Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.80 Correlation (Profits,MAE): 0.65 Correlation (MFE,MAE): 0.2034
Graph
Minimal position holding time: 12:00:00 Maximal position holding time: 220:00:00 Average position holding time: 66:17:08
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.18 04:00:002GBPUSDsell0.01 / 0.011.235982017.01.18 04:00:00filled
2017.01.19 00:00:003GBPUSDbuy0.01 / 0.011.226072017.01.19 00:00:00filled
2017.01.24 04:00:004GBPUSDsell0.01 / 0.011.251902017.01.24 04:00:00filled
2017.01.26 12:00:005GBPUSDbuy0.01 / 0.011.263312017.01.26 12:00:00filled
2017.03.01 04:00:006GBPUSDbuy0.01 / 0.011.238852017.03.01 04:00:00filled
2017.03.03 16:00:007GBPUSDbuy0.01 / 0.011.223652017.03.03 16:00:00filled
2017.03.08 04:00:008GBPUSDbuy0.01 / 0.011.220912017.03.08 04:00:00filled
2017.03.10 16:00:009GBPUSDsell0.01 / 0.011.218092017.03.10 16:00:00filled
2017.03.10 16:00:0010GBPUSDsell0.01 / 0.011.218092017.03.10 16:00:00filled
2017.03.10 16:00:0011GBPUSDsell0.01 / 0.011.218092017.03.10 16:00:00filled
2017.04.05 04:00:0012GBPUSDbuy0.01 / 0.011.244252017.04.05 04:00:00filled
2017.04.10 08:00:0013GBPUSDbuy0.01 / 0.011.238742017.04.10 08:00:00filled
2017.04.11 20:00:0014GBPUSDsell0.01 / 0.011.248232017.04.11 20:00:00filled
2017.04.11 20:00:0015GBPUSDsell0.01 / 0.011.248232017.04.11 20:00:00filled
2017.04.13 12:00:0016GBPUSDsell0.01 / 0.011.254862017.04.13 12:00:00filled
2017.04.18 04:00:0017GBPUSDbuy0.01 / 0.011.256422017.04.18 04:00:00filled
2017.05.04 08:00:0018GBPUSDbuy0.01 / 0.011.287752017.05.04 08:00:00filled
2017.05.05 20:00:0019GBPUSDsell0.01 / 0.011.295732017.05.05 20:00:00filled
2017.06.02 04:00:0020GBPUSDbuy0.01 / 0.011.288942017.06.02 04:00:00filled
2017.06.02 16:00:0021GBPUSDsell0.01 / 0.011.288462017.06.02 16:00:00filled
2017.07.28 08:00:0022GBPUSDbuy0.01 / 0.011.307462017.07.28 08:00:00filled
2017.07.28 20:00:0023GBPUSDsell0.01 / 0.011.312152017.07.28 20:00:00filled
2017.08.07 20:00:0024GBPUSDbuy0.01 / 0.011.302442017.08.07 20:00:00filled
2017.08.10 16:00:0025GBPUSDsell0.01 / 0.011.300942017.08.10 16:00:00filled
2017.08.15 20:00:0026GBPUSDbuy0.01 / 0.011.286622017.08.15 20:00:00filled
2017.08.17 00:00:0027GBPUSDsell0.01 / 0.011.289002017.08.17 00:00:00filled
2017.09.14 00:00:0028GBPUSDbuy0.01 / 0.011.321242017.09.14 00:00:00filled
2017.09.15 12:00:0029GBPUSDsell0.01 / 0.011.353072017.09.15 12:00:00filled
2017.09.27 20:00:0030GBPUSDbuy0.01 / 0.011.340362017.09.27 20:00:00filled
2017.09.28 12:00:0031GBPUSDbuy0.01 / 0.011.336092017.09.28 12:00:00filled
2017.09.29 00:00:0032GBPUSDsell0.01 / 0.011.343862017.09.29 00:00:00filled
2017.09.29 00:00:0033GBPUSDsell0.01 / 0.011.343862017.09.29 00:00:00filled
2017.10.17 20:00:0034GBPUSDbuy0.01 / 0.011.317962017.10.17 20:00:00filled
2017.10.23 04:00:0035GBPUSDbuy0.01 / 0.011.317912017.10.23 04:00:00filled
2017.10.25 16:00:0036GBPUSDbuy0.01 / 0.011.325462017.10.25 16:00:00filled
2017.10.31 00:00:0037GBPUSDsell0.01 / 0.011.320622017.10.31 00:00:00filled
2017.10.31 00:00:0038GBPUSDsell0.01 / 0.011.320622017.10.31 00:00:00filled
2017.10.31 00:00:0039GBPUSDsell0.01 / 0.011.320622017.10.31 00:00:00filled
2017.11.30 16:00:0040GBPUSDbuy0.01 / 0.011.346362017.11.30 16:00:00filled
2017.12.01 20:00:0041GBPUSDsell0.01 / 0.011.350902017.12.01 20:00:00filled
2017.12.08 16:00:0042GBPUSDbuy0.01 / 0.011.342082017.12.08 16:00:00filled
2017.12.12 12:00:0043GBPUSDsell0.01 / 0.011.334472017.12.12 12:00:00filled
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
2017.01.18 04:00:002GBPUSDsellin0.011.235982-0.020.000.009 999.98
2017.01.19 00:00:003GBPUSDbuyout0.011.226073-0.020.009.9110 009.87
2017.01.24 04:00:004GBPUSDsellin0.011.251904-0.030.000.0010 009.84
2017.01.26 12:00:005GBPUSDbuyout0.011.263315-0.030.00-11.419 998.40
2017.03.01 04:00:006GBPUSDbuyin0.011.238856-0.020.000.009 998.38
2017.03.03 16:00:007GBPUSDbuyin0.011.223657-0.020.000.009 998.36
2017.03.08 04:00:008GBPUSDbuyin0.011.220918-0.020.000.009 998.34
2017.03.10 16:00:009GBPUSDsellout0.011.218099-0.02-0.16-2.829 995.34
2017.03.10 16:00:0010GBPUSDsellout0.011.2180910-0.02-0.28-5.569 989.48
2017.03.10 16:00:0011GBPUSDsellout0.011.2180911-0.02-0.44-20.769 968.26
2017.04.05 04:00:0012GBPUSDbuyin0.011.2442512-0.020.000.009 968.24
2017.04.10 08:00:0013GBPUSDbuyin0.011.2387413-0.020.000.009 968.22
2017.04.11 20:00:0014GBPUSDsellout0.011.2482314-0.02-0.049.499 977.65
2017.04.11 20:00:0015GBPUSDsellout0.011.2482315-0.02-0.243.989 981.37
2017.04.13 12:00:0016GBPUSDsellin0.011.2548616-0.030.000.009 981.34
2017.04.18 04:00:0017GBPUSDbuyout0.011.2564217-0.030.00-1.569 979.75
2017.05.04 08:00:0018GBPUSDbuyin0.011.2877518-0.030.000.009 979.72
2017.05.05 20:00:0019GBPUSDsellout0.011.2957319-0.03-0.047.989 987.63
2017.06.02 04:00:0020GBPUSDbuyin0.011.2889420-0.030.000.009 987.60
2017.06.02 16:00:0021GBPUSDsellout0.011.2884621-0.030.00-0.489 987.09
2017.07.28 08:00:0022GBPUSDbuyin0.011.3074622-0.030.000.009 987.06
2017.07.28 20:00:0023GBPUSDsellout0.011.3121523-0.030.004.699 991.72
2017.08.07 20:00:0024GBPUSDbuyin0.011.3024424-0.030.000.009 991.69
2017.08.10 16:00:0025GBPUSDsellout0.011.3009425-0.03-0.20-1.509 989.96
2017.08.15 20:00:0026GBPUSDbuyin0.011.2866226-0.030.000.009 989.93
2017.08.17 00:00:0027GBPUSDsellout0.011.2890027-0.03-0.162.389 992.12
2017.09.14 00:00:0028GBPUSDbuyin0.011.3212428-0.030.000.009 992.09
2017.09.15 12:00:0029GBPUSDsellout0.011.3530729-0.03-0.0431.8310 023.85
2017.09.27 20:00:0030GBPUSDbuyin0.011.3403630-0.030.000.0010 023.82
2017.09.28 12:00:0031GBPUSDbuyin0.011.3360931-0.030.000.0010 023.79
2017.09.29 00:00:0032GBPUSDsellout0.011.3438632-0.03-0.047.7710 031.49
2017.09.29 00:00:0033GBPUSDsellout0.011.3438633-0.03-0.163.5010 034.80
2017.10.17 20:00:0034GBPUSDbuyin0.011.3179634-0.030.000.0010 034.77
2017.10.23 04:00:0035GBPUSDbuyin0.011.3179135-0.030.000.0010 034.74
2017.10.25 16:00:0036GBPUSDbuyin0.011.3254636-0.030.000.0010 034.71
2017.10.31 00:00:0037GBPUSDsellout0.011.3206237-0.03-0.24-4.8410 029.60
2017.10.31 00:00:0038GBPUSDsellout0.011.3206238-0.03-0.322.7110 031.96
2017.10.31 00:00:0039GBPUSDsellout0.011.3206239-0.03-0.562.6610 034.03
2017.11.30 16:00:0040GBPUSDbuyin0.011.3463640-0.030.000.0010 034.00
2017.12.01 20:00:0041GBPUSDsellout0.011.3509041-0.03-0.044.5410 038.47
2017.12.08 16:00:0042GBPUSDbuyin0.011.3420842-0.030.000.0010 038.44
2017.12.12 12:00:0043GBPUSDsellout0.011.3344743-0.03-0.08-7.6110 030.72
-1.14 -3.04 34.90 10 030.72