Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: AUDUSD
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: 19061138 Symbols: 1
Total Net Profit: -34.89 Balance Drawdown Absolute: 34.89 Equity Drawdown Absolute: 47.37
Gross Profit: 4.24 Balance Drawdown Maximal: 34.89 (0.35%) Equity Drawdown Maximal: 50.64 (0.51%)
Gross Loss: -39.13 Balance Drawdown Relative: 0.35% (34.89) Equity Drawdown Relative: 0.51% (50.64)
Profit Factor: 0.11 Expected Payoff: -5.81 Margin Level: 63595.08%
Recovery Factor: -0.69 Sharpe Ratio: -0.81 Z-Score: 1.94 (94.76%)
AHPR: 0.9994 (-0.06%) LR Correlation: -0.82 OnTester result: 0
GHPR: 0.9994 (-0.06%) LR Standard Error: 6.79
Total Trades: 6 Short Trades (won %): 0 (0.00%) Long Trades (won %): 6 (33.33%)
Total Deals: 12 Profit Trades (% of total): 2 (33.33%) Loss Trades (% of total): 4 (66.67%)
Largest profit trade: 2.43 Largest loss trade: -14.89
Average profit trade: 2.12 Average loss trade: -9.78
Maximum consecutive wins ($): 1 (2.43) Maximum consecutive losses ($): 2 (-27.04)
Maximal consecutive profit (count): 2.43 (1) Maximal consecutive loss (count): -27.04 (2)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): -0.34 Correlation (Profits,MAE): 1.00 Correlation (MFE,MAE): -0.3097
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 04:00:002AUDUSDbuy0.01 / 0.010.766662017.03.01 04:00:00filled
2017.03.10 16:00:003AUDUSDsell0.01 / 0.010.755092017.03.10 16:00:00filled
2017.04.10 08:00:004AUDUSDbuy0.01 / 0.010.748512017.04.10 08:00:00filled
2017.04.11 20:00:005AUDUSDsell0.01 / 0.010.750332017.04.11 20:00:00filled
2017.05.04 08:00:006AUDUSDbuy0.01 / 0.010.741662017.05.04 08:00:00filled
2017.05.05 20:00:007AUDUSDsell0.01 / 0.010.741122017.05.05 20:00:00filled
2017.06.02 04:00:008AUDUSDbuy0.01 / 0.010.738382017.06.02 04:00:00filled
2017.06.02 16:00:009AUDUSDsell0.01 / 0.010.740822017.06.02 16:00:00filled
2017.10.17 20:00:0010AUDUSDbuy0.01 / 0.010.783752017.10.17 20:00:00filled
2017.10.23 04:00:0011AUDUSDbuy0.01 / 0.010.780942017.10.23 04:00:00filled
2017.10.31 00:00:0012AUDUSDsell0.01 / 0.010.768722017.10.31 00:00:00filled
2017.10.31 00:00:0013AUDUSDsell0.01 / 0.010.768722017.10.31 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 04:00:002AUDUSDbuyin0.010.766662-0.020.000.009 999.98
2017.03.10 16:00:003AUDUSDsellout0.010.755093-0.020.13-11.579 988.52
2017.04.10 08:00:004AUDUSDbuyin0.010.748514-0.010.000.009 988.51
2017.04.11 20:00:005AUDUSDsellout0.010.750335-0.020.011.829 990.32
2017.05.04 08:00:006AUDUSDbuyin0.010.741666-0.010.000.009 990.31
2017.05.05 20:00:007AUDUSDsellout0.010.741127-0.010.01-0.549 989.77
2017.06.02 04:00:008AUDUSDbuyin0.010.738388-0.010.000.009 989.76
2017.06.02 16:00:009AUDUSDsellout0.010.740829-0.010.002.449 992.19
2017.10.17 20:00:0010AUDUSDbuyin0.010.7837510-0.020.000.009 992.17
2017.10.23 04:00:0011AUDUSDbuyin0.010.7809411-0.020.000.009 992.15
2017.10.31 00:00:0012AUDUSDsellout0.010.7687212-0.020.09-12.229 980.00
2017.10.31 00:00:0013AUDUSDsellout0.010.7687213-0.020.16-15.039 965.11
-0.19 0.40 -35.10 9 965.11