Strategy Tester Report |
||||||||||||
RoboForex-ECN (Build 5836) |
||||||||||||
Settings |
||||||||||||
| Expert: | 002-Inside-Bar | |||||||||||
| Symbol: | EURUSD | |||||||||||
| Period: | M15 (2026.01.01 - 2026.06.01) | |||||||||||
| Inputs: | LotType=1 | |||||||||||
| Lots=0.1 | ||||||||||||
| Risk=2.0 | ||||||||||||
| === ATR Filter= | ||||||||||||
| FilterATR=1 | ||||||||||||
| ATRPeriod=18 | ||||||||||||
| MinBarATR=2.1 | ||||||||||||
| === Inside Bar Filter= | ||||||||||||
| MinBodyPct=80 | ||||||||||||
| MaxInsidePct=55 | ||||||||||||
| === Position Settings= | ||||||||||||
| kSLMainBar=0.9 | ||||||||||||
| rrTP=1 | ||||||||||||
| === Order Management= | ||||||||||||
| OrderExpiryBars=2 | ||||||||||||
| MagicNumber=1 | ||||||||||||
| Company: | RoboForex Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
||||||||||||
| History Quality: | 100% real ticks | |||||||||||
| Bars: | 10125 | Ticks: | 8789202 | Symbols: | 1 | |||||||
| Total Net Profit: | 73.03 | Balance Drawdown Absolute: | 3.29 | Equity Drawdown Absolute: | 16.05 | |||||||
| Gross Profit: | 95.87 | Balance Drawdown Maximal: | 21.36 (2.10%) | Equity Drawdown Maximal: | 34.12 (3.35%) | |||||||
| Gross Loss: | -22.84 | Balance Drawdown Relative: | 2.10% (21.36) | Equity Drawdown Relative: | 3.35% (34.12) | |||||||
| Profit Factor: | 4.20 | Expected Payoff: | 12.17 | Margin Level: | 1334.74% | |||||||
| Recovery Factor: | 2.14 | Sharpe Ratio: | 1.75 | Z-Score: | 1.77 (92.33%) | |||||||
| AHPR: | 1.0119 (1.19%) | LR Correlation: | 0.92 | OnTester result: | 0 | |||||||
| GHPR: | 1.0118 (1.18%) | LR Standard Error: | 13.05 | |||||||||
| Total Trades: | 6 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 3 (100.00%) | |||||||
| Total Deals: | 12 | Profit Trades (% of total): | 5 (83.33%) | Loss Trades (% of total): | 1 (16.67%) | |||||||
| Largest profit trade: | 20.27 | Largest loss trade: | -20.40 | |||||||||
| Average profit trade: | 19.17 | Average loss trade: | -20.40 | |||||||||
| Maximum consecutive wins ($): | 4 (77.54) | Maximum consecutive losses ($): | 1 (-20.40) | |||||||||
| Maximal consecutive profit (count): | 77.54 (4) | Maximal consecutive loss (count): | -20.40 (1) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 1 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 1.00 | Correlation (Profits,MAE): | 0.44 | Correlation (MFE,MAE): | 0.4220 | |||||||
 |
||||||||||||
| Minimal position holding time: | 0:31:06 | Maximal position holding time: | 11:01:27 | Average position holding time: | 3:30:24 | |||||||
 |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2026.01.19 02:00:00 | 2 | EURUSD | buy stop | 0.13 / 0.13 | 1.16271 | 1.16128 | 1.16414 | 2026.01.19 02:30:00 | expired | expired [2026.01.19 02:30] | ||
| 2026.01.19 09:30:00 | 3 | EURUSD | buy stop | 0.15 / 0.15 | 1.16416 | 1.16291 | 1.16541 | 2026.01.19 10:00:00 | expired | expired [2026.01.19 10:00] | ||
| 2026.01.20 10:00:00 | 4 | EURUSD | buy stop | 0.11 / 0.11 | 1.16939 | 1.16771 | 1.17107 | 2026.01.20 10:08:45 | filled | InsideBar | ||
| 2026.01.20 10:39:51 | 5 | EURUSD | sell | 0.11 / 0.11 | 0.00000 | 2026.01.20 10:39:51 | filled | tp 1.17107 | ||||
| 2026.02.18 11:00:00 | 6 | EURUSD | sell stop | 0.25 / 0.25 | 1.18283 | 1.18360 | 1.18206 | 2026.02.18 11:30:00 | expired | expired [2026.02.18 11:30] | ||
| 2026.02.26 16:00:00 | 7 | EURUSD | sell stop | 0.19 / 0.19 | 1.18028 | 1.18132 | 1.17925 | 2026.02.26 16:08:07 | filled | InsideBar | ||
| 2026.02.26 16:49:53 | 8 | EURUSD | buy | 0.19 / 0.19 | 0.00000 | 2026.02.26 16:49:53 | filled | sl 1.18132 | ||||
| 2026.03.05 11:30:00 | 9 | EURUSD | buy stop | 0.04 / 0.04 | 1.16447 | 1.16015 | 1.16879 | 2026.03.05 12:00:00 | expired | expired [2026.03.05 12:00] | ||
| 2026.03.16 12:45:00 | 10 | EURUSD | buy stop | 0.11 / 0.11 | 1.14779 | 1.14602 | 1.14956 | 2026.03.16 13:15:00 | expired | expired [2026.03.16 13:15] | ||
| 2026.03.18 00:30:15 | 11 | EURUSD | buy stop | 0.21 / 0.21 | 1.15444 | 1.15352 | 1.15536 | 2026.03.18 01:00:00 | expired | expired [2026.03.18 01:00] | ||
| 2026.03.20 08:30:00 | 12 | EURUSD | buy stop | 0.22 / 0.22 | 1.15624 | 1.15533 | 1.15715 | 2026.03.20 08:30:05 | filled | InsideBar | ||
| 2026.03.20 09:09:07 | 13 | EURUSD | sell | 0.22 / 0.22 | 0.00000 | 2026.03.20 09:09:07 | filled | tp 1.15715 | ||||
| 2026.03.23 03:00:00 | 14 | EURUSD | sell stop | 0.11 / 0.11 | 1.15386 | 1.15563 | 1.15209 | 2026.03.23 03:30:00 | expired | expired [2026.03.23 03:30] | ||
| 2026.03.24 09:30:00 | 15 | EURUSD | buy stop | 0.07 / 0.07 | 1.16179 | 1.15923 | 1.16436 | 2026.03.24 10:00:00 | expired | expired [2026.03.24 10:00] | ||
| 2026.03.27 18:15:00 | 16 | EURUSD | sell stop | 0.11 / 0.11 | 1.15179 | 1.15361 | 1.14997 | 2026.03.27 18:35:02 | filled | InsideBar | ||
| 2026.03.30 01:06:34 | 17 | EURUSD | buy | 0.11 / 0.11 | 0.00000 | 2026.03.30 01:06:34 | filled | tp 1.14997 | ||||
| 2026.04.07 11:30:00 | 18 | EURUSD | buy stop | 0.08 / 0.08 | 1.15682 | 1.15444 | 1.15920 | 2026.04.07 11:44:20 | filled | InsideBar | ||
| 2026.04.07 22:45:47 | 19 | EURUSD | sell | 0.08 / 0.08 | 0.00000 | 2026.04.07 22:45:47 | filled | tp 1.15920 | ||||
| 2026.04.15 03:30:00 | 20 | EURUSD | sell stop | 0.33 / 0.33 | 1.17920 | 1.17979 | 1.17861 | 2026.04.15 03:37:16 | filled | InsideBar | ||
| 2026.04.15 05:14:48 | 21 | EURUSD | buy | 0.33 / 0.33 | 0.00000 | 2026.04.15 05:14:48 | filled | tp 1.17861 | ||||
| 2026.04.17 01:30:00 | 22 | EURUSD | buy stop | 0.25 / 0.25 | 1.17870 | 1.17793 | 1.17947 | 2026.04.17 02:00:00 | expired | expired [2026.04.17 02:00] | ||
| 2026.04.21 23:00:00 | 23 | EURUSD | sell stop | 0.07 / 0.07 | 1.17190 | 1.17469 | 1.16911 | 2026.04.21 23:30:00 | expired | expired [2026.04.21 23:30] | ||
| 2026.04.29 01:30:00 | 24 | EURUSD | buy stop | 0.3 / 0.3 | 1.17179 | 1.17113 | 1.17245 | 2026.04.29 02:00:00 | expired | expired [2026.04.29 02:00] | ||
| 2026.04.29 04:30:00 | 25 | EURUSD | sell stop | 0.23 / 0.23 | 1.17068 | 1.17152 | 1.16984 | 2026.04.29 05:00:00 | expired | expired [2026.04.29 05:00] | ||
| 2026.05.04 07:15:03 | 26 | EURUSD | buy stop | 0.17 / 0.17 | 1.17390 | 1.17276 | 1.17504 | 2026.05.04 07:45:00 | expired | expired [2026.05.04 07:45] | ||
| 2026.05.21 10:45:00 | 27 | EURUSD | sell stop | 0.09 / 0.09 | 1.15940 | 1.16154 | 1.15726 | 2026.05.21 11:15:00 | expired | expired [2026.05.21 11:15] | ||
Deals |
||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2026.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 1 000.00 | 1 000.00 | ||||||
| 2026.01.20 10:08:45 | 2 | EURUSD | buy | in | 0.11 | 1.16939 | 4 | -0.26 | 0.00 | 0.00 | 999.74 | InsideBar |
| 2026.01.20 10:39:51 | 3 | EURUSD | sell | out | 0.11 | 1.17108 | 5 | -0.26 | 0.00 | 18.59 | 1 018.07 | tp 1.17107 |
| 2026.02.26 16:08:07 | 4 | EURUSD | sell | in | 0.19 | 1.18028 | 7 | -0.45 | 0.00 | 0.00 | 1 017.62 | InsideBar |
| 2026.02.26 16:49:53 | 5 | EURUSD | buy | out | 0.19 | 1.18133 | 8 | -0.45 | 0.00 | -19.95 | 997.22 | sl 1.18132 |
| 2026.03.20 08:30:05 | 6 | EURUSD | buy | in | 0.22 | 1.15624 | 12 | -0.51 | 0.00 | 0.00 | 996.71 | InsideBar |
| 2026.03.20 09:09:07 | 7 | EURUSD | sell | out | 0.22 | 1.15716 | 13 | -0.51 | 0.00 | 20.24 | 1 016.44 | tp 1.15715 |
| 2026.03.27 18:35:02 | 8 | EURUSD | sell | in | 0.11 | 1.15179 | 16 | -0.25 | 0.00 | 0.00 | 1 016.19 | InsideBar |
| 2026.03.30 01:06:34 | 9 | EURUSD | buy | out | 0.11 | 1.14995 | 17 | -0.25 | 0.28 | 20.24 | 1 036.46 | tp 1.14997 |
| 2026.04.07 11:44:20 | 10 | EURUSD | buy | in | 0.08 | 1.15684 | 18 | -0.19 | 0.00 | 0.00 | 1 036.27 | InsideBar |
| 2026.04.07 22:45:47 | 11 | EURUSD | sell | out | 0.08 | 1.15922 | 19 | -0.19 | 0.00 | 19.04 | 1 055.12 | tp 1.15920 |
| 2026.04.15 03:37:16 | 12 | EURUSD | sell | in | 0.33 | 1.17920 | 20 | -0.78 | 0.00 | 0.00 | 1 054.34 | InsideBar |
| 2026.04.15 05:14:48 | 13 | EURUSD | buy | out | 0.33 | 1.17861 | 21 | -0.78 | 0.00 | 19.47 | 1 073.03 | tp 1.17861 |
| -4.88 | 0.28 | 77.63 | 1 073.03 | |||||||||