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: | XAUUSD | |||||||||||
| Period: | M15 (2026.01.01 - 2026.06.01) | |||||||||||
| Inputs: | LotType=1 | |||||||||||
| Lots=0.1 | ||||||||||||
| Risk=2.0 | ||||||||||||
| === ATR Filter= | ||||||||||||
| FilterATR=1 | ||||||||||||
| ATRPeriod=20 | ||||||||||||
| MinBarATR=2 | ||||||||||||
| === Inside Bar Filter= | ||||||||||||
| MinBodyPct=75 | ||||||||||||
| MaxInsidePct=100 | ||||||||||||
| === Position Settings= | ||||||||||||
| kSLMainBar=0.9 | ||||||||||||
| rrTP=1.75 | ||||||||||||
| === Order Management= | ||||||||||||
| OrderExpiryBars=2 | ||||||||||||
| MagicNumber=1 | ||||||||||||
| Company: | RoboForex Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 1 000.00 | |||||||||||
| Leverage: | 1:500 | |||||||||||
Results |
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| History Quality: | 11% real ticks | |||||||||||
| Bars: | 9574 | Ticks: | 50762305 | Symbols: | 1 | |||||||
| Total Net Profit: | -29.01 | Balance Drawdown Absolute: | 54.22 | Equity Drawdown Absolute: | 54.56 | |||||||
| Gross Profit: | 291.45 | Balance Drawdown Maximal: | 244.42 (20.54%) | Equity Drawdown Maximal: | 318.45 (25.20%) | |||||||
| Gross Loss: | -320.46 | Balance Drawdown Relative: | 20.54% (244.42) | Equity Drawdown Relative: | 25.20% (318.45) | |||||||
| Profit Factor: | 0.91 | Expected Payoff: | -1.93 | Margin Level: | 9504.53% | |||||||
| Recovery Factor: | -0.09 | Sharpe Ratio: | -2.18 | Z-Score: | 0.51 (38.99%) | |||||||
| AHPR: | 0.9995 (-0.05%) | LR Correlation: | -0.53 | OnTester result: | 0 | |||||||
| GHPR: | 0.9980 (-0.20%) | LR Standard Error: | 52.83 | |||||||||
| Total Trades: | 15 | Short Trades (won %): | 9 (44.44%) | Long Trades (won %): | 6 (16.67%) | |||||||
| Total Deals: | 30 | Profit Trades (% of total): | 5 (33.33%) | Loss Trades (% of total): | 10 (66.67%) | |||||||
| Largest profit trade: | 170.71 | Largest loss trade: | -106.55 | |||||||||
| Average profit trade: | 58.29 | Average loss trade: | -31.90 | |||||||||
| Maximum consecutive wins ($): | 2 (48.32) | Maximum consecutive losses ($): | 7 (-243.65) | |||||||||
| Maximal consecutive profit (count): | 170.71 (1) | Maximal consecutive loss (count): | -243.65 (7) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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| Correlation (Profits,MFE): | 0.66 | Correlation (Profits,MAE): | 0.64 | Correlation (MFE,MAE): | -0.1479 | |||||||
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| Minimal position holding time: | 0:06:11 | Maximal position holding time: | 13:40:08 | Average position holding time: | 3:06:20 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2026.01.07 03:30:00 | 2 | XAUUSD | sell stop | 0.01 / 0.01 | 4469.09 | 4493.24 | 4426.83 | 2026.01.07 03:34:29 | filled | InsideBar | ||
| 2026.01.07 17:14:37 | 3 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.01.07 17:14:37 | filled | tp 4426.83 | ||||
| 2026.01.14 08:30:00 | 4 | XAUUSD | buy stop | 0.01 / 0.01 | 4635.56 | 4620.31 | 4662.24 | 2026.01.14 08:58:29 | filled | InsideBar | ||
| 2026.01.14 16:39:31 | 5 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.01.14 16:39:31 | filled | sl 4620.31 | ||||
| 2026.01.16 09:30:00 | 6 | XAUUSD | buy stop | 0.01 / 0.01 | 4611.98 | 4598.40 | 4635.75 | 2026.01.16 10:00:00 | expired | expired [2026.01.16 10:00] | ||
| 2026.01.21 16:30:00 | 7 | XAUUSD | sell stop | 0.01 / 0.01 | 4838.88 | 4876.82 | 4772.48 | 2026.01.21 17:00:00 | expired | expired [2026.01.21 17:00] | ||
| 2026.01.22 12:00:00 | 8 | XAUUSD | sell stop | 0.01 / 0.01 | 4813.64 | 4829.38 | 4786.09 | 2026.01.22 12:30:00 | expired | expired [2026.01.22 12:30] | ||
| 2026.01.22 16:00:00 | 9 | XAUUSD | sell stop | 0.01 / 0.01 | 4810.65 | 4826.55 | 4782.82 | 2026.01.22 16:30:00 | expired | expired [2026.01.22 16:30] | ||
| 2026.01.22 17:00:00 | 10 | XAUUSD | buy stop | 0.01 / 0.01 | 4847.46 | 4830.13 | 4877.79 | 2026.01.22 17:25:41 | filled | InsideBar | ||
| 2026.01.22 18:18:58 | 11 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.01.22 18:18:58 | filled | tp 4877.79 | ||||
| 2026.01.26 21:45:00 | 12 | XAUUSD | sell stop | 0.01 / 0.01 | 5020.21 | 5057.16 | 4955.56 | 2026.01.26 21:48:18 | filled | InsideBar | ||
| 2026.01.26 22:30:02 | 13 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.01.26 22:30:02 | filled | sl 5057.16 | ||||
| 2026.01.30 03:30:00 | 14 | XAUUSD | sell stop | 0.01 / 0.01 | 5300.85 | 5398.46 | 5130.04 | 2026.01.30 03:59:29 | filled | InsideBar | ||
| 2026.01.30 04:21:40 | 15 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.01.30 04:21:40 | filled | tp 5130.04 | ||||
| 2026.01.30 11:30:00 | 16 | XAUUSD | sell stop | 0.01 / 0.01 | 5013.55 | 5119.89 | 4827.46 | 2026.01.30 11:42:21 | filled | InsideBar | ||
| 2026.01.30 12:59:40 | 17 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.01.30 12:59:40 | filled | sl 5119.89 | ||||
| 2026.02.13 18:15:00 | 18 | XAUUSD | sell stop | 0.01 / 0.01 | 4973.76 | 5006.73 | 4916.07 | 2026.02.13 18:45:00 | expired | expired [2026.02.13 18:45] | ||
| 2026.02.19 16:30:00 | 19 | XAUUSD | sell stop | 0.01 / 0.01 | 4971.07 | 4994.55 | 4929.98 | 2026.02.19 16:34:01 | filled | InsideBar | ||
| 2026.02.19 16:44:41 | 20 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.02.19 16:44:41 | filled | sl 4994.55 | ||||
| 2026.02.25 23:15:00 | 21 | XAUUSD | sell stop | 0.01 / 0.01 | 5144.78 | 5177.87 | 5086.87 | 2026.02.25 23:45:00 | expired | expired [2026.02.25 23:45] | ||
| 2026.03.02 03:45:00 | 22 | XAUUSD | sell stop | 0.01 / 0.01 | 5303.07 | 5341.53 | 5235.77 | 2026.03.02 04:15:00 | expired | expired [2026.03.02 04:15] | ||
| 2026.03.09 02:30:00 | 23 | XAUUSD | sell stop | 0.01 / 0.01 | 5028.55 | 5076.21 | 4945.14 | 2026.03.09 03:00:00 | expired | expired [2026.03.09 03:00] | ||
| 2026.03.11 02:45:00 | 24 | XAUUSD | buy stop | 0.01 / 0.01 | 5215.56 | 5193.65 | 5253.90 | 2026.03.11 02:47:55 | filled | InsideBar | ||
| 2026.03.11 07:30:38 | 25 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.03.11 07:30:38 | filled | sl 5193.65 | ||||
| 2026.03.13 17:15:00 | 26 | XAUUSD | sell stop | 0.01 / 0.01 | 5035.50 | 5075.00 | 4966.37 | 2026.03.13 17:45:00 | expired | expired [2026.03.13 17:45] | ||
| 2026.03.23 13:30:00 | 27 | XAUUSD | buy stop | 0.01 / 0.01 | 4463.26 | 4288.50 | 4769.09 | 2026.03.23 14:00:00 | expired | expired [2026.03.23 14:00] | ||
| 2026.04.01 10:15:00 | 28 | XAUUSD | buy stop | 0.01 / 0.01 | 4733.36 | 4711.08 | 4772.36 | 2026.04.01 10:33:31 | filled | InsideBar | ||
| 2026.04.01 10:53:39 | 29 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.04.01 10:53:39 | filled | sl 4711.08 | ||||
| 2026.04.09 17:00:00 | 30 | XAUUSD | buy stop | 0.01 / 0.01 | 4777.20 | 4753.14 | 4819.30 | 2026.04.09 17:30:00 | expired | expired [2026.04.09 17:30] | ||
| 2026.04.13 01:30:00 | 31 | XAUUSD | buy stop | 0.01 / 0.01 | 4691.02 | 4638.02 | 4783.77 | 2026.04.13 02:00:00 | expired | expired [2026.04.13 02:00] | ||
| 2026.04.14 10:45:00 | 32 | XAUUSD | sell stop | 0.01 / 0.01 | 4768.13 | 4789.01 | 4731.59 | 2026.04.14 11:15:00 | expired | expired [2026.04.14 11:15] | ||
| 2026.04.21 23:00:00 | 33 | XAUUSD | sell stop | 0.01 / 0.01 | 4668.47 | 4710.17 | 4595.50 | 2026.04.21 23:30:00 | expired | expired [2026.04.21 23:30] | ||
| 2026.04.29 21:30:00 | 34 | XAUUSD | sell stop | 0.01 / 0.01 | 4525.10 | 4550.06 | 4481.43 | 2026.04.29 21:31:41 | filled | InsideBar | ||
| 2026.04.29 22:15:39 | 35 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.04.29 22:15:39 | filled | sl 4550.06 | ||||
| 2026.05.07 10:00:00 | 36 | XAUUSD | buy stop | 0.01 / 0.01 | 4750.05 | 4719.44 | 4803.62 | 2026.05.07 10:12:14 | filled | InsideBar | ||
| 2026.05.07 19:07:42 | 37 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.05.07 19:07:42 | filled | sl 4719.44 | ||||
| 2026.05.12 03:15:00 | 38 | XAUUSD | buy stop | 0.01 / 0.01 | 4770.19 | 4757.01 | 4793.26 | 2026.05.12 03:17:20 | filled | InsideBar | ||
| 2026.05.12 03:23:31 | 39 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.05.12 03:23:31 | filled | sl 4757.01 | ||||
| 2026.05.18 01:30:00 | 40 | XAUUSD | buy stop | 0.01 / 0.01 | 4555.13 | 4530.93 | 4597.48 | 2026.05.18 02:00:00 | expired | expired [2026.05.18 02:00] | ||
| 2026.05.18 04:15:00 | 41 | XAUUSD | buy stop | 0.01 / 0.01 | 4516.91 | 4483.99 | 4574.52 | 2026.05.18 04:45:00 | expired | expired [2026.05.18 04:45] | ||
| 2026.05.18 15:00:00 | 42 | XAUUSD | buy stop | 0.01 / 0.01 | 4566.87 | 4538.21 | 4617.03 | 2026.05.18 15:30:00 | expired | expired [2026.05.18 15:30] | ||
| 2026.05.22 09:15:00 | 43 | XAUUSD | sell stop | 0.01 / 0.01 | 4507.03 | 4531.62 | 4464.00 | 2026.05.22 09:45:00 | expired | expired [2026.05.22 09:45] | ||
| 2026.05.26 03:00:00 | 44 | XAUUSD | sell stop | 0.01 / 0.01 | 4555.07 | 4567.34 | 4533.60 | 2026.05.26 03:00:08 | filled | InsideBar | ||
| 2026.05.26 04:38:18 | 45 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.05.26 04:38:18 | filled | tp 4533.60 | ||||
| 2026.05.27 09:00:00 | 46 | XAUUSD | sell stop | 0.01 / 0.01 | 4491.74 | 4507.14 | 4464.79 | 2026.05.27 09:18:17 | filled | InsideBar | ||
| 2026.05.27 13:39:48 | 47 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.05.27 13:39:48 | filled | tp 4464.79 | ||||
| 2026.05.27 14:15:00 | 48 | XAUUSD | sell stop | 0.01 / 0.01 | 4442.65 | 4464.67 | 4404.11 | 2026.05.27 14:22:00 | filled | InsideBar | ||
| 2026.05.27 15:22:42 | 49 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.05.27 15:22:42 | filled | sl 4464.67 | ||||
| 2026.05.29 18:30:00 | 50 | XAUUSD | buy stop | 0.01 / 0.01 | 4594.90 | 4567.06 | 4643.61 | 2026.05.29 19:00:00 | expired | expired [2026.05.29 19:00] | ||
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 | ||||||
| 2026.01.07 03:34:29 | 2 | XAUUSD | sell | in | 0.01 | 4469.07 | 2 | -0.09 | 0.00 | 0.00 | 999.91 | InsideBar |
| 2026.01.07 17:14:37 | 3 | XAUUSD | buy | out | 0.01 | 4426.81 | 3 | -0.09 | 0.00 | 42.26 | 1 042.08 | tp 4426.83 |
| 2026.01.14 08:58:29 | 4 | XAUUSD | buy | in | 0.01 | 4635.57 | 4 | -0.09 | 0.00 | 0.00 | 1 041.99 | InsideBar |
| 2026.01.14 16:39:31 | 5 | XAUUSD | sell | out | 0.01 | 4620.29 | 5 | -0.09 | 0.00 | -15.28 | 1 026.62 | sl 4620.31 |
| 2026.01.22 17:25:41 | 6 | XAUUSD | buy | in | 0.01 | 4847.46 | 10 | -0.10 | 0.00 | 0.00 | 1 026.52 | InsideBar |
| 2026.01.22 18:18:58 | 7 | XAUUSD | sell | out | 0.01 | 4877.81 | 11 | -0.10 | 0.00 | 30.35 | 1 056.77 | tp 4877.79 |
| 2026.01.26 21:48:18 | 8 | XAUUSD | sell | in | 0.01 | 5020.21 | 12 | -0.10 | 0.00 | 0.00 | 1 056.67 | InsideBar |
| 2026.01.26 22:30:02 | 9 | XAUUSD | buy | out | 0.01 | 5057.18 | 13 | -0.10 | 0.00 | -36.97 | 1 019.60 | sl 5057.16 |
| 2026.01.30 03:59:29 | 10 | XAUUSD | sell | in | 0.01 | 5300.85 | 14 | -0.11 | 0.00 | 0.00 | 1 019.49 | InsideBar |
| 2026.01.30 04:21:40 | 11 | XAUUSD | buy | out | 0.01 | 5130.04 | 15 | -0.10 | 0.00 | 170.81 | 1 190.20 | tp 5130.04 |
| 2026.01.30 11:42:21 | 12 | XAUUSD | sell | in | 0.01 | 5013.52 | 16 | -0.10 | 0.00 | 0.00 | 1 190.10 | InsideBar |
| 2026.01.30 12:59:40 | 13 | XAUUSD | buy | out | 0.01 | 5119.97 | 17 | -0.10 | 0.00 | -106.45 | 1 083.55 | sl 5119.89 |
| 2026.02.19 16:34:01 | 14 | XAUUSD | sell | in | 0.01 | 4971.07 | 19 | -0.10 | 0.00 | 0.00 | 1 083.45 | InsideBar |
| 2026.02.19 16:44:41 | 15 | XAUUSD | buy | out | 0.01 | 4994.56 | 20 | -0.10 | 0.00 | -23.49 | 1 059.86 | sl 4994.55 |
| 2026.03.11 02:47:55 | 16 | XAUUSD | buy | in | 0.01 | 5215.57 | 24 | -0.10 | 0.00 | 0.00 | 1 059.76 | InsideBar |
| 2026.03.11 07:30:38 | 17 | XAUUSD | sell | out | 0.01 | 5193.62 | 25 | -0.10 | 0.00 | -21.95 | 1 037.71 | sl 5193.65 |
| 2026.04.01 10:33:31 | 18 | XAUUSD | buy | in | 0.01 | 4733.37 | 28 | -0.09 | 0.00 | 0.00 | 1 037.62 | InsideBar |
| 2026.04.01 10:53:39 | 19 | XAUUSD | sell | out | 0.01 | 4711.07 | 29 | -0.09 | 0.00 | -22.30 | 1 015.23 | sl 4711.08 |
| 2026.04.29 21:31:41 | 20 | XAUUSD | sell | in | 0.01 | 4525.07 | 34 | -0.09 | 0.00 | 0.00 | 1 015.14 | InsideBar |
| 2026.04.29 22:15:39 | 21 | XAUUSD | buy | out | 0.01 | 4550.06 | 35 | -0.09 | 0.00 | -24.99 | 990.06 | sl 4550.06 |
| 2026.05.07 10:12:14 | 22 | XAUUSD | buy | in | 0.01 | 4750.05 | 36 | -0.10 | 0.00 | 0.00 | 989.96 | InsideBar |
| 2026.05.07 19:07:42 | 23 | XAUUSD | sell | out | 0.01 | 4719.44 | 37 | -0.09 | 0.00 | -30.61 | 959.26 | sl 4719.44 |
| 2026.05.12 03:17:20 | 24 | XAUUSD | buy | in | 0.01 | 4770.19 | 38 | -0.10 | 0.00 | 0.00 | 959.16 | InsideBar |
| 2026.05.12 03:23:31 | 25 | XAUUSD | sell | out | 0.01 | 4757.00 | 39 | -0.10 | 0.00 | -13.19 | 945.87 | sl 4757.01 |
| 2026.05.26 03:00:08 | 26 | XAUUSD | sell | in | 0.01 | 4555.01 | 44 | -0.09 | 0.00 | 0.00 | 945.78 | InsideBar |
| 2026.05.26 04:38:18 | 27 | XAUUSD | buy | out | 0.01 | 4533.50 | 45 | -0.09 | 0.00 | 21.51 | 967.20 | tp 4533.60 |
| 2026.05.27 09:18:17 | 28 | XAUUSD | sell | in | 0.01 | 4491.71 | 46 | -0.09 | 0.00 | 0.00 | 967.11 | InsideBar |
| 2026.05.27 13:39:48 | 29 | XAUUSD | buy | out | 0.01 | 4464.72 | 47 | -0.09 | 0.00 | 26.99 | 994.01 | tp 4464.79 |
| 2026.05.27 14:22:00 | 30 | XAUUSD | sell | in | 0.01 | 4442.55 | 48 | -0.09 | 0.00 | 0.00 | 993.92 | InsideBar |
| 2026.05.27 15:22:42 | 31 | XAUUSD | buy | out | 0.01 | 4465.39 | 49 | -0.09 | 0.00 | -22.84 | 970.99 | sl 4464.67 |
| -2.86 | 0.00 | -26.15 | 970.99 | |||||||||