Strategy Tester Report |
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RoboForex-MetaTrader 5 (Build 1643) |
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Settings |
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| 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.50 | Correlation (Profits,MAE): | 0.96 | Correlation (MFE,MAE): | 0.3109 | |||||||
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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 | AUDUSD | sell | 0.01 / 0.01 | 0.75476 | 2017.01.18 04:00:00 | filled | |||||
| 2017.01.19 00:00:00 | 3 | AUDUSD | buy | 0.01 / 0.01 | 0.75092 | 2017.01.19 00:00:00 | filled | |||||
| 2017.01.24 04:00:00 | 4 | AUDUSD | sell | 0.01 / 0.01 | 0.75929 | 2017.01.24 04:00:00 | filled | |||||
| 2017.01.26 12:00:00 | 5 | AUDUSD | buy | 0.01 / 0.01 | 0.75421 | 2017.01.26 12:00:00 | filled | |||||
| 2017.03.01 04:00:00 | 6 | AUDUSD | buy | 0.01 / 0.01 | 0.76666 | 2017.03.01 04:00:00 | filled | |||||
| 2017.03.03 16:00:00 | 7 | AUDUSD | buy | 0.01 / 0.01 | 0.75811 | 2017.03.03 16:00:00 | filled | |||||
| 2017.03.08 04:00:00 | 8 | AUDUSD | buy | 0.01 / 0.01 | 0.75945 | 2017.03.08 04:00:00 | filled | |||||
| 2017.03.10 16:00:00 | 9 | AUDUSD | sell | 0.01 / 0.01 | 0.75509 | 2017.03.10 16:00:00 | filled | |||||
| 2017.03.10 16:00:00 | 10 | AUDUSD | sell | 0.01 / 0.01 | 0.75509 | 2017.03.10 16:00:00 | filled | |||||
| 2017.03.10 16:00:00 | 11 | AUDUSD | sell | 0.01 / 0.01 | 0.75509 | 2017.03.10 16:00:00 | filled | |||||
| 2017.04.05 04:00:00 | 12 | AUDUSD | buy | 0.01 / 0.01 | 0.75712 | 2017.04.05 04:00:00 | filled | |||||
| 2017.04.10 08:00:00 | 13 | AUDUSD | buy | 0.01 / 0.01 | 0.74851 | 2017.04.10 08:00:00 | filled | |||||
| 2017.04.11 20:00:00 | 14 | AUDUSD | sell | 0.01 / 0.01 | 0.75033 | 2017.04.11 20:00:00 | filled | |||||
| 2017.04.11 20:00:00 | 15 | AUDUSD | sell | 0.01 / 0.01 | 0.75033 | 2017.04.11 20:00:00 | filled | |||||
| 2017.04.13 12:00:00 | 16 | AUDUSD | sell | 0.01 / 0.01 | 0.75837 | 2017.04.13 12:00:00 | filled | |||||
| 2017.04.18 04:00:00 | 17 | AUDUSD | buy | 0.01 / 0.01 | 0.75842 | 2017.04.18 04:00:00 | filled | |||||
| 2017.05.04 08:00:00 | 18 | AUDUSD | buy | 0.01 / 0.01 | 0.74166 | 2017.05.04 08:00:00 | filled | |||||
| 2017.05.05 20:00:00 | 19 | AUDUSD | sell | 0.01 / 0.01 | 0.74112 | 2017.05.05 20:00:00 | filled | |||||
| 2017.06.02 04:00:00 | 20 | AUDUSD | buy | 0.01 / 0.01 | 0.73838 | 2017.06.02 04:00:00 | filled | |||||
| 2017.06.02 16:00:00 | 21 | AUDUSD | sell | 0.01 / 0.01 | 0.74082 | 2017.06.02 16:00:00 | filled | |||||
| 2017.07.28 08:00:00 | 22 | AUDUSD | buy | 0.01 / 0.01 | 0.79679 | 2017.07.28 08:00:00 | filled | |||||
| 2017.07.28 20:00:00 | 23 | AUDUSD | sell | 0.01 / 0.01 | 0.79809 | 2017.07.28 20:00:00 | filled | |||||
| 2017.08.07 20:00:00 | 24 | AUDUSD | buy | 0.01 / 0.01 | 0.79088 | 2017.08.07 20:00:00 | filled | |||||
| 2017.08.10 16:00:00 | 25 | AUDUSD | sell | 0.01 / 0.01 | 0.78958 | 2017.08.10 16:00:00 | filled | |||||
| 2017.08.15 20:00:00 | 26 | AUDUSD | buy | 0.01 / 0.01 | 0.78198 | 2017.08.15 20:00:00 | filled | |||||
| 2017.08.17 00:00:00 | 27 | AUDUSD | sell | 0.01 / 0.01 | 0.79245 | 2017.08.17 00:00:00 | filled | |||||
| 2017.09.14 00:00:00 | 28 | AUDUSD | buy | 0.01 / 0.01 | 0.79854 | 2017.09.14 00:00:00 | filled | |||||
| 2017.09.15 12:00:00 | 29 | AUDUSD | sell | 0.01 / 0.01 | 0.80221 | 2017.09.15 12:00:00 | filled | |||||
| 2017.09.27 20:00:00 | 30 | AUDUSD | buy | 0.01 / 0.01 | 0.78668 | 2017.09.27 20:00:00 | filled | |||||
| 2017.09.28 12:00:00 | 31 | AUDUSD | buy | 0.01 / 0.01 | 0.78274 | 2017.09.28 12:00:00 | filled | |||||
| 2017.09.29 00:00:00 | 32 | AUDUSD | sell | 0.01 / 0.01 | 0.78529 | 2017.09.29 00:00:00 | filled | |||||
| 2017.09.29 00:00:00 | 33 | AUDUSD | sell | 0.01 / 0.01 | 0.78529 | 2017.09.29 00:00:00 | filled | |||||
| 2017.10.17 20:00:00 | 34 | AUDUSD | buy | 0.01 / 0.01 | 0.78375 | 2017.10.17 20:00:00 | filled | |||||
| 2017.10.23 04:00:00 | 35 | AUDUSD | buy | 0.01 / 0.01 | 0.78094 | 2017.10.23 04:00:00 | filled | |||||
| 2017.10.25 16:00:00 | 36 | AUDUSD | buy | 0.01 / 0.01 | 0.77087 | 2017.10.25 16:00:00 | filled | |||||
| 2017.10.31 00:00:00 | 37 | AUDUSD | sell | 0.01 / 0.01 | 0.76872 | 2017.10.31 00:00:00 | filled | |||||
| 2017.10.31 00:00:00 | 38 | AUDUSD | sell | 0.01 / 0.01 | 0.76872 | 2017.10.31 00:00:00 | filled | |||||
| 2017.10.31 00:00:00 | 39 | AUDUSD | sell | 0.01 / 0.01 | 0.76872 | 2017.10.31 00:00:00 | filled | |||||
| 2017.11.30 16:00:00 | 40 | AUDUSD | buy | 0.01 / 0.01 | 0.75647 | 2017.11.30 16:00:00 | filled | |||||
| 2017.12.01 20:00:00 | 41 | AUDUSD | sell | 0.01 / 0.01 | 0.76189 | 2017.12.01 20:00:00 | filled | |||||
| 2017.12.08 16:00:00 | 42 | AUDUSD | buy | 0.01 / 0.01 | 0.75291 | 2017.12.08 16:00:00 | filled | |||||
| 2017.12.12 12:00:00 | 43 | AUDUSD | sell | 0.01 / 0.01 | 0.75669 | 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 | AUDUSD | sell | in | 0.01 | 0.75476 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
| 2017.01.19 00:00:00 | 3 | AUDUSD | buy | out | 0.01 | 0.75092 | 3 | -0.02 | -0.12 | 3.84 | 10 003.68 | |
| 2017.01.24 04:00:00 | 4 | AUDUSD | sell | in | 0.01 | 0.75929 | 4 | -0.02 | 0.00 | 0.00 | 10 003.66 | |
| 2017.01.26 12:00:00 | 5 | AUDUSD | buy | out | 0.01 | 0.75421 | 5 | -0.02 | -0.16 | 5.08 | 10 008.56 | |
| 2017.03.01 04:00:00 | 6 | AUDUSD | buy | in | 0.01 | 0.76666 | 6 | -0.02 | 0.00 | 0.00 | 10 008.54 | |
| 2017.03.03 16:00:00 | 7 | AUDUSD | buy | in | 0.01 | 0.75811 | 7 | -0.02 | 0.00 | 0.00 | 10 008.52 | |
| 2017.03.08 04:00:00 | 8 | AUDUSD | buy | in | 0.01 | 0.75945 | 8 | -0.02 | 0.00 | 0.00 | 10 008.50 | |
| 2017.03.10 16:00:00 | 9 | AUDUSD | sell | out | 0.01 | 0.75509 | 9 | -0.02 | 0.05 | -4.36 | 10 004.17 | |
| 2017.03.10 16:00:00 | 10 | AUDUSD | sell | out | 0.01 | 0.75509 | 10 | -0.02 | 0.08 | -3.02 | 10 001.21 | |
| 2017.03.10 16:00:00 | 11 | AUDUSD | sell | out | 0.01 | 0.75509 | 11 | -0.02 | 0.13 | -11.57 | 9 989.75 | |
| 2017.04.05 04:00:00 | 12 | AUDUSD | buy | in | 0.01 | 0.75712 | 12 | -0.02 | 0.00 | 0.00 | 9 989.73 | |
| 2017.04.10 08:00:00 | 13 | AUDUSD | buy | in | 0.01 | 0.74851 | 13 | -0.01 | 0.00 | 0.00 | 9 989.72 | |
| 2017.04.11 20:00:00 | 14 | AUDUSD | sell | out | 0.01 | 0.75033 | 14 | -0.02 | 0.01 | 1.82 | 9 991.53 | |
| 2017.04.11 20:00:00 | 15 | AUDUSD | sell | out | 0.01 | 0.75033 | 15 | -0.02 | 0.07 | -6.79 | 9 984.79 | |
| 2017.04.13 12:00:00 | 16 | AUDUSD | sell | in | 0.01 | 0.75837 | 16 | -0.02 | 0.00 | 0.00 | 9 984.77 | |
| 2017.04.18 04:00:00 | 17 | AUDUSD | buy | out | 0.01 | 0.75842 | 17 | -0.02 | -0.12 | -0.05 | 9 984.58 | |
| 2017.05.04 08:00:00 | 18 | AUDUSD | buy | in | 0.01 | 0.74166 | 18 | -0.01 | 0.00 | 0.00 | 9 984.57 | |
| 2017.05.05 20:00:00 | 19 | AUDUSD | sell | out | 0.01 | 0.74112 | 19 | -0.01 | 0.01 | -0.54 | 9 984.03 | |
| 2017.06.02 04:00:00 | 20 | AUDUSD | buy | in | 0.01 | 0.73838 | 20 | -0.01 | 0.00 | 0.00 | 9 984.02 | |
| 2017.06.02 16:00:00 | 21 | AUDUSD | sell | out | 0.01 | 0.74082 | 21 | -0.01 | 0.00 | 2.44 | 9 986.45 | |
| 2017.07.28 08:00:00 | 22 | AUDUSD | buy | in | 0.01 | 0.79679 | 22 | -0.02 | 0.00 | 0.00 | 9 986.43 | |
| 2017.07.28 20:00:00 | 23 | AUDUSD | sell | out | 0.01 | 0.79809 | 23 | -0.02 | 0.00 | 1.30 | 9 987.71 | |
| 2017.08.07 20:00:00 | 24 | AUDUSD | buy | in | 0.01 | 0.79088 | 24 | -0.02 | 0.00 | 0.00 | 9 987.69 | |
| 2017.08.10 16:00:00 | 25 | AUDUSD | sell | out | 0.01 | 0.78958 | 25 | -0.02 | 0.06 | -1.30 | 9 986.43 | |
| 2017.08.15 20:00:00 | 26 | AUDUSD | buy | in | 0.01 | 0.78198 | 26 | -0.02 | 0.00 | 0.00 | 9 986.41 | |
| 2017.08.17 00:00:00 | 27 | AUDUSD | sell | out | 0.01 | 0.79245 | 27 | -0.02 | 0.05 | 10.47 | 9 996.91 | |
| 2017.09.14 00:00:00 | 28 | AUDUSD | buy | in | 0.01 | 0.79854 | 28 | -0.02 | 0.00 | 0.00 | 9 996.89 | |
| 2017.09.15 12:00:00 | 29 | AUDUSD | sell | out | 0.01 | 0.80221 | 29 | -0.02 | 0.01 | 3.67 | 10 000.55 | |
| 2017.09.27 20:00:00 | 30 | AUDUSD | buy | in | 0.01 | 0.78668 | 30 | -0.02 | 0.00 | 0.00 | 10 000.53 | |
| 2017.09.28 12:00:00 | 31 | AUDUSD | buy | in | 0.01 | 0.78274 | 31 | -0.02 | 0.00 | 0.00 | 10 000.51 | |
| 2017.09.29 00:00:00 | 32 | AUDUSD | sell | out | 0.01 | 0.78529 | 32 | -0.02 | 0.01 | 2.55 | 10 003.05 | |
| 2017.09.29 00:00:00 | 33 | AUDUSD | sell | out | 0.01 | 0.78529 | 33 | -0.02 | 0.05 | -1.39 | 10 001.69 | |
| 2017.10.17 20:00:00 | 34 | AUDUSD | buy | in | 0.01 | 0.78375 | 34 | -0.02 | 0.00 | 0.00 | 10 001.67 | |
| 2017.10.23 04:00:00 | 35 | AUDUSD | buy | in | 0.01 | 0.78094 | 35 | -0.02 | 0.00 | 0.00 | 10 001.65 | |
| 2017.10.25 16:00:00 | 36 | AUDUSD | buy | in | 0.01 | 0.77087 | 36 | -0.02 | 0.00 | 0.00 | 10 001.63 | |
| 2017.10.31 00:00:00 | 37 | AUDUSD | sell | out | 0.01 | 0.76872 | 37 | -0.02 | 0.07 | -2.15 | 9 999.53 | |
| 2017.10.31 00:00:00 | 38 | AUDUSD | sell | out | 0.01 | 0.76872 | 38 | -0.02 | 0.09 | -12.22 | 9 987.38 | |
| 2017.10.31 00:00:00 | 39 | AUDUSD | sell | out | 0.01 | 0.76872 | 39 | -0.02 | 0.16 | -15.03 | 9 972.49 | |
| 2017.11.30 16:00:00 | 40 | AUDUSD | buy | in | 0.01 | 0.75647 | 40 | -0.02 | 0.00 | 0.00 | 9 972.47 | |
| 2017.12.01 20:00:00 | 41 | AUDUSD | sell | out | 0.01 | 0.76189 | 41 | -0.02 | 0.01 | 5.42 | 9 977.88 | |
| 2017.12.08 16:00:00 | 42 | AUDUSD | buy | in | 0.01 | 0.75291 | 42 | -0.02 | 0.00 | 0.00 | 9 977.86 | |
| 2017.12.12 12:00:00 | 43 | AUDUSD | sell | out | 0.01 | 0.75669 | 43 | -0.02 | 0.02 | 3.78 | 9 981.64 | |
| -0.79 | 0.48 | -18.05 | 9 981.64 | |||||||||