDbuyin0.010.6912618-0.010.000.0010 014.21
2017.03.09 01:00:0019NZDUSDbuyin0.010.6908119-0.010.000.0010 014.20
2017.03.09 15:00:0020NZDUSDsellout0.010.6912920-0.010.000.4810 014.67
2017.03.09 15:00:0021NZDUSDsellout0.010.6912921-0.010.050.0310 014.74
2017.03.24 00:00:0022NZDUSDbuyin0.010.7029922-0.010.000.0010 014.73
2017.03.24 18:00:0023NZDUSDsellout0.010.7027223-0.010.00-0.2710 014.45
2017.03.28 22:00:0024NZDUSDbuyin0.010.7014924-0.010.000.0010 014.44
2017.03.29 16:00:0025NZDUSDsellout0.010.7022825-0.010.020.7910 015.24
2017.03.31 14:00:0026NZDUSDbuyin0.010.6983826-0.010.000.0010 015.23
2017.03.31 19:00:0027NZDUSDsellout0.010.7000327-0.010.001.6510 016.87
2017.04.04 12:00:0028NZDUSDbuyin0.010.6981128-0.010.000.0010 016.86
2017.04.05 04:00:0029NZDUSDsellout0.010.6981229-0.010.020.0110 016.88
2017.04.10 01:00:0030NZDUSDbuyin0.010.6936830-0.010.000.0010 016.87
2017.04.10 17:00:0031NZDUSDsellout0.010.6957831-0.010.002.1010 018.96
2017.04.14 01:00:0032NZDUSDbuyin0.010.7004832-0.010.000.0010 018.95
2017.04.14 13:00:0033NZDUSDsellout0.010.6996633-0.010.00-0.8210 018.12
2017.04.18 01:00:0034NZDUSDbuyin0.010.7012934-0.010.000.0010 018.11
2017.04.18 15:00:0035NZDUSDsellout0.010.7035135-0.010.002.2210 020.32
2017.04.24 20:00:0036NZDUSDbuyin0.010.7012536-0.010.000.0010 020.31
2017.04.25 08:00:0037NZDUSDbuyin0.010.6989337-0.010.000.0010 020.30
2017.04.27 06:00:0038NZDUSDsellout0.010.6912538-0.010.07-7.6810 012.68
2017.04.27 06:00:0039NZDUSDsellout0.010.6912539-0.010.09-10.0010 002.76
2017.05.02 01:00:0040NZDUSDbuyin0.010.6907440-0.010.000.0010 002.75
2017.05.02 11:00:0041NZDUSDbuyin0.010.6916241-0.010.000.0010 002.74
2017.05.02 21:00:0042NZDUSDsellout0.010.6927642-0.010.001.1410 003.87
2017.05.02 21:00:0043NZDUSDsellout0.010.6927643-0.010.002.0210 005.88
2017.05.04 05:00:0044NZDUSDbuyin0.010.6885044-0.010.000.0010 005.87
2017.05.04 18:00:0045NZDUSDsellout0.010.6849145-0.010.00-3.5910 002.27
2017.05.30 01:00:0046NZDUSDbuyin0.010.7055246-0.010.000.0010 002.26
2017.05.30 12:00:0047NZDUSDsellout0.010.7062747-0.010.000.7510 003.00
2017.06.02 01:00:0048NZDUSDbuyin0.010.7063748-0.010.000.0010 002.99
2017.06.02 16:00:0049NZDUSDsellout0.010.7116849-0.010.005.3110 008.29
2017.07.20 12:00:0050NZDUSDbuyin0.010.7343450-0.010.000.0010 008.28
2017.07.20 17:00:0051NZDUSDsellout0.010.7357151-0.010.001.3710 009.64
2017.07.28 05:00:0052NZDUSDbuyin0.010.7487252-0.010.000.0010 009.63
2017.07.28 16:00:0053NZDUSDsellout0.010.7478953-0.010.00-0.8310 008.79
2017.07.31 17:00:0054NZDUSDbuyin0.010.7476354-0.010.000.0010 008.78
2017.07.31 18:00:0055NZDUSDsellout0.010.7496755-0.020.002.0410 010.80
2017.08.14 17:00:0056NZDUSDbuyin0.010.7288456-0.010.000.0010 010.79
2017.08.16 09:00:0057NZDUSDsellout0.010.7236757-0.010.04-5.1710 005.65
2017.08.18 01:00:0058NZDUSDbuyin0.010.7286458-0.010.000.0010 005.64
2017.08.18 07:00:0059NZDUSDsellout0.010.7290559-0.010.000.4110 006.04
2017.09.13 19:00:0060NZDUSDbuyin0.010.7233760-0.010.000.0010 006.03
2017.09.14 13:00:0061NZDUSDsellout0.010.7233561-0.010.05-0.0210 006.05
2017.09.25 01:00:0062NZDUSDbuyin0.010.7327262-0.010.000.0010 006.04
2017.09.25 14:00:0063NZDUSDbuyin0.010.7274963-0.010.000.0010 006.03
2017.09.27 23:00:0064NZDUSDbuyin0.010.7219764-0.010.000.0010 006.02
2017.09.28 14:00:0065NZDUSDsellout0.010.7200665-0.010.05-1.9110 004.15
2017.09.28 14:00:0066NZDUSDsellout0.010.7200666-0.010.09-7.439 996.80
2017.09.28 14:00:0067NZDUSDsellout0.010.7200667-0.010.09-12.669 984.22
2017.10.02 19:00:0068NZDUSDbuyin0.010.7200068-0.010.000.009 984.21
2017.10.03 14:00:0069NZDUSDsellout0.010.7174969-0.010.02-2.519 981.71
2017.11.01 23:00:0070NZDUSDbuyin0.010.6888570-0.010.000.009 981.70
2017.11.02 03:00:0071NZDUSDsellout0.010.6912471-0.010.052.399 984.13
2017.11.13 01:00:0072NZDUSDbuyin0.010.6922372-0.010.000.009 984.12
2017.11.14 14:00:0073NZDUSDsellout0.010.6869373-0.010.02-5.309 978.83
2017.11.24 10:00:0074NZDUSDbuyin0.010.6873574-0.010.000.009 978.82
2017.11.24 15:00:0075NZDUSDsellout0.010.6879275-0.010.000.579 979.38
2017.11.28 18:00:0076NZDUSDbuyin0.010.6921676-0.010.000.009 979.37
2017.11.29 19:00:0077NZDUSDsellout0.010.6896977-0.010.02-2.479 976.91
2017.12.07 23:00:0078NZDUSDbuyin0.010.6832178-0.010.000.009 976.90
2017.12.08 16:00:0079NZDUSDsellout0.010.6862179-0.010.023.009 979.91
-0.79 0.72 -20.02 9 979.91