Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: AUDUSD
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: 99%
Bars: 1498 Ticks: 19170431 Symbols: 1
Total Net Profit: -18.36 Balance Drawdown Absolute: 27.53 Equity Drawdown Absolute: 46.23
Gross Profit: 40.01 Balance Drawdown Maximal: 36.09 (0.36%) Equity Drawdown Maximal: 58.06 (0.58%)
Gross Loss: -58.37 Balance Drawdown Relative: 0.36% (36.09) Equity Drawdown Relative: 0.58% (58.06)
Profit Factor: 0.69 Expected Payoff: -0.87 Margin Level: 42610.32%
Recovery Factor: -0.32 Sharpe Ratio: -0.14 Z-Score: -0.89 (62.65%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.50 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 8.73
Total Trades: 21 Short Trades (won %): 3 (66.67%) Long Trades (won %): 18 (44.44%)
Total Deals: 42 Profit Trades (% of total): 10 (47.62%) Loss Trades (% of total): 11 (52.38%)
Largest profit trade: 10.50 Largest loss trade: -14.89
Average profit trade: 4.00 Average loss trade: -5.31
Maximum consecutive wins ($): 3 (16.70) Maximum consecutive losses ($): 4 (-30.50)
Maximal consecutive profit (count): 16.70 (3) Maximal consecutive loss (count): -30.50 (4)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.50 Correlation (Profits,MAE): 0.96 Correlation (MFE,MAE): 0.3109
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 04:00:002AUDUSDsell0.01 / 0.010.754762017.01.18 04:00:00filled
2017.01.19 00:00:003AUDUSDbuy0.01 / 0.010.750922017.01.19 00:00:00filled
2017.01.24 04:00:004AUDUSDsell0.01 / 0.010.759292017.01.24 04:00:00filled
2017.01.26 12:00:005AUDUSDbuy0.01 / 0.010.754212017.01.26 12:00:00filled
2017.03.01 04:00:006AUDUSDbuy0.01 / 0.010.766662017.03.01 04:00:00filled
2017.03.03 16:00:007AUDUSDbuy0.01 / 0.010.758112017.03.03 16:00:00filled
2017.03.08 04:00:008AUDUSDbuy0.01 / 0.010.759452017.03.08 04:00:00filled
2017.03.10 16:00:009AUDUSDsell0.01 / 0.010.755092017.03.10 16:00:00filled
2017.03.10 16:00:0010AUDUSDsell0.01 / 0.010.755092017.03.10 16:00:00filled
2017.03.10 16:00:0011AUDUSDsell0.01 / 0.010.755092017.03.10 16:00:00filled
2017.04.05 04:00:0012AUDUSDbuy0.01 / 0.010.757122017.04.05 04:00:00filled
2017.04.10 08:00:0013AUDUSDbuy0.01 / 0.010.748512017.04.10 08:00:00filled
2017.04.11 20:00:0014AUDUSDsell0.01 / 0.010.750332017.04.11 20:00:00filled
2017.04.11 20:00:0015AUDUSDsell0.01 / 0.010.750332017.04.11 20:00:00filled
2017.04.13 12:00:0016AUDUSDsell0.01 / 0.010.758372017.04.13 12:00:00filled
2017.04.18 04:00:0017AUDUSDbuy0.01 / 0.010.758422017.04.18 04:00:00filled
2017.05.04 08:00:0018AUDUSDbuy0.01 / 0.010.741662017.05.04 08:00:00filled
2017.05.05 20:00:0019AUDUSDsell0.01 / 0.010.741122017.05.05 20:00:00filled
2017.06.02 04:00:0020AUDUSDbuy0.01 / 0.010.738382017.06.02 04:00:00filled
2017.06.02 16:00:0021AUDUSDsell0.01 / 0.010.740822017.06.02 16:00:00filled
2017.07.28 08:00:0022AUDUSDbuy0.01 / 0.010.796792017.07.28 08:00:00filled
2017.07.28 20:00:0023AUDUSDsell0.01 / 0.010.798092017.07.28 20:00:00filled
2017.08.07 20:00:0024AUDUSDbuy0.01 / 0.010.790882017.08.07 20:00:00filled
2017.08.10 16:00:0025AUDUSDsell0.01 / 0.010.789582017.08.10 16:00:00filled
2017.08.15 20:00:0026AUDUSDbuy0.01 / 0.010.781982017.08.15 20:00:00filled
2017.08.17 00:00:0027AUDUSDsell0.01 / 0.010.792452017.08.17 00:00:00filled
2017.09.14 00:00:0028AUDUSDbuy0.01 / 0.010.798542017.09.14 00:00:00filled
2017.09.15 12:00:0029AUDUSDsell0.01 / 0.010.802212017.09.15 12:00:00filled
2017.09.27 20:00:0030AUDUSDbuy0.01 / 0.010.786682017.09.27 20:00:00filled
2017.09.28 12:00:0031AUDUSDbuy0.01 / 0.010.782742017.09.28 12:00:00filled
2017.09.29 00:00:0032AUDUSDsell0.01 / 0.010.785292017.09.29 00:00:00filled
2017.09.29 00:00:0033AUDUSDsell0.01 / 0.010.785292017.09.29 00:00:00filled
2017.10.17 20:00:0034AUDUSDbuy0.01 / 0.010.783752017.10.17 20:00:00filled
2017.10.23 04:00:0035AUDUSDbuy0.01 / 0.010.780942017.10.23 04:00:00filled
2017.10.25 16:00:0036AUDUSDbuy0.01 / 0.010.770872017.10.25 16:00:00filled
2017.10.31 00:00:0037AUDUSDsell0.01 / 0.010.768722017.10.31 00:00:00filled
2017.10.31 00:00:0038AUDUSDsell0.01 / 0.010.768722017.10.31 00:00:00filled
2017.10.31 00:00:0039AUDUSDsell0.01 / 0.010.768722017.10.31 00:00:00filled
2017.11.30 16:00:0040AUDUSDbuy0.01 / 0.010.756472017.11.30 16:00:00filled
2017.12.01 20:00:0041AUDUSDsell0.01 / 0.010.761892017.12.01 20:00:00filled
2017.12.08 16:00:0042AUDUSDbuy0.01 / 0.010.752912017.12.08 16:00:00filled
2017.12.12 12:00:0043AUDUSDsell0.01 / 0.010.756692017.12.12 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 04:00:002AUDUSDsellin0.010.754762-0.020.000.009 999.98
2017.01.19 00:00:003AUDUSDbuyout0.010.750923-0.02-0.123.8410 003.68
2017.01.24 04:00:004AUDUSDsellin0.010.759294-0.020.000.0010 003.66
2017.01.26 12:00:005AUDUSDbuyout0.010.754215-0.02-0.165.0810 008.56
2017.03.01 04:00:006AUDUSDbuyin0.010.766666-0.020.000.0010 008.54
2017.03.03 16:00:007AUDUSDbuyin0.010.758117-0.020.000.0010 008.52
2017.03.08 04:00:008AUDUSDbuyin0.010.759458-0.020.000.0010 008.50
2017.03.10 16:00:009AUDUSDsellout0.010.755099-0.020.05-4.3610 004.17
2017.03.10 16:00:0010AUDUSDsellout0.010.7550910-0.020.08-3.0210 001.21
2017.03.10 16:00:0011AUDUSDsellout0.010.7550911-0.020.13-11.579 989.75
2017.04.05 04:00:0012AUDUSDbuyin0.010.7571212-0.020.000.009 989.73
2017.04.10 08:00:0013AUDUSDbuyin0.010.7485113-0.010.000.009 989.72
2017.04.11 20:00:0014AUDUSDsellout0.010.7503314-0.020.011.829 991.53
2017.04.11 20:00:0015AUDUSDsellout0.010.7503315-0.020.07-6.799 984.79
2017.04.13 12:00:0016AUDUSDsellin0.010.7583716-0.020.000.009 984.77
2017.04.18 04:00:0017AUDUSDbuyout0.010.7584217-0.02-0.12-0.059 984.58
2017.05.04 08:00:0018AUDUSDbuyin0.010.7416618-0.010.000.009 984.57
2017.05.05 20:00:0019AUDUSDsellout0.010.7411219-0.010.01-0.549 984.03
2017.06.02 04:00:0020AUDUSDbuyin0.010.7383820-0.010.000.009 984.02
2017.06.02 16:00:0021AUDUSDsellout0.010.7408221-0.010.002.449 986.45
2017.07.28 08:00:0022AUDUSDbuyin0.010.7967922-0.020.000.009 986.43
2017.07.28 20:00:0023AUDUSDsellout0.010.7980923-0.020.001.309 987.71
2017.08.07 20:00:0024AUDUSDbuyin0.010.7908824-0.020.000.009 987.69
2017.08.10 16:00:0025AUDUSDsellout0.010.7895825-0.020.06-1.309 986.43
2017.08.15 20:00:0026AUDUSDbuyin0.010.7819826-0.020.000.009 986.41
2017.08.17 00:00:0027AUDUSDsellout0.010.7924527-0.020.0510.479 996.91
2017.09.14 00:00:0028AUDUSDbuyin0.010.7985428-0.020.000.009 996.89
2017.09.15 12:00:0029AUDUSDsellout0.010.8022129-0.020.013.6710 000.55
2017.09.27 20:00:0030AUDUSDbuyin0.010.7866830-0.020.000.0010 000.53
2017.09.28 12:00:0031AUDUSDbuyin0.010.7827431-0.020.000.0010 000.51
2017.09.29 00:00:0032AUDUSDsellout0.010.7852932-0.020.012.5510 003.05
2017.09.29 00:00:0033AUDUSDsellout0.010.7852933-0.020.05-1.3910 001.69
2017.10.17 20:00:0034AUDUSDbuyin0.010.7837534-0.020.000.0010 001.67
2017.10.23 04:00:0035AUDUSDbuyin0.010.7809435-0.020.000.0010 001.65
2017.10.25 16:00:0036AUDUSDbuyin0.010.7708736-0.020.000.0010 001.63
2017.10.31 00:00:0037AUDUSDsellout0.010.7687237-0.020.07-2.159 999.53
2017.10.31 00:00:0038AUDUSDsellout0.010.7687238-0.020.09-12.229 987.38
2017.10.31 00:00:0039AUDUSDsellout0.010.7687239-0.020.16-15.039 972.49
2017.11.30 16:00:0040AUDUSDbuyin0.010.7564740-0.020.000.009 972.47
2017.12.01 20:00:0041AUDUSDsellout0.010.7618941-0.020.015.429 977.88
2017.12.08 16:00:0042AUDUSDbuyin0.010.7529142-0.020.000.009 977.86
2017.12.12 12:00:0043AUDUSDsellout0.010.7566943-0.020.023.789 981.64
-0.79 0.48 -18.05 9 981.64