Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | USDCAD | |||||||||||
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 |
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History Quality: | 99% | |||||||||||
Bars: | 1486 | Ticks: | 20767289 | Symbols: | 1 | |||||||
Total Net Profit: | -39.29 | Balance Drawdown Absolute: | 39.29 | Equity Drawdown Absolute: | 52.48 | |||||||
Gross Profit: | 7.56 | Balance Drawdown Maximal: | 39.29 (0.39%) | Equity Drawdown Maximal: | 58.30 (0.58%) | |||||||
Gross Loss: | -46.85 | Balance Drawdown Relative: | 0.39% (39.29) | Equity Drawdown Relative: | 0.58% (58.30) | |||||||
Profit Factor: | 0.16 | Expected Payoff: | -6.55 | Margin Level: | 49737.60% | |||||||
Recovery Factor: | -0.67 | Sharpe Ratio: | -0.67 | Z-Score: | -0.18 (14.28%) | |||||||
AHPR: | 0.9993 (-0.07%) | LR Correlation: | -0.75 | OnTester result: | 0 | |||||||
GHPR: | 0.9993 (-0.07%) | LR Standard Error: | 10.50 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 6 (33.33%) | Long Trades (won %): | 0 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 2 (33.33%) | Loss Trades (% of total): | 4 (66.67%) | |||||||
Largest profit trade: | 6.91 | Largest loss trade: | -21.52 | |||||||||
Average profit trade: | 3.78 | Average loss trade: | -11.71 | |||||||||
Maximum consecutive wins ($): | 2 (7.56) | Maximum consecutive losses ($): | 3 (-37.78) | |||||||||
Maximal consecutive profit (count): | 7.56 (2) | Maximal consecutive loss (count): | -37.78 (3) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | -0.06 | Correlation (Profits,MAE): | 0.98 | Correlation (MFE,MAE): | -0.1129 | |||||||
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Minimal position holding time: | 12:00:00 | Maximal position holding time: | 220:00:00 | Average position holding time: | 104:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.03.01 04:00:00 | 2 | USDCAD | sell | 0.01 / 0.01 | 1.33049 | 2017.03.01 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 3 | USDCAD | buy | 0.01 / 0.01 | 1.34236 | 2017.03.10 16:00:00 | filled | |||||
2017.04.10 08:00:00 | 4 | USDCAD | sell | 0.01 / 0.01 | 1.34188 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 5 | USDCAD | buy | 0.01 / 0.01 | 1.33263 | 2017.04.11 20:00:00 | filled | |||||
2017.05.04 08:00:00 | 6 | USDCAD | sell | 0.01 / 0.01 | 1.37128 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 7 | USDCAD | buy | 0.01 / 0.01 | 1.37035 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 8 | USDCAD | sell | 0.01 / 0.01 | 1.35132 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 9 | USDCAD | buy | 0.01 / 0.01 | 1.35268 | 2017.06.02 16:00:00 | filled | |||||
2017.10.17 20:00:00 | 10 | USDCAD | sell | 0.01 / 0.01 | 1.25553 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 11 | USDCAD | sell | 0.01 / 0.01 | 1.26353 | 2017.10.23 04:00:00 | filled | |||||
2017.10.31 00:00:00 | 12 | USDCAD | buy | 0.01 / 0.01 | 1.28296 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 13 | USDCAD | buy | 0.01 / 0.01 | 1.28296 | 2017.10.31 00:00:00 | filled | |||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2017.03.01 04:00:00 | 2 | USDCAD | sell | in | 0.01 | 1.33049 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.03.10 16:00:00 | 3 | USDCAD | buy | out | 0.01 | 1.34236 | 3 | -0.02 | -0.09 | -8.84 | 9 991.03 | |
2017.04.10 08:00:00 | 4 | USDCAD | sell | in | 0.01 | 1.34188 | 4 | -0.02 | 0.00 | 0.00 | 9 991.01 | |
2017.04.11 20:00:00 | 5 | USDCAD | buy | out | 0.01 | 1.33263 | 5 | -0.02 | -0.01 | 6.94 | 9 997.92 | |
2017.05.04 08:00:00 | 6 | USDCAD | sell | in | 0.01 | 1.37128 | 6 | -0.02 | 0.00 | 0.00 | 9 997.90 | |
2017.05.05 20:00:00 | 7 | USDCAD | buy | out | 0.01 | 1.37035 | 7 | -0.02 | -0.01 | 0.68 | 9 998.55 | |
2017.06.02 04:00:00 | 8 | USDCAD | sell | in | 0.01 | 1.35132 | 8 | -0.02 | 0.00 | 0.00 | 9 998.53 | |
2017.06.02 16:00:00 | 9 | USDCAD | buy | out | 0.01 | 1.35268 | 9 | -0.02 | 0.00 | -1.01 | 9 997.50 | |
2017.10.17 20:00:00 | 10 | USDCAD | sell | in | 0.01 | 1.25553 | 10 | -0.02 | 0.00 | 0.00 | 9 997.48 | |
2017.10.23 04:00:00 | 11 | USDCAD | sell | in | 0.01 | 1.26353 | 11 | -0.02 | 0.00 | 0.00 | 9 997.46 | |
2017.10.31 00:00:00 | 12 | USDCAD | buy | out | 0.01 | 1.28296 | 12 | -0.02 | -0.07 | -15.14 | 9 982.23 | |
2017.10.31 00:00:00 | 13 | USDCAD | buy | out | 0.01 | 1.28296 | 13 | -0.02 | -0.12 | -21.38 | 9 960.71 | |
-0.24 | -0.30 | -38.75 | 9 960.71 | |||||||||