Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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Expert: | testEAbasket2 | |||||||||||
Symbol: | GBPUSD | |||||||||||
Period: | H4 (2017.01.01 - 2017.12.17) | |||||||||||
Inputs: | SELLPROFIT=0 | |||||||||||
SELL1LIMIT=45 | ||||||||||||
SELL2FROM=40 | ||||||||||||
SELL2TO=10 | ||||||||||||
BUYPROFIT=0 | ||||||||||||
BUY1LIMIT=-45 | ||||||||||||
BUY2FROM=-40 | ||||||||||||
BUY2TO=-10 | ||||||||||||
WPR=20 | ||||||||||||
Broker: | RoboForex (CY) Ltd. | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 100% | |||||||||||
Bars: | 1498 | Ticks: | 27255565 | Symbols: | 1 | |||||||
Total Net Profit: | 30.72 | Balance Drawdown Absolute: | 31.78 | Equity Drawdown Absolute: | 45.66 | |||||||
Gross Profit: | 89.47 | Balance Drawdown Maximal: | 41.65 (0.42%) | Equity Drawdown Maximal: | 65.54 (0.65%) | |||||||
Gross Loss: | -58.75 | Balance Drawdown Relative: | 0.42% (41.65) | Equity Drawdown Relative: | 0.65% (65.54) | |||||||
Profit Factor: | 1.52 | Expected Payoff: | 1.46 | Margin Level: | 25229.36% | |||||||
Recovery Factor: | 0.47 | Sharpe Ratio: | 0.15 | Z-Score: | 0.56 (42.45%) | |||||||
AHPR: | 1.0001 (0.01%) | LR Correlation: | 0.73 | OnTester result: | 0 | |||||||
GHPR: | 1.0001 (0.01%) | LR Standard Error: | 16.15 | |||||||||
Total Trades: | 21 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 18 (61.11%) | |||||||
Total Deals: | 42 | Profit Trades (% of total): | 12 (57.14%) | Loss Trades (% of total): | 9 (42.86%) | |||||||
Largest profit trade: | 31.76 | Largest loss trade: | -21.22 | |||||||||
Average profit trade: | 7.46 | Average loss trade: | -6.53 | |||||||||
Maximum consecutive wins ($): | 4 (44.96) | Maximum consecutive losses ($): | 4 (-41.52) | |||||||||
Maximal consecutive profit (count): | 44.96 (4) | Maximal consecutive loss (count): | -41.52 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.80 | Correlation (Profits,MAE): | 0.65 | Correlation (MFE,MAE): | 0.2034 | |||||||
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Minimal position holding time: | 12:00:00 | Maximal position holding time: | 220:00:00 | Average position holding time: | 66:17:08 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.18 04:00:00 | 2 | GBPUSD | sell | 0.01 / 0.01 | 1.23598 | 2017.01.18 04:00:00 | filled | |||||
2017.01.19 00:00:00 | 3 | GBPUSD | buy | 0.01 / 0.01 | 1.22607 | 2017.01.19 00:00:00 | filled | |||||
2017.01.24 04:00:00 | 4 | GBPUSD | sell | 0.01 / 0.01 | 1.25190 | 2017.01.24 04:00:00 | filled | |||||
2017.01.26 12:00:00 | 5 | GBPUSD | buy | 0.01 / 0.01 | 1.26331 | 2017.01.26 12:00:00 | filled | |||||
2017.03.01 04:00:00 | 6 | GBPUSD | buy | 0.01 / 0.01 | 1.23885 | 2017.03.01 04:00:00 | filled | |||||
2017.03.03 16:00:00 | 7 | GBPUSD | buy | 0.01 / 0.01 | 1.22365 | 2017.03.03 16:00:00 | filled | |||||
2017.03.08 04:00:00 | 8 | GBPUSD | buy | 0.01 / 0.01 | 1.22091 | 2017.03.08 04:00:00 | filled | |||||
2017.03.10 16:00:00 | 9 | GBPUSD | sell | 0.01 / 0.01 | 1.21809 | 2017.03.10 16:00:00 | filled | |||||
2017.03.10 16:00:00 | 10 | GBPUSD | sell | 0.01 / 0.01 | 1.21809 | 2017.03.10 16:00:00 | filled | |||||
2017.03.10 16:00:00 | 11 | GBPUSD | sell | 0.01 / 0.01 | 1.21809 | 2017.03.10 16:00:00 | filled | |||||
2017.04.05 04:00:00 | 12 | GBPUSD | buy | 0.01 / 0.01 | 1.24425 | 2017.04.05 04:00:00 | filled | |||||
2017.04.10 08:00:00 | 13 | GBPUSD | buy | 0.01 / 0.01 | 1.23874 | 2017.04.10 08:00:00 | filled | |||||
2017.04.11 20:00:00 | 14 | GBPUSD | sell | 0.01 / 0.01 | 1.24823 | 2017.04.11 20:00:00 | filled | |||||
2017.04.11 20:00:00 | 15 | GBPUSD | sell | 0.01 / 0.01 | 1.24823 | 2017.04.11 20:00:00 | filled | |||||
2017.04.13 12:00:00 | 16 | GBPUSD | sell | 0.01 / 0.01 | 1.25486 | 2017.04.13 12:00:00 | filled | |||||
2017.04.18 04:00:00 | 17 | GBPUSD | buy | 0.01 / 0.01 | 1.25642 | 2017.04.18 04:00:00 | filled | |||||
2017.05.04 08:00:00 | 18 | GBPUSD | buy | 0.01 / 0.01 | 1.28775 | 2017.05.04 08:00:00 | filled | |||||
2017.05.05 20:00:00 | 19 | GBPUSD | sell | 0.01 / 0.01 | 1.29573 | 2017.05.05 20:00:00 | filled | |||||
2017.06.02 04:00:00 | 20 | GBPUSD | buy | 0.01 / 0.01 | 1.28894 | 2017.06.02 04:00:00 | filled | |||||
2017.06.02 16:00:00 | 21 | GBPUSD | sell | 0.01 / 0.01 | 1.28846 | 2017.06.02 16:00:00 | filled | |||||
2017.07.28 08:00:00 | 22 | GBPUSD | buy | 0.01 / 0.01 | 1.30746 | 2017.07.28 08:00:00 | filled | |||||
2017.07.28 20:00:00 | 23 | GBPUSD | sell | 0.01 / 0.01 | 1.31215 | 2017.07.28 20:00:00 | filled | |||||
2017.08.07 20:00:00 | 24 | GBPUSD | buy | 0.01 / 0.01 | 1.30244 | 2017.08.07 20:00:00 | filled | |||||
2017.08.10 16:00:00 | 25 | GBPUSD | sell | 0.01 / 0.01 | 1.30094 | 2017.08.10 16:00:00 | filled | |||||
2017.08.15 20:00:00 | 26 | GBPUSD | buy | 0.01 / 0.01 | 1.28662 | 2017.08.15 20:00:00 | filled | |||||
2017.08.17 00:00:00 | 27 | GBPUSD | sell | 0.01 / 0.01 | 1.28900 | 2017.08.17 00:00:00 | filled | |||||
2017.09.14 00:00:00 | 28 | GBPUSD | buy | 0.01 / 0.01 | 1.32124 | 2017.09.14 00:00:00 | filled | |||||
2017.09.15 12:00:00 | 29 | GBPUSD | sell | 0.01 / 0.01 | 1.35307 | 2017.09.15 12:00:00 | filled | |||||
2017.09.27 20:00:00 | 30 | GBPUSD | buy | 0.01 / 0.01 | 1.34036 | 2017.09.27 20:00:00 | filled | |||||
2017.09.28 12:00:00 | 31 | GBPUSD | buy | 0.01 / 0.01 | 1.33609 | 2017.09.28 12:00:00 | filled | |||||
2017.09.29 00:00:00 | 32 | GBPUSD | sell | 0.01 / 0.01 | 1.34386 | 2017.09.29 00:00:00 | filled | |||||
2017.09.29 00:00:00 | 33 | GBPUSD | sell | 0.01 / 0.01 | 1.34386 | 2017.09.29 00:00:00 | filled | |||||
2017.10.17 20:00:00 | 34 | GBPUSD | buy | 0.01 / 0.01 | 1.31796 | 2017.10.17 20:00:00 | filled | |||||
2017.10.23 04:00:00 | 35 | GBPUSD | buy | 0.01 / 0.01 | 1.31791 | 2017.10.23 04:00:00 | filled | |||||
2017.10.25 16:00:00 | 36 | GBPUSD | buy | 0.01 / 0.01 | 1.32546 | 2017.10.25 16:00:00 | filled | |||||
2017.10.31 00:00:00 | 37 | GBPUSD | sell | 0.01 / 0.01 | 1.32062 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 38 | GBPUSD | sell | 0.01 / 0.01 | 1.32062 | 2017.10.31 00:00:00 | filled | |||||
2017.10.31 00:00:00 | 39 | GBPUSD | sell | 0.01 / 0.01 | 1.32062 | 2017.10.31 00:00:00 | filled | |||||
2017.11.30 16:00:00 | 40 | GBPUSD | buy | 0.01 / 0.01 | 1.34636 | 2017.11.30 16:00:00 | filled | |||||
2017.12.01 20:00:00 | 41 | GBPUSD | sell | 0.01 / 0.01 | 1.35090 | 2017.12.01 20:00:00 | filled | |||||
2017.12.08 16:00:00 | 42 | GBPUSD | buy | 0.01 / 0.01 | 1.34208 | 2017.12.08 16:00:00 | filled | |||||
2017.12.12 12:00:00 | 43 | GBPUSD | sell | 0.01 / 0.01 | 1.33447 | 2017.12.12 12:00:00 | 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 | ||||||
2017.01.18 04:00:00 | 2 | GBPUSD | sell | in | 0.01 | 1.23598 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.01.19 00:00:00 | 3 | GBPUSD | buy | out | 0.01 | 1.22607 | 3 | -0.02 | 0.00 | 9.91 | 10 009.87 | |
2017.01.24 04:00:00 | 4 | GBPUSD | sell | in | 0.01 | 1.25190 | 4 | -0.03 | 0.00 | 0.00 | 10 009.84 | |
2017.01.26 12:00:00 | 5 | GBPUSD | buy | out | 0.01 | 1.26331 | 5 | -0.03 | 0.00 | -11.41 | 9 998.40 | |
2017.03.01 04:00:00 | 6 | GBPUSD | buy | in | 0.01 | 1.23885 | 6 | -0.02 | 0.00 | 0.00 | 9 998.38 | |
2017.03.03 16:00:00 | 7 | GBPUSD | buy | in | 0.01 | 1.22365 | 7 | -0.02 | 0.00 | 0.00 | 9 998.36 | |
2017.03.08 04:00:00 | 8 | GBPUSD | buy | in | 0.01 | 1.22091 | 8 | -0.02 | 0.00 | 0.00 | 9 998.34 | |
2017.03.10 16:00:00 | 9 | GBPUSD | sell | out | 0.01 | 1.21809 | 9 | -0.02 | -0.16 | -2.82 | 9 995.34 | |
2017.03.10 16:00:00 | 10 | GBPUSD | sell | out | 0.01 | 1.21809 | 10 | -0.02 | -0.28 | -5.56 | 9 989.48 | |
2017.03.10 16:00:00 | 11 | GBPUSD | sell | out | 0.01 | 1.21809 | 11 | -0.02 | -0.44 | -20.76 | 9 968.26 | |
2017.04.05 04:00:00 | 12 | GBPUSD | buy | in | 0.01 | 1.24425 | 12 | -0.02 | 0.00 | 0.00 | 9 968.24 | |
2017.04.10 08:00:00 | 13 | GBPUSD | buy | in | 0.01 | 1.23874 | 13 | -0.02 | 0.00 | 0.00 | 9 968.22 | |
2017.04.11 20:00:00 | 14 | GBPUSD | sell | out | 0.01 | 1.24823 | 14 | -0.02 | -0.04 | 9.49 | 9 977.65 | |
2017.04.11 20:00:00 | 15 | GBPUSD | sell | out | 0.01 | 1.24823 | 15 | -0.02 | -0.24 | 3.98 | 9 981.37 | |
2017.04.13 12:00:00 | 16 | GBPUSD | sell | in | 0.01 | 1.25486 | 16 | -0.03 | 0.00 | 0.00 | 9 981.34 | |
2017.04.18 04:00:00 | 17 | GBPUSD | buy | out | 0.01 | 1.25642 | 17 | -0.03 | 0.00 | -1.56 | 9 979.75 | |
2017.05.04 08:00:00 | 18 | GBPUSD | buy | in | 0.01 | 1.28775 | 18 | -0.03 | 0.00 | 0.00 | 9 979.72 | |
2017.05.05 20:00:00 | 19 | GBPUSD | sell | out | 0.01 | 1.29573 | 19 | -0.03 | -0.04 | 7.98 | 9 987.63 | |
2017.06.02 04:00:00 | 20 | GBPUSD | buy | in | 0.01 | 1.28894 | 20 | -0.03 | 0.00 | 0.00 | 9 987.60 | |
2017.06.02 16:00:00 | 21 | GBPUSD | sell | out | 0.01 | 1.28846 | 21 | -0.03 | 0.00 | -0.48 | 9 987.09 | |
2017.07.28 08:00:00 | 22 | GBPUSD | buy | in | 0.01 | 1.30746 | 22 | -0.03 | 0.00 | 0.00 | 9 987.06 | |
2017.07.28 20:00:00 | 23 | GBPUSD | sell | out | 0.01 | 1.31215 | 23 | -0.03 | 0.00 | 4.69 | 9 991.72 | |
2017.08.07 20:00:00 | 24 | GBPUSD | buy | in | 0.01 | 1.30244 | 24 | -0.03 | 0.00 | 0.00 | 9 991.69 | |
2017.08.10 16:00:00 | 25 | GBPUSD | sell | out | 0.01 | 1.30094 | 25 | -0.03 | -0.20 | -1.50 | 9 989.96 | |
2017.08.15 20:00:00 | 26 | GBPUSD | buy | in | 0.01 | 1.28662 | 26 | -0.03 | 0.00 | 0.00 | 9 989.93 | |
2017.08.17 00:00:00 | 27 | GBPUSD | sell | out | 0.01 | 1.28900 | 27 | -0.03 | -0.16 | 2.38 | 9 992.12 | |
2017.09.14 00:00:00 | 28 | GBPUSD | buy | in | 0.01 | 1.32124 | 28 | -0.03 | 0.00 | 0.00 | 9 992.09 | |
2017.09.15 12:00:00 | 29 | GBPUSD | sell | out | 0.01 | 1.35307 | 29 | -0.03 | -0.04 | 31.83 | 10 023.85 | |
2017.09.27 20:00:00 | 30 | GBPUSD | buy | in | 0.01 | 1.34036 | 30 | -0.03 | 0.00 | 0.00 | 10 023.82 | |
2017.09.28 12:00:00 | 31 | GBPUSD | buy | in | 0.01 | 1.33609 | 31 | -0.03 | 0.00 | 0.00 | 10 023.79 | |
2017.09.29 00:00:00 | 32 | GBPUSD | sell | out | 0.01 | 1.34386 | 32 | -0.03 | -0.04 | 7.77 | 10 031.49 | |
2017.09.29 00:00:00 | 33 | GBPUSD | sell | out | 0.01 | 1.34386 | 33 | -0.03 | -0.16 | 3.50 | 10 034.80 | |
2017.10.17 20:00:00 | 34 | GBPUSD | buy | in | 0.01 | 1.31796 | 34 | -0.03 | 0.00 | 0.00 | 10 034.77 | |
2017.10.23 04:00:00 | 35 | GBPUSD | buy | in | 0.01 | 1.31791 | 35 | -0.03 | 0.00 | 0.00 | 10 034.74 | |
2017.10.25 16:00:00 | 36 | GBPUSD | buy | in | 0.01 | 1.32546 | 36 | -0.03 | 0.00 | 0.00 | 10 034.71 | |
2017.10.31 00:00:00 | 37 | GBPUSD | sell | out | 0.01 | 1.32062 | 37 | -0.03 | -0.24 | -4.84 | 10 029.60 | |
2017.10.31 00:00:00 | 38 | GBPUSD | sell | out | 0.01 | 1.32062 | 38 | -0.03 | -0.32 | 2.71 | 10 031.96 | |
2017.10.31 00:00:00 | 39 | GBPUSD | sell | out | 0.01 | 1.32062 | 39 | -0.03 | -0.56 | 2.66 | 10 034.03 | |
2017.11.30 16:00:00 | 40 | GBPUSD | buy | in | 0.01 | 1.34636 | 40 | -0.03 | 0.00 | 0.00 | 10 034.00 | |
2017.12.01 20:00:00 | 41 | GBPUSD | sell | out | 0.01 | 1.35090 | 41 | -0.03 | -0.04 | 4.54 | 10 038.47 | |
2017.12.08 16:00:00 | 42 | GBPUSD | buy | in | 0.01 | 1.34208 | 42 | -0.03 | 0.00 | 0.00 | 10 038.44 | |
2017.12.12 12:00:00 | 43 | GBPUSD | sell | out | 0.01 | 1.33447 | 43 | -0.03 | -0.08 | -7.61 | 10 030.72 | |
-1.14 | -3.04 | 34.90 | 10 030.72 | |||||||||