Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: GBPUSD
Period: H1 (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: 100%
Bars: 5939 Ticks: 27015236 Symbols: 1
Total Net Profit: 45.65 Balance Drawdown Absolute: 7.18 Equity Drawdown Absolute: 8.69
Gross Profit: 106.54 Balance Drawdown Maximal: 25.91 (0.26%) Equity Drawdown Maximal: 46.06 (0.46%)
Gross Loss: -60.89 Balance Drawdown Relative: 0.26% (25.91) Equity Drawdown Relative: 0.46% (46.06)
Profit Factor: 1.75 Expected Payoff: 1.17 Margin Level: 24803.25%
Recovery Factor: 0.99 Sharpe Ratio: 0.22 Z-Score: -0.33 (25.86%)
AHPR: 1.0001 (0.01%) LR Correlation: 0.82 OnTester result: 0
GHPR: 1.0001 (0.01%) LR Standard Error: 11.96
Total Trades: 39 Short Trades (won %): 0 (0.00%) Long Trades (won %): 39 (61.54%)
Total Deals: 78 Profit Trades (% of total): 24 (61.54%) Loss Trades (% of total): 15 (38.46%)
Largest profit trade: 20.10 Largest loss trade: -10.49
Average profit trade: 4.44 Average loss trade: -4.06
Maximum consecutive wins ($): 11 (53.37) Maximum consecutive losses ($): 3 (-14.02)
Maximal consecutive profit (count): 53.37 (11) Maximal consecutive loss (count): -14.02 (3)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.76 Correlation (Profits,MAE): 0.71 Correlation (MFE,MAE): 0.1804
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 85:00:00 Average position holding time: 18:30:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.02 11:00:002GBPUSDbuy0.01 / 0.011.234082017.01.02 11:00:00filled
2017.01.03 01:00:003GBPUSDbuy0.01 / 0.011.227742017.01.03 01:00:00filled
2017.01.03 05:00:004GBPUSDsell0.01 / 0.011.229692017.01.03 05:00:00filled
2017.01.03 05:00:005GBPUSDsell0.01 / 0.011.229692017.01.03 05:00:00filled
2017.01.09 10:00:006GBPUSDbuy0.01 / 0.011.218292017.01.09 10:00:00filled
2017.01.09 16:00:007GBPUSDsell0.01 / 0.011.213752017.01.09 16:00:00filled
2017.01.18 14:00:008GBPUSDbuy0.01 / 0.011.228172017.01.18 14:00:00filled
2017.01.18 16:00:009GBPUSDbuy0.01 / 0.011.228362017.01.18 16:00:00filled
2017.01.18 18:00:0010GBPUSDsell0.01 / 0.011.234542017.01.18 18:00:00filled
2017.01.18 18:00:0011GBPUSDsell0.01 / 0.011.234542017.01.18 18:00:00filled
2017.02.01 17:00:0012GBPUSDbuy0.01 / 0.011.265092017.02.01 17:00:00filled
2017.02.01 22:00:0013GBPUSDsell0.01 / 0.011.267442017.02.01 22:00:00filled
2017.02.03 01:00:0014GBPUSDbuy0.01 / 0.011.252972017.02.03 01:00:00filled
2017.02.03 16:00:0015GBPUSDsell0.01 / 0.011.249082017.02.03 16:00:00filled
2017.03.08 01:00:0016GBPUSDbuy0.01 / 0.011.220552017.03.08 01:00:00filled
2017.03.08 05:00:0017GBPUSDsell0.01 / 0.011.220892017.03.08 05:00:00filled
2017.03.08 21:00:0018GBPUSDbuy0.01 / 0.011.216472017.03.08 21:00:00filled
2017.03.09 01:00:0019GBPUSDbuy0.01 / 0.011.216922017.03.09 01:00:00filled
2017.03.09 15:00:0020GBPUSDsell0.01 / 0.011.217722017.03.09 15:00:00filled
2017.03.09 15:00:0021GBPUSDsell0.01 / 0.011.217722017.03.09 15:00:00filled
2017.03.24 00:00:0022GBPUSDbuy0.01 / 0.011.251622017.03.24 00:00:00filled
2017.03.24 18:00:0023GBPUSDsell0.01 / 0.011.248932017.03.24 18:00:00filled
2017.03.28 22:00:0024GBPUSDbuy0.01 / 0.011.245152017.03.28 22:00:00filled
2017.03.29 16:00:0025GBPUSDsell0.01 / 0.011.241662017.03.29 16:00:00filled
2017.03.31 14:00:0026GBPUSDbuy0.01 / 0.011.245372017.03.31 14:00:00filled
2017.03.31 19:00:0027GBPUSDsell0.01 / 0.011.253482017.03.31 19:00:00filled
2017.04.04 12:00:0028GBPUSDbuy0.01 / 0.011.243622017.04.04 12:00:00filled
2017.04.05 04:00:0029GBPUSDsell0.01 / 0.011.244212017.04.05 04:00:00filled
2017.04.10 01:00:0030GBPUSDbuy0.01 / 0.011.237582017.04.10 01:00:00filled
2017.04.10 17:00:0031GBPUSDsell0.01 / 0.011.242002017.04.10 17:00:00filled
2017.04.14 01:00:0032GBPUSDbuy0.01 / 0.011.250742017.04.14 01:00:00filled
2017.04.14 13:00:0033GBPUSDsell0.01 / 0.011.251082017.04.14 13:00:00filled
2017.04.18 01:00:0034GBPUSDbuy0.01 / 0.011.256632017.04.18 01:00:00filled
2017.04.18 15:00:0035GBPUSDsell0.01 / 0.011.266832017.04.18 15:00:00filled
2017.04.24 20:00:0036GBPUSDbuy0.01 / 0.011.278272017.04.24 20:00:00filled
2017.04.25 08:00:0037GBPUSDbuy0.01 / 0.011.278502017.04.25 08:00:00filled
2017.04.27 06:00:0038GBPUSDsell0.01 / 0.011.286282017.04.27 06:00:00filled
2017.04.27 06:00:0039GBPUSDsell0.01 / 0.011.286282017.04.27 06:00:00filled
2017.05.02 01:00:0040GBPUSDbuy0.01 / 0.011.288652017.05.02 01:00:00filled
2017.05.02 11:00:0041GBPUSDbuy0.01 / 0.011.286612017.05.02 11:00:00filled
2017.05.02 21:00:0042GBPUSDsell0.01 / 0.011.292322017.05.02 21:00:00filled
2017.05.02 21:00:0043GBPUSDsell0.01 / 0.011.292322017.05.02 21:00:00filled
2017.05.04 05:00:0044GBPUSDbuy0.01 / 0.011.287572017.05.04 05:00:00filled
2017.05.04 18:00:0045GBPUSDsell0.01 / 0.011.291462017.05.04 18:00:00filled
2017.05.30 01:00:0046GBPUSDbuy0.01 / 0.011.283562017.05.30 01:00:00filled
2017.05.30 12:00:0047GBPUSDsell0.01 / 0.011.284922017.05.30 12:00:00filled
2017.06.02 01:00:0048GBPUSDbuy0.01 / 0.011.288522017.06.02 01:00:00filled
2017.06.02 16:00:0049GBPUSDsell0.01 / 0.011.288462017.06.02 16:00:00filled
2017.07.20 12:00:0050GBPUSDbuy0.01 / 0.011.299982017.07.20 12:00:00filled
2017.07.20 17:00:0051GBPUSDsell0.01 / 0.011.297232017.07.20 17:00:00filled
2017.07.28 05:00:0052GBPUSDbuy0.01 / 0.011.308092017.07.28 05:00:00filled
2017.07.28 16:00:0053GBPUSDsell0.01 / 0.011.307972017.07.28 16:00:00filled
2017.07.31 17:00:0054GBPUSDbuy0.01 / 0.011.312662017.07.31 17:00:00filled
2017.07.31 18:00:0055GBPUSDsell0.01 / 0.011.318052017.07.31 18:00:00filled
2017.08.14 17:00:0056GBPUSDbuy0.01 / 0.011.297122017.08.14 17:00:00filled
2017.08.16 09:00:0057GBPUSDsell0.01 / 0.011.286742017.08.16 09:00:00filled
2017.08.18 01:00:0058GBPUSDbuy0.01 / 0.011.286822017.08.18 01:00:00filled
2017.08.18 07:00:0059GBPUSDsell0.01 / 0.011.288682017.08.18 07:00:00filled
2017.09.13 19:00:0060GBPUSDbuy0.01 / 0.011.321892017.09.13 19:00:00filled
2017.09.14 13:00:0061GBPUSDsell0.01 / 0.011.320422017.09.14 13:00:00filled
2017.09.25 01:00:0062GBPUSDbuy0.01 / 0.011.348772017.09.25 01:00:00filled
2017.09.25 14:00:0063GBPUSDbuy0.01 / 0.011.347942017.09.25 14:00:00filled
2017.09.27 23:00:0064GBPUSDbuy0.01 / 0.011.339342017.09.27 23:00:00filled
2017.09.28 14:00:0065GBPUSDsell0.01 / 0.011.342082017.09.28 14:00:00filled
2017.09.28 14:00:0066GBPUSDsell0.01 / 0.011.342082017.09.28 14:00:00filled
2017.09.28 14:00:0067GBPUSDsell0.01 / 0.011.342082017.09.28 14:00:00filled
2017.10.02 19:00:0068GBPUSDbuy0.01 / 0.011.326652017.10.02 19:00:00filled
2017.10.03 14:00:0069GBPUSDsell0.01 / 0.011.325712017.10.03 14:00:00filled
2017.11.01 23:00:0070GBPUSDbuy0.01 / 0.011.324702017.11.01 23:00:00filled
2017.11.02 03:00:0071GBPUSDsell0.01 / 0.011.326782017.11.02 03:00:00filled
2017.11.13 01:00:0072GBPUSDbuy0.01 / 0.011.316922017.11.13 01:00:00filled
2017.11.14 14:00:0073GBPUSDsell0.01 / 0.011.311162017.11.14 14:00:00filled
2017.11.24 10:00:0074GBPUSDbuy0.01 / 0.011.330212017.11.24 10:00:00filled
2017.11.24 15:00:0075GBPUSDsell0.01 / 0.011.332632017.11.24 15:00:00filled
2017.11.28 18:00:0076GBPUSDbuy0.01 / 0.011.323272017.11.28 18:00:00filled
2017.11.29 19:00:0077GBPUSDsell0.01 / 0.011.343442017.11.29 19:00:00filled
2017.12.07 23:00:0078GBPUSDbuy0.01 / 0.011.347632017.12.07 23:00:00filled
2017.12.08 16:00:0079GBPUSDsell0.01 / 0.011.342022017.12.08 16:00:00filled
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
2017.01.02 11:00:002GBPUSDbuyin0.011.234082-0.020.000.009 999.98
2017.01.03 01:00:003GBPUSDbuyin0.011.227743-0.020.000.009 999.96
2017.01.03 05:00:004GBPUSDsellout0.011.229694-0.020.001.9510 001.89
2017.01.03 05:00:005GBPUSDsellout0.011.229695-0.02-0.04-4.399 997.44
2017.01.09 10:00:006GBPUSDbuyin0.011.218296-0.020.000.009 997.42
2017.01.09 16:00:007GBPUSDsellout0.011.213757-0.020.00-4.549 992.86
2017.01.18 14:00:008GBPUSDbuyin0.011.228178-0.020.000.009 992.84
2017.01.18 16:00:009GBPUSDbuyin0.011.228369-0.020.000.009 992.82
2017.01.18 18:00:0010GBPUSDsellout0.011.2345410-0.020.006.189 998.98
2017.01.18 18:00:0011GBPUSDsellout0.011.2345411-0.020.006.3710 005.33
2017.02.01 17:00:0012GBPUSDbuyin0.011.2650912-0.030.000.0010 005.30
2017.02.01 22:00:0013GBPUSDsellout0.011.2674413-0.030.002.3510 007.62
2017.02.03 01:00:0014GBPUSDbuyin0.011.2529714-0.030.000.0010 007.59
2017.02.03 16:00:0015GBPUSDsellout0.011.2490815-0.020.00-3.8910 003.68
2017.03.08 01:00:0016GBPUSDbuyin0.011.2205516-0.020.000.0010 003.66
2017.03.08 05:00:0017GBPUSDsellout0.011.2208917-0.020.000.3410 003.98
2017.03.08 21:00:0018GBPUSDbuyin0.011.2164718-0.020.000.0010 003.96
2017.03.09 01:00:0019GBPUSDbuyin0.011.2169219-0.020.000.0010 003.94
2017.03.09 15:00:0020GBPUSDsellout0.011.2177220-0.020.000.8010 004.72
2017.03.09 15:00:0021GBPUSDsellout0.011.2177221-0.02-0.121.2510 005.83
2017.03.24 00:00:0022GBPUSDbuyin0.011.2516222-0.030.000.0010 005.80
2017.03.24 18:00:0023GBPUSDsellout0.011.2489323-0.020.00-2.6910 003.09
2017.03.28 22:00:0024GBPUSDbuyin0.011.2451524-0.020.000.0010 003.07
2017.03.29 16:00:0025GBPUSDsellout0.011.2416625-0.02-0.04-3.499 999.52
2017.03.31 14:00:0026GBPUSDbuyin0.011.2453726-0.020.000.009 999.50
2017.03.31 19:00:0027GBPUSDsellout0.011.2534827-0.030.008.1110 007.58
2017.04.04 12:00:0028GBPUSDbuyin0.011.2436228-0.020.000.0010 007.56
2017.04.05 04:00:0029GBPUSDsellout0.011.2442129-0.02-0.040.5910 008.09
2017.04.10 01:00:0030GBPUSDbuyin0.011.2375830-0.020.000.0010 008.07
2017.04.10 17:00:0031GBPUSDsellout0.011.2420031-0.020.004.4210 012.47
2017.04.14 01:00:0032GBPUSDbuyin0.011.2507432-0.030.000.0010 012.44
2017.04.14 13:00:0033GBPUSDsellout0.011.2510833-0.030.000.3410 012.75
2017.04.18 01:00:0034GBPUSDbuyin0.011.2566334-0.030.000.0010 012.72
2017.04.18 15:00:0035GBPUSDsellout0.011.2668335-0.030.0010.2010 022.89
2017.04.24 20:00:0036GBPUSDbuyin0.011.2782736-0.030.000.0010 022.86
2017.04.25 08:00:0037GBPUSDbuyin0.011.2785037-0.030.000.0010 022.83
2017.04.27 06:00:0038GBPUSDsellout0.011.2862838-0.03-0.167.7810 030.42
2017.04.27 06:00:0039GBPUSDsellout0.011.2862839-0.03-0.208.0110 038.20
2017.05.02 01:00:0040GBPUSDbuyin0.011.2886540-0.030.000.0010 038.17
2017.05.02 11:00:0041GBPUSDbuyin0.011.2866141-0.030.000.0010 038.14
2017.05.02 21:00:0042GBPUSDsellout0.011.2923242-0.030.005.7110 043.82
2017.05.02 21:00:0043GBPUSDsellout0.011.2923243-0.030.003.6710 047.46
2017.05.04 05:00:0044GBPUSDbuyin0.011.2875744-0.030.000.0010 047.43
2017.05.04 18:00:0045GBPUSDsellout0.011.2914645-0.030.003.8910 051.29
2017.05.30 01:00:0046GBPUSDbuyin0.011.2835646-0.030.000.0010 051.26
2017.05.30 12:00:0047GBPUSDsellout0.011.2849247-0.030.001.3610 052.59
2017.06.02 01:00:0048GBPUSDbuyin0.011.2885248-0.030.000.0010 052.56
2017.06.02 16:00:0049GBPUSDsellout0.011.2884649-0.030.00-0.0610 052.47
2017.07.20 12:00:0050GBPUSDbuyin0.011.2999850-0.030.000.0010 052.44
2017.07.20 17:00:0051GBPUSDsellout0.011.2972351-0.030.00-2.7510 049.66
2017.07.28 05:00:0052GBPUSDbuyin0.011.3080952-0.030.000.0010 049.63
2017.07.28 16:00:0053GBPUSDsellout0.011.3079753-0.030.00-0.1210 049.48
2017.07.31 17:00:0054GBPUSDbuyin0.011.3126654-0.030.000.0010 049.45
2017.07.31 18:00:0055GBPUSDsellout0.011.3180555-0.030.005.3910 054.81
2017.08.14 17:00:0056GBPUSDbuyin0.011.2971256-0.030.000.0010 054.78
2017.08.16 09:00:0057GBPUSDsellout0.011.2867457-0.03-0.08-10.3810 044.29
2017.08.18 01:00:0058GBPUSDbuyin0.011.2868258-0.030.000.0010 044.26
2017.08.18 07:00:0059GBPUSDsellout0.011.2886859-0.030.001.8610 046.09
2017.09.13 19:00:0060GBPUSDbuyin0.011.3218960-0.030.000.0010 046.06
2017.09.14 13:00:0061GBPUSDsellout0.011.3204261-0.03-0.12-1.4710 044.44
2017.09.25 01:00:0062GBPUSDbuyin0.011.3487762-0.030.000.0010 044.41
2017.09.25 14:00:0063GBPUSDbuyin0.011.3479463-0.030.000.0010 044.38
2017.09.27 23:00:0064GBPUSDbuyin0.011.3393464-0.030.000.0010 044.35
2017.09.28 14:00:0065GBPUSDsellout0.011.3420865-0.03-0.122.7410 046.94
2017.09.28 14:00:0066GBPUSDsellout0.011.3420866-0.03-0.20-5.8610 040.85
2017.09.28 14:00:0067GBPUSDsellout0.011.3420867-0.03-0.20-6.6910 033.93
2017.10.02 19:00:0068GBPUSDbuyin0.011.3266568-0.030.000.0010 033.90
2017.10.03 14:00:0069GBPUSDsellout0.011.3257169-0.03-0.04-0.9410 032.89
2017.11.01 23:00:0070GBPUSDbuyin0.011.3247070-0.030.000.0010 032.86
2017.11.02 03:00:0071GBPUSDsellout0.011.3267871-0.03-0.122.0810 034.79
2017.11.13 01:00:0072GBPUSDbuyin0.011.3169272-0.030.000.0010 034.76
2017.11.14 14:00:0073GBPUSDsellout0.011.3111673-0.03-0.04-5.7610 028.93
2017.11.24 10:00:0074GBPUSDbuyin0.011.3302174-0.030.000.0010 028.90
2017.11.24 15:00:0075GBPUSDsellout0.011.3326375-0.030.002.4210 031.29
2017.11.28 18:00:0076GBPUSDbuyin0.011.3232776-0.030.000.0010 031.26
2017.11.29 19:00:0077GBPUSDsellout0.011.3434477-0.03-0.0420.1710 051.36
2017.12.07 23:00:0078GBPUSDbuyin0.011.3476378-0.030.000.0010 051.33
2017.12.08 16:00:0079GBPUSDsellout0.011.3420279-0.03-0.04-5.6110 045.65
-2.09 -1.60 49.34 10 045.65