Strategy Tester Report |
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RoboForex-ECN (Build 5836) |
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Settings |
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| Expert: | 002-Inside-Bar | |||||||||||
| Symbol: | .US500Cash | |||||||||||
| Period: | H1 (2026.01.01 - 2026.06.01) | |||||||||||
| Inputs: | LotType=1 | |||||||||||
| Lots=0.1 | ||||||||||||
| Risk=2.0 | ||||||||||||
| === ATR Filter= | ||||||||||||
| FilterATR=1 | ||||||||||||
| ATRPeriod=14 | ||||||||||||
| MinBarATR=0.6 | ||||||||||||
| === Inside Bar Filter= | ||||||||||||
| MinBodyPct=70 | ||||||||||||
| MaxInsidePct=90 | ||||||||||||
| === Position Settings= | ||||||||||||
| kSLMainBar=0.9 | ||||||||||||
| rrTP=2.25 | ||||||||||||
| === Order Management= | ||||||||||||
| OrderExpiryBars=1 | ||||||||||||
| MagicNumber=1 | ||||||||||||
| Company: | RoboForex Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 15% real ticks | |||||||||||
| Bars: | 2186 | Ticks: | 19394437 | Symbols: | 1 | |||||||
| Total Net Profit: | 192.03 | Balance Drawdown Absolute: | 0.08 | Equity Drawdown Absolute: | 4.60 | |||||||
| Gross Profit: | 272.81 | Balance Drawdown Maximal: | 80.58 (6.56%) | Equity Drawdown Maximal: | 112.24 (9.00%) | |||||||
| Gross Loss: | -80.78 | Balance Drawdown Relative: | 6.56% (80.58) | Equity Drawdown Relative: | 9.00% (112.24) | |||||||
| Profit Factor: | 3.38 | Expected Payoff: | 21.34 | Margin Level: | 634.86% | |||||||
| Recovery Factor: | 1.71 | Sharpe Ratio: | 8.75 | Z-Score: | -1.41 (84.15%) | |||||||
| AHPR: | 1.0203 (2.03%) | LR Correlation: | 0.70 | OnTester result: | 0 | |||||||
| GHPR: | 1.0197 (1.97%) | LR Standard Error: | 53.01 | |||||||||
| Total Trades: | 9 | Short Trades (won %): | 5 (60.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
| Total Deals: | 18 | Profit Trades (% of total): | 5 (55.56%) | Loss Trades (% of total): | 4 (44.44%) | |||||||
| Largest profit trade: | 93.21 | Largest loss trade: | -20.50 | |||||||||
| Average profit trade: | 54.56 | Average loss trade: | -20.10 | |||||||||
| Maximum consecutive wins ($): | 4 (227.74) | Maximum consecutive losses ($): | 4 (-80.40) | |||||||||
| Maximal consecutive profit (count): | 227.74 (4) | Maximal consecutive loss (count): | -80.40 (4) | |||||||||
| Average consecutive wins: | 3 | Average consecutive losses: | 4 | |||||||||
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| Correlation (Profits,MFE): | 0.93 | Correlation (Profits,MAE): | 0.86 | Correlation (MFE,MAE): | 0.7693 | |||||||
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| Minimal position holding time: | 0:10:01 | Maximal position holding time: | 146:12:49 | Average position holding time: | 25:43:18 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2026.01.02 23:00:00 | 2 | .US500Cash | buy stop | 0.6 / 0.6 | 6870.2 | 6837.0 | 6944.9 | 2026.01.05 03:00:00 | expired | expired [2026.01.05 03:00] | ||
| 2026.01.06 12:00:00 | 3 | .US500Cash | sell stop | 0.99 / 0.99 | 6894.9 | 6915.1 | 6849.5 | 2026.01.06 13:00:00 | expired | expired [2026.01.06 13:00] | ||
| 2026.01.12 12:00:00 | 4 | .US500Cash | sell stop | 1.07 / 1.07 | 6916.9 | 6935.4 | 6875.2 | 2026.01.12 13:00:00 | expired | expired [2026.01.12 13:00] | ||
| 2026.01.12 16:00:00 | 5 | .US500Cash | buy stop | 2.26 / 2.26 | 6937.3 | 6928.5 | 6957.1 | 2026.01.12 16:29:41 | filled | InsideBar | ||
| 2026.01.12 16:39:42 | 6 | .US500Cash | sell | 2.26 / 2.26 | 0.0 | 2026.01.12 16:39:42 | filled | tp 6957.1 | ||||
| 2026.01.19 13:00:00 | 7 | .US500Cash | sell stop | 0.7 / 0.7 | 6861.7 | 6890.1 | 6797.9 | 2026.01.19 14:00:00 | expired | expired [2026.01.19 14:00] | ||
| 2026.01.20 08:00:00 | 8 | .US500Cash | sell stop | 2.38 / 2.38 | 6873.4 | 6881.8 | 6854.6 | 2026.01.20 08:07:06 | filled | InsideBar | ||
| 2026.01.20 08:32:38 | 9 | .US500Cash | buy | 2.38 / 2.38 | 0.0 | 2026.01.20 08:32:38 | filled | tp 6854.6 | ||||
| 2026.01.22 03:00:00 | 10 | .US500Cash | sell stop | 0.53 / 0.53 | 6876.0 | 6913.3 | 6792.2 | 2026.01.22 04:00:00 | expired | expired [2026.01.22 04:00] | ||
| 2026.01.28 12:00:00 | 11 | .US500Cash | sell stop | 1.7 / 1.7 | 7002.5 | 7014.2 | 6976.2 | 2026.01.28 13:00:00 | expired | expired [2026.01.28 13:00] | ||
| 2026.01.30 03:00:00 | 12 | .US500Cash | buy stop | 0.58 / 0.58 | 6976.1 | 6942.1 | 7052.6 | 2026.01.30 04:00:00 | expired | expired [2026.01.30 04:00] | ||
| 2026.02.04 23:00:00 | 13 | .US500Cash | buy stop | 0.43 / 0.43 | 6911.3 | 6865.1 | 7015.2 | 2026.02.05 03:00:00 | expired | expired [2026.02.05 03:00] | ||
| 2026.02.06 16:00:00 | 14 | .US500Cash | sell stop | 1.02 / 1.02 | 6828.6 | 6848.1 | 6784.7 | 2026.02.06 17:00:00 | expired | expired [2026.02.06 17:00] | ||
| 2026.02.11 03:00:00 | 15 | .US500Cash | sell stop | 0.94 / 0.94 | 6941.2 | 6962.4 | 6893.4 | 2026.02.11 04:00:00 | expired | expired [2026.02.11 04:00] | ||
| 2026.02.13 03:00:00 | 16 | .US500Cash | sell stop | 0.42 / 0.42 | 6826.9 | 6873.4 | 6722.2 | 2026.02.13 04:00:00 | expired | expired [2026.02.13 04:00] | ||
| 2026.02.17 20:00:00 | 17 | .US500Cash | buy stop | 0.45 / 0.45 | 6854.5 | 6810.4 | 6953.7 | 2026.02.17 20:37:42 | filled | InsideBar | ||
| 2026.02.25 22:50:31 | 18 | .US500Cash | sell | 0.45 / 0.45 | 0.0 | 2026.02.25 22:50:31 | filled | tp 6953.7 | ||||
| 2026.03.02 03:00:00 | 19 | .US500Cash | buy stop | 0.62 / 0.62 | 6885.5 | 6853.6 | 6957.2 | 2026.03.02 04:00:00 | expired | expired [2026.03.02 04:00] | ||
| 2026.03.02 05:00:00 | 20 | .US500Cash | buy stop | 0.79 / 0.79 | 6850.3 | 6825.0 | 6907.2 | 2026.03.02 06:00:00 | expired | expired [2026.03.02 06:00] | ||
| 2026.03.06 13:00:00 | 21 | .US500Cash | sell stop | 0.53 / 0.53 | 6792.8 | 6830.5 | 6708.0 | 2026.03.06 13:41:38 | filled | InsideBar | ||
| 2026.03.09 03:00:00 | 22 | .US500Cash | buy | 0.53 / 0.53 | 0.0 | 2026.03.09 03:00:00 | filled | tp 6708.0 | ||||
| 2026.03.09 21:00:00 | 23 | .US500Cash | sell stop | 0.67 / 0.67 | 6694.5 | 6724.2 | 6627.7 | 2026.03.09 22:00:00 | expired | expired [2026.03.09 22:00] | ||
| 2026.03.17 04:00:00 | 24 | .US500Cash | sell stop | 1.19 / 1.19 | 6685.0 | 6701.7 | 6647.3 | 2026.03.17 04:59:30 | filled | InsideBar | ||
| 2026.03.17 13:05:27 | 25 | .US500Cash | buy | 1.19 / 1.19 | 0.0 | 2026.03.17 13:05:27 | filled | sl 6701.7 | ||||
| 2026.03.17 17:00:00 | 26 | .US500Cash | buy stop | 0.6 / 0.6 | 6759.9 | 6726.6 | 6834.8 | 2026.03.17 18:00:00 | expired | expired [2026.03.17 18:00] | ||
| 2026.03.26 07:00:00 | 27 | .US500Cash | buy stop | 0.79 / 0.79 | 6604.6 | 6579.6 | 6660.9 | 2026.03.26 08:00:00 | expired | expired [2026.03.26 08:00] | ||
| 2026.03.26 21:00:00 | 28 | .US500Cash | sell stop | 0.59 / 0.59 | 6492.8 | 6526.6 | 6416.7 | 2026.03.26 21:06:40 | filled | InsideBar | ||
| 2026.03.26 22:11:45 | 29 | .US500Cash | buy | 0.59 / 0.59 | 0.0 | 2026.03.26 22:11:45 | filled | sl 6526.6 | ||||
| 2026.03.30 18:00:00 | 30 | .US500Cash | sell stop | 0.38 / 0.38 | 6374.5 | 6425.9 | 6258.9 | 2026.03.30 19:00:00 | expired | expired [2026.03.30 19:00] | ||
| 2026.03.31 19:00:00 | 31 | .US500Cash | sell stop | 0.44 / 0.44 | 6407.8 | 6453.2 | 6305.7 | 2026.03.31 20:00:00 | expired | expired [2026.03.31 20:00] | ||
| 2026.04.01 23:00:00 | 32 | .US500Cash | sell stop | 0.66 / 0.66 | 6565.5 | 6595.4 | 6498.3 | 2026.04.02 03:00:00 | expired | expired [2026.04.02 03:00] | ||
| 2026.04.10 14:00:00 | 33 | .US500Cash | buy stop | 1.45 / 1.45 | 6832.3 | 6818.5 | 6863.3 | 2026.04.10 14:00:28 | filled | InsideBar | ||
| 2026.04.10 19:07:05 | 34 | .US500Cash | sell | 1.45 / 1.45 | 0.0 | 2026.04.10 19:07:05 | filled | sl 6818.5 | ||||
| 2026.04.20 06:00:00 | 35 | .US500Cash | buy stop | 1.53 / 1.53 | 7099.6 | 7086.6 | 7129.0 | 2026.04.20 07:00:00 | expired | expired [2026.04.20 07:00] | ||
| 2026.04.24 20:00:00 | 36 | .US500Cash | buy stop | 0.74 / 0.74 | 7172.6 | 7145.9 | 7232.7 | 2026.04.24 20:54:25 | filled | InsideBar | ||
| 2026.04.28 14:27:40 | 37 | .US500Cash | sell | 0.74 / 0.74 | 0.0 | 2026.04.28 14:27:40 | filled | sl 7145.9 | ||||
| 2026.05.01 21:00:00 | 38 | .US500Cash | sell stop | 1.03 / 1.03 | 7245.4 | 7264.8 | 7201.9 | 2026.05.01 21:35:20 | filled | InsideBar | ||
| 2026.05.04 13:07:32 | 39 | .US500Cash | buy | 1.03 / 1.03 | 0.0 | 2026.05.04 13:07:32 | filled | tp 7201.9 | ||||
| 2026.05.12 07:00:01 | 40 | .US500Cash | buy stop | 1.7 / 1.7 | 7415.7 | 7404.0 | 7442.0 | 2026.05.12 08:00:00 | expired | expired [2026.05.12 08:00] | ||
| 2026.05.13 03:00:00 | 41 | .US500Cash | buy stop | 0.77 / 0.77 | 7418.7 | 7392.8 | 7477.0 | 2026.05.13 04:00:00 | expired | expired [2026.05.13 04:00] | ||
| 2026.05.15 07:00:00 | 42 | .US500Cash | buy stop | 1.24 / 1.24 | 7497.8 | 7481.8 | 7533.8 | 2026.05.15 08:00:00 | expired | expired [2026.05.15 08:00] | ||
| 2026.05.21 03:00:00 | 43 | .US500Cash | buy stop | 1.42 / 1.42 | 7443.5 | 7429.5 | 7475.1 | 2026.05.21 04:00:00 | expired | expired [2026.05.21 04:00] | ||
| 2026.05.21 15:00:00 | 44 | .US500Cash | sell stop | 0.5 / 0.5 | 7403.9 | 7443.2 | 7315.4 | 2026.05.21 16:00:00 | expired | expired [2026.05.21 16:00] | ||
| 2026.05.21 22:00:00 | 45 | .US500Cash | buy stop | 0.36 / 0.36 | 7475.6 | 7421.2 | 7598.1 | 2026.05.21 23:00:00 | expired | expired [2026.05.21 23:00] | ||
| 2026.05.26 20:00:00 | 46 | .US500Cash | sell stop | 0.7 / 0.7 | 7509.2 | 7537.6 | 7445.4 | 2026.05.26 21:00:00 | expired | expired [2026.05.26 21:00] | ||
| 2026.05.28 05:00:00 | 47 | .US500Cash | buy stop | 1.15 / 1.15 | 7545.3 | 7527.9 | 7584.4 | 2026.05.28 06:00:00 | expired | expired [2026.05.28 06:00] | ||
| 2026.05.28 15:00:00 | 48 | .US500Cash | sell stop | 1.29 / 1.29 | 7508.6 | 7524.1 | 7473.8 | 2026.05.28 16:00:00 | expired | expired [2026.05.28 16:00] | ||
Deals |
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| 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 | ||||||
| 2026.01.12 16:29:41 | 2 | .US500Cash | buy | in | 2.26 | 6937.5 | 5 | -0.08 | 0.00 | 0.00 | 999.92 | InsideBar |
| 2026.01.12 16:39:42 | 3 | .US500Cash | sell | out | 2.26 | 6957.4 | 6 | -0.08 | 0.00 | 44.97 | 1 044.81 | tp 6957.1 |
| 2026.01.20 08:07:06 | 4 | .US500Cash | sell | in | 2.38 | 6873.4 | 8 | -0.08 | 0.00 | 0.00 | 1 044.73 | InsideBar |
| 2026.01.20 08:32:38 | 5 | .US500Cash | buy | out | 2.38 | 6854.6 | 9 | -0.08 | 0.00 | 44.74 | 1 089.39 | tp 6854.6 |
| 2026.02.17 20:37:42 | 6 | .US500Cash | buy | in | 0.45 | 6854.5 | 17 | -0.02 | 0.00 | 0.00 | 1 089.37 | InsideBar |
| 2026.02.25 22:50:31 | 7 | .US500Cash | sell | out | 0.45 | 6954.5 | 18 | -0.02 | 0.00 | 45.00 | 1 134.35 | tp 6953.7 |
| 2026.03.06 13:41:38 | 8 | .US500Cash | sell | in | 0.53 | 6792.8 | 21 | -0.02 | 0.00 | 0.00 | 1 134.33 | InsideBar |
| 2026.03.09 03:00:00 | 9 | .US500Cash | buy | out | 0.53 | 6616.9 | 22 | -0.02 | 0.00 | 93.23 | 1 227.54 | tp 6708.0 |
| 2026.03.17 04:59:30 | 10 | .US500Cash | sell | in | 1.19 | 6685.0 | 24 | -0.04 | 0.00 | 0.00 | 1 227.50 | InsideBar |
| 2026.03.17 13:05:27 | 11 | .US500Cash | buy | out | 1.19 | 6701.7 | 25 | -0.04 | 0.00 | -19.87 | 1 207.59 | sl 6701.7 |
| 2026.03.26 21:06:40 | 12 | .US500Cash | sell | in | 0.59 | 6492.7 | 28 | -0.02 | 0.00 | 0.00 | 1 207.57 | InsideBar |
| 2026.03.26 22:11:45 | 13 | .US500Cash | buy | out | 0.59 | 6526.9 | 29 | -0.02 | 0.00 | -20.18 | 1 187.37 | sl 6526.6 |
| 2026.04.10 14:00:28 | 14 | .US500Cash | buy | in | 1.45 | 6832.3 | 33 | -0.05 | 0.00 | 0.00 | 1 187.32 | InsideBar |
| 2026.04.10 19:07:05 | 15 | .US500Cash | sell | out | 1.45 | 6818.2 | 34 | -0.05 | 0.00 | -20.45 | 1 166.82 | sl 6818.5 |
| 2026.04.24 20:54:25 | 16 | .US500Cash | buy | in | 0.74 | 7172.6 | 36 | -0.03 | 0.00 | 0.00 | 1 166.79 | InsideBar |
| 2026.04.28 14:27:40 | 17 | .US500Cash | sell | out | 0.74 | 7145.9 | 37 | -0.03 | 0.00 | -19.76 | 1 147.00 | sl 7145.9 |
| 2026.05.01 21:35:20 | 18 | .US500Cash | sell | in | 1.03 | 7245.4 | 38 | -0.04 | 0.00 | 0.00 | 1 146.96 | InsideBar |
| 2026.05.04 13:07:32 | 19 | .US500Cash | buy | out | 1.03 | 7201.6 | 39 | -0.04 | 0.00 | 45.11 | 1 192.03 | tp 7201.9 |
| -0.76 | 0.00 | 192.79 | 1 192.03 | |||||||||